日経225先物・オプション価格情報

2024年01月19日(金)

先物終値

種別	限月	終値
NK225	202403	36,000
NK225	202406	35,740

種別	限月	終値
NK225M	202402	36,020
NK225M	202403	36,000
NK225M	202404	35,720

種別	限月	終値
NK225MC	202402	36,020
NK225MC	202403	36,000
NK225MC	202404	35,720

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	36,500	450	0.193	0.392	0.000230	33.19	-15.29
CALL	202402	36,375	495	0.192	0.420	0.000236	33.76	-15.48
CALL	202402	36,250	540	0.190	0.449	0.000241	34.17	-15.49
CALL	202402	36,125	515	0.166	0.474	0.000277	34.38	-13.67
CALL	202402	36,000	660	0.191	0.510	0.000241	34.44	-15.74
CALL	202402	35,875	625	0.163	0.544	0.000282	34.24	-13.31
CALL	202402	35,750	760	0.182	0.572	0.000249	33.88	-14.76
CALL	202402	35,625	835	0.183	0.603	0.000243	33.29	-14.60
CALL	202402	35,500	905	0.182	0.634	0.000239	32.47	-14.12
PUT	202402	36,500	975	0.201	-0.603	0.000222	33.30	-15.89
PUT	202402	36,375	885	0.197	-0.577	0.000230	33.80	-15.80
PUT	202402	36,250	0	0.196	-0.549	0.000235	34.19	-15.86
PUT	202402	36,125	740	0.196	-0.520	0.000235	34.41	-16.01
PUT	202402	36,000	650	0.189	-0.490	0.000244	34.44	-15.45
PUT	202402	35,875	640	0.204	-0.461	0.000225	34.29	-16.61
PUT	202402	35,750	545	0.193	-0.431	0.000235	33.93	-15.57
PUT	202402	35,625	485	0.192	-0.400	0.000234	33.37	-15.18
PUT	202402	35,500	460	0.199	-0.375	0.000220	32.75	-15.51
CALL	202403	36,500	645	0.164	0.422	0.000181	51.61	-8.69
CALL	202403	36,375	0	0.169	0.446	0.000178	52.15	-9.02
CALL	202403	36,250	800	0.174	0.470	0.000174	52.47	-9.35
CALL	202403	36,125	0	0.179	0.493	0.000169	52.61	-9.63
CALL	202403	36,000	880	0.167	0.513	0.000181	52.59	-9.00
CALL	202403	35,875	970	0.172	0.535	0.000175	52.41	-9.25
CALL	202403	35,750	0	0.180	0.556	0.000167	52.10	-9.61
CALL	202403	35,625	0	0.181	0.577	0.000164	51.65	-9.57
CALL	202403	35,500	1,305	0.198	0.591	0.000149	51.23	-10.39
PUT	202403	36,500	0	0.189	-0.565	0.000158	51.93	-9.94
PUT	202403	36,375	0	0.189	-0.545	0.000159	52.29	-10.04
PUT	202403	36,250	1,320	0.226	-0.516	0.000134	52.58	-12.08
PUT	202403	36,125	0	0.189	-0.505	0.000160	52.62	-10.10
PUT	202403	36,000	970	0.185	-0.486	0.000164	52.59	-9.87
PUT	202403	35,875	0	0.190	-0.465	0.000158	52.42	-10.12
PUT	202403	35,750	855	0.186	-0.445	0.000161	52.12	-9.87
PUT	202403	35,625	800	0.187	-0.425	0.000159	51.69	-9.81
PUT	202403	35,500	830	0.204	-0.410	0.000145	51.29	-10.61
CALL	202404	36,500	0	0.163	0.447	0.000141	68.28	-6.66
CALL	202404	36,375	0	0.163	0.464	0.000141	68.61	-6.69
CALL	202404	36,250	0	0.162	0.481	0.000142	68.82	-6.69
CALL	202404	36,125	0	0.162	0.499	0.000142	68.90	-6.70
CALL	202404	36,000	1,120	0.162	0.517	0.000142	68.84	-6.69
CALL	202404	35,875	0	0.161	0.535	0.000143	68.64	-6.63
CALL	202404	35,750	0	0.161	0.552	0.000142	68.30	-6.59
CALL	202404	35,625	0	0.161	0.570	0.000142	67.82	-6.54
CALL	202404	35,500	0	0.160	0.588	0.000140	67.20	-6.47
PUT	202404	36,500	0	0.210	-0.534	0.000110	68.65	-8.52
PUT	202404	36,375	0	0.210	-0.520	0.000110	68.81	-8.56
PUT	202404	36,250	0	0.210	-0.506	0.000110	68.89	-8.57
PUT	202404	36,125	0	0.209	-0.493	0.000110	68.89	-8.52
PUT	202404	36,000	0	0.208	-0.479	0.000111	68.80	-8.48
PUT	202404	35,875	0	0.208	-0.465	0.000111	68.64	-8.45
PUT	202404	35,750	0	0.208	-0.451	0.000110	68.39	-8.42
PUT	202404	35,625	0	0.208	-0.438	0.000109	68.05	-8.39
PUT	202404	35,500	0	0.208	-0.424	0.000109	67.64	-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	20240126	36,500	185	0.192	0.307	0.000367	17.51	-24.01
CALL	20240126	36,375	210	0.184	0.347	0.000403	18.40	-24.18
CALL	20240126	36,250	270	0.191	0.402	0.000406	19.29	-26.40
CALL	20240126	36,125	320	0.190	0.453	0.000418	19.75	-26.88
CALL	20240126	36,000	370	0.186	0.505	0.000431	19.89	-26.45
CALL	20240126	35,875	450	0.193	0.557	0.000410	19.68	-27.24
CALL	20240126	35,750	535	0.200	0.605	0.000386	19.20	-27.54
CALL	20240126	35,625	520	0.149	0.698	0.000469	17.39	-18.58
CALL	20240126	35,500	545	0.103	0.838	0.000476	12.23	-9.10
PUT	20240126	36,500	0	0.207	-0.680	0.000347	17.84	-26.30
PUT	20240126	36,375	0	0.209	-0.634	0.000361	18.75	-27.90
PUT	20240126	36,250	530	0.197	-0.595	0.000395	19.33	-27.11
PUT	20240126	36,125	0	0.202	-0.543	0.000393	19.77	-28.50
PUT	20240126	36,000	410	0.206	-0.494	0.000388	19.89	-29.26
PUT	20240126	35,875	370	0.217	-0.448	0.000366	19.72	-30.45
PUT	20240126	35,750	260	0.188	-0.389	0.000410	19.11	-25.59
PUT	20240126	35,625	225	0.194	-0.343	0.000380	18.33	-25.38
PUT	20240126	35,500	180	0.192	-0.294	0.000360	17.19	-23.52
CALL	20240202	36,500	250	0.161	0.337	0.000321	25.76	-14.86
CALL	20240202	36,375	275	0.154	0.372	0.000347	26.67	-14.75
CALL	20240202	36,250	0	0.182	0.430	0.000306	27.70	-18.05
CALL	20240202	36,125	550	0.216	0.476	0.000261	28.08	-21.75
CALL	20240202	36,000	545	0.194	0.508	0.000292	28.12	-19.49
CALL	20240202	35,875	0	0.183	0.546	0.000307	27.94	-18.33
CALL	20240202	35,750	0	0.183	0.585	0.000302	27.49	-18.01
CALL	20240202	35,625	675	0.165	0.633	0.000323	26.54	-15.74
CALL	20240202	35,500	0	0.181	0.660	0.000287	25.82	-16.75
PUT	20240202	36,500	0	0.200	-0.630	0.000268	26.62	-18.90
PUT	20240202	36,375	0	0.198	-0.597	0.000277	27.29	-19.26
PUT	20240202	36,250	0	0.197	-0.563	0.000284	27.77	-19.44
PUT	20240202	36,125	0	0.196	-0.528	0.000288	28.06	-19.61
PUT	20240202	36,000	550	0.196	-0.492	0.000289	28.12	-19.62
PUT	20240202	35,875	0	0.195	-0.456	0.000288	27.95	-19.44
PUT	20240202	35,750	0	0.196	-0.420	0.000283	27.56	-19.26
PUT	20240202	35,625	420	0.211	-0.391	0.000259	27.08	-20.33
PUT	20240202	35,500	335	0.197	-0.351	0.000267	26.14	-18.34
CALL	20240209	36,500	420	0.184	0.386	0.000241	33.04	-14.51
CALL	20240209	36,375	435	0.174	0.411	0.000259	33.58	-13.97
CALL	20240209	36,250	520	0.184	0.447	0.000249	34.14	-15.01
CALL	20240209	36,125	570	0.182	0.478	0.000253	34.39	-14.99
CALL	20240209	36,000	625	0.181	0.509	0.000255	34.44	-14.90
CALL	20240209	35,875	690	0.182	0.541	0.000253	34.27	-14.87
CALL	20240209	35,750	760	0.182	0.572	0.000249	33.88	-14.76
CALL	20240209	35,625	800	0.173	0.608	0.000257	33.17	-13.72
CALL	20240209	35,500	945	0.194	0.627	0.000226	32.68	-15.16
PUT	20240209	36,500	0	0.197	-0.605	0.000227	33.24	-15.51
PUT	20240209	36,375	0	0.196	-0.577	0.000231	33.80	-15.75
PUT	20240209	36,250	795	0.192	-0.550	0.000239	34.18	-15.57
PUT	20240209	36,125	0	0.197	-0.519	0.000235	34.41	-16.06
PUT	20240209	36,000	660	0.192	-0.490	0.000241	34.44	-15.69
PUT	20240209	35,875	585	0.188	-0.460	0.000244	34.27	-15.30
PUT	20240209	35,750	560	0.198	-0.432	0.000230	33.94	-15.93
PUT	20240209	35,625	520	0.202	-0.405	0.000222	33.46	-16.05
PUT	20240209	35,500	445	0.195	-0.373	0.000225	32.69	-15.12
CALL	20240216	36,500	0	0.148	0.376	0.000258	37.86	-10.02
CALL	20240216	36,375	0	0.146	0.407	0.000267	38.70	-10.10
CALL	20240216	36,250	520	0.159	0.447	0.000249	39.43	-11.26
CALL	20240216	36,125	0	0.183	0.484	0.000218	39.74	-13.06
CALL	20240216	36,000	0	0.183	0.511	0.000218	39.76	-13.06
CALL	20240216	35,875	0	0.184	0.538	0.000217	39.60	-13.04
CALL	20240216	35,750	0	0.186	0.565	0.000212	39.26	-13.08
CALL	20240216	35,625	0	0.186	0.591	0.000209	38.74	-12.96
CALL	20240216	35,500	0	0.187	0.617	0.000205	38.05	-12.75
PUT	20240216	36,500	0	0.158	-0.615	0.000242	38.13	-10.71
PUT	20240216	36,375	0	0.156	-0.586	0.000251	38.86	-10.76
PUT	20240216	36,250	0	0.154	-0.555	0.000258	39.39	-10.76
PUT	20240216	36,125	0	0.193	-0.515	0.000207	39.75	-13.67
PUT	20240216	36,000	0	0.193	-0.489	0.000207	39.76	-13.67
PUT	20240216	35,875	685	0.188	-0.462	0.000212	39.60	-13.26
PUT	20240216	35,750	0	0.196	-0.438	0.000202	39.29	-13.71
PUT	20240216	35,625	0	0.197	-0.413	0.000198	38.82	-13.59
PUT	20240216	35,500	0	0.197	-0.388	0.000195	38.20	-13.41
CALL	20240223	36,500	0	0.154	0.396	0.000224	42.96	-9.51
CALL	20240223	36,375	0	0.153	0.423	0.000230	43.65	-9.58
CALL	20240223	36,250	0	0.152	0.451	0.000234	44.14	-9.60
CALL	20240223	36,125	0	0.180	0.487	0.000199	44.45	-11.45
CALL	20240223	36,000	0	0.180	0.512	0.000199	44.45	-11.46
CALL	20240223	35,875	0	0.180	0.537	0.000198	44.29	-11.45
CALL	20240223	35,750	0	0.182	0.561	0.000194	43.95	-11.49
CALL	20240223	35,625	0	0.183	0.585	0.000191	43.46	-11.39
CALL	20240223	35,500	0	0.183	0.609	0.000188	42.80	-11.25
PUT	20240223	36,500	0	0.164	-0.597	0.000212	43.16	-10.03
PUT	20240223	36,375	0	0.162	-0.571	0.000217	43.76	-10.08
PUT	20240223	36,250	0	0.161	-0.545	0.000221	44.19	-10.09
PUT	20240223	36,125	0	0.189	-0.511	0.000189	44.46	-11.94
PUT	20240223	36,000	0	0.189	-0.488	0.000189	44.45	-11.94
PUT	20240223	35,875	0	0.189	-0.464	0.000188	44.29	-11.92
PUT	20240223	35,750	0	0.191	-0.441	0.000185	43.98	-11.96
PUT	20240223	35,625	0	0.192	-0.418	0.000183	43.53	-11.89
PUT	20240223	35,500	0	0.192	-0.395	0.000180	42.92	-11.75
CALL	20240308	36,500	750	0.185	0.433	0.000162	51.88	-9.81
CALL	20240308	36,375	810	0.186	0.454	0.000161	52.27	-9.97
CALL	20240308	36,250	660	0.147	0.461	0.000205	52.36	-7.90
CALL	20240308	36,125	0	0.178	0.493	0.000170	52.61	-9.62
CALL	20240308	36,000	980	0.186	0.514	0.000163	52.59	-10.02
CALL	20240308	35,875	0	0.179	0.535	0.000169	52.42	-9.61
CALL	20240308	35,750	970	0.160	0.560	0.000187	52.03	-8.52
CALL	20240308	35,625	1,110	0.173	0.579	0.000171	51.59	-9.18
CALL	20240308	35,500	0	0.180	0.598	0.000163	51.04	-9.43
PUT	20240308	36,500	1,255	0.186	-0.566	0.000160	51.90	-9.82
PUT	20240308	36,375	0	0.190	-0.545	0.000158	52.29	-10.07
PUT	20240308	36,250	0	0.190	-0.525	0.000159	52.52	-10.11
PUT	20240308	36,125	1,200	0.216	-0.501	0.000140	52.62	-11.55
PUT	20240308	36,000	1,075	0.205	-0.484	0.000148	52.58	-10.94
PUT	20240308	35,875	1,140	0.229	-0.466	0.000131	52.43	-12.22
PUT	20240308	35,750	905	0.196	-0.446	0.000153	52.15	-10.38
PUT	20240308	35,625	0	0.191	-0.426	0.000155	51.72	-10.05
PUT	20240308	35,500	770	0.192	-0.407	0.000153	51.18	-9.98
CALL	20240412	36,500	0	0.162	0.446	0.000141	68.27	-6.64
CALL	20240412	36,375	0	0.162	0.464	0.000142	68.61	-6.66
CALL	20240412	36,250	0	0.162	0.481	0.000143	68.82	-6.66
CALL	20240412	36,125	0	0.162	0.499	0.000143	68.90	-6.68
CALL	20240412	36,000	0	0.161	0.517	0.000143	68.84	-6.66
CALL	20240412	35,875	0	0.161	0.535	0.000143	68.64	-6.61
CALL	20240412	35,750	0	0.160	0.553	0.000143	68.30	-6.57
CALL	20240412	35,625	0	0.160	0.571	0.000142	67.82	-6.51
CALL	20240412	35,500	0	0.162	0.588	0.000139	67.22	-6.53
PUT	20240412	36,500	0	0.208	-0.534	0.000110	68.65	-8.46
PUT	20240412	36,375	0	0.208	-0.521	0.000111	68.81	-8.46
PUT	20240412	36,250	0	0.207	-0.507	0.000111	68.89	-8.45
PUT	20240412	36,125	0	0.208	-0.493	0.000111	68.89	-8.46
PUT	20240412	36,000	0	0.207	-0.479	0.000111	68.80	-8.44
PUT	20240412	35,875	0	0.207	-0.465	0.000111	68.64	-8.39
PUT	20240412	35,750	0	0.206	-0.451	0.000111	68.39	-8.35
PUT	20240412	35,625	0	0.206	-0.437	0.000111	68.05	-8.31
PUT	20240412	35,500	0	0.209	-0.424	0.000109	67.64	-8.35