日経225先物・オプション価格情報
2024年04月12日(金)
先物終値
種別 限月 終値
NK225 202406 39,550
NK225 202409 39,510
種別 限月 終値
NK225M 202405 39,535
NK225M 202406 39,550
NK225M 202407 39,455
種別 限月 終値
NK225MC 202405 39,535
NK225MC 202406 39,550
NK225MC 202407 39,455
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 202405 40,000 590 0.182 0.419 0.000196 42.77 -13.95
CALL 202405 39,875 635 0.181 0.442 0.000200 43.23 -13.99
CALL 202405 39,750 705 0.184 0.468 0.000197 43.55 -14.37
CALL 202405 39,625 620 0.152 0.487 0.000240 43.66 -11.87
CALL 202405 39,500 815 0.182 0.518 0.000200 43.64 -14.26
CALL 202405 39,375 760 0.155 0.547 0.000234 43.38 -12.06
CALL 202405 39,250 820 0.153 0.577 0.000234 42.87 -11.78
CALL 202405 39,125 1,080 0.197 0.587 0.000180 42.65 -15.09
PUT 202405 40,000 1,030 0.177 -0.584 0.000201 42.71 -13.43
PUT 202405 39,875 0 0.181 -0.558 0.000200 43.23 -13.88
PUT 202405 39,750 895 0.179 -0.533 0.000203 43.53 -13.86
PUT 202405 39,625 785 0.169 -0.509 0.000215 43.67 -13.15
PUT 202405 39,500 770 0.181 -0.482 0.000201 43.64 -14.03
PUT 202405 39,375 715 0.182 -0.457 0.000199 43.43 -14.07
PUT 202405 39,250 665 0.184 -0.433 0.000195 43.07 -14.10
PUT 202405 39,125 615 0.185 -0.409 0.000192 42.54 -14.02
CALL 202406 40,000 0 0.182 0.456 0.000133 65.16 -9.46
CALL 202406 39,875 0 0.182 0.473 0.000133 65.40 -9.52
CALL 202406 39,750 1,155 0.190 0.491 0.000128 65.54 -9.94
CALL 202406 39,625 0 0.184 0.506 0.000132 65.54 -9.60
CALL 202406 39,500 0 0.185 0.523 0.000131 65.44 -9.64
CALL 202406 39,375 0 0.185 0.539 0.000130 65.23 -9.64
CALL 202406 39,250 0 0.186 0.555 0.000129 64.92 -9.64
CALL 202406 39,125 0 0.187 0.572 0.000128 64.50 -9.62
PUT 202406 40,000 0 0.185 -0.543 0.000131 65.18 -9.50
PUT 202406 39,875 0 0.185 -0.526 0.000131 65.41 -9.55
PUT 202406 39,750 0 0.186 -0.510 0.000130 65.53 -9.62
PUT 202406 39,625 1,165 0.172 -0.495 0.000141 65.55 -8.91
PUT 202406 39,500 1,165 0.182 -0.477 0.000133 65.45 -9.41
PUT 202406 39,375 1,065 0.176 -0.460 0.000137 65.23 -9.08
PUT 202406 39,250 1,210 0.208 -0.447 0.000116 64.97 -10.67
PUT 202406 39,125 0 0.190 -0.429 0.000126 64.51 -9.66
CALL 202407 40,000 0 0.185 0.460 0.000109 78.20 -7.98
CALL 202407 39,875 0 0.187 0.474 0.000108 78.43 -8.09
CALL 202407 39,750 0 0.187 0.488 0.000108 78.56 -8.13
CALL 202407 39,625 0 0.187 0.501 0.000108 78.59 -8.12
CALL 202407 39,500 0 0.188 0.515 0.000108 78.54 -8.16
CALL 202407 39,375 0 0.190 0.528 0.000106 78.39 -8.23
CALL 202407 39,250 0 0.190 0.542 0.000106 78.16 -8.23
CALL 202407 39,125 0 0.191 0.555 0.000105 77.85 -8.25
PUT 202407 40,000 0 0.179 -0.542 0.000112 78.16 -7.64
PUT 202407 39,875 0 0.180 -0.528 0.000112 78.40 -7.70
PUT 202407 39,750 0 0.181 -0.514 0.000112 78.55 -7.73
PUT 202407 39,625 0 0.182 -0.500 0.000112 78.59 -7.78
PUT 202407 39,500 0 0.182 -0.486 0.000111 78.54 -7.80
PUT 202407 39,375 0 0.183 -0.472 0.000111 78.40 -7.82
PUT 202407 39,250 0 0.184 -0.458 0.000110 78.16 -7.83
PUT 202407 39,125 0 0.185 -0.444 0.000109 77.83 -7.84
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 20240419 40,000 210 0.182 0.326 0.000362 19.74 -25.70
CALL 20240419 39,875 255 0.183 0.373 0.000377 20.73 -27.17
CALL 20240419 39,750 305 0.184 0.421 0.000388 21.41 -28.20
CALL 20240419 39,625 355 0.182 0.469 0.000399 21.78 -28.37
CALL 20240419 39,500 410 0.179 0.519 0.000405 21.82 -28.03
CALL 20240419 39,375 495 0.188 0.567 0.000382 21.53 -28.96
CALL 20240419 39,250 575 0.191 0.613 0.000365 20.96 -28.73
CALL 20240419 39,125 600 0.165 0.681 0.000396 19.56 -23.08
PUT 20240419 40,000 650 0.170 -0.686 0.000382 19.42 -23.46
PUT 20240419 39,875 580 0.176 -0.632 0.000390 20.63 -25.93
PUT 20240419 39,750 0 0.180 -0.581 0.000397 21.39 -27.40
PUT 20240419 39,625 400 0.162 -0.536 0.000449 21.75 -25.07
PUT 20240419 39,500 360 0.173 -0.480 0.000421 21.82 -26.90
PUT 20240419 39,375 305 0.174 -0.428 0.000411 21.49 -26.71
PUT 20240419 39,250 270 0.182 -0.382 0.000382 20.88 -27.14
PUT 20240419 39,125 230 0.185 -0.337 0.000360 20.00 -26.42
CALL 20240426 40,000 400 0.194 0.387 0.000254 29.64 -20.61
CALL 20240426 39,875 445 0.193 0.418 0.000261 30.24 -20.90
CALL 20240426 39,750 0 0.187 0.449 0.000273 30.64 -20.56
CALL 20240426 39,625 0 0.186 0.483 0.000277 30.86 -20.55
CALL 20240426 39,500 0 0.189 0.517 0.000273 30.86 -20.85
CALL 20240426 39,375 0 0.190 0.551 0.000269 30.64 -20.85
CALL 20240426 39,250 0 0.191 0.584 0.000264 30.20 -20.65
CALL 20240426 39,125 0 0.189 0.618 0.000261 29.52 -19.97
PUT 20240426 40,000 0 0.186 -0.618 0.000264 29.52 -19.58
PUT 20240426 39,875 0 0.188 -0.584 0.000267 30.20 -20.25
PUT 20240426 39,750 0 0.189 -0.550 0.000270 30.64 -20.65
PUT 20240426 39,625 0 0.190 -0.517 0.000271 30.86 -20.89
PUT 20240426 39,500 470 0.158 -0.482 0.000326 30.86 -17.37
PUT 20240426 39,375 420 0.161 -0.442 0.000316 30.56 -17.54
PUT 20240426 39,250 0 0.195 -0.417 0.000259 30.22 -20.97
PUT 20240426 39,125 0 0.194 -0.384 0.000255 29.58 -20.42
CALL 20240503 40,000 0 0.180 0.402 0.000227 36.68 -15.73
CALL 20240503 39,875 0 0.185 0.433 0.000224 37.29 -16.50
CALL 20240503 39,750 0 0.191 0.462 0.000219 37.66 -17.17
CALL 20240503 39,625 0 0.197 0.491 0.000213 37.82 -17.79
CALL 20240503 39,500 0 0.203 0.517 0.000207 37.80 -18.29
CALL 20240503 39,375 0 0.209 0.543 0.000201 37.61 -18.73
CALL 20240503 39,250 0 0.214 0.567 0.000193 37.30 -19.11
CALL 20240503 39,125 0 0.220 0.589 0.000186 36.89 -19.40
PUT 20240503 40,000 0 0.182 -0.597 0.000224 36.72 -15.86
PUT 20240503 39,875 0 0.188 -0.566 0.000221 37.31 -16.62
PUT 20240503 39,750 0 0.193 -0.537 0.000217 37.67 -17.29
PUT 20240503 39,625 0 0.199 -0.509 0.000211 37.82 -17.90
PUT 20240503 39,500 0 0.205 -0.483 0.000205 37.80 -18.40
PUT 20240503 39,375 0 0.211 -0.458 0.000198 37.62 -18.85
PUT 20240503 39,250 0 0.217 -0.434 0.000191 37.31 -19.22
PUT 20240503 39,125 585 0.206 -0.406 0.000199 36.78 -17.96
CALL 20240510 40,000 580 0.180 0.417 0.000198 42.74 -13.76
CALL 20240510 39,875 705 0.197 0.449 0.000184 43.33 -15.27
CALL 20240510 39,750 720 0.188 0.469 0.000194 43.56 -14.64
CALL 20240510 39,625 750 0.181 0.493 0.000201 43.68 -14.19
CALL 20240510 39,500 815 0.182 0.518 0.000200 43.64 -14.26
CALL 20240510 39,375 910 0.189 0.542 0.000191 43.44 -14.76
CALL 20240510 39,250 970 0.188 0.566 0.000191 43.08 -14.52
CALL 20240510 39,125 915 0.159 0.603 0.000222 42.22 -12.02
PUT 20240510 40,000 975 0.164 -0.592 0.000216 42.51 -12.39
PUT 20240510 39,875 0 0.182 -0.557 0.000198 43.24 -14.01
PUT 20240510 39,750 840 0.166 -0.537 0.000218 43.50 -12.87
PUT 20240510 39,625 835 0.181 -0.508 0.000201 43.68 -14.05
PUT 20240510 39,500 785 0.184 -0.482 0.000198 43.64 -14.29
PUT 20240510 39,375 695 0.178 -0.457 0.000204 43.43 -13.71
PUT 20240510 39,250 650 0.181 -0.432 0.000199 43.05 -13.83
PUT 20240510 39,125 565 0.173 -0.404 0.000204 42.42 -13.09
CALL 20240517 40,000 0 0.179 0.431 0.000179 48.12 -12.33
CALL 20240517 39,875 0 0.179 0.453 0.000180 48.52 -12.47
CALL 20240517 39,750 0 0.180 0.476 0.000181 48.77 -12.59
CALL 20240517 39,625 0 0.181 0.498 0.000180 48.86 -12.69
CALL 20240517 39,500 0 0.183 0.521 0.000178 48.79 -12.82
CALL 20240517 39,375 0 0.184 0.543 0.000176 48.57 -12.82
CALL 20240517 39,250 0 0.185 0.565 0.000174 48.21 -12.80
CALL 20240517 39,125 0 0.186 0.586 0.000171 47.71 -12.75
PUT 20240517 40,000 0 0.183 -0.567 0.000175 48.17 -12.56
PUT 20240517 39,875 0 0.184 -0.545 0.000176 48.55 -12.70
PUT 20240517 39,750 0 0.185 -0.523 0.000176 48.78 -12.81
PUT 20240517 39,625 0 0.186 -0.501 0.000175 48.86 -12.90
PUT 20240517 39,500 0 0.188 -0.479 0.000173 48.79 -13.03
PUT 20240517 39,375 0 0.189 -0.458 0.000171 48.58 -13.06
PUT 20240517 39,250 0 0.190 -0.436 0.000170 48.23 -13.02
PUT 20240517 39,125 0 0.191 -0.415 0.000167 47.75 -12.98
CALL 20240614 40,000 1,045 0.190 0.460 0.000127 65.22 -9.90
CALL 20240614 39,875 0 0.182 0.473 0.000133 65.40 -9.49
CALL 20240614 39,750 1,185 0.195 0.492 0.000125 65.54 -10.18
CALL 20240614 39,625 0 0.183 0.506 0.000132 65.54 -9.59
CALL 20240614 39,500 1,260 0.188 0.523 0.000129 65.44 -9.82
CALL 20240614 39,375 0 0.185 0.539 0.000131 65.23 -9.64
CALL 20240614 39,250 0 0.186 0.555 0.000129 64.92 -9.66
CALL 20240614 39,125 0 0.187 0.571 0.000128 64.50 -9.63
PUT 20240614 40,000 0 0.185 -0.542 0.000130 65.18 -9.53
PUT 20240614 39,875 0 0.186 -0.526 0.000130 65.41 -9.58
PUT 20240614 39,750 1,245 0.174 -0.512 0.000139 65.52 -9.01
PUT 20240614 39,625 0 0.187 -0.493 0.000130 65.54 -9.66
PUT 20240614 39,500 1,200 0.188 -0.477 0.000129 65.44 -9.69
PUT 20240614 39,375 0 0.188 -0.461 0.000128 65.24 -9.70
PUT 20240614 39,250 1,170 0.202 -0.446 0.000119 64.96 -10.36
PUT 20240614 39,125 0 0.190 -0.429 0.000126 64.52 -9.68
CALL 20240712 40,000 0 0.185 0.460 0.000109 78.21 -8.01
CALL 20240712 39,875 0 0.185 0.474 0.000109 78.43 -8.04
CALL 20240712 39,750 0 0.186 0.488 0.000109 78.56 -8.09
CALL 20240712 39,625 0 0.187 0.501 0.000108 78.59 -8.13
CALL 20240712 39,500 0 0.189 0.515 0.000107 78.54 -8.22
CALL 20240712 39,375 0 0.191 0.529 0.000106 78.39 -8.27
CALL 20240712 39,250 0 0.191 0.542 0.000105 78.16 -8.27
CALL 20240712 39,125 0 0.192 0.555 0.000104 77.85 -8.28
PUT 20240712 40,000 0 0.179 -0.542 0.000112 78.15 -7.63
PUT 20240712 39,875 0 0.180 -0.528 0.000112 78.40 -7.68
PUT 20240712 39,750 0 0.180 -0.514 0.000112 78.55 -7.73
PUT 20240712 39,625 0 0.181 -0.500 0.000112 78.59 -7.77
PUT 20240712 39,500 0 0.183 -0.486 0.000110 78.54 -7.86
PUT 20240712 39,375 0 0.185 -0.472 0.000109 78.40 -7.91
PUT 20240712 39,250 0 0.185 -0.458 0.000109 78.16 -7.90
PUT 20240712 39,125 0 0.186 -0.445 0.000108 77.83 -7.92