日経225先物・オプション価格情報
2024年01月12日(金)
先物終値
種別 限月 終値
NK225 202403 35,610
NK225 202406 35,340
種別 限月 終値
NK225M 202402 35,640
NK225M 202403 35,610
NK225M 202404 35,335
種別 限月 終値
NK225MC 202402 35,640
NK225MC 202403 35,610
NK225MC 202404 35,335
オプション終値(ATM前後500円)
(各リスクパラメータは、原資価格を先物ラージ、金利を0.1%として当サイト独自に算出したものです。)
C/P 限月 行使価格 終値 IV デルタ ガンマ ベガ セータ
CALL 202402 36,000 620 0.202 0.434 0.000198 38.81 -14.04
CALL 202402 35,875 600 0.183 0.453 0.000219 39.07 -12.83
CALL 202402 35,750 725 0.201 0.484 0.000201 39.31 -14.15
CALL 202402 35,625 780 0.200 0.509 0.000202 39.34 -14.08
CALL 202402 35,500 850 0.202 0.534 0.000200 39.21 -14.17
CALL 202402 35,375 925 0.204 0.558 0.000196 38.93 -14.24
CALL 202402 35,250 995 0.205 0.583 0.000193 38.50 -14.11
CALL 202402 35,125 1,065 0.204 0.607 0.000191 37.92 -13.88
PUT 202402 36,000 1,035 0.209 -0.563 0.000191 38.86 -14.45
PUT 202402 35,875 0 0.204 -0.541 0.000197 39.14 -14.20
PUT 202402 35,750 895 0.209 -0.515 0.000193 39.32 -14.63
PUT 202402 35,625 925 0.234 -0.489 0.000173 39.33 -16.35
PUT 202402 35,500 715 0.196 -0.466 0.000206 39.20 -13.68
PUT 202402 35,375 680 0.202 -0.441 0.000198 38.92 -14.01
PUT 202402 35,250 615 0.200 -0.416 0.000198 38.47 -13.70
PUT 202402 35,125 570 0.202 -0.392 0.000193 37.90 -13.64
CALL 202403 36,000 880 0.190 0.457 0.000150 55.33 -9.41
CALL 202403 35,875 0 0.190 0.476 0.000150 55.54 -9.47
CALL 202403 35,750 1,030 0.197 0.496 0.000145 55.64 -9.81
CALL 202403 35,625 0 0.190 0.513 0.000150 55.61 -9.50
CALL 202403 35,500 1,120 0.191 0.532 0.000149 55.46 -9.51
CALL 202403 35,375 0 0.191 0.551 0.000149 55.19 -9.46
CALL 202403 35,250 975 0.141 0.585 0.000199 54.38 -6.88
CALL 202403 35,125 0 0.193 0.588 0.000145 54.30 -9.39
PUT 202403 36,000 1,370 0.209 -0.536 0.000136 55.42 -10.27
PUT 202403 35,875 0 0.201 -0.521 0.000142 55.57 -9.92
PUT 202403 35,750 0 0.201 -0.503 0.000142 55.64 -9.94
PUT 202403 35,625 0 0.201 -0.486 0.000142 55.61 -9.95
PUT 202403 35,500 1,050 0.199 -0.468 0.000143 55.46 -9.82
PUT 202403 35,375 975 0.197 -0.450 0.000144 55.20 -9.65
PUT 202403 35,250 940 0.201 -0.432 0.000140 54.84 -9.80
PUT 202403 35,125 925 0.209 -0.417 0.000134 54.43 -10.10
CALL 202404 36,000 975 0.162 0.464 0.000138 70.64 -6.33
CALL 202404 35,875 0 0.174 0.484 0.000129 70.88 -6.81
CALL 202404 35,750 1,050 0.157 0.497 0.000143 70.93 -6.16
CALL 202404 35,625 0 0.173 0.516 0.000129 70.87 -6.80
CALL 202404 35,500 1,120 0.150 0.533 0.000149 70.70 -5.86
CALL 202404 35,375 0 0.173 0.549 0.000129 70.40 -6.72
CALL 202404 35,250 0 0.172 0.565 0.000128 69.99 -6.68
CALL 202404 35,125 0 0.172 0.581 0.000128 69.45 -6.62
PUT 202404 36,000 1,740 0.216 -0.518 0.000104 70.86 -8.37
PUT 202404 35,875 0 0.220 -0.504 0.000102 70.93 -8.51
PUT 202404 35,750 0 0.219 -0.492 0.000102 70.92 -8.49
PUT 202404 35,625 0 0.219 -0.479 0.000102 70.83 -8.49
PUT 202404 35,500 1,550 0.227 -0.466 0.000098 70.67 -8.78
PUT 202404 35,375 0 0.219 -0.453 0.000102 70.45 -8.42
PUT 202404 35,250 0 0.219 -0.440 0.000101 70.14 -8.39
PUT 202404 35,125 0 0.219 -0.428 0.000101 69.76 -8.34
ミニオプション終値(ATM前後500円)
C/P 限月 行使価格 終値 IV デルタ ガンマ ベガ セータ
CALL 20240119 36,000 255 0.213 0.362 0.000357 18.48 -28.15
CALL 20240119 35,875 280 0.202 0.401 0.000389 19.06 -27.50
CALL 20240119 35,750 335 0.203 0.450 0.000395 19.52 -28.40
CALL 20240119 35,625 410 0.212 0.500 0.000382 19.67 -29.84
CALL 20240119 35,500 460 0.205 0.549 0.000392 19.52 -28.61
CALL 20240119 35,375 540 0.210 0.596 0.000374 19.10 -28.69
CALL 20240119 35,250 575 0.187 0.657 0.000398 18.12 -24.32
CALL 20240119 35,125 490 0.056 0.961 0.000302 4.14 -1.76
PUT 20240119 36,000 0 0.219 -0.634 0.000349 18.55 -28.92
PUT 20240119 35,875 0 0.216 -0.592 0.000364 19.15 -29.52
PUT 20240119 35,750 495 0.214 -0.547 0.000376 19.54 -29.80
PUT 20240119 35,625 405 0.202 -0.500 0.000400 19.67 -28.36
PUT 20240119 35,500 440 0.251 -0.457 0.000320 19.56 -35.05
PUT 20240119 35,375 385 0.252 -0.418 0.000314 19.25 -34.60
PUT 20240119 35,250 240 0.201 -0.352 0.000374 18.31 -26.32
PUT 20240119 35,125 200 0.203 -0.308 0.000351 17.34 -25.09
CALL 20240126 36,000 340 0.183 0.388 0.000301 26.71 -17.46
CALL 20240126 35,875 455 0.207 0.436 0.000273 27.46 -20.32
CALL 20240126 35,750 500 0.203 0.469 0.000281 27.74 -20.18
CALL 20240126 35,625 570 0.207 0.504 0.000276 27.82 -20.64
CALL 20240126 35,500 545 0.175 0.543 0.000324 27.66 -17.38
CALL 20240126 35,375 705 0.209 0.573 0.000269 27.36 -20.46
CALL 20240126 35,250 0 0.195 0.613 0.000282 26.70 -18.63
CALL 20240126 35,125 0 0.198 0.646 0.000270 25.94 -18.39
PUT 20240126 36,000 0 0.214 -0.594 0.000260 27.04 -20.58
PUT 20240126 35,875 0 0.213 -0.562 0.000266 27.49 -20.82
PUT 20240126 35,750 0 0.212 -0.529 0.000269 27.75 -20.96
PUT 20240126 35,625 0 0.211 -0.495 0.000272 27.82 -20.88
PUT 20240126 35,500 0 0.207 -0.461 0.000275 27.69 -20.46
PUT 20240126 35,375 515 0.226 -0.431 0.000250 27.41 -22.06
PUT 20240126 35,250 0 0.206 -0.392 0.000268 26.80 -19.66
PUT 20240126 35,125 405 0.224 -0.368 0.000242 26.30 -20.97
CALL 20240202 36,000 0 0.199 0.420 0.000230 33.38 -15.87
CALL 20240202 35,875 0 0.199 0.448 0.000233 33.79 -16.02
CALL 20240202 35,750 0 0.198 0.477 0.000235 34.02 -16.10
CALL 20240202 35,625 0 0.198 0.506 0.000236 34.07 -16.10
CALL 20240202 35,500 0 0.198 0.536 0.000235 33.94 -16.02
CALL 20240202 35,375 0 0.198 0.565 0.000233 33.62 -15.86
CALL 20240202 35,250 0 0.197 0.595 0.000230 33.11 -15.63
CALL 20240202 35,125 0 0.198 0.623 0.000225 32.43 -15.31
PUT 20240202 36,000 0 0.210 -0.575 0.000218 33.47 -16.68
PUT 20240202 35,875 0 0.209 -0.548 0.000221 33.83 -16.80
PUT 20240202 35,750 0 0.209 -0.521 0.000224 34.03 -16.84
PUT 20240202 35,625 0 0.208 -0.493 0.000224 34.07 -16.84
PUT 20240202 35,500 0 0.208 -0.465 0.000224 33.94 -16.76
PUT 20240202 35,375 0 0.208 -0.437 0.000221 33.65 -16.64
PUT 20240202 35,250 0 0.208 -0.409 0.000219 33.19 -16.40
PUT 20240202 35,125 0 0.208 -0.382 0.000214 32.57 -16.12
CALL 20240209 36,000 625 0.203 0.435 0.000196 38.82 -14.13
CALL 20240209 35,875 615 0.187 0.454 0.000215 39.08 -13.10
CALL 20240209 35,750 710 0.197 0.483 0.000205 39.31 -13.88
CALL 20240209 35,625 680 0.174 0.507 0.000232 39.34 -12.30
CALL 20240209 35,500 865 0.206 0.534 0.000196 39.21 -14.44
CALL 20240209 35,375 910 0.200 0.559 0.000200 38.92 -13.97
CALL 20240209 35,250 930 0.188 0.588 0.000210 38.38 -12.92
CALL 20240209 35,125 970 0.179 0.619 0.000216 37.58 -12.07
PUT 20240209 36,000 1,065 0.217 -0.560 0.000184 38.91 -15.00
PUT 20240209 35,875 0 0.205 -0.540 0.000196 39.15 -14.31
PUT 20240209 35,750 840 0.195 -0.518 0.000207 39.31 -13.65
PUT 20240209 35,625 770 0.194 -0.492 0.000208 39.34 -13.59
PUT 20240209 35,500 725 0.199 -0.466 0.000203 39.20 -13.86
PUT 20240209 35,375 695 0.206 -0.442 0.000194 38.93 -14.29
PUT 20240209 35,250 680 0.217 -0.421 0.000183 38.56 -14.90
PUT 20240209 35,125 570 0.202 -0.392 0.000193 37.90 -13.64
CALL 20240216 36,000 0 0.196 0.441 0.000183 43.51 -12.21
CALL 20240216 35,875 0 0.196 0.464 0.000184 43.81 -12.29
CALL 20240216 35,750 0 0.196 0.487 0.000185 43.97 -12.32
CALL 20240216 35,625 0 0.195 0.510 0.000185 43.98 -12.31
CALL 20240216 35,500 0 0.195 0.533 0.000185 43.84 -12.26
CALL 20240216 35,375 0 0.196 0.556 0.000183 43.56 -12.22
CALL 20240216 35,250 0 0.195 0.579 0.000181 43.12 -12.09
CALL 20240216 35,125 0 0.196 0.602 0.000179 42.55 -11.96
PUT 20240216 36,000 0 0.204 -0.555 0.000176 43.57 -12.65
PUT 20240216 35,875 0 0.204 -0.534 0.000177 43.84 -12.71
PUT 20240216 35,750 0 0.204 -0.512 0.000178 43.97 -12.73
PUT 20240216 35,625 0 0.203 -0.489 0.000178 43.98 -12.73
PUT 20240216 35,500 0 0.203 -0.467 0.000177 43.84 -12.68
PUT 20240216 35,375 0 0.204 -0.445 0.000176 43.57 -12.64
PUT 20240216 35,250 0 0.204 -0.423 0.000174 43.17 -12.53
PUT 20240216 35,125 0 0.204 -0.401 0.000172 42.64 -12.40
CALL 20240308 36,000 895 0.192 0.458 0.000148 55.34 -9.55
CALL 20240308 35,875 765 0.159 0.466 0.000179 55.44 -7.92
CALL 20240308 35,750 860 0.166 0.490 0.000172 55.63 -8.29
CALL 20240308 35,625 885 0.160 0.511 0.000179 55.63 -7.99
CALL 20240308 35,500 1,085 0.185 0.532 0.000154 55.46 -9.20
CALL 20240308 35,375 0 0.190 0.551 0.000149 55.19 -9.41
CALL 20240308 35,250 985 0.143 0.584 0.000196 54.40 -6.98
CALL 20240308 35,125 0 0.191 0.588 0.000146 54.28 -9.32
PUT 20240308 36,000 1,430 0.220 -0.533 0.000130 55.46 -10.82
PUT 20240308 35,875 1,365 0.220 -0.516 0.000130 55.60 -10.89
PUT 20240308 35,750 1,280 0.217 -0.501 0.000132 55.65 -10.75
PUT 20240308 35,625 1,120 0.200 -0.486 0.000143 55.61 -9.90
PUT 20240308 35,500 1,060 0.201 -0.468 0.000142 55.46 -9.91
PUT 20240308 35,375 1,090 0.218 -0.451 0.000130 55.23 -10.68
PUT 20240308 35,250 0 0.203 -0.433 0.000139 54.85 -9.91
PUT 20240308 35,125 0 0.204 -0.415 0.000137 54.39 -9.86
CALL 20240412 36,000 0 0.172 0.468 0.000130 70.70 -6.71
CALL 20240412 35,875 0 0.172 0.484 0.000131 70.88 -6.72
CALL 20240412 35,750 0 0.171 0.500 0.000131 70.93 -6.71
CALL 20240412 35,625 0 0.171 0.516 0.000131 70.88 -6.70
CALL 20240412 35,500 0 0.171 0.533 0.000131 70.70 -6.69
CALL 20240412 35,375 0 0.171 0.549 0.000131 70.40 -6.65
CALL 20240412 35,250 0 0.170 0.566 0.000130 69.97 -6.58
CALL 20240412 35,125 0 0.171 0.582 0.000129 69.44 -6.57
PUT 20240412 36,000 0 0.216 -0.518 0.000104 70.86 -8.35
PUT 20240412 35,875 0 0.216 -0.505 0.000104 70.93 -8.35
PUT 20240412 35,750 0 0.215 -0.492 0.000104 70.92 -8.33
PUT 20240412 35,625 0 0.215 -0.479 0.000104 70.84 -8.31
PUT 20240412 35,500 0 0.215 -0.466 0.000104 70.68 -8.30
PUT 20240412 35,375 0 0.215 -0.453 0.000104 70.44 -8.27
PUT 20240412 35,250 0 0.214 -0.440 0.000103 70.13 -8.22
PUT 20240412 35,125 0 0.216 -0.427 0.000102 69.75 -8.22