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 |
39,875 |
425 |
0.197 |
0.400 |
0.000253 |
29.85 |
-21.08 |
CALL |
202403 |
39,750 |
465 |
0.194 |
0.430 |
0.000262 |
30.35 |
-21.08 |
CALL |
202403 |
39,625 |
505 |
0.190 |
0.462 |
0.000271 |
30.68 |
-20.82 |
CALL |
202403 |
39,500 |
585 |
0.197 |
0.496 |
0.000263 |
30.83 |
-21.70 |
CALL |
202403 |
39,375 |
655 |
0.199 |
0.529 |
0.000258 |
30.75 |
-21.93 |
CALL |
202403 |
39,250 |
710 |
0.196 |
0.562 |
0.000261 |
30.45 |
-21.32 |
CALL |
202403 |
39,125 |
665 |
0.157 |
0.614 |
0.000316 |
29.56 |
-16.61 |
CALL |
202403 |
39,000 |
855 |
0.196 |
0.627 |
0.000251 |
29.26 |
-20.50 |
PUT |
202403 |
39,875 |
0 |
0.264 |
-0.571 |
0.000192 |
30.34 |
-28.57 |
PUT |
202403 |
39,750 |
760 |
0.195 |
-0.570 |
0.000261 |
30.36 |
-21.03 |
PUT |
202403 |
39,625 |
0 |
0.255 |
-0.524 |
0.000202 |
30.77 |
-27.97 |
PUT |
202403 |
39,500 |
620 |
0.194 |
-0.504 |
0.000266 |
30.83 |
-21.29 |
PUT |
202403 |
39,375 |
0 |
0.253 |
-0.473 |
0.000203 |
30.76 |
-27.78 |
PUT |
202403 |
39,250 |
485 |
0.189 |
-0.436 |
0.000269 |
30.43 |
-20.54 |
PUT |
202403 |
39,125 |
430 |
0.189 |
-0.403 |
0.000265 |
29.91 |
-20.16 |
PUT |
202403 |
39,000 |
390 |
0.193 |
-0.372 |
0.000254 |
29.22 |
-20.06 |
CALL |
202404 |
39,875 |
0 |
0.165 |
0.399 |
0.000163 |
55.43 |
-9.38 |
CALL |
202404 |
39,750 |
0 |
0.164 |
0.418 |
0.000166 |
56.07 |
-9.40 |
CALL |
202404 |
39,625 |
0 |
0.163 |
0.438 |
0.000169 |
56.59 |
-9.43 |
CALL |
202404 |
39,500 |
930 |
0.187 |
0.468 |
0.000148 |
57.09 |
-10.97 |
CALL |
202404 |
39,375 |
0 |
0.161 |
0.480 |
0.000172 |
57.20 |
-9.45 |
CALL |
202404 |
39,250 |
0 |
0.160 |
0.501 |
0.000174 |
57.28 |
-9.38 |
CALL |
202404 |
39,125 |
0 |
0.154 |
0.523 |
0.000180 |
57.18 |
-9.05 |
CALL |
202404 |
39,000 |
1,100 |
0.175 |
0.543 |
0.000158 |
56.94 |
-10.25 |
PUT |
202404 |
39,875 |
0 |
0.226 |
-0.567 |
0.000121 |
56.47 |
-12.95 |
PUT |
202404 |
39,750 |
0 |
0.224 |
-0.552 |
0.000123 |
56.78 |
-12.91 |
PUT |
202404 |
39,625 |
0 |
0.222 |
-0.538 |
0.000124 |
57.02 |
-12.87 |
PUT |
202404 |
39,500 |
0 |
0.220 |
-0.523 |
0.000126 |
57.18 |
-12.77 |
PUT |
202404 |
39,375 |
0 |
0.220 |
-0.507 |
0.000126 |
57.27 |
-12.83 |
PUT |
202404 |
39,250 |
0 |
0.219 |
-0.492 |
0.000127 |
57.26 |
-12.74 |
PUT |
202404 |
39,125 |
0 |
0.214 |
-0.476 |
0.000130 |
57.17 |
-12.41 |
PUT |
202404 |
39,000 |
990 |
0.189 |
-0.458 |
0.000146 |
56.96 |
-10.96 |
CALL |
202405 |
39,875 |
0 |
0.166 |
0.423 |
0.000131 |
70.42 |
-7.64 |
CALL |
202405 |
39,750 |
0 |
0.166 |
0.439 |
0.000132 |
70.92 |
-7.67 |
CALL |
202405 |
39,625 |
0 |
0.165 |
0.455 |
0.000133 |
71.31 |
-7.70 |
CALL |
202405 |
39,500 |
1,225 |
0.192 |
0.480 |
0.000115 |
71.67 |
-8.98 |
CALL |
202405 |
39,375 |
0 |
0.163 |
0.488 |
0.000136 |
71.73 |
-7.65 |
CALL |
202405 |
39,250 |
0 |
0.163 |
0.505 |
0.000136 |
71.76 |
-7.66 |
CALL |
202405 |
39,125 |
0 |
0.161 |
0.521 |
0.000137 |
71.66 |
-7.55 |
CALL |
202405 |
39,000 |
0 |
0.162 |
0.539 |
0.000136 |
71.43 |
-7.58 |
PUT |
202405 |
39,875 |
0 |
0.216 |
-0.551 |
0.000102 |
71.17 |
-9.92 |
PUT |
202405 |
39,750 |
0 |
0.215 |
-0.539 |
0.000103 |
71.42 |
-9.91 |
PUT |
202405 |
39,625 |
0 |
0.215 |
-0.527 |
0.000103 |
71.60 |
-9.92 |
PUT |
202405 |
39,500 |
0 |
0.213 |
-0.514 |
0.000104 |
71.72 |
-9.84 |
PUT |
202405 |
39,375 |
0 |
0.212 |
-0.502 |
0.000104 |
71.76 |
-9.84 |
PUT |
202405 |
39,250 |
0 |
0.213 |
-0.489 |
0.000104 |
71.73 |
-9.84 |
PUT |
202405 |
39,125 |
0 |
0.210 |
-0.476 |
0.000105 |
71.63 |
-9.74 |
PUT |
202405 |
39,000 |
0 |
0.212 |
-0.462 |
0.000104 |
71.45 |
-9.77 |