日経225先物・オプション価格情報

2024年03月22日(金)

先物終値

種別	限月	終値
NK225	202406	40,710
NK225	202409	40,660

種別	限月	終値
NK225M	202404	40,690
NK225M	202405	40,710
NK225M	202406	40,710

種別	限月	終値
NK225MC	202404	40,690
NK225MC	202405	40,710
NK225MC	202406	40,710

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	41,125	460	0.167	0.404	0.000238	37.79	-15.07
CALL	202404	41,000	490	0.162	0.431	0.000249	38.35	-14.81
CALL	202404	40,875	560	0.166	0.463	0.000245	38.77	-15.36
CALL	202404	40,750	620	0.166	0.494	0.000246	38.93	-15.48
CALL	202404	40,625	690	0.169	0.524	0.000242	38.86	-15.66
CALL	202404	40,500	745	0.166	0.555	0.000244	38.56	-15.29
CALL	202404	40,375	860	0.178	0.581	0.000225	38.13	-16.21
CALL	202404	40,250	905	0.171	0.613	0.000230	37.36	-15.24
PUT	202404	41,125	855	0.157	-0.603	0.000252	37.62	-14.00
PUT	202404	41,000	805	0.164	-0.568	0.000246	38.36	-14.88
PUT	202404	40,875	705	0.156	-0.540	0.000260	38.74	-14.34
PUT	202404	40,750	640	0.157	-0.508	0.000261	38.93	-14.47
PUT	202404	40,625	620	0.168	-0.476	0.000243	38.86	-15.48
PUT	202404	40,500	555	0.166	-0.445	0.000243	38.56	-15.23
PUT	202404	40,375	500	0.167	-0.415	0.000240	38.04	-15.05
PUT	202404	40,250	450	0.167	-0.385	0.000234	37.30	-14.80
CALL	202405	41,125	810	0.167	0.447	0.000158	58.99	-10.13
CALL	202405	41,000	880	0.170	0.468	0.000157	59.31	-10.35
CALL	202405	40,875	890	0.162	0.486	0.000165	59.47	-9.90
CALL	202405	40,750	920	0.157	0.506	0.000170	59.50	-9.61
CALL	202405	40,625	1,025	0.165	0.527	0.000162	59.37	-10.04
CALL	202405	40,500	1,150	0.175	0.546	0.000152	59.12	-10.62
CALL	202405	40,375	0	0.165	0.567	0.000160	58.66	-9.94
CALL	202405	40,250	0	0.166	0.587	0.000157	58.10	-9.93
PUT	202405	41,125	0	0.175	-0.549	0.000152	59.05	-10.48
PUT	202405	41,000	1,160	0.169	-0.532	0.000157	59.31	-10.19
PUT	202405	40,875	1,045	0.162	-0.515	0.000165	59.47	-9.74
PUT	202405	40,750	1,090	0.180	-0.492	0.000148	59.49	-10.88
PUT	202405	40,625	1,030	0.181	-0.473	0.000148	59.37	-10.90
PUT	202405	40,500	990	0.184	-0.455	0.000144	59.13	-11.07
PUT	202405	40,375	0	0.176	-0.435	0.000150	58.73	-10.50
PUT	202405	40,250	850	0.180	-0.418	0.000145	58.24	-10.67
CALL	202406	41,125	0	0.168	0.467	0.000121	77.65	-7.81
CALL	202406	41,000	1,235	0.175	0.484	0.000116	77.85	-8.18
CALL	202406	40,875	0	0.169	0.497	0.000121	77.91	-7.90
CALL	202406	40,750	0	0.170	0.513	0.000120	77.87	-7.91
CALL	202406	40,625	0	0.170	0.528	0.000120	77.73	-7.91
CALL	202406	40,500	1,495	0.178	0.542	0.000114	77.48	-8.26
CALL	202406	40,375	0	0.170	0.558	0.000119	77.10	-7.88
CALL	202406	40,250	0	0.171	0.572	0.000118	76.63	-7.85
PUT	202406	41,125	0	0.175	-0.530	0.000116	77.69	-8.04
PUT	202406	41,000	1,560	0.181	-0.514	0.000113	77.86	-8.33
PUT	202406	40,875	0	0.176	-0.501	0.000116	77.91	-8.10
PUT	202406	40,750	0	0.177	-0.487	0.000115	77.87	-8.15
PUT	202406	40,625	0	0.176	-0.472	0.000115	77.72	-8.11
PUT	202406	40,500	1,235	0.173	-0.458	0.000118	77.47	-7.91
PUT	202406	40,375	0	0.178	-0.443	0.000114	77.13	-8.10
PUT	202406	40,250	0	0.179	-0.429	0.000113	76.69	-8.11

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	20240329	41,125	180	0.157	0.317	0.000402	20.07	-22.60
CALL	20240329	41,000	210	0.152	0.363	0.000439	21.15	-22.98
CALL	20240329	40,875	260	0.153	0.420	0.000454	22.02	-24.08
CALL	20240329	40,750	325	0.157	0.478	0.000449	22.45	-25.27
CALL	20240329	40,625	395	0.161	0.533	0.000439	22.40	-25.79
CALL	20240329	40,500	500	0.177	0.581	0.000391	22.02	-27.93
CALL	20240329	40,375	580	0.180	0.628	0.000374	21.32	-27.45
CALL	20240329	40,250	620	0.160	0.693	0.000390	19.81	-22.68
PUT	20240329	41,125	0	0.176	-0.664	0.000367	20.56	-25.85
PUT	20240329	41,000	495	0.140	-0.648	0.000469	20.92	-20.89
PUT	20240329	40,875	450	0.155	-0.579	0.000447	22.04	-24.40
PUT	20240329	40,750	380	0.155	-0.523	0.000455	22.44	-24.85
PUT	20240329	40,625	400	0.192	-0.470	0.000367	22.42	-30.75
PUT	20240329	40,500	255	0.152	-0.408	0.000452	21.88	-23.78
PUT	20240329	40,375	220	0.159	-0.358	0.000417	21.03	-23.83
PUT	20240329	40,250	175	0.158	-0.305	0.000394	19.74	-22.19
CALL	20240405	41,125	310	0.155	0.370	0.000305	30.08	-16.74
CALL	20240405	41,000	315	0.142	0.398	0.000341	30.75	-15.62
CALL	20240405	40,875	0	0.148	0.444	0.000335	31.48	-16.70
CALL	20240405	40,750	520	0.172	0.490	0.000290	31.78	-19.63
CALL	20240405	40,625	0	0.149	0.528	0.000336	31.71	-16.89
CALL	20240405	40,500	640	0.170	0.563	0.000291	31.40	-19.11
CALL	20240405	40,375	0	0.149	0.611	0.000323	30.55	-16.29
CALL	20240405	40,250	0	0.146	0.654	0.000317	29.40	-15.41
PUT	20240405	41,125	0	0.168	-0.620	0.000285	30.34	-18.12
PUT	20240405	41,000	0	0.168	-0.585	0.000292	31.07	-18.53
PUT	20240405	40,875	0	0.168	-0.548	0.000296	31.56	-18.84
PUT	20240405	40,750	525	0.156	-0.513	0.000321	31.78	-17.61
PUT	20240405	40,625	0	0.168	-0.474	0.000297	31.72	-18.98
PUT	20240405	40,500	400	0.154	-0.432	0.000319	31.33	-17.23
PUT	20240405	40,375	0	0.168	-0.400	0.000288	30.79	-18.48
PUT	20240405	40,250	0	0.169	-0.365	0.000279	29.95	-18.06
CALL	20240412	41,125	475	0.171	0.406	0.000232	37.86	-15.45
CALL	20240412	41,000	500	0.164	0.432	0.000245	38.37	-15.06
CALL	20240412	40,875	560	0.166	0.463	0.000245	38.77	-15.36
CALL	20240412	40,750	635	0.170	0.494	0.000240	38.93	-15.84
CALL	20240412	40,625	720	0.176	0.524	0.000231	38.87	-16.37
CALL	20240412	40,500	755	0.168	0.555	0.000240	38.57	-15.53
CALL	20240412	40,375	785	0.158	0.589	0.000252	37.96	-14.36
CALL	20240412	40,250	820	0.148	0.628	0.000262	36.92	-13.05
PUT	20240412	41,125	945	0.181	-0.588	0.000221	37.99	-16.29
PUT	20240412	41,000	795	0.161	-0.570	0.000250	38.34	-14.63
PUT	20240412	40,875	700	0.155	-0.541	0.000263	38.73	-14.22
PUT	20240412	40,750	645	0.158	-0.507	0.000259	38.93	-14.59
PUT	20240412	40,625	580	0.158	-0.475	0.000259	38.86	-14.53
PUT	20240412	40,500	550	0.165	-0.445	0.000245	38.56	-15.11
PUT	20240412	40,375	505	0.168	-0.415	0.000238	38.05	-15.17
PUT	20240412	40,250	430	0.162	-0.382	0.000241	37.21	-14.29
CALL	20240510	41,125	765	0.160	0.444	0.000166	58.91	-9.66
CALL	20240510	41,000	900	0.174	0.469	0.000154	59.33	-10.55
CALL	20240510	40,875	870	0.159	0.485	0.000168	59.46	-9.70
CALL	20240510	40,750	1,020	0.174	0.507	0.000153	59.50	-10.63
CALL	20240510	40,625	0	0.164	0.527	0.000162	59.37	-10.02
CALL	20240510	40,500	1,150	0.175	0.546	0.000152	59.12	-10.62
CALL	20240510	40,375	1,150	0.164	0.567	0.000161	58.65	-9.86
CALL	20240510	40,250	1,310	0.179	0.582	0.000146	58.24	-10.72
PUT	20240510	41,125	0	0.175	-0.549	0.000152	59.05	-10.47
PUT	20240510	41,000	1,145	0.167	-0.533	0.000160	59.30	-10.03
PUT	20240510	40,875	0	0.175	-0.512	0.000153	59.48	-10.57
PUT	20240510	40,750	0	0.175	-0.492	0.000153	59.50	-10.58
PUT	20240510	40,625	0	0.177	-0.473	0.000151	59.37	-10.65
PUT	20240510	40,500	890	0.168	-0.453	0.000159	59.10	-10.05
PUT	20240510	40,375	885	0.177	-0.436	0.000149	58.73	-10.53
PUT	20240510	40,250	760	0.165	-0.413	0.000158	58.08	-9.72
CALL	20240614	41,125	0	0.167	0.466	0.000122	77.64	-7.75
CALL	20240614	41,000	0	0.167	0.482	0.000122	77.83	-7.79
CALL	20240614	40,875	0	0.168	0.497	0.000121	77.91	-7.85
CALL	20240614	40,750	0	0.169	0.512	0.000121	77.87	-7.90
CALL	20240614	40,625	0	0.169	0.528	0.000120	77.73	-7.88
CALL	20240614	40,500	0	0.169	0.543	0.000120	77.47	-7.86
CALL	20240614	40,375	0	0.169	0.558	0.000119	77.10	-7.83
CALL	20240614	40,250	0	0.169	0.573	0.000119	76.61	-7.78
PUT	20240614	41,125	0	0.176	-0.530	0.000116	77.69	-8.06
PUT	20240614	41,000	0	0.176	-0.516	0.000116	77.85	-8.10
PUT	20240614	40,875	0	0.177	-0.501	0.000115	77.91	-8.16
PUT	20240614	40,750	0	0.178	-0.486	0.000115	77.87	-8.20
PUT	20240614	40,625	0	0.178	-0.472	0.000114	77.72	-8.19
PUT	20240614	40,500	0	0.178	-0.458	0.000114	77.48	-8.17
PUT	20240614	40,375	0	0.178	-0.444	0.000113	77.13	-8.14
PUT	20240614	40,250	0	0.178	-0.429	0.000113	76.68	-8.09