日経225先物・オプション価格情報
2024年03月01日(金)
先物終値
種別 限月 終値
NK225 202403 40,000
NK225 202406 39,740
種別 限月 終値
NK225M 202403 40,000
NK225M 202404 39,725
NK225M 202405 39,735
種別 限月 終値
NK225MC 202403 40,000
NK225MC 202404 39,725
NK225MC 202405 39,735
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 40,500 205 0.183 0.317 0.000351 19.72 -25.81
CALL 202403 40,375 235 0.178 0.357 0.000379 20.66 -26.24
CALL 202403 40,250 285 0.179 0.406 0.000391 21.48 -27.54
CALL 202403 40,125 315 0.169 0.452 0.000423 21.94 -26.52
CALL 202403 40,000 390 0.176 0.505 0.000408 22.10 -27.88
CALL 202403 39,875 430 0.165 0.559 0.000432 21.85 -25.79
CALL 202403 39,750 495 0.161 0.615 0.000427 21.17 -24.48
CALL 202403 39,625 585 0.167 0.663 0.000395 20.23 -24.18
CALL 202403 39,500 685 0.175 0.703 0.000358 19.18 -24.01
PUT 202403 40,500 760 0.211 -0.659 0.000314 20.32 -30.51
PUT 202403 40,375 0 0.214 -0.618 0.000321 21.13 -32.27
PUT 202403 40,250 575 0.198 -0.584 0.000355 21.60 -30.51
PUT 202403 40,125 505 0.199 -0.539 0.000360 21.99 -31.17
PUT 202403 40,000 400 0.181 -0.495 0.000397 22.10 -28.54
PUT 202403 39,875 350 0.186 -0.446 0.000384 21.90 -29.00
PUT 202403 39,750 300 0.188 -0.399 0.000372 21.39 -28.62
PUT 202403 39,625 235 0.179 -0.347 0.000372 20.46 -26.20
PUT 202403 39,500 200 0.183 -0.305 0.000346 19.40 -25.32
CALL 202404 40,500 645 0.181 0.389 0.000157 51.66 -11.18
CALL 202404 40,375 0 0.177 0.406 0.000163 52.25 -11.06
CALL 202404 40,250 710 0.175 0.425 0.000166 52.80 -11.05
CALL 202404 40,125 440 0.114 0.407 0.000252 52.28 -7.16
CALL 202404 40,000 845 0.181 0.468 0.000163 53.59 -11.57
CALL 202404 39,875 895 0.179 0.488 0.000165 53.74 -11.53
CALL 202404 39,750 975 0.183 0.509 0.000162 53.75 -11.78
CALL 202404 39,625 0 0.175 0.530 0.000169 53.61 -11.21
CALL 202404 39,500 1,045 0.173 0.551 0.000170 53.32 -11.02
PUT 202404 40,500 0 0.192 -0.604 0.000149 51.94 -11.79
PUT 202404 40,375 0 0.193 -0.584 0.000150 52.55 -12.01
PUT 202404 40,250 1,365 0.201 -0.562 0.000146 53.10 -12.61
PUT 202404 40,125 0 0.192 -0.548 0.000153 53.38 -12.14
PUT 202404 40,000 1,160 0.189 -0.529 0.000156 53.61 -12.00
PUT 202404 39,875 1,080 0.187 -0.510 0.000158 53.74 -11.89
PUT 202404 39,750 1,070 0.197 -0.490 0.000150 53.74 -12.56
PUT 202404 39,625 960 0.188 -0.471 0.000157 53.62 -11.97
PUT 202404 39,500 875 0.184 -0.451 0.000160 53.35 -11.63
CALL 202405 40,500 870 0.173 0.416 0.000130 67.88 -8.43
CALL 202405 40,375 0 0.176 0.434 0.000129 68.46 -8.64
CALL 202405 40,250 980 0.174 0.449 0.000131 68.85 -8.61
CALL 202405 40,125 0 0.176 0.466 0.000130 69.16 -8.72
CALL 202405 40,000 1,080 0.173 0.481 0.000132 69.34 -8.62
CALL 202405 39,875 0 0.176 0.498 0.000131 69.42 -8.76
CALL 202405 39,750 1,225 0.177 0.515 0.000129 69.37 -8.82
CALL 202405 39,625 0 0.175 0.531 0.000130 69.21 -8.72
CALL 202405 39,500 0 0.175 0.547 0.000130 68.94 -8.65
PUT 202405 40,500 0 0.189 -0.574 0.000119 68.23 -9.16
PUT 202405 40,375 0 0.190 -0.559 0.000119 68.66 -9.26
PUT 202405 40,250 0 0.190 -0.544 0.000120 68.99 -9.29
PUT 202405 40,125 0 0.189 -0.530 0.000121 69.23 -9.29
PUT 202405 40,000 0 0.189 -0.515 0.000121 69.37 -9.32
PUT 202405 39,875 1,365 0.187 -0.500 0.000123 69.42 -9.20
PUT 202405 39,750 0 0.189 -0.484 0.000121 69.37 -9.31
PUT 202405 39,625 0 0.189 -0.469 0.000121 69.21 -9.29
PUT 202405 39,500 0 0.190 -0.454 0.000120 68.96 -9.29
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 20240308 40,500 200 0.180 0.314 0.000355 19.66 -25.36
CALL 20240308 40,375 255 0.187 0.365 0.000362 20.81 -27.87
CALL 20240308 40,250 285 0.179 0.406 0.000391 21.48 -27.54
CALL 20240308 40,125 310 0.167 0.451 0.000429 21.93 -26.15
CALL 20240308 40,000 390 0.176 0.505 0.000408 22.10 -27.88
CALL 20240308 39,875 460 0.179 0.556 0.000399 21.88 -27.97
CALL 20240308 39,750 520 0.173 0.608 0.000400 21.28 -26.40
CALL 20240308 39,625 600 0.174 0.657 0.000381 20.37 -25.42
CALL 20240308 39,500 670 0.167 0.711 0.000370 18.93 -22.64
PUT 20240308 40,500 735 0.198 -0.669 0.000330 20.08 -28.38
PUT 20240308 40,375 665 0.204 -0.624 0.000335 21.03 -30.61
PUT 20240308 40,250 570 0.196 -0.585 0.000359 21.59 -30.13
PUT 20240308 40,125 590 0.237 -0.531 0.000302 22.03 -37.31
PUT 20240308 40,000 410 0.186 -0.495 0.000388 22.10 -29.26
PUT 20240308 39,875 360 0.190 -0.447 0.000375 21.91 -29.73
PUT 20240308 39,750 295 0.185 -0.398 0.000376 21.38 -28.25
PUT 20240308 39,625 255 0.189 -0.354 0.000355 20.61 -27.82
PUT 20240308 39,500 195 0.180 -0.303 0.000349 19.34 -24.87
CALL 20240315 40,500 350 0.213 0.329 0.000219 28.15 -21.42
CALL 20240315 40,375 405 0.218 0.360 0.000221 29.10 -22.65
CALL 20240315 40,250 400 0.201 0.377 0.000243 29.55 -21.23
CALL 20240315 40,125 420 0.192 0.402 0.000259 30.11 -20.67
CALL 20240315 40,000 500 0.201 0.439 0.000252 30.67 -22.11
CALL 20240315 39,875 555 0.201 0.470 0.000254 30.95 -22.32
CALL 20240315 39,750 605 0.199 0.502 0.000258 31.04 -22.07
CALL 20240315 39,625 680 0.203 0.534 0.000252 30.93 -22.43
CALL 20240315 39,500 550 0.138 0.589 0.000362 30.26 -14.98
PUT 20240315 40,500 0 0.140 -0.755 0.000289 24.48 -12.17
PUT 20240315 40,375 0 0.143 -0.713 0.000306 26.49 -13.47
PUT 20240315 40,250 0 0.145 -0.673 0.000321 28.07 -14.43
PUT 20240315 40,125 0 0.148 -0.630 0.000329 29.39 -15.43
PUT 20240315 40,000 0 0.149 -0.587 0.000335 30.30 -16.11
PUT 20240315 39,875 565 0.157 -0.542 0.000325 30.86 -17.21
PUT 20240315 39,750 490 0.154 -0.502 0.000333 31.04 -17.02
PUT 20240315 39,625 425 0.153 -0.460 0.000334 30.88 -16.82
PUT 20240315 39,500 375 0.155 -0.419 0.000324 30.40 -16.79
CALL 20240322 40,500 0 0.205 0.357 0.000191 35.54 -17.38
CALL 20240322 40,375 0 0.204 0.380 0.000196 36.27 -17.65
CALL 20240322 40,250 0 0.205 0.404 0.000199 36.92 -18.03
CALL 20240322 40,125 0 0.205 0.430 0.000201 37.42 -18.35
CALL 20240322 40,000 0 0.206 0.455 0.000202 37.77 -18.53
CALL 20240322 39,875 0 0.206 0.480 0.000203 37.97 -18.70
CALL 20240322 39,750 0 0.209 0.505 0.000201 38.01 -18.94
CALL 20240322 39,625 0 0.211 0.530 0.000198 37.90 -19.09
CALL 20240322 39,500 0 0.213 0.555 0.000194 37.65 -19.18
PUT 20240322 40,500 0 0.153 -0.694 0.000241 33.44 -12.11
PUT 20240322 40,375 0 0.154 -0.663 0.000249 34.81 -12.67
PUT 20240322 40,250 0 0.156 -0.630 0.000255 35.98 -13.26
PUT 20240322 40,125 0 0.157 -0.597 0.000258 36.89 -13.76
PUT 20240322 40,000 0 0.158 -0.564 0.000261 37.52 -14.06
PUT 20240322 39,875 0 0.159 -0.531 0.000262 37.90 -14.31
PUT 20240322 39,750 0 0.161 -0.498 0.000260 38.01 -14.50
PUT 20240322 39,625 0 0.162 -0.466 0.000257 37.87 -14.60
PUT 20240322 39,500 0 0.164 -0.434 0.000252 37.50 -14.60
CALL 20240329 40,500 0 0.178 0.357 0.000190 41.06 -13.10
CALL 20240329 40,375 0 0.178 0.381 0.000195 41.92 -13.35
CALL 20240329 40,250 0 0.177 0.404 0.000199 42.63 -13.51
CALL 20240329 40,125 0 0.176 0.429 0.000202 43.19 -13.64
CALL 20240329 40,000 0 0.175 0.454 0.000205 43.60 -13.70
CALL 20240329 39,875 0 0.175 0.479 0.000207 43.83 -13.73
CALL 20240329 39,750 0 0.174 0.505 0.000208 43.89 -13.69
CALL 20240329 39,625 0 0.173 0.531 0.000209 43.76 -13.59
CALL 20240329 39,500 0 0.174 0.557 0.000207 43.44 -13.54
PUT 20240329 40,500 0 0.197 -0.628 0.000175 41.63 -14.58
PUT 20240329 40,375 0 0.196 -0.606 0.000178 42.32 -14.77
PUT 20240329 40,250 0 0.195 -0.585 0.000182 42.90 -14.88
PUT 20240329 40,125 0 0.194 -0.563 0.000185 43.35 -14.96
PUT 20240329 40,000 0 0.193 -0.540 0.000187 43.67 -15.01
PUT 20240329 39,875 0 0.193 -0.517 0.000188 43.85 -15.02
PUT 20240329 39,750 0 0.192 -0.494 0.000189 43.89 -14.97
PUT 20240329 39,625 835 0.202 -0.470 0.000179 43.77 -15.74
PUT 20240329 39,500 0 0.192 -0.446 0.000187 43.50 -14.84
CALL 20240405 40,500 0 0.177 0.374 0.000173 46.59 -11.85
CALL 20240405 40,375 0 0.177 0.395 0.000177 47.36 -12.01
CALL 20240405 40,250 0 0.177 0.416 0.000180 47.99 -12.15
CALL 20240405 40,125 0 0.176 0.438 0.000182 48.49 -12.24
CALL 20240405 40,000 0 0.175 0.461 0.000184 48.84 -12.27
CALL 20240405 39,875 0 0.175 0.484 0.000186 49.03 -12.28
CALL 20240405 39,750 0 0.175 0.507 0.000186 49.07 -12.29
CALL 20240405 39,625 0 0.174 0.530 0.000185 48.94 -12.25
CALL 20240405 39,500 0 0.175 0.553 0.000184 48.64 -12.22
PUT 20240405 40,500 0 0.194 -0.614 0.000160 47.06 -12.99
PUT 20240405 40,375 0 0.194 -0.595 0.000163 47.69 -13.12
PUT 20240405 40,250 0 0.193 -0.575 0.000165 48.21 -13.21
PUT 20240405 40,125 0 0.192 -0.555 0.000167 48.62 -13.27
PUT 20240405 40,000 0 0.191 -0.534 0.000169 48.90 -13.31
PUT 20240405 39,875 0 0.190 -0.513 0.000170 49.05 -13.28
PUT 20240405 39,750 0 0.190 -0.492 0.000170 49.06 -13.29
PUT 20240405 39,625 0 0.190 -0.471 0.000170 48.94 -13.26
PUT 20240405 39,500 0 0.191 -0.449 0.000168 48.68 -13.24
CALL 20240412 40,500 660 0.184 0.391 0.000155 51.74 -11.37
CALL 20240412 40,375 705 0.184 0.410 0.000157 52.38 -11.49
CALL 20240412 40,250 720 0.177 0.426 0.000164 52.83 -11.18
CALL 20240412 40,125 760 0.175 0.445 0.000168 53.25 -11.13
CALL 20240412 40,000 825 0.177 0.467 0.000167 53.57 -11.33
CALL 20240412 39,875 865 0.174 0.487 0.000170 53.73 -11.17
CALL 20240412 39,750 930 0.175 0.508 0.000169 53.75 -11.24
CALL 20240412 39,625 980 0.173 0.530 0.000171 53.61 -11.07
CALL 20240412 39,500 1,080 0.179 0.550 0.000164 53.34 -11.44
PUT 20240412 40,500 0 0.192 -0.604 0.000149 51.94 -11.79
PUT 20240412 40,375 1,390 0.191 -0.586 0.000151 52.52 -11.88
PUT 20240412 40,250 1,355 0.199 -0.563 0.000147 53.08 -12.49
PUT 20240412 40,125 0 0.192 -0.548 0.000153 53.37 -12.12
PUT 20240412 40,000 0 0.192 -0.529 0.000154 53.62 -12.17
PUT 20240412 39,875 0 0.191 -0.510 0.000155 53.74 -12.15
PUT 20240412 39,750 0 0.191 -0.490 0.000155 53.74 -12.15
PUT 20240412 39,625 0 0.190 -0.471 0.000155 53.62 -12.09
PUT 20240412 39,500 880 0.185 -0.451 0.000159 53.35 -11.69
CALL 20240510 40,500 0 0.176 0.418 0.000127 67.96 -8.59
CALL 20240510 40,375 0 0.176 0.434 0.000129 68.46 -8.64
CALL 20240510 40,250 0 0.176 0.450 0.000130 68.87 -8.68
CALL 20240510 40,125 0 0.176 0.466 0.000130 69.16 -8.72
CALL 20240510 40,000 0 0.176 0.482 0.000130 69.35 -8.75
CALL 20240510 39,875 0 0.176 0.498 0.000131 69.42 -8.76
CALL 20240510 39,750 0 0.176 0.514 0.000130 69.38 -8.75
CALL 20240510 39,625 0 0.176 0.531 0.000130 69.21 -8.73
CALL 20240510 39,500 0 0.175 0.547 0.000130 68.94 -8.69
PUT 20240510 40,500 0 0.189 -0.574 0.000119 68.23 -9.16
PUT 20240510 40,375 0 0.189 -0.559 0.000120 68.65 -9.19
PUT 20240510 40,250 0 0.189 -0.545 0.000121 68.98 -9.23
PUT 20240510 40,125 0 0.189 -0.530 0.000121 69.23 -9.26
PUT 20240510 40,000 0 0.188 -0.515 0.000122 69.37 -9.28
PUT 20240510 39,875 0 0.188 -0.500 0.000122 69.42 -9.28
PUT 20240510 39,750 0 0.188 -0.484 0.000122 69.37 -9.28
PUT 20240510 39,625 0 0.188 -0.469 0.000121 69.21 -9.26
PUT 20240510 39,500 0 0.188 -0.454 0.000121 68.96 -9.23