日経225先物・オプション価格情報
2024年04月19日(金)
先物終値
種別 限月 終値
NK225 202406 37,100
NK225 202409 37,040
種別 限月 終値
NK225M 202405 37,105
NK225M 202406 37,100
NK225M 202407 37,085
種別 限月 終値
NK225MC 202405 37,105
NK225MC 202406 37,100
NK225MC 202407 37,085
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 37,500 605 0.220 0.431 0.000201 34.98 -18.38
CALL 202405 37,375 650 0.218 0.456 0.000204 35.29 -18.36
CALL 202405 37,250 725 0.223 0.482 0.000201 35.47 -18.91
CALL 202405 37,125 770 0.219 0.507 0.000204 35.50 -18.59
CALL 202405 37,000 870 0.230 0.532 0.000194 35.39 -19.43
CALL 202405 36,875 975 0.241 0.555 0.000184 35.17 -20.26
CALL 202405 36,750 1,075 0.250 0.576 0.000176 34.86 -20.85
CALL 202405 36,625 0 0.231 0.604 0.000188 34.29 -18.88
PUT 202405 37,500 1,010 0.224 -0.567 0.000198 35.00 -18.58
PUT 202405 37,375 930 0.221 -0.543 0.000201 35.30 -18.55
PUT 202405 37,250 855 0.220 -0.519 0.000204 35.47 -18.50
PUT 202405 37,125 810 0.226 -0.493 0.000199 35.50 -19.01
PUT 202405 37,000 755 0.228 -0.468 0.000196 35.39 -19.14
PUT 202405 36,875 690 0.226 -0.443 0.000196 35.15 -18.89
PUT 202405 36,750 680 0.240 -0.422 0.000183 34.82 -19.82
PUT 202405 36,625 625 0.239 -0.399 0.000181 34.36 -19.54
CALL 202406 37,500 1,110 0.223 0.469 0.000123 57.80 -11.54
CALL 202406 37,375 1,090 0.210 0.481 0.000131 57.91 -10.89
CALL 202406 37,250 1,180 0.215 0.498 0.000127 57.97 -11.20
CALL 202406 37,125 0 0.214 0.514 0.000128 57.94 -11.10
CALL 202406 37,000 1,320 0.219 0.530 0.000125 57.81 -11.34
CALL 202406 36,875 0 0.217 0.546 0.000126 57.59 -11.20
CALL 202406 36,750 1,390 0.209 0.563 0.000130 57.25 -10.72
CALL 202406 36,625 0 0.219 0.577 0.000123 56.88 -11.19
PUT 202406 37,500 1,385 0.202 -0.537 0.000135 57.72 -10.36
PUT 202406 37,375 0 0.213 -0.518 0.000129 57.92 -10.97
PUT 202406 37,250 0 0.215 -0.502 0.000128 57.97 -11.06
PUT 202406 37,125 0 0.216 -0.486 0.000127 57.94 -11.10
PUT 202406 37,000 1,140 0.206 -0.470 0.000133 57.81 -10.58
PUT 202406 36,875 0 0.218 -0.454 0.000125 57.59 -11.17
PUT 202406 36,750 1,115 0.223 -0.439 0.000122 57.29 -11.35
PUT 202406 36,625 1,060 0.223 -0.424 0.000121 56.91 -11.30
CALL 202407 37,500 0 0.206 0.476 0.000109 70.84 -8.74
CALL 202407 37,375 0 0.206 0.489 0.000109 70.95 -8.77
CALL 202407 37,250 0 0.207 0.503 0.000108 70.97 -8.81
CALL 202407 37,125 0 0.209 0.517 0.000107 70.91 -8.86
CALL 202407 37,000 1,485 0.203 0.530 0.000110 70.78 -8.60
CALL 202407 36,875 0 0.207 0.543 0.000108 70.55 -8.73
CALL 202407 36,750 0 0.208 0.557 0.000107 70.25 -8.76
CALL 202407 36,625 0 0.209 0.570 0.000105 69.87 -8.76
PUT 202407 37,500 1,745 0.215 -0.522 0.000104 70.87 -9.01
PUT 202407 37,375 0 0.210 -0.510 0.000107 70.95 -8.81
PUT 202407 37,250 0 0.211 -0.496 0.000106 70.97 -8.86
PUT 202407 37,125 0 0.212 -0.483 0.000106 70.91 -8.89
PUT 202407 37,000 1,440 0.210 -0.470 0.000107 70.77 -8.79
PUT 202407 36,875 0 0.215 -0.457 0.000104 70.56 -8.96
PUT 202407 36,750 0 0.215 -0.444 0.000103 70.27 -8.96
PUT 202407 36,625 0 0.217 -0.431 0.000102 69.91 -8.98
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 20240426 37,500 330 0.244 0.384 0.000305 19.62 -34.23
CALL 20240426 37,375 405 0.257 0.426 0.000297 20.15 -37.04
CALL 20240426 37,250 510 0.282 0.468 0.000274 20.43 -41.21
CALL 20240426 37,125 520 0.258 0.501 0.000301 20.50 -37.87
CALL 20240426 37,000 575 0.254 0.539 0.000304 20.40 -37.10
CALL 20240426 36,875 710 0.287 0.570 0.000266 20.18 -41.50
CALL 20240426 36,750 790 0.292 0.602 0.000257 19.83 -41.39
CALL 20240426 36,625 0 0.255 0.651 0.000283 19.02 -34.65
PUT 20240426 37,500 755 0.260 -0.609 0.000288 19.73 -36.52
PUT 20240426 37,375 700 0.270 -0.569 0.000283 20.19 -38.84
PUT 20240426 37,250 590 0.251 -0.538 0.000308 20.41 -36.47
PUT 20240426 37,125 535 0.256 -0.499 0.000303 20.50 -37.46
PUT 20240426 37,000 505 0.272 -0.462 0.000284 20.41 -39.56
PUT 20240426 36,875 400 0.248 -0.421 0.000307 20.10 -35.58
PUT 20240426 36,750 390 0.269 -0.391 0.000277 19.73 -37.93
PUT 20240426 36,625 335 0.266 -0.355 0.000272 19.13 -36.31
CALL 20240503 37,500 490 0.229 0.416 0.000234 28.34 -23.26
CALL 20240503 37,375 0 0.218 0.441 0.000249 28.68 -22.41
CALL 20240503 37,250 0 0.220 0.473 0.000249 28.92 -22.75
CALL 20240503 37,125 0 0.221 0.504 0.000248 28.99 -22.98
CALL 20240503 37,000 675 0.214 0.536 0.000255 28.88 -22.15
CALL 20240503 36,875 0 0.226 0.565 0.000239 28.61 -23.17
CALL 20240503 36,750 0 0.227 0.595 0.000235 28.17 -22.88
CALL 20240503 36,625 0 0.229 0.623 0.000229 27.60 -22.60
PUT 20240503 37,500 0 0.228 -0.585 0.000236 28.33 -22.98
PUT 20240503 37,375 0 0.230 -0.555 0.000236 28.72 -23.57
PUT 20240503 37,250 0 0.232 -0.525 0.000237 28.93 -23.88
PUT 20240503 37,125 0 0.233 -0.495 0.000235 28.99 -24.11
PUT 20240503 37,000 0 0.236 -0.466 0.000232 28.89 -24.25
PUT 20240503 36,875 0 0.237 -0.437 0.000229 28.63 -24.14
PUT 20240503 36,750 505 0.232 -0.407 0.000231 28.20 -23.28
PUT 20240503 36,625 475 0.239 -0.381 0.000219 27.70 -23.63
CALL 20240510 37,500 590 0.216 0.430 0.000204 34.95 -18.01
CALL 20240510 37,375 660 0.221 0.456 0.000202 35.29 -18.60
CALL 20240510 37,250 785 0.240 0.485 0.000186 35.48 -20.34
CALL 20240510 37,125 805 0.229 0.507 0.000196 35.50 -19.42
CALL 20240510 37,000 950 0.253 0.531 0.000177 35.40 -21.34
CALL 20240510 36,875 925 0.227 0.557 0.000195 35.15 -19.06
CALL 20240510 36,750 1,070 0.249 0.576 0.000177 34.86 -20.73
CALL 20240510 36,625 0 0.229 0.605 0.000189 34.28 -18.76
PUT 20240510 37,500 1,015 0.225 -0.567 0.000196 35.01 -18.70
PUT 20240510 37,375 930 0.221 -0.543 0.000201 35.30 -18.55
PUT 20240510 37,250 875 0.225 -0.518 0.000199 35.47 -18.98
PUT 20240510 37,125 810 0.226 -0.493 0.000199 35.50 -19.01
PUT 20240510 37,000 770 0.232 -0.468 0.000193 35.39 -19.50
PUT 20240510 36,875 655 0.216 -0.442 0.000205 35.13 -18.04
PUT 20240510 36,750 670 0.237 -0.421 0.000186 34.81 -19.58
PUT 20240510 36,625 650 0.247 -0.401 0.000176 34.41 -20.16
CALL 20240517 37,500 0 0.218 0.442 0.000176 40.56 -15.82
CALL 20240517 37,375 0 0.219 0.464 0.000176 40.83 -16.04
CALL 20240517 37,250 0 0.221 0.486 0.000176 40.97 -16.20
CALL 20240517 37,125 0 0.222 0.508 0.000175 40.98 -16.29
CALL 20240517 37,000 0 0.225 0.530 0.000172 40.88 -16.47
CALL 20240517 36,875 0 0.225 0.552 0.000171 40.65 -16.41
CALL 20240517 36,750 0 0.227 0.573 0.000168 40.31 -16.38
CALL 20240517 36,625 0 0.228 0.594 0.000166 39.86 -16.29
PUT 20240517 37,500 0 0.225 -0.556 0.000171 40.60 -16.25
PUT 20240517 37,375 0 0.226 -0.534 0.000171 40.85 -16.46
PUT 20240517 37,250 0 0.228 -0.512 0.000170 40.97 -16.61
PUT 20240517 37,125 0 0.229 -0.491 0.000169 40.98 -16.71
PUT 20240517 37,000 1,005 0.258 -0.470 0.000150 40.88 -18.78
PUT 20240517 36,875 0 0.232 -0.449 0.000166 40.66 -16.83
PUT 20240517 36,750 0 0.234 -0.429 0.000163 40.34 -16.80
PUT 20240517 36,625 0 0.235 -0.408 0.000161 39.91 -16.72
CALL 20240524 37,500 0 0.216 0.450 0.000159 45.47 -14.10
CALL 20240524 37,375 0 0.218 0.470 0.000159 45.71 -14.27
CALL 20240524 37,250 0 0.219 0.490 0.000158 45.82 -14.40
CALL 20240524 37,125 0 0.220 0.510 0.000158 45.82 -14.47
CALL 20240524 37,000 0 0.223 0.530 0.000155 45.70 -14.60
CALL 20240524 36,875 0 0.223 0.549 0.000154 45.48 -14.57
CALL 20240524 36,750 0 0.225 0.568 0.000152 45.16 -14.55
CALL 20240524 36,625 0 0.226 0.587 0.000150 44.73 -14.50
PUT 20240524 37,500 0 0.223 -0.548 0.000155 45.51 -14.41
PUT 20240524 37,375 0 0.224 -0.528 0.000155 45.72 -14.58
PUT 20240524 37,250 0 0.225 -0.509 0.000154 45.82 -14.70
PUT 20240524 37,125 0 0.227 -0.489 0.000153 45.82 -14.77
PUT 20240524 37,000 0 0.229 -0.470 0.000151 45.70 -14.90
PUT 20240524 36,875 0 0.230 -0.451 0.000150 45.49 -14.88
PUT 20240524 36,750 0 0.231 -0.433 0.000148 45.18 -14.86
PUT 20240524 36,625 0 0.232 -0.414 0.000146 44.77 -14.82
CALL 20240614 37,500 1,095 0.220 0.468 0.000124 57.79 -11.40
CALL 20240614 37,375 0 0.211 0.482 0.000130 57.91 -10.94
CALL 20240614 37,250 1,170 0.214 0.498 0.000128 57.97 -11.11
CALL 20240614 37,125 1,295 0.225 0.515 0.000122 57.93 -11.69
CALL 20240614 37,000 1,340 0.222 0.530 0.000123 57.81 -11.52
CALL 20240614 36,875 0 0.215 0.546 0.000127 57.58 -11.12
CALL 20240614 36,750 1,385 0.208 0.563 0.000130 57.25 -10.68
CALL 20240614 36,625 0 0.215 0.578 0.000125 56.86 -10.95
PUT 20240614 37,500 0 0.213 -0.534 0.000129 57.76 -10.92
PUT 20240614 37,375 0 0.214 -0.518 0.000128 57.92 -11.01
PUT 20240614 37,250 1,310 0.213 -0.502 0.000129 57.97 -10.97
PUT 20240614 37,125 0 0.216 -0.486 0.000127 57.94 -11.13
PUT 20240614 37,000 1,230 0.222 -0.470 0.000124 57.81 -11.38
PUT 20240614 36,875 0 0.219 -0.454 0.000125 57.59 -11.20
PUT 20240614 36,750 1,020 0.206 -0.437 0.000131 57.24 -10.49
PUT 20240614 36,625 0 0.222 -0.423 0.000121 56.90 -11.22
CALL 20240712 37,500 0 0.205 0.475 0.000109 70.84 -8.67
CALL 20240712 37,375 0 0.205 0.489 0.000109 70.95 -8.71
CALL 20240712 37,250 0 0.206 0.503 0.000109 70.97 -8.75
CALL 20240712 37,125 0 0.206 0.516 0.000109 70.91 -8.76
CALL 20240712 37,000 0 0.207 0.530 0.000108 70.77 -8.77
CALL 20240712 36,875 0 0.208 0.543 0.000107 70.55 -8.77
CALL 20240712 36,750 0 0.209 0.557 0.000106 70.25 -8.78
CALL 20240712 36,625 0 0.210 0.570 0.000105 69.88 -8.79
PUT 20240712 37,500 0 0.210 -0.523 0.000106 70.86 -8.81
PUT 20240712 37,375 0 0.211 -0.510 0.000106 70.95 -8.85
PUT 20240712 37,250 0 0.211 -0.496 0.000106 70.97 -8.88
PUT 20240712 37,125 0 0.212 -0.483 0.000106 70.91 -8.90
PUT 20240712 37,000 0 0.213 -0.470 0.000105 70.77 -8.91
PUT 20240712 36,875 0 0.213 -0.457 0.000105 70.55 -8.91
PUT 20240712 36,750 0 0.214 -0.444 0.000104 70.26 -8.92
PUT 20240712 36,625 0 0.216 -0.431 0.000102 69.90 -8.93