日経225先物・オプション価格情報
2024年05月10日(金)
先物終値
種別 限月 終値
NK225 202406 38,240
NK225 202409 38,210
種別 限月 終値
NK225M 202406 38,240
NK225M 202407 38,215
NK225M 202408 38,195
種別 限月 終値
NK225MC 202406 38,240
NK225MC 202407 38,215
NK225MC 202408 38,195
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 202406 38,625 815 0.209 0.452 0.000160 46.90 -14.08
CALL 202406 38,500 685 0.170 0.460 0.000197 47.00 -11.48
CALL 202406 38,375 0 0.169 0.484 0.000199 47.20 -11.48
CALL 202406 38,250 800 0.170 0.509 0.000198 47.23 -11.52
CALL 202406 38,125 865 0.171 0.534 0.000197 47.07 -11.52
CALL 202406 38,000 945 0.174 0.558 0.000192 46.74 -11.65
CALL 202406 37,875 0 0.172 0.583 0.000191 46.23 -11.43
CALL 202406 37,750 1,125 0.182 0.602 0.000179 45.69 -11.96
PUT 202406 38,625 780 0.120 -0.598 0.000272 45.80 -7.78
PUT 202406 38,500 985 0.180 -0.537 0.000187 47.04 -12.00
PUT 202406 38,375 780 0.151 -0.520 0.000223 47.18 -10.09
PUT 202406 38,250 825 0.174 -0.490 0.000194 47.23 -11.68
PUT 202406 38,125 775 0.177 -0.466 0.000190 47.07 -11.83
PUT 202406 38,000 700 0.173 -0.442 0.000192 46.74 -11.52
PUT 202406 37,875 500 0.142 -0.404 0.000230 45.88 -9.27
PUT 202406 37,750 600 0.175 -0.395 0.000185 45.59 -11.38
CALL 202407 38,625 0 0.170 0.455 0.000147 62.93 -8.54
CALL 202407 38,500 960 0.172 0.474 0.000146 63.20 -8.68
CALL 202407 38,375 1,015 0.172 0.492 0.000146 63.33 -8.68
CALL 202407 38,250 1,080 0.173 0.510 0.000145 63.32 -8.73
CALL 202407 38,125 1,145 0.173 0.528 0.000145 63.18 -8.74
CALL 202407 38,000 0 0.173 0.547 0.000144 62.91 -8.68
CALL 202407 37,875 0 0.173 0.565 0.000143 62.51 -8.66
CALL 202407 37,750 0 0.174 0.582 0.000141 61.99 -8.63
PUT 202407 38,625 0 0.174 -0.543 0.000143 62.96 -8.64
PUT 202407 38,500 1,020 0.137 -0.539 0.000182 63.03 -6.82
PUT 202407 38,375 0 0.175 -0.507 0.000144 63.33 -8.74
PUT 202407 38,250 1,100 0.171 -0.490 0.000147 63.32 -8.56
PUT 202407 38,125 1,095 0.181 -0.472 0.000139 63.18 -9.01
PUT 202407 38,000 980 0.172 -0.453 0.000145 62.91 -8.55
PUT 202407 37,875 775 0.149 -0.429 0.000166 62.34 -7.32
PUT 202407 37,750 0 0.178 -0.419 0.000138 62.02 -8.72
CALL 202408 38,625 0 0.174 0.467 0.000120 75.82 -7.29
CALL 202408 38,500 0 0.175 0.482 0.000120 76.01 -7.34
CALL 202408 38,375 0 0.175 0.497 0.000120 76.08 -7.36
CALL 202408 38,250 0 0.176 0.512 0.000119 76.05 -7.39
CALL 202408 38,125 0 0.176 0.527 0.000118 75.91 -7.40
CALL 202408 38,000 0 0.177 0.542 0.000118 75.67 -7.39
CALL 202408 37,875 0 0.178 0.556 0.000117 75.32 -7.41
CALL 202408 37,750 0 0.178 0.571 0.000116 74.87 -7.38
PUT 202408 38,625 0 0.174 -0.533 0.000120 75.83 -7.19
PUT 202408 38,500 0 0.174 -0.518 0.000120 76.01 -7.22
PUT 202408 38,375 0 0.175 -0.503 0.000120 76.08 -7.25
PUT 202408 38,250 0 0.176 -0.488 0.000119 76.05 -7.28
PUT 202408 38,125 0 0.176 -0.473 0.000118 75.91 -7.29
PUT 202408 38,000 0 0.177 -0.458 0.000118 75.67 -7.31
PUT 202408 37,875 0 0.177 -0.443 0.000117 75.32 -7.28
PUT 202408 37,750 0 0.174 -0.428 0.000118 74.84 -7.11
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 20240517 38,625 185 0.162 0.332 0.000424 19.22 -22.24
CALL 20240517 38,500 215 0.155 0.381 0.000464 20.17 -22.37
CALL 20240517 38,375 565 0.298 0.474 0.000253 21.08 -44.87
CALL 20240517 38,250 335 0.161 0.500 0.000469 21.13 -24.31
CALL 20240517 38,125 380 0.151 0.562 0.000492 20.87 -22.59
CALL 20240517 38,000 445 0.147 0.626 0.000486 20.07 -21.16
CALL 20240517 37,875 0 0.166 0.666 0.000414 19.27 -22.92
CALL 20240517 37,750 0 0.161 0.722 0.000393 17.76 -20.53
PUT 20240517 38,625 390 0.045 -0.944 0.000471 5.99 -1.84
PUT 20240517 38,500 515 0.175 -0.605 0.000415 20.39 -25.43
PUT 20240517 38,375 410 0.160 -0.558 0.000466 20.90 -23.83
PUT 20240517 38,250 380 0.178 -0.499 0.000424 21.13 -26.75
PUT 20240517 38,125 300 0.168 -0.444 0.000443 20.92 -25.09
PUT 20240517 38,000 245 0.167 -0.388 0.000432 20.29 -24.21
PUT 20240517 37,875 200 0.168 -0.335 0.000410 19.30 -23.12
PUT 20240517 37,750 165 0.171 -0.288 0.000378 18.08 -22.00
CALL 20240524 38,625 0 0.164 0.384 0.000311 28.61 -16.82
CALL 20240524 38,500 460 0.194 0.437 0.000272 29.50 -20.44
CALL 20240524 38,375 0 0.172 0.465 0.000309 29.77 -18.31
CALL 20240524 38,250 0 0.169 0.504 0.000314 29.88 -18.13
CALL 20240524 38,125 795 0.247 0.535 0.000215 29.76 -26.26
CALL 20240524 38,000 650 0.175 0.580 0.000299 29.27 -18.33
CALL 20240524 37,875 0 0.170 0.620 0.000299 28.51 -17.35
CALL 20240524 37,750 0 0.170 0.657 0.000288 27.53 -16.82
PUT 20240524 38,625 0 0.169 -0.612 0.000303 28.69 -17.25
PUT 20240524 38,500 545 0.134 -0.596 0.000385 29.01 -13.85
PUT 20240524 38,375 0 0.170 -0.535 0.000313 29.76 -17.96
PUT 20240524 38,250 380 0.126 -0.499 0.000424 29.88 -13.36
PUT 20240524 38,125 0 0.171 -0.457 0.000310 29.70 -18.09
PUT 20240524 38,000 380 0.165 -0.416 0.000316 29.21 -17.17
PUT 20240524 37,875 280 0.148 -0.364 0.000340 28.13 -14.80
PUT 20240524 37,750 345 0.187 -0.355 0.000265 27.89 -18.64
CALL 20240531 38,625 0 0.171 0.412 0.000248 35.70 -14.58
CALL 20240531 38,500 0 0.172 0.443 0.000250 36.22 -14.88
CALL 20240531 38,375 0 0.172 0.475 0.000252 36.52 -15.02
CALL 20240531 38,250 0 0.173 0.506 0.000251 36.59 -15.17
CALL 20240531 38,125 0 0.174 0.538 0.000249 36.43 -15.15
CALL 20240531 38,000 0 0.175 0.569 0.000246 36.05 -15.04
CALL 20240531 37,875 0 0.175 0.599 0.000241 35.46 -14.85
CALL 20240531 37,750 0 0.176 0.628 0.000234 34.68 -14.60
PUT 20240531 38,625 0 0.174 -0.586 0.000245 35.73 -14.71
PUT 20240531 38,500 0 0.175 -0.555 0.000247 36.24 -15.00
PUT 20240531 38,375 0 0.175 -0.525 0.000248 36.52 -15.14
PUT 20240531 38,250 0 0.176 -0.494 0.000247 36.59 -15.28
PUT 20240531 38,125 0 0.177 -0.463 0.000245 36.43 -15.26
PUT 20240531 38,000 0 0.177 -0.432 0.000242 36.06 -15.16
PUT 20240531 37,875 0 0.178 -0.402 0.000237 35.49 -14.97
PUT 20240531 37,750 0 0.179 -0.373 0.000231 34.73 -14.73
CALL 20240607 38,625 0 0.171 0.426 0.000216 41.53 -12.74
CALL 20240607 38,500 0 0.172 0.454 0.000217 41.97 -12.94
CALL 20240607 38,375 0 0.172 0.481 0.000218 42.20 -13.03
CALL 20240607 38,250 0 0.174 0.508 0.000217 42.24 -13.15
CALL 20240607 38,125 0 0.175 0.535 0.000215 42.09 -13.18
CALL 20240607 38,000 0 0.175 0.562 0.000213 41.74 -13.11
CALL 20240607 37,875 0 0.176 0.588 0.000209 41.22 -13.01
CALL 20240607 37,750 0 0.176 0.614 0.000205 40.51 -12.83
PUT 20240607 38,625 895 0.162 -0.579 0.000228 41.42 -11.91
PUT 20240607 38,500 0 0.174 -0.546 0.000215 41.98 -12.98
PUT 20240607 38,375 0 0.174 -0.519 0.000216 42.21 -13.09
PUT 20240607 38,250 0 0.176 -0.492 0.000214 42.24 -13.20
PUT 20240607 38,125 0 0.176 -0.465 0.000213 42.09 -13.21
PUT 20240607 38,000 0 0.177 -0.439 0.000210 41.75 -13.16
PUT 20240607 37,875 0 0.178 -0.413 0.000207 41.23 -13.05
PUT 20240607 37,750 0 0.179 -0.387 0.000202 40.55 -12.89
CALL 20240614 38,625 630 0.170 0.436 0.000196 46.62 -11.36
CALL 20240614 38,500 685 0.170 0.460 0.000197 47.00 -11.48
CALL 20240614 38,375 740 0.170 0.485 0.000198 47.20 -11.51
CALL 20240614 38,250 800 0.170 0.509 0.000198 47.23 -11.52
CALL 20240614 38,125 870 0.172 0.534 0.000196 47.07 -11.59
CALL 20240614 38,000 970 0.179 0.557 0.000186 46.76 -12.01
CALL 20240614 37,875 1,040 0.179 0.580 0.000184 46.28 -11.91
CALL 20240614 37,750 0 0.175 0.605 0.000186 45.59 -11.46
PUT 20240614 38,625 810 0.126 -0.592 0.000259 45.97 -8.24
PUT 20240614 38,500 965 0.175 -0.538 0.000191 47.02 -11.71
PUT 20240614 38,375 940 0.184 -0.513 0.000183 47.22 -12.39
PUT 20240614 38,250 830 0.175 -0.490 0.000192 47.23 -11.76
PUT 20240614 38,125 780 0.178 -0.467 0.000189 47.07 -11.90
PUT 20240614 38,000 700 0.173 -0.442 0.000192 46.74 -11.52
PUT 20240614 37,875 505 0.143 -0.405 0.000229 45.89 -9.35
PUT 20240614 37,750 630 0.182 -0.398 0.000179 45.69 -11.84
CALL 20240712 38,625 1,060 0.197 0.465 0.000127 63.10 -9.89
CALL 20240712 38,500 955 0.171 0.474 0.000146 63.20 -8.64
CALL 20240712 38,375 1,095 0.184 0.494 0.000136 63.33 -9.32
CALL 20240712 38,250 0 0.171 0.510 0.000147 63.32 -8.67
CALL 20240712 38,125 1,145 0.173 0.528 0.000145 63.18 -8.74
CALL 20240712 38,000 1,520 0.223 0.543 0.000112 62.96 -11.19
CALL 20240712 37,875 0 0.174 0.564 0.000143 62.51 -8.67
CALL 20240712 37,750 0 0.177 0.582 0.000139 62.01 -8.76
PUT 20240712 38,625 0 0.174 -0.543 0.000143 62.96 -8.64
PUT 20240712 38,500 0 0.175 -0.525 0.000144 63.21 -8.70
PUT 20240712 38,375 1,145 0.168 -0.509 0.000149 63.32 -8.39
PUT 20240712 38,250 0 0.176 -0.490 0.000143 63.32 -8.77
PUT 20240712 38,125 0 0.176 -0.472 0.000142 63.18 -8.78
PUT 20240712 38,000 1,005 0.176 -0.454 0.000142 62.91 -8.75
PUT 20240712 37,875 0 0.177 -0.436 0.000140 62.52 -8.72
PUT 20240712 37,750 0 0.177 -0.419 0.000139 62.02 -8.68
CALL 20240809 38,625 0 0.178 0.469 0.000117 75.85 -7.45
CALL 20240809 38,500 0 0.178 0.483 0.000117 76.02 -7.48
CALL 20240809 38,375 0 0.178 0.498 0.000117 76.08 -7.50
CALL 20240809 38,250 0 0.178 0.512 0.000117 76.05 -7.50
CALL 20240809 38,125 0 0.179 0.527 0.000117 75.91 -7.51
CALL 20240809 38,000 0 0.179 0.542 0.000116 75.67 -7.49
CALL 20240809 37,875 0 0.179 0.556 0.000115 75.33 -7.48
CALL 20240809 37,750 0 0.180 0.571 0.000114 74.89 -7.48
PUT 20240809 38,625 0 0.176 -0.532 0.000118 75.84 -7.29
PUT 20240809 38,500 0 0.177 -0.517 0.000118 76.01 -7.32
PUT 20240809 38,375 0 0.177 -0.503 0.000118 76.08 -7.34
PUT 20240809 38,250 0 0.177 -0.488 0.000118 76.05 -7.35
PUT 20240809 38,125 0 0.177 -0.473 0.000118 75.91 -7.34
PUT 20240809 38,000 0 0.178 -0.458 0.000117 75.67 -7.34
PUT 20240809 37,875 0 0.178 -0.444 0.000116 75.32 -7.32
PUT 20240809 37,750 0 0.179 -0.429 0.000115 74.88 -7.31