日経225先物・オプション価格情報
2024年03月08日(金)
先物終値
種別 限月 終値
NK225 202406 39,510
NK225 202409 39,470
種別 限月 終値
NK225M 202404 39,500
NK225M 202405 39,475
NK225M 202406 39,510
種別 限月 終値
NK225MC 202404 39,500
NK225MC 202405 39,475
NK225MC 202406 39,510
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 202404 40,000 645 0.177 0.421 0.000180 47.83 -12.16
CALL 202404 39,875 785 0.196 0.451 0.000165 48.42 -13.58
CALL 202404 39,750 745 0.176 0.466 0.000184 48.61 -12.29
CALL 202404 39,625 775 0.171 0.487 0.000191 48.77 -11.95
CALL 202404 39,500 840 0.172 0.511 0.000190 48.78 -12.02
CALL 202404 39,375 940 0.179 0.534 0.000181 48.61 -12.52
CALL 202404 39,250 1,045 0.188 0.556 0.000172 48.32 -13.01
CALL 202404 39,125 935 0.150 0.591 0.000211 47.52 -10.27
PUT 202404 40,000 1,025 0.153 -0.595 0.000207 47.41 -10.29
PUT 202404 39,875 0 0.194 -0.550 0.000167 48.41 -13.37
PUT 202404 39,750 895 0.156 -0.541 0.000207 48.53 -10.78
PUT 202404 39,625 970 0.186 -0.510 0.000175 48.78 -12.89
PUT 202404 39,500 915 0.188 -0.488 0.000173 48.77 -13.04
PUT 202404 39,375 835 0.184 -0.466 0.000176 48.62 -12.75
PUT 202404 39,250 785 0.186 -0.444 0.000173 48.32 -12.81
PUT 202404 39,125 730 0.187 -0.422 0.000171 47.87 -12.72
CALL 202405 40,000 800 0.158 0.434 0.000152 64.53 -8.12
CALL 202405 39,875 0 0.175 0.460 0.000139 65.10 -9.07
CALL 202405 39,750 0 0.175 0.477 0.000139 65.32 -9.11
CALL 202405 39,625 0 0.175 0.495 0.000139 65.42 -9.14
CALL 202405 39,500 1,170 0.180 0.512 0.000135 65.39 -9.41
CALL 202405 39,375 0 0.175 0.529 0.000138 65.25 -9.14
CALL 202405 39,250 0 0.175 0.547 0.000138 64.98 -9.10
CALL 202405 39,125 0 0.176 0.564 0.000136 64.59 -9.08
PUT 202405 40,000 0 0.188 -0.551 0.000129 64.89 -9.59
PUT 202405 39,875 0 0.187 -0.535 0.000129 65.17 -9.62
PUT 202405 39,750 0 0.187 -0.519 0.000130 65.35 -9.66
PUT 202405 39,625 1,320 0.190 -0.502 0.000128 65.43 -9.82
PUT 202405 39,500 1,190 0.180 -0.487 0.000135 65.39 -9.31
PUT 202405 39,375 0 0.188 -0.471 0.000129 65.25 -9.69
PUT 202405 39,250 0 0.189 -0.454 0.000128 65.00 -9.67
PUT 202405 39,125 0 0.189 -0.438 0.000127 64.65 -9.63
CALL 202406 40,000 1,240 0.179 0.467 0.000109 81.39 -7.46
CALL 202406 39,875 0 0.174 0.478 0.000112 81.55 -7.28
CALL 202406 39,750 0 0.174 0.492 0.000112 81.66 -7.28
CALL 202406 39,625 0 0.174 0.506 0.000112 81.66 -7.29
CALL 202406 39,500 1,480 0.180 0.521 0.000108 81.56 -7.54
CALL 202406 39,375 0 0.174 0.534 0.000112 81.37 -7.28
CALL 202406 39,250 0 0.175 0.548 0.000110 81.08 -7.30
CALL 202406 39,125 0 0.174 0.562 0.000110 80.68 -7.23
PUT 202406 40,000 0 0.187 -0.530 0.000104 81.44 -7.70
PUT 202406 39,875 0 0.187 -0.517 0.000104 81.60 -7.72
PUT 202406 39,750 0 0.187 -0.505 0.000104 81.67 -7.73
PUT 202406 39,625 0 0.188 -0.491 0.000104 81.66 -7.76
PUT 202406 39,500 0 0.189 -0.478 0.000103 81.55 -7.80
PUT 202406 39,375 0 0.189 -0.465 0.000103 81.37 -7.78
PUT 202406 39,250 0 0.188 -0.453 0.000103 81.10 -7.75
PUT 202406 39,125 0 0.189 -0.440 0.000102 80.74 -7.75
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 20240315 40,000 250 0.208 0.337 0.000321 19.97 -29.71
CALL 20240315 39,875 375 0.247 0.398 0.000285 21.11 -37.29
CALL 20240315 39,750 370 0.221 0.425 0.000324 21.43 -33.92
CALL 20240315 39,625 415 0.217 0.464 0.000335 21.74 -33.76
CALL 20240315 39,500 470 0.215 0.506 0.000339 21.82 -33.60
CALL 20240315 39,375 540 0.218 0.548 0.000332 21.66 -33.76
CALL 20240315 39,250 530 0.180 0.606 0.000391 21.05 -27.16
CALL 20240315 39,125 615 0.184 0.651 0.000368 20.24 -26.65
PUT 20240315 40,000 535 0.086 -0.852 0.000489 12.63 -7.68
PUT 20240315 39,875 335 0.000 0.000 0.000000 0.00 0.00
PUT 20240315 39,750 325 0.079 -0.716 0.000786 18.54 -10.36
PUT 20240315 39,625 310 0.111 -0.578 0.000644 21.41 -16.92
PUT 20240315 39,500 300 0.138 -0.496 0.000530 21.82 -21.40
PUT 20240315 39,375 180 0.109 -0.413 0.000653 21.31 -16.55
PUT 20240315 39,250 195 0.140 -0.367 0.000493 20.61 -20.53
PUT 20240315 39,125 180 0.154 -0.323 0.000426 19.65 -21.60
CALL 20240322 40,000 475 0.224 0.396 0.000222 29.81 -23.90
CALL 20240322 39,875 365 0.171 0.396 0.000291 29.81 -18.27
CALL 20240322 39,750 575 0.224 0.452 0.000229 30.64 -24.51
CALL 20240322 39,625 475 0.173 0.470 0.000297 30.77 -19.06
CALL 20240322 39,500 530 0.172 0.507 0.000301 30.86 -18.95
CALL 20240322 39,375 790 0.235 0.537 0.000218 30.73 -25.88
CALL 20240322 39,250 0 0.239 0.563 0.000213 30.47 -26.08
CALL 20240322 39,125 0 0.235 0.591 0.000214 30.05 -25.26
PUT 20240322 40,000 695 0.128 -0.687 0.000358 27.39 -12.43
PUT 20240322 39,875 0 0.163 -0.610 0.000304 29.69 -17.21
PUT 20240322 39,750 520 0.124 -0.597 0.000404 29.94 -13.16
PUT 20240322 39,625 0 0.169 -0.531 0.000304 30.77 -18.53
PUT 20240322 39,500 650 0.211 -0.491 0.000244 30.85 -23.18
PUT 20240322 39,375 0 0.166 -0.454 0.000308 30.66 -18.14
PUT 20240322 39,250 340 0.148 -0.407 0.000339 30.02 -15.80
PUT 20240322 39,125 310 0.155 -0.370 0.000316 29.21 -16.08
CALL 20240329 40,000 0 0.178 0.393 0.000228 36.43 -15.48
CALL 20240329 39,875 0 0.178 0.421 0.000232 37.06 -15.73
CALL 20240329 39,750 0 0.177 0.450 0.000235 37.50 -15.89
CALL 20240329 39,625 0 0.177 0.479 0.000237 37.75 -16.00
CALL 20240329 39,500 0 0.177 0.509 0.000237 37.79 -16.02
CALL 20240329 39,375 0 0.178 0.539 0.000235 37.62 -16.02
CALL 20240329 39,250 0 0.178 0.568 0.000233 37.25 -15.86
CALL 20240329 39,125 0 0.179 0.597 0.000228 36.68 -15.70
PUT 20240329 40,000 0 0.199 -0.594 0.000206 36.73 -17.30
PUT 20240329 39,875 0 0.198 -0.569 0.000210 37.23 -17.47
PUT 20240329 39,750 0 0.197 -0.543 0.000212 37.58 -17.61
PUT 20240329 39,625 0 0.197 -0.517 0.000213 37.76 -17.69
PUT 20240329 39,500 0 0.197 -0.490 0.000213 37.79 -17.71
PUT 20240329 39,375 0 0.198 -0.463 0.000212 37.64 -17.71
PUT 20240329 39,250 0 0.198 -0.437 0.000210 37.33 -17.58
PUT 20240329 39,125 0 0.200 -0.411 0.000206 36.86 -17.47
CALL 20240405 40,000 0 0.174 0.407 0.000203 42.46 -13.27
CALL 20240405 39,875 0 0.174 0.432 0.000206 43.02 -13.42
CALL 20240405 39,750 0 0.174 0.458 0.000208 43.40 -13.54
CALL 20240405 39,625 0 0.174 0.484 0.000209 43.61 -13.60
CALL 20240405 39,500 0 0.174 0.510 0.000209 43.63 -13.61
CALL 20240405 39,375 0 0.176 0.536 0.000206 43.47 -13.71
CALL 20240405 39,250 0 0.176 0.562 0.000205 43.12 -13.60
CALL 20240405 39,125 0 0.177 0.587 0.000201 42.59 -13.50
PUT 20240405 40,000 0 0.192 -0.583 0.000186 42.71 -14.58
PUT 20240405 39,875 0 0.192 -0.560 0.000188 43.16 -14.70
PUT 20240405 39,750 840 0.162 -0.546 0.000223 43.35 -12.49
PUT 20240405 39,625 0 0.191 -0.513 0.000191 43.62 -14.84
PUT 20240405 39,500 0 0.191 -0.489 0.000191 43.63 -14.84
PUT 20240405 39,375 0 0.193 -0.465 0.000188 43.48 -14.96
PUT 20240405 39,250 0 0.193 -0.442 0.000187 43.18 -14.85
PUT 20240405 39,125 0 0.194 -0.419 0.000184 42.73 -14.77
CALL 20240412 40,000 635 0.175 0.420 0.000182 47.80 -12.01
CALL 20240412 39,875 670 0.172 0.441 0.000188 48.26 -11.90
CALL 20240412 39,750 720 0.171 0.464 0.000190 48.60 -11.93
CALL 20240412 39,625 785 0.173 0.488 0.000189 48.77 -12.09
CALL 20240412 39,500 845 0.173 0.511 0.000189 48.78 -12.09
CALL 20240412 39,375 905 0.172 0.535 0.000189 48.61 -12.02
CALL 20240412 39,250 995 0.177 0.558 0.000182 48.29 -12.29
CALL 20240412 39,125 0 0.172 0.582 0.000185 47.76 -11.81
PUT 20240412 40,000 1,105 0.170 -0.584 0.000188 47.72 -11.51
PUT 20240412 39,875 1,125 0.189 -0.552 0.000171 48.38 -13.02
PUT 20240412 39,750 1,040 0.186 -0.531 0.000175 48.65 -12.88
PUT 20240412 39,625 960 0.184 -0.510 0.000177 48.78 -12.75
PUT 20240412 39,500 890 0.183 -0.488 0.000178 48.78 -12.68
PUT 20240412 39,375 835 0.184 -0.466 0.000176 48.62 -12.75
PUT 20240412 39,250 790 0.187 -0.444 0.000172 48.32 -12.88
PUT 20240412 39,125 750 0.191 -0.424 0.000168 47.90 -13.02
CALL 20240510 40,000 945 0.180 0.446 0.000134 64.82 -9.31
CALL 20240510 39,875 0 0.176 0.461 0.000137 65.11 -9.16
CALL 20240510 39,750 1,035 0.177 0.478 0.000137 65.33 -9.25
CALL 20240510 39,625 0 0.177 0.495 0.000137 65.42 -9.25
CALL 20240510 39,500 1,295 0.199 0.514 0.000122 65.38 -10.40
CALL 20240510 39,375 0 0.178 0.529 0.000137 65.25 -9.26
CALL 20240510 39,250 1,300 0.181 0.546 0.000133 64.99 -9.39
CALL 20240510 39,125 0 0.178 0.563 0.000135 64.60 -9.17
PUT 20240510 40,000 0 0.184 -0.553 0.000131 64.85 -9.40
PUT 20240510 39,875 0 0.185 -0.536 0.000131 65.16 -9.50
PUT 20240510 39,750 0 0.185 -0.520 0.000131 65.35 -9.54
PUT 20240510 39,625 0 0.186 -0.503 0.000131 65.42 -9.61
PUT 20240510 39,500 0 0.186 -0.487 0.000131 65.39 -9.57
PUT 20240510 39,375 0 0.186 -0.471 0.000130 65.25 -9.58
PUT 20240510 39,250 0 0.187 -0.454 0.000130 65.00 -9.57
PUT 20240510 39,125 0 0.187 -0.438 0.000129 64.64 -9.53
CALL 20240614 40,000 0 0.176 0.466 0.000110 81.37 -7.37
CALL 20240614 39,875 0 0.176 0.479 0.000110 81.56 -7.39
CALL 20240614 39,750 0 0.177 0.493 0.000110 81.66 -7.42
CALL 20240614 39,625 0 0.177 0.507 0.000110 81.66 -7.42
CALL 20240614 39,500 0 0.177 0.521 0.000110 81.57 -7.42
CALL 20240614 39,375 0 0.177 0.534 0.000110 81.37 -7.40
CALL 20240614 39,250 0 0.177 0.548 0.000109 81.08 -7.38
CALL 20240614 39,125 0 0.178 0.562 0.000108 80.69 -7.37
PUT 20240614 40,000 0 0.186 -0.531 0.000104 81.43 -7.68
PUT 20240614 39,875 0 0.186 -0.518 0.000104 81.59 -7.70
PUT 20240614 39,750 0 0.187 -0.505 0.000104 81.67 -7.73
PUT 20240614 39,625 0 0.187 -0.492 0.000104 81.66 -7.73
PUT 20240614 39,500 0 0.187 -0.479 0.000104 81.56 -7.72
PUT 20240614 39,375 0 0.187 -0.466 0.000104 81.37 -7.71
PUT 20240614 39,250 0 0.187 -0.453 0.000103 81.09 -7.69
PUT 20240614 39,125 0 0.188 -0.440 0.000103 80.74 -7.68