日経225先物・オプション価格情報
2024年03月29日(金)
先物終値
種別 限月 終値
NK225 202406 40,390
NK225 202409 40,350
種別 限月 終値
NK225M 202404 40,370
NK225M 202405 40,380
NK225M 202406 40,390
種別 限月 終値
NK225MC 202404 40,370
NK225MC 202405 40,380
NK225MC 202406 40,390
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 40,875 350 0.178 0.368 0.000267 29.80 -19.04
CALL 202404 40,750 410 0.183 0.404 0.000268 30.63 -20.05
CALL 202404 40,625 455 0.181 0.437 0.000275 31.15 -20.19
CALL 202404 40,500 535 0.189 0.473 0.000266 31.47 -21.29
CALL 202404 40,375 585 0.186 0.506 0.000271 31.54 -21.01
CALL 202404 40,250 685 0.198 0.539 0.000254 31.39 -22.21
CALL 202404 40,125 0 0.167 0.581 0.000295 30.90 -18.54
CALL 202404 40,000 785 0.185 0.608 0.000263 30.38 -20.13
PUT 202404 40,875 905 0.196 -0.620 0.000246 30.12 -20.98
PUT 202404 40,750 745 0.169 -0.605 0.000289 30.45 -18.28
PUT 202404 40,625 0 0.160 -0.573 0.000309 31.01 -17.69
PUT 202404 40,500 505 0.139 -0.541 0.000362 31.37 -15.47
PUT 202404 40,375 540 0.171 -0.494 0.000296 31.54 -19.17
PUT 202404 40,250 400 0.145 -0.452 0.000344 31.32 -16.22
PUT 202404 40,125 435 0.175 -0.422 0.000283 30.94 -19.26
PUT 202404 40,000 310 0.151 -0.371 0.000318 29.89 -16.03
CALL 202405 40,875 720 0.172 0.429 0.000167 53.79 -11.05
CALL 202405 40,750 775 0.172 0.450 0.000168 54.22 -11.18
CALL 202405 40,625 0 0.167 0.470 0.000174 54.49 -10.89
CALL 202405 40,500 890 0.173 0.492 0.000168 54.64 -11.30
CALL 202405 40,375 860 0.157 0.512 0.000186 54.62 -10.23
CALL 202405 40,250 1,065 0.183 0.534 0.000159 54.45 -11.90
CALL 202405 40,125 1,020 0.162 0.558 0.000178 54.08 -10.51
CALL 202405 40,000 1,205 0.184 0.573 0.000156 53.72 -11.83
PUT 202405 40,875 0 0.167 -0.573 0.000172 53.72 -10.60
PUT 202405 40,750 1,060 0.158 -0.556 0.000183 54.10 -10.09
PUT 202405 40,625 0 0.170 -0.530 0.000171 54.49 -10.94
PUT 202405 40,500 925 0.158 -0.510 0.000184 54.63 -10.24
PUT 202405 40,375 0 0.171 -0.487 0.000170 54.62 -11.07
PUT 202405 40,250 920 0.181 -0.466 0.000161 54.45 -11.66
PUT 202405 40,125 0 0.174 -0.445 0.000166 54.12 -11.15
PUT 202405 40,000 725 0.166 -0.422 0.000172 53.59 -10.56
CALL 202406 40,875 0 0.173 0.457 0.000123 73.58 -8.33
CALL 202406 40,750 0 0.174 0.473 0.000123 73.83 -8.38
CALL 202406 40,625 0 0.173 0.488 0.000124 73.97 -8.38
CALL 202406 40,500 1,235 0.173 0.503 0.000124 74.01 -8.39
CALL 202406 40,375 0 0.175 0.519 0.000123 73.93 -8.47
CALL 202406 40,250 0 0.177 0.534 0.000121 73.74 -8.52
CALL 202406 40,125 0 0.177 0.549 0.000120 73.44 -8.51
CALL 202406 40,000 0 0.178 0.564 0.000119 73.04 -8.51
PUT 202406 40,875 0 0.174 -0.543 0.000123 73.59 -8.24
PUT 202406 40,750 0 0.175 -0.527 0.000123 73.84 -8.32
PUT 202406 40,625 0 0.176 -0.512 0.000122 73.98 -8.37
PUT 202406 40,500 0 0.176 -0.496 0.000122 74.01 -8.41
PUT 202406 40,375 1,340 0.183 -0.480 0.000118 73.92 -8.72
PUT 202406 40,250 1,270 0.182 -0.466 0.000118 73.74 -8.65
PUT 202406 40,125 1,180 0.178 -0.451 0.000120 73.44 -8.43
PUT 202406 40,000 0 0.179 -0.436 0.000119 73.05 -8.42
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 20240405 40,875 125 0.140 0.265 0.000417 18.30 -18.38
CALL 20240405 40,750 230 0.174 0.354 0.000381 20.79 -25.93
CALL 20240405 40,625 215 0.146 0.382 0.000467 21.32 -22.26
CALL 20240405 40,500 325 0.173 0.452 0.000410 22.14 -27.39
CALL 20240405 40,375 365 0.165 0.503 0.000434 22.30 -26.27
CALL 20240405 40,250 490 0.192 0.550 0.000369 22.13 -30.36
CALL 20240405 40,125 460 0.145 0.623 0.000469 21.23 -22.05
CALL 20240405 40,000 540 0.145 0.681 0.000442 19.97 -20.70
PUT 20240405 40,875 520 0.067 -0.909 0.000438 9.16 -4.28
PUT 20240405 40,750 0 0.145 -0.676 0.000444 20.10 -20.74
PUT 20240405 40,625 520 0.170 -0.601 0.000407 21.59 -26.08
PUT 20240405 40,500 305 0.105 -0.584 0.000664 21.81 -16.30
PUT 20240405 40,375 335 0.149 -0.498 0.000478 22.30 -23.72
PUT 20240405 40,250 215 0.122 -0.426 0.000576 21.92 -19.01
PUT 20240405 40,125 260 0.166 -0.391 0.000413 21.47 -25.47
PUT 20240405 40,000 140 0.130 -0.301 0.000480 19.46 -18.01
CALL 20240412 40,875 305 0.163 0.355 0.000288 29.44 -17.21
CALL 20240412 40,750 375 0.171 0.397 0.000284 30.49 -18.71
CALL 20240412 40,625 435 0.175 0.434 0.000285 31.11 -19.45
CALL 20240412 40,500 540 0.191 0.474 0.000264 31.47 -21.47
CALL 20240412 40,375 525 0.167 0.505 0.000302 31.54 -18.86
CALL 20240412 40,250 585 0.166 0.543 0.000303 31.35 -18.62
CALL 20240412 40,125 640 0.161 0.583 0.000306 30.86 -17.84
CALL 20240412 40,000 795 0.188 0.606 0.000259 30.42 -20.51
PUT 20240412 40,875 0 0.158 -0.650 0.000296 29.30 -16.50
PUT 20240412 40,750 695 0.152 -0.617 0.000317 30.17 -16.33
PUT 20240412 40,625 0 0.163 -0.572 0.000305 31.03 -17.95
PUT 20240412 40,500 500 0.137 -0.542 0.000366 31.37 -15.28
PUT 20240412 40,375 475 0.150 -0.495 0.000336 31.54 -16.85
PUT 20240412 40,250 410 0.149 -0.453 0.000337 31.32 -16.58
PUT 20240412 40,125 450 0.180 -0.424 0.000276 30.97 -19.81
PUT 20240412 40,000 315 0.152 -0.373 0.000314 29.92 -16.23
CALL 20240510 40,875 715 0.171 0.429 0.000168 53.78 -10.99
CALL 20240510 40,750 725 0.163 0.446 0.000177 54.15 -10.57
CALL 20240510 40,625 775 0.162 0.468 0.000179 54.47 -10.58
CALL 20240510 40,500 910 0.177 0.493 0.000165 54.64 -11.54
CALL 20240510 40,375 910 0.166 0.513 0.000176 54.62 -10.83
CALL 20240510 40,250 0 0.171 0.534 0.000170 54.44 -11.14
CALL 20240510 40,125 1,105 0.178 0.554 0.000162 54.14 -11.53
CALL 20240510 40,000 0 0.174 0.576 0.000165 53.65 -11.15
PUT 20240510 40,875 0 0.168 -0.573 0.000171 53.73 -10.68
PUT 20240510 40,750 0 0.169 -0.551 0.000171 54.19 -10.82
PUT 20240510 40,625 0 0.170 -0.530 0.000171 54.50 -10.97
PUT 20240510 40,500 0 0.170 -0.508 0.000171 54.63 -10.99
PUT 20240510 40,375 0 0.171 -0.487 0.000170 54.62 -11.07
PUT 20240510 40,250 0 0.172 -0.466 0.000169 54.44 -11.08
PUT 20240510 40,125 0 0.173 -0.445 0.000167 54.12 -11.09
PUT 20240510 40,000 805 0.181 -0.426 0.000158 53.70 -11.54
CALL 20240614 40,875 0 0.175 0.458 0.000122 73.59 -8.39
CALL 20240614 40,750 0 0.175 0.473 0.000123 73.84 -8.43
CALL 20240614 40,625 0 0.175 0.488 0.000123 73.98 -8.47
CALL 20240614 40,500 0 0.175 0.504 0.000123 74.01 -8.49
CALL 20240614 40,375 0 0.177 0.519 0.000122 73.92 -8.53
CALL 20240614 40,250 0 0.177 0.534 0.000121 73.74 -8.55
CALL 20240614 40,125 0 0.178 0.549 0.000120 73.44 -8.55
CALL 20240614 40,000 0 0.179 0.564 0.000119 73.05 -8.54
PUT 20240614 40,875 0 0.175 -0.542 0.000122 73.60 -8.32
PUT 20240614 40,750 1,570 0.187 -0.523 0.000115 73.88 -8.89
PUT 20240614 40,625 0 0.176 -0.511 0.000122 73.98 -8.40
PUT 20240614 40,500 0 0.177 -0.496 0.000122 74.01 -8.42
PUT 20240614 40,375 0 0.178 -0.481 0.000121 73.92 -8.47
PUT 20240614 40,250 0 0.178 -0.466 0.000120 73.74 -8.49
PUT 20240614 40,125 0 0.179 -0.451 0.000119 73.44 -8.49
PUT 20240614 40,000 0 0.180 -0.436 0.000118 73.05 -8.47