日経225先物・オプション価格情報
2024年01月26日(金)
先物終値
種別 限月 終値
NK225 202403 35,680
NK225 202406 35,420
種別 限月 終値
NK225M 202402 35,705
NK225M 202403 35,680
NK225M 202404 35,435
種別 限月 終値
NK225MC 202402 35,705
NK225MC 202403 35,680
NK225MC 202404 35,435
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 36,125 325 0.181 0.378 0.000301 26.57 -17.19
CALL 202402 36,000 355 0.174 0.412 0.000320 27.21 -16.96
CALL 202402 35,875 445 0.188 0.456 0.000302 27.73 -18.64
CALL 202402 35,750 480 0.180 0.493 0.000317 27.89 -17.95
CALL 202402 35,625 530 0.175 0.533 0.000324 27.80 -17.45
CALL 202402 35,500 630 0.187 0.570 0.000300 27.47 -18.40
CALL 202402 35,375 810 0.227 0.592 0.000245 27.16 -22.08
CALL 202402 35,250 890 0.229 0.621 0.000237 26.60 -21.86
PUT 202402 36,125 560 0.109 -0.704 0.000453 24.18 -9.36
PUT 202402 36,000 635 0.169 -0.591 0.000328 27.16 -16.35
PUT 202402 35,875 505 0.149 -0.559 0.000380 27.60 -14.58
PUT 202402 35,750 490 0.168 -0.508 0.000340 27.89 -16.65
PUT 202402 35,625 415 0.163 -0.465 0.000348 27.79 -16.14
PUT 202402 35,500 375 0.169 -0.424 0.000331 27.39 -16.52
PUT 202402 35,375 330 0.172 -0.385 0.000318 26.72 -16.37
PUT 202402 35,250 300 0.179 -0.350 0.000297 25.90 -16.49
CALL 202403 36,125 0 0.178 0.431 0.000183 47.56 -10.11
CALL 202403 36,000 750 0.185 0.457 0.000177 48.00 -10.64
CALL 202403 35,875 0 0.179 0.477 0.000184 48.21 -10.32
CALL 202403 35,750 830 0.179 0.500 0.000185 48.29 -10.31
CALL 202403 35,625 0 0.181 0.523 0.000182 48.20 -10.45
CALL 202403 35,500 945 0.176 0.546 0.000186 47.96 -10.13
CALL 202403 35,375 0 0.183 0.568 0.000177 47.58 -10.45
CALL 202403 35,250 0 0.184 0.590 0.000175 47.05 -10.35
PUT 202403 36,125 0 0.168 -0.574 0.000193 47.44 -9.41
PUT 202403 36,000 975 0.166 -0.551 0.000196 47.89 -9.43
PUT 202403 35,875 850 0.155 -0.530 0.000212 48.15 -8.84
PUT 202403 35,750 860 0.171 -0.501 0.000193 48.28 -9.78
PUT 202403 35,625 0 0.171 -0.477 0.000192 48.21 -9.78
PUT 202403 35,500 740 0.172 -0.453 0.000190 47.95 -9.78
PUT 202403 35,375 0 0.174 -0.430 0.000187 47.53 -9.78
PUT 202403 35,250 0 0.175 -0.407 0.000183 46.96 -9.72
CALL 202404 36,125 895 0.184 0.427 0.000131 63.85 -7.67
CALL 202404 36,000 0 0.181 0.442 0.000134 64.24 -7.59
CALL 202404 35,875 0 0.181 0.458 0.000135 64.58 -7.64
CALL 202404 35,750 0 0.183 0.476 0.000134 64.81 -7.73
CALL 202404 35,625 0 0.183 0.492 0.000134 64.92 -7.78
CALL 202404 35,500 0 0.183 0.509 0.000134 64.91 -7.76
CALL 202404 35,375 0 0.184 0.526 0.000133 64.79 -7.78
CALL 202404 35,250 0 0.185 0.542 0.000131 64.56 -7.82
PUT 202404 36,125 0 0.176 -0.578 0.000137 63.69 -7.20
PUT 202404 36,000 1,455 0.177 -0.560 0.000137 64.18 -7.30
PUT 202404 35,875 0 0.176 -0.544 0.000138 64.54 -7.32
PUT 202404 35,750 0 0.176 -0.526 0.000139 64.79 -7.35
PUT 202404 35,625 0 0.177 -0.509 0.000139 64.91 -7.40
PUT 202404 35,500 1,160 0.174 -0.492 0.000141 64.92 -7.29
PUT 202404 35,375 0 0.178 -0.474 0.000137 64.80 -7.45
PUT 202404 35,250 0 0.179 -0.457 0.000136 64.56 -7.46
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 20240202 36,125 175 0.174 0.318 0.000415 17.64 -21.93
CALL 20240202 36,000 200 0.165 0.364 0.000461 18.56 -21.88
CALL 20240202 35,875 275 0.179 0.429 0.000444 19.41 -24.81
CALL 20240202 35,750 320 0.173 0.484 0.000466 19.71 -24.42
CALL 20240202 35,625 380 0.172 0.543 0.000467 19.61 -24.09
CALL 20240202 35,500 495 0.195 0.590 0.000403 19.22 -26.82
CALL 20240202 35,375 0 0.187 0.645 0.000403 18.41 -24.65
CALL 20240202 35,250 0 0.194 0.689 0.000369 17.47 -24.23
PUT 20240202 36,125 515 0.127 -0.744 0.000513 15.91 -14.34
PUT 20240202 36,000 490 0.162 -0.638 0.000467 18.53 -21.43
PUT 20240202 35,875 390 0.151 -0.586 0.000523 19.27 -20.67
PUT 20240202 35,750 340 0.161 -0.518 0.000501 19.71 -22.58
PUT 20240202 35,625 305 0.175 -0.458 0.000460 19.62 -24.40
PUT 20240202 35,500 235 0.167 -0.397 0.000468 19.06 -22.64
PUT 20240202 35,375 165 0.154 -0.327 0.000475 17.85 -19.57
PUT 20240202 35,250 150 0.168 -0.286 0.000410 16.82 -20.13
CALL 20240209 36,125 360 0.194 0.387 0.000282 26.76 -18.56
CALL 20240209 36,000 355 0.174 0.412 0.000320 27.21 -16.96
CALL 20240209 35,875 445 0.188 0.456 0.000302 27.73 -18.64
CALL 20240209 35,750 510 0.190 0.494 0.000300 27.89 -19.02
CALL 20240209 35,625 560 0.186 0.532 0.000306 27.81 -18.52
CALL 20240209 35,500 610 0.180 0.572 0.000312 27.44 -17.67
CALL 20240209 35,375 765 0.210 0.597 0.000263 27.06 -20.40
CALL 20240209 35,250 780 0.188 0.644 0.000284 26.07 -17.54
PUT 20240209 36,125 690 0.160 -0.639 0.000334 26.19 -14.94
PUT 20240209 36,000 615 0.162 -0.596 0.000342 27.09 -15.59
PUT 20240209 35,875 535 0.159 -0.554 0.000355 27.64 -15.68
PUT 20240209 35,750 480 0.164 -0.509 0.000348 27.89 -16.29
PUT 20240209 35,625 420 0.165 -0.465 0.000345 27.79 -16.32
PUT 20240209 35,500 390 0.175 -0.426 0.000321 27.42 -17.07
PUT 20240209 35,375 335 0.174 -0.386 0.000315 26.74 -16.56
PUT 20240209 35,250 260 0.163 -0.338 0.000320 25.56 -14.85
CALL 20240216 36,125 0 0.181 0.397 0.000249 32.99 -14.27
CALL 20240216 36,000 480 0.183 0.428 0.000251 33.59 -14.64
CALL 20240216 35,875 0 0.183 0.460 0.000254 33.97 -14.80
CALL 20240216 35,750 0 0.184 0.492 0.000253 34.14 -15.04
CALL 20240216 35,625 0 0.186 0.523 0.000250 34.09 -15.18
CALL 20240216 35,500 0 0.188 0.554 0.000245 33.83 -15.21
CALL 20240216 35,375 0 0.191 0.584 0.000238 33.39 -15.26
CALL 20240216 35,250 0 0.193 0.613 0.000232 32.77 -15.11
PUT 20240216 36,125 0 0.162 -0.617 0.000276 32.65 -12.51
PUT 20240216 36,000 0 0.163 -0.582 0.000280 33.42 -12.93
PUT 20240216 35,875 0 0.164 -0.547 0.000282 33.91 -13.21
PUT 20240216 35,750 0 0.167 -0.511 0.000279 34.13 -13.51
PUT 20240216 35,625 0 0.168 -0.476 0.000276 34.08 -13.61
PUT 20240216 35,500 0 0.170 -0.442 0.000272 33.78 -13.62
PUT 20240216 35,375 0 0.171 -0.409 0.000265 33.25 -13.53
PUT 20240216 35,250 0 0.173 -0.376 0.000257 32.49 -13.32
CALL 20240223 36,125 0 0.177 0.410 0.000222 38.42 -12.18
CALL 20240223 36,000 0 0.178 0.439 0.000224 38.96 -12.43
CALL 20240223 35,875 0 0.180 0.467 0.000224 39.29 -12.65
CALL 20240223 35,750 0 0.181 0.495 0.000223 39.42 -12.77
CALL 20240223 35,625 0 0.182 0.523 0.000221 39.36 -12.84
CALL 20240223 35,500 0 0.184 0.550 0.000218 39.11 -12.91
CALL 20240223 35,375 0 0.186 0.577 0.000213 38.69 -12.88
CALL 20240223 35,250 0 0.188 0.603 0.000208 38.11 -12.85
PUT 20240223 36,125 0 0.159 -0.601 0.000245 38.15 -10.80
PUT 20240223 36,000 0 0.161 -0.570 0.000247 38.82 -11.09
PUT 20240223 35,875 635 0.135 -0.550 0.000297 39.12 -9.37
PUT 20240223 35,750 0 0.163 -0.508 0.000247 39.42 -11.45
PUT 20240223 35,625 0 0.165 -0.477 0.000244 39.36 -11.54
PUT 20240223 35,500 0 0.167 -0.447 0.000240 39.07 -11.58
PUT 20240223 35,375 0 0.168 -0.417 0.000235 38.57 -11.55
PUT 20240223 35,250 0 0.170 -0.389 0.000228 37.88 -11.46
CALL 20240301 36,125 0 0.177 0.422 0.000200 43.24 -11.00
CALL 20240301 36,000 0 0.179 0.447 0.000201 43.69 -11.18
CALL 20240301 35,875 0 0.180 0.473 0.000200 43.98 -11.33
CALL 20240301 35,750 0 0.181 0.498 0.000200 44.08 -11.42
CALL 20240301 35,625 0 0.182 0.523 0.000199 44.01 -11.46
CALL 20240301 35,500 0 0.183 0.547 0.000196 43.77 -11.50
CALL 20240301 35,375 0 0.184 0.572 0.000193 43.36 -11.47
CALL 20240301 35,250 0 0.186 0.595 0.000189 42.82 -11.42
PUT 20240301 36,125 0 0.166 -0.584 0.000212 43.09 -10.19
PUT 20240301 36,000 0 0.168 -0.557 0.000213 43.62 -10.39
PUT 20240301 35,875 0 0.169 -0.530 0.000213 43.95 -10.55
PUT 20240301 35,750 0 0.170 -0.504 0.000212 44.08 -10.66
PUT 20240301 35,625 0 0.171 -0.477 0.000211 44.01 -10.68
PUT 20240301 35,500 0 0.172 -0.451 0.000208 43.74 -10.72
PUT 20240301 35,375 0 0.173 -0.425 0.000205 43.30 -10.67
PUT 20240301 35,250 0 0.175 -0.400 0.000200 42.69 -10.61
CALL 20240308 36,125 725 0.191 0.438 0.000170 47.69 -10.90
CALL 20240308 36,000 730 0.181 0.455 0.000181 47.98 -10.40
CALL 20240308 35,875 860 0.197 0.481 0.000167 48.23 -11.34
CALL 20240308 35,750 0 0.179 0.500 0.000184 48.29 -10.35
CALL 20240308 35,625 0 0.180 0.523 0.000182 48.20 -10.40
CALL 20240308 35,500 0 0.181 0.546 0.000181 47.97 -10.40
CALL 20240308 35,375 0 0.183 0.568 0.000177 47.58 -10.42
CALL 20240308 35,250 0 0.184 0.590 0.000174 47.06 -10.38
PUT 20240308 36,125 0 0.169 -0.574 0.000192 47.46 -9.46
PUT 20240308 36,000 935 0.158 -0.555 0.000206 47.83 -8.95
PUT 20240308 35,875 0 0.170 -0.525 0.000193 48.19 -9.70
PUT 20240308 35,750 0 0.171 -0.501 0.000193 48.28 -9.78
PUT 20240308 35,625 800 0.172 -0.477 0.000191 48.21 -9.82
PUT 20240308 35,500 640 0.151 -0.450 0.000216 47.90 -8.58
PUT 20240308 35,375 615 0.158 -0.425 0.000205 47.43 -8.88
PUT 20240308 35,250 495 0.144 -0.392 0.000221 46.49 -7.92
CALL 20240412 36,125 0 0.180 0.425 0.000134 63.78 -7.50
CALL 20240412 36,000 0 0.180 0.442 0.000134 64.23 -7.57
CALL 20240412 35,875 0 0.181 0.458 0.000135 64.58 -7.64
CALL 20240412 35,750 0 0.182 0.475 0.000135 64.81 -7.69
CALL 20240412 35,625 0 0.182 0.492 0.000135 64.92 -7.71
CALL 20240412 35,500 0 0.183 0.509 0.000134 64.91 -7.78
CALL 20240412 35,375 0 0.187 0.526 0.000131 64.79 -7.90
CALL 20240412 35,250 0 0.187 0.542 0.000130 64.56 -7.89
PUT 20240412 36,125 0 0.173 -0.579 0.000139 63.64 -7.09
PUT 20240412 36,000 0 0.174 -0.562 0.000140 64.15 -7.17
PUT 20240412 35,875 0 0.174 -0.544 0.000140 64.53 -7.24
PUT 20240412 35,750 0 0.175 -0.527 0.000140 64.78 -7.30
PUT 20240412 35,625 0 0.175 -0.509 0.000140 64.91 -7.33
PUT 20240412 35,500 0 0.177 -0.492 0.000139 64.92 -7.39
PUT 20240412 35,375 0 0.180 -0.474 0.000136 64.80 -7.51
PUT 20240412 35,250 0 0.180 -0.457 0.000135 64.56 -7.51