日経225先物・オプション価格情報
2024年02月02日(金)
先物終値
種別 限月 終値
NK225 202403 36,120
NK225 202406 35,840
種別 限月 終値
NK225M 202402 36,140
NK225M 202403 36,120
NK225M 202404 35,850
種別 限月 終値
NK225MC 202402 36,140
NK225MC 202403 36,120
NK225MC 202404 35,850
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 36,500 185 0.167 0.338 0.000438 18.30 -21.82
CALL 202402 36,375 295 0.200 0.413 0.000388 19.49 -27.94
CALL 202402 36,250 280 0.166 0.452 0.000477 19.82 -23.54
CALL 202402 36,125 400 0.196 0.512 0.000406 19.96 -28.05
CALL 202402 36,000 410 0.168 0.571 0.000467 19.65 -23.65
CALL 202402 35,875 340 0.089 0.728 0.000748 16.60 -10.57
CALL 202402 35,750 600 0.188 0.667 0.000387 18.19 -24.44
CALL 202402 35,625 715 0.205 0.699 0.000340 17.44 -25.58
PUT 202402 36,500 565 0.178 -0.651 0.000415 18.51 -23.45
PUT 202402 36,375 460 0.165 -0.607 0.000467 19.24 -22.56
PUT 202402 36,250 405 0.174 -0.545 0.000456 19.84 -24.58
PUT 202402 36,125 310 0.159 -0.488 0.000500 19.96 -22.64
PUT 202402 36,000 270 0.168 -0.429 0.000466 19.65 -23.60
PUT 202402 35,875 220 0.169 -0.372 0.000447 18.93 -22.82
PUT 202402 35,750 175 0.169 -0.317 0.000422 17.82 -21.42
PUT 202402 35,625 140 0.170 -0.267 0.000386 16.45 -19.94
CALL 202403 36,500 635 0.180 0.437 0.000195 44.07 -11.40
CALL 202403 36,375 740 0.192 0.465 0.000185 44.45 -12.24
CALL 202403 36,250 730 0.177 0.486 0.000201 44.59 -11.33
CALL 202403 36,125 0 0.173 0.510 0.000206 44.61 -11.06
CALL 202403 36,000 815 0.169 0.537 0.000210 44.43 -10.76
CALL 202403 35,875 950 0.184 0.559 0.000191 44.13 -11.68
CALL 202403 35,750 1,040 0.189 0.582 0.000184 43.68 -11.87
CALL 202403 35,625 0 0.178 0.610 0.000192 42.91 -10.99
PUT 202403 36,500 920 0.160 -0.573 0.000220 43.86 -9.95
PUT 202403 36,375 900 0.171 -0.541 0.000207 44.38 -10.82
PUT 202403 36,250 760 0.155 -0.519 0.000229 44.57 -9.85
PUT 202403 36,125 0 0.167 -0.490 0.000213 44.61 -10.62
PUT 202403 36,000 710 0.173 -0.464 0.000205 44.44 -10.93
PUT 202403 35,875 0 0.169 -0.437 0.000208 44.07 -10.60
PUT 202403 35,750 555 0.164 -0.409 0.000212 43.45 -10.12
PUT 202403 35,625 555 0.176 -0.389 0.000195 42.88 -10.73
CALL 202404 36,500 800 0.173 0.422 0.000144 61.43 -7.62
CALL 202404 36,375 0 0.179 0.443 0.000141 61.99 -7.95
CALL 202404 36,250 0 0.179 0.460 0.000141 62.32 -8.02
CALL 202404 36,125 0 0.180 0.478 0.000141 62.54 -8.10
CALL 202404 36,000 970 0.166 0.493 0.000153 62.62 -7.46
CALL 202404 35,875 0 0.181 0.513 0.000141 62.60 -8.12
CALL 202404 35,750 0 0.181 0.531 0.000140 62.45 -8.14
CALL 202404 35,625 0 0.182 0.548 0.000139 62.17 -8.14
PUT 202404 36,500 0 0.174 -0.577 0.000143 61.45 -7.57
PUT 202404 36,375 0 0.174 -0.560 0.000144 61.93 -7.64
PUT 202404 36,250 0 0.175 -0.541 0.000144 62.29 -7.73
PUT 202404 36,125 0 0.176 -0.523 0.000144 62.53 -7.80
PUT 202404 36,000 0 0.176 -0.505 0.000144 62.63 -7.82
PUT 202404 35,875 0 0.177 -0.487 0.000143 62.60 -7.87
PUT 202404 35,750 0 0.178 -0.469 0.000143 62.45 -7.87
PUT 202404 35,625 0 0.178 -0.451 0.000142 62.17 -7.84
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 20240209 36,500 180 0.164 0.336 0.000444 18.25 -21.40
CALL 20240209 36,375 220 0.162 0.391 0.000475 19.21 -22.22
CALL 20240209 36,250 275 0.163 0.451 0.000484 19.82 -23.17
CALL 20240209 36,125 400 0.196 0.512 0.000406 19.96 -28.05
CALL 20240209 36,000 410 0.168 0.571 0.000467 19.65 -23.65
CALL 20240209 35,875 555 0.205 0.608 0.000374 19.23 -28.27
CALL 20240209 35,750 725 0.255 0.628 0.000297 18.93 -34.51
CALL 20240209 35,625 750 0.225 0.683 0.000317 17.82 -28.66
PUT 20240209 36,500 530 0.159 -0.670 0.000456 18.13 -20.50
PUT 20240209 36,375 440 0.154 -0.615 0.000495 19.13 -21.01
PUT 20240209 36,250 390 0.166 -0.548 0.000476 19.82 -23.49
PUT 20240209 36,125 330 0.169 -0.488 0.000471 19.96 -24.07
PUT 20240209 36,000 275 0.171 -0.430 0.000459 19.66 -23.97
PUT 20240209 35,875 215 0.166 -0.370 0.000453 18.90 -22.42
PUT 20240209 35,750 180 0.171 -0.319 0.000417 17.88 -21.85
PUT 20240209 35,625 145 0.173 -0.270 0.000382 16.56 -20.43
CALL 20240216 36,500 300 0.164 0.379 0.000328 26.91 -15.79
CALL 20240216 36,375 460 0.204 0.438 0.000273 27.88 -20.37
CALL 20240216 36,250 465 0.186 0.468 0.000302 28.13 -18.77
CALL 20240216 36,125 605 0.215 0.507 0.000262 28.22 -21.72
CALL 20240216 36,000 445 0.135 0.556 0.000413 27.94 -13.56
CALL 20240216 35,875 750 0.220 0.572 0.000252 27.77 -21.88
CALL 20240216 35,750 585 0.132 0.660 0.000393 25.91 -12.26
CALL 20240216 35,625 0 0.181 0.659 0.000287 25.96 -16.82
PUT 20240216 36,500 0 0.148 -0.635 0.000358 26.60 -14.03
PUT 20240216 36,375 520 0.134 -0.600 0.000407 27.33 -13.03
PUT 20240216 36,250 490 0.149 -0.543 0.000375 28.06 -14.93
PUT 20240216 36,125 0 0.157 -0.495 0.000358 28.22 -15.81
PUT 20240216 36,000 350 0.145 -0.447 0.000386 27.97 -14.42
PUT 20240216 35,875 280 0.139 -0.395 0.000392 27.25 -13.49
PUT 20240216 35,750 255 0.148 -0.355 0.000356 26.34 -13.85
PUT 20240216 35,625 0 0.159 -0.323 0.000319 25.39 -14.40
CALL 20240223 36,500 0 0.164 0.404 0.000272 33.55 -13.17
CALL 20240223 36,375 545 0.191 0.449 0.000239 34.28 -15.66
CALL 20240223 36,250 0 0.165 0.472 0.000278 34.48 -13.62
CALL 20240223 36,125 0 0.168 0.507 0.000274 34.56 -13.87
CALL 20240223 36,000 0 0.170 0.541 0.000270 34.38 -13.93
CALL 20240223 35,875 0 0.171 0.574 0.000264 33.96 -13.89
CALL 20240223 35,750 0 0.170 0.608 0.000261 33.28 -13.50
CALL 20240223 35,625 0 0.174 0.638 0.000248 32.48 -13.53
PUT 20240223 36,500 0 0.147 -0.609 0.000301 33.26 -11.58
PUT 20240223 36,375 565 0.123 -0.588 0.000365 33.72 -9.82
PUT 20240223 36,250 0 0.150 -0.532 0.000305 34.45 -12.28
PUT 20240223 36,125 0 0.152 -0.494 0.000303 34.56 -12.44
PUT 20240223 36,000 390 0.130 -0.451 0.000352 34.30 -10.57
PUT 20240223 35,875 0 0.158 -0.421 0.000286 33.88 -12.69
PUT 20240223 35,750 0 0.159 -0.386 0.000277 33.14 -12.54
PUT 20240223 35,625 0 0.161 -0.353 0.000266 32.18 -12.29
CALL 20240301 36,500 0 0.169 0.421 0.000232 39.13 -11.83
CALL 20240301 36,375 0 0.169 0.450 0.000234 39.60 -12.01
CALL 20240301 36,250 0 0.170 0.480 0.000234 39.86 -12.15
CALL 20240301 36,125 0 0.171 0.509 0.000233 39.90 -12.24
CALL 20240301 36,000 0 0.172 0.538 0.000231 39.73 -12.25
CALL 20240301 35,875 0 0.173 0.567 0.000227 39.35 -12.21
CALL 20240301 35,750 0 0.175 0.594 0.000222 38.79 -12.16
CALL 20240301 35,625 0 0.176 0.621 0.000216 38.06 -12.05
PUT 20240301 36,500 0 0.165 -0.581 0.000237 39.08 -11.43
PUT 20240301 36,375 675 0.135 -0.567 0.000292 39.35 -9.41
PUT 20240301 36,250 0 0.166 -0.521 0.000240 39.85 -11.76
PUT 20240301 36,125 0 0.167 -0.491 0.000239 39.90 -11.86
PUT 20240301 36,000 0 0.168 -0.462 0.000237 39.73 -11.86
PUT 20240301 35,875 0 0.169 -0.432 0.000233 39.33 -11.82
PUT 20240301 35,750 0 0.171 -0.404 0.000227 38.75 -11.76
PUT 20240301 35,625 0 0.172 -0.376 0.000220 37.98 -11.64
CALL 20240308 36,500 580 0.168 0.431 0.000209 43.96 -10.59
CALL 20240308 36,375 710 0.185 0.463 0.000192 44.43 -11.81
CALL 20240308 36,250 725 0.176 0.485 0.000203 44.59 -11.26
CALL 20240308 36,125 880 0.197 0.512 0.000181 44.60 -12.63
CALL 20240308 36,000 940 0.197 0.535 0.000180 44.45 -12.55
CALL 20240308 35,875 785 0.147 0.569 0.000239 43.95 -9.28
CALL 20240308 35,750 805 0.135 0.606 0.000255 43.03 -8.37
CALL 20240308 35,625 955 0.153 0.625 0.000222 42.43 -9.32
PUT 20240308 36,500 0 0.164 -0.571 0.000213 43.92 -10.26
PUT 20240308 36,375 785 0.146 -0.552 0.000243 44.24 -9.14
PUT 20240308 36,250 835 0.172 -0.515 0.000207 44.59 -10.92
PUT 20240308 36,125 0 0.166 -0.490 0.000214 44.61 -10.55
PUT 20240308 36,000 720 0.175 -0.464 0.000203 44.44 -11.07
PUT 20240308 35,875 630 0.168 -0.437 0.000209 44.06 -10.54
PUT 20240308 35,750 575 0.168 -0.411 0.000207 43.50 -10.42
PUT 20240308 35,625 520 0.168 -0.385 0.000204 42.74 -10.20