日経225先物・オプション価格情報
2024年02月09日(金)
先物終値
種別 限月 終値
NK225 202403 36,890
NK225 202406 36,630
種別 限月 終値
NK225M 202403 36,890
NK225M 202404 36,630
NK225M 202405 36,645
種別 限月 終値
NK225MC 202403 36,890
NK225MC 202404 36,630
NK225MC 202405 36,645
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 202403 37,375 530 0.182 0.408 0.000209 39.67 -12.93
CALL 202403 37,250 525 0.168 0.427 0.000228 40.08 -12.08
CALL 202403 37,125 645 0.185 0.461 0.000210 40.57 -13.43
CALL 202403 37,000 615 0.163 0.483 0.000239 40.73 -11.93
CALL 202403 36,875 700 0.170 0.513 0.000230 40.74 -12.39
CALL 202403 36,750 830 0.186 0.540 0.000209 40.55 -13.52
CALL 202403 36,625 0 0.163 0.573 0.000236 40.08 -11.69
CALL 202403 36,500 930 0.177 0.596 0.000214 39.57 -12.55
PUT 202403 37,375 0 0.165 -0.603 0.000228 39.40 -11.58
PUT 202403 37,250 820 0.153 -0.582 0.000250 39.90 -10.82
PUT 202403 37,125 0 0.166 -0.545 0.000233 40.50 -11.96
PUT 202403 37,000 710 0.160 -0.517 0.000243 40.72 -11.62
PUT 202403 36,875 585 0.146 -0.487 0.000268 40.74 -10.55
PUT 202403 36,750 585 0.161 -0.456 0.000241 40.52 -11.58
PUT 202403 36,625 545 0.165 -0.428 0.000233 40.09 -11.77
PUT 202403 36,500 495 0.166 -0.399 0.000228 39.45 -11.66
CALL 202404 37,375 0 0.168 0.401 0.000152 58.81 -7.86
CALL 202404 37,250 800 0.176 0.425 0.000146 59.62 -8.38
CALL 202404 37,125 0 0.169 0.439 0.000154 59.99 -8.07
CALL 202404 37,000 880 0.172 0.459 0.000151 60.40 -8.31
CALL 202404 36,875 0 0.169 0.477 0.000155 60.61 -8.18
CALL 202404 36,750 1,090 0.188 0.500 0.000139 60.71 -9.13
CALL 202404 36,625 0 0.170 0.516 0.000154 60.66 -8.24
CALL 202404 36,500 0 0.171 0.535 0.000153 60.48 -8.24
PUT 202404 37,375 0 0.173 -0.596 0.000147 58.96 -8.02
PUT 202404 37,250 1,300 0.157 -0.588 0.000163 59.24 -7.33
PUT 202404 37,125 0 0.174 -0.559 0.000149 60.06 -8.23
PUT 202404 37,000 0 0.174 -0.540 0.000150 60.41 -8.29
PUT 202404 36,875 0 0.174 -0.521 0.000150 60.63 -8.34
PUT 202404 36,750 1,055 0.164 -0.505 0.000160 60.71 -7.85
PUT 202404 36,625 0 0.175 -0.484 0.000149 60.66 -8.39
PUT 202404 36,500 985 0.174 -0.465 0.000150 60.48 -8.28
CALL 202405 37,375 0 0.170 0.426 0.000126 71.73 -6.74
CALL 202405 37,250 0 0.170 0.441 0.000127 72.21 -6.79
CALL 202405 37,125 0 0.171 0.458 0.000127 72.58 -6.87
CALL 202405 37,000 0 0.172 0.473 0.000127 72.83 -6.92
CALL 202405 36,875 0 0.172 0.489 0.000127 72.97 -6.94
CALL 202405 36,750 0 0.172 0.505 0.000127 72.99 -6.95
CALL 202405 36,625 0 0.173 0.521 0.000126 72.90 -6.96
CALL 202405 36,500 0 0.173 0.537 0.000126 72.69 -6.96
PUT 202405 37,375 0 0.177 -0.570 0.000122 71.86 -6.91
PUT 202405 37,250 0 0.177 -0.555 0.000122 72.30 -6.97
PUT 202405 37,125 0 0.177 -0.540 0.000123 72.63 -7.01
PUT 202405 37,000 1,480 0.177 -0.525 0.000123 72.86 -7.04
PUT 202405 36,875 0 0.178 -0.509 0.000123 72.98 -7.08
PUT 202405 36,750 0 0.178 -0.494 0.000122 72.99 -7.10
PUT 202405 36,625 0 0.179 -0.479 0.000122 72.89 -7.11
PUT 202405 36,500 1,180 0.172 -0.463 0.000126 72.69 -6.84
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 20240216 37,375 125 0.150 0.269 0.000430 16.86 -18.14
CALL 20240216 37,250 155 0.147 0.321 0.000476 18.29 -19.24
CALL 20240216 37,125 210 0.153 0.387 0.000489 19.55 -21.44
CALL 20240216 37,000 255 0.150 0.448 0.000515 20.20 -21.72
CALL 20240216 36,875 430 0.207 0.512 0.000377 20.37 -30.20
CALL 20240216 36,750 395 0.157 0.574 0.000488 20.03 -22.55
CALL 20240216 36,625 600 0.224 0.598 0.000338 19.76 -31.68
CALL 20240216 36,500 580 0.173 0.676 0.000407 18.36 -22.75
PUT 20240216 37,375 675 0.188 -0.687 0.000369 18.09 -24.21
PUT 20240216 37,250 425 0.095 -0.767 0.000629 15.63 -10.54
PUT 20240216 37,125 380 0.120 -0.645 0.000607 19.01 -16.22
PUT 20240216 37,000 325 0.131 -0.561 0.000590 20.14 -18.75
PUT 20240216 36,875 285 0.144 -0.487 0.000543 20.37 -20.86
PUT 20240216 36,750 200 0.130 -0.412 0.000586 19.89 -18.42
PUT 20240216 36,625 170 0.139 -0.351 0.000520 18.93 -18.83
PUT 20240216 36,500 150 0.151 -0.302 0.000451 17.81 -19.21
CALL 20240223 37,375 285 0.169 0.353 0.000305 26.84 -16.20
CALL 20240223 37,250 280 0.151 0.377 0.000349 27.44 -14.79
CALL 20240223 37,125 440 0.190 0.440 0.000288 28.50 -19.36
CALL 20240223 37,000 400 0.157 0.468 0.000351 28.73 -16.12
CALL 20240223 36,875 470 0.160 0.512 0.000344 28.81 -16.54
CALL 20240223 36,750 595 0.181 0.550 0.000302 28.60 -18.56
CALL 20240223 36,625 620 0.165 0.595 0.000324 28.00 -16.60
CALL 20240223 36,500 655 0.150 0.647 0.000342 26.85 -14.49
PUT 20240223 37,375 0 0.145 -0.671 0.000344 26.13 -13.50
PUT 20240223 37,250 665 0.160 -0.615 0.000330 27.61 -15.73
PUT 20240223 37,125 405 0.094 -0.630 0.000554 27.27 -9.11
PUT 20240223 37,000 500 0.154 -0.533 0.000358 28.72 -15.71
PUT 20240223 36,875 0 0.149 -0.488 0.000371 28.81 -15.24
PUT 20240223 36,750 340 0.141 -0.439 0.000386 28.49 -14.34
PUT 20240223 36,625 0 0.151 -0.397 0.000354 27.86 -14.97
PUT 20240223 36,500 235 0.140 -0.343 0.000364 26.57 -13.23
CALL 20240301 37,375 0 0.158 0.373 0.000270 33.50 -12.67
CALL 20240301 37,250 0 0.159 0.407 0.000276 34.35 -13.04
CALL 20240301 37,125 0 0.159 0.442 0.000280 34.93 -13.28
CALL 20240301 37,000 0 0.160 0.477 0.000282 35.24 -13.44
CALL 20240301 36,875 0 0.161 0.512 0.000280 35.28 -13.58
CALL 20240301 36,750 0 0.163 0.547 0.000275 35.05 -13.63
CALL 20240301 36,625 0 0.164 0.581 0.000270 34.57 -13.53
CALL 20240301 36,500 0 0.165 0.614 0.000263 33.84 -13.32
PUT 20240301 37,375 0 0.163 -0.623 0.000264 33.60 -12.94
PUT 20240301 37,250 0 0.163 -0.590 0.000269 34.40 -13.30
PUT 20240301 37,125 0 0.163 -0.556 0.000274 34.95 -13.50
PUT 20240301 37,000 0 0.164 -0.522 0.000275 35.25 -13.68
PUT 20240301 36,875 0 0.165 -0.487 0.000273 35.28 -13.82
PUT 20240301 36,750 0 0.167 -0.454 0.000269 35.06 -13.87
PUT 20240301 36,625 0 0.168 -0.420 0.000263 34.60 -13.77
PUT 20240301 36,500 0 0.169 -0.388 0.000257 33.90 -13.58
CALL 20240308 37,375 455 0.163 0.395 0.000231 39.35 -11.49
CALL 20240308 37,250 550 0.174 0.430 0.000220 40.14 -12.55
CALL 20240308 37,125 740 0.208 0.468 0.000187 40.63 -15.15
CALL 20240308 37,000 620 0.165 0.484 0.000237 40.73 -12.02
CALL 20240308 36,875 710 0.172 0.514 0.000227 40.74 -12.57
CALL 20240308 36,750 745 0.165 0.543 0.000235 40.53 -11.99
CALL 20240308 36,625 0 0.163 0.573 0.000236 40.08 -11.69
CALL 20240308 36,500 945 0.181 0.594 0.000210 39.61 -12.83
PUT 20240308 37,375 960 0.169 -0.600 0.000224 39.46 -11.83
PUT 20240308 37,250 815 0.151 -0.583 0.000252 39.88 -10.72
PUT 20240308 37,125 760 0.156 -0.549 0.000249 40.45 -11.20
PUT 20240308 37,000 720 0.163 -0.517 0.000239 40.73 -11.79
PUT 20240308 36,875 595 0.148 -0.487 0.000263 40.74 -10.73
PUT 20240308 36,750 555 0.153 -0.455 0.000253 40.50 -11.04
PUT 20240308 36,625 520 0.159 -0.426 0.000242 40.05 -11.32
PUT 20240308 36,500 505 0.169 -0.400 0.000224 39.48 -11.85
CALL 20240315 37,375 0 0.186 0.375 0.000180 43.00 -11.46
CALL 20240315 37,250 0 0.188 0.398 0.000181 43.77 -11.77
CALL 20240315 37,125 0 0.189 0.421 0.000183 44.37 -12.01
CALL 20240315 37,000 0 0.191 0.445 0.000182 44.82 -12.26
CALL 20240315 36,875 0 0.194 0.468 0.000181 45.11 -12.52
CALL 20240315 36,750 0 0.196 0.491 0.000179 45.24 -12.74
CALL 20240315 36,625 0 0.199 0.514 0.000177 45.22 -12.91
CALL 20240315 36,500 0 0.201 0.536 0.000174 45.07 -13.02
PUT 20240315 37,375 0 0.127 -0.687 0.000245 40.16 -7.23
PUT 20240315 37,250 0 0.131 -0.653 0.000249 41.90 -7.75
PUT 20240315 37,125 0 0.133 -0.619 0.000253 43.22 -8.15
PUT 20240315 37,000 0 0.136 -0.586 0.000253 44.21 -8.50
PUT 20240315 36,875 0 0.139 -0.552 0.000251 44.86 -8.85
PUT 20240315 36,750 0 0.142 -0.520 0.000248 45.19 -9.11
PUT 20240315 36,625 0 0.145 -0.489 0.000243 45.23 -9.29
PUT 20240315 36,500 0 0.147 -0.459 0.000238 45.01 -9.40
CALL 20240412 37,375 0 0.168 0.401 0.000152 58.81 -7.86
CALL 20240412 37,250 0 0.168 0.420 0.000153 59.48 -7.98
CALL 20240412 37,125 0 0.168 0.438 0.000154 59.99 -8.04
CALL 20240412 37,000 990 0.191 0.466 0.000137 60.49 -9.20
CALL 20240412 36,875 0 0.169 0.477 0.000155 60.61 -8.18
CALL 20240412 36,750 1,060 0.184 0.499 0.000143 60.71 -8.89
CALL 20240412 36,625 1,075 0.176 0.516 0.000149 60.66 -8.53
CALL 20240412 36,500 1,200 0.187 0.535 0.000140 60.48 -9.01
PUT 20240412 37,375 0 0.170 -0.598 0.000149 58.89 -7.89
PUT 20240412 37,250 0 0.171 -0.579 0.000151 59.52 -7.99
PUT 20240412 37,125 0 0.173 -0.559 0.000150 60.04 -8.17
PUT 20240412 37,000 0 0.175 -0.540 0.000149 60.41 -8.32
PUT 20240412 36,875 0 0.174 -0.521 0.000150 60.63 -8.34
PUT 20240412 36,750 1,065 0.166 -0.504 0.000158 60.71 -7.93
PUT 20240412 36,625 1,080 0.179 -0.484 0.000146 60.66 -8.56
PUT 20240412 36,500 980 0.173 -0.465 0.000151 60.48 -8.24
CALL 20240510 37,375 0 0.171 0.426 0.000125 71.75 -6.77
CALL 20240510 37,250 0 0.171 0.442 0.000126 72.22 -6.82
CALL 20240510 37,125 0 0.171 0.457 0.000127 72.58 -6.86
CALL 20240510 37,000 0 0.171 0.473 0.000127 72.83 -6.89
CALL 20240510 36,875 0 0.172 0.489 0.000127 72.97 -6.94
CALL 20240510 36,750 0 0.173 0.505 0.000126 72.99 -6.98
CALL 20240510 36,625 0 0.177 0.521 0.000123 72.89 -7.16
CALL 20240510 36,500 0 0.178 0.537 0.000122 72.69 -7.15
PUT 20240510 37,375 0 0.174 -0.572 0.000123 71.81 -6.80
PUT 20240510 37,250 0 0.174 -0.557 0.000124 72.26 -6.85
PUT 20240510 37,125 0 0.174 -0.541 0.000125 72.61 -6.88
PUT 20240510 37,000 0 0.174 -0.526 0.000125 72.84 -6.91
PUT 20240510 36,875 0 0.175 -0.510 0.000124 72.97 -6.97
PUT 20240510 36,750 0 0.176 -0.494 0.000124 72.99 -7.00
PUT 20240510 36,625 0 0.180 -0.479 0.000121 72.89 -7.18
PUT 20240510 36,500 1,155 0.169 -0.463 0.000128 72.69 -6.70