日経225先物・オプション価格情報
2024年05月17日(金)
先物終値
種別 限月 終値
NK225 202406 38,740
NK225 202409 38,740
種別 限月 終値
NK225M 202406 38,740
NK225M 202407 38,730
NK225M 202408 38,745
種別 限月 終値
NK225MC 202406 38,740
NK225MC 202407 38,730
NK225MC 202408 38,745
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 39,125 480 0.152 0.416 0.000239 41.85 -11.39
CALL 202406 39,000 545 0.155 0.447 0.000238 42.43 -11.79
CALL 202406 38,875 590 0.153 0.476 0.000243 42.73 -11.69
CALL 202406 38,750 660 0.155 0.507 0.000240 42.80 -11.90
CALL 202406 38,625 750 0.161 0.536 0.000230 42.63 -12.34
CALL 202406 38,500 800 0.157 0.566 0.000233 42.22 -11.92
CALL 202406 38,375 920 0.169 0.590 0.000214 41.72 -12.67
CALL 202406 38,250 960 0.161 0.621 0.000220 40.81 -11.81
PUT 202406 39,125 870 0.154 -0.583 0.000237 41.88 -11.44
PUT 202406 39,000 800 0.155 -0.553 0.000238 42.43 -11.65
PUT 202406 38,875 780 0.166 -0.520 0.000224 42.75 -12.62
PUT 202406 38,750 660 0.153 -0.493 0.000242 42.80 -11.67
PUT 202406 38,625 625 0.160 -0.464 0.000232 42.63 -12.10
PUT 202406 38,500 540 0.153 -0.433 0.000239 42.20 -11.51
PUT 202406 38,375 490 0.154 -0.403 0.000234 41.54 -11.41
PUT 202406 38,250 465 0.161 -0.378 0.000221 40.80 -11.66
CALL 202407 39,125 0 0.163 0.450 0.000160 60.05 -8.78
CALL 202407 39,000 875 0.165 0.471 0.000159 60.36 -8.94
CALL 202407 38,875 0 0.164 0.491 0.000160 60.50 -8.90
CALL 202407 38,750 1,020 0.170 0.511 0.000155 60.50 -9.22
CALL 202407 38,625 0 0.165 0.531 0.000159 60.34 -8.93
CALL 202407 38,500 0 0.165 0.550 0.000158 60.04 -8.91
CALL 202407 38,375 0 0.166 0.570 0.000156 59.59 -8.90
CALL 202407 38,250 0 0.166 0.590 0.000154 58.99 -8.82
PUT 202407 39,125 0 0.158 -0.552 0.000166 60.00 -8.38
PUT 202407 39,000 1,045 0.149 -0.535 0.000175 60.29 -7.98
PUT 202407 38,875 0 0.158 -0.511 0.000166 60.50 -8.49
PUT 202407 38,750 960 0.157 -0.490 0.000167 60.50 -8.45
PUT 202407 38,625 0 0.160 -0.469 0.000164 60.34 -8.55
PUT 202407 38,500 955 0.177 -0.451 0.000147 60.07 -9.45
PUT 202407 38,375 0 0.161 -0.428 0.000161 59.54 -8.49
PUT 202407 38,250 0 0.161 -0.408 0.000159 58.92 -8.43
CALL 202408 39,125 0 0.165 0.468 0.000130 73.91 -7.30
CALL 202408 39,000 1,200 0.177 0.487 0.000121 74.11 -7.88
CALL 202408 38,875 0 0.165 0.500 0.000130 74.15 -7.35
CALL 202408 38,750 0 0.162 0.516 0.000132 74.09 -7.20
CALL 202408 38,625 0 0.167 0.533 0.000128 73.90 -7.39
CALL 202408 38,500 0 0.167 0.549 0.000128 73.60 -7.37
CALL 202408 38,375 0 0.168 0.564 0.000126 73.18 -7.36
CALL 202408 38,250 0 0.168 0.580 0.000125 72.65 -7.33
PUT 202408 39,125 0 0.161 -0.534 0.000133 73.89 -7.02
PUT 202408 39,000 0 0.161 -0.517 0.000133 74.08 -7.04
PUT 202408 38,875 0 0.162 -0.501 0.000133 74.15 -7.07
PUT 202408 38,750 0 0.162 -0.484 0.000132 74.09 -7.10
PUT 202408 38,625 0 0.163 -0.467 0.000131 73.90 -7.11
PUT 202408 38,500 0 0.163 -0.451 0.000131 73.59 -7.10
PUT 202408 38,375 0 0.164 -0.435 0.000129 73.16 -7.08
PUT 202408 38,250 0 0.168 -0.420 0.000125 72.64 -7.20
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 20240524 39,125 175 0.155 0.326 0.000435 19.34 -21.38
CALL 20240524 39,000 215 0.153 0.380 0.000464 20.43 -22.37
CALL 20240524 38,875 275 0.158 0.441 0.000467 21.17 -23.88
CALL 20240524 38,750 305 0.145 0.499 0.000514 21.40 -22.16
CALL 20240524 38,625 315 0.118 0.576 0.000617 21.02 -17.83
CALL 20240524 38,500 520 0.182 0.603 0.000396 20.69 -26.92
CALL 20240524 38,375 0 0.166 0.664 0.000409 19.57 -23.34
CALL 20240524 38,250 620 0.149 0.736 0.000411 17.55 -18.69
PUT 20240524 39,125 520 0.134 -0.699 0.000484 18.67 -17.78
PUT 20240524 39,000 450 0.141 -0.630 0.000499 20.26 -20.34
PUT 20240524 38,875 390 0.148 -0.563 0.000495 21.14 -22.36
PUT 20240524 38,750 320 0.147 -0.501 0.000505 21.40 -22.47
PUT 20240524 38,625 255 0.145 -0.437 0.000507 21.13 -21.81
PUT 20240524 38,500 210 0.148 -0.377 0.000478 20.37 -21.50
PUT 20240524 38,375 190 0.161 -0.331 0.000421 19.45 -22.28
PUT 20240524 38,250 140 0.155 -0.272 0.000400 17.81 -19.64
CALL 20240531 39,125 320 0.160 0.383 0.000314 28.96 -16.63
CALL 20240531 39,000 340 0.151 0.417 0.000341 29.60 -15.98
CALL 20240531 38,875 0 0.157 0.461 0.000334 30.13 -16.90
CALL 20240531 38,750 440 0.147 0.503 0.000358 30.27 -15.92
CALL 20240531 38,625 0 0.155 0.546 0.000338 30.07 -16.67
CALL 20240531 38,500 0 0.157 0.587 0.000328 29.55 -16.59
CALL 20240531 38,375 0 0.159 0.626 0.000314 28.75 -16.38
CALL 20240531 38,250 0 0.161 0.663 0.000299 27.70 -15.99
PUT 20240531 39,125 0 0.133 -0.642 0.000370 28.32 -13.38
PUT 20240531 39,000 570 0.141 -0.590 0.000363 29.50 -14.80
PUT 20240531 38,875 0 0.135 -0.547 0.000387 30.06 -14.42
PUT 20240531 38,750 400 0.131 -0.498 0.000402 30.27 -14.08
PUT 20240531 38,625 0 0.143 -0.452 0.000366 30.04 -15.24
PUT 20240531 38,500 300 0.136 -0.402 0.000376 29.35 -14.18
PUT 20240531 38,375 0 0.141 -0.360 0.000349 28.39 -14.28
PUT 20240531 38,250 255 0.153 -0.329 0.000312 27.46 -14.95
CALL 20240607 39,125 0 0.157 0.405 0.000265 36.01 -13.54
CALL 20240607 39,000 0 0.158 0.438 0.000269 36.62 -13.80
CALL 20240607 38,875 0 0.159 0.472 0.000270 36.98 -14.01
CALL 20240607 38,750 0 0.159 0.506 0.000269 37.07 -14.12
CALL 20240607 38,625 0 0.160 0.539 0.000267 36.89 -14.12
CALL 20240607 38,500 0 0.161 0.572 0.000262 36.47 -14.06
CALL 20240607 38,375 0 0.162 0.604 0.000256 35.80 -13.89
CALL 20240607 38,250 0 0.163 0.635 0.000247 34.92 -13.66
PUT 20240607 39,125 0 0.144 -0.606 0.000288 35.76 -12.16
PUT 20240607 39,000 0 0.144 -0.569 0.000293 36.51 -12.47
PUT 20240607 38,875 0 0.145 -0.532 0.000294 36.95 -12.74
PUT 20240607 38,750 0 0.146 -0.495 0.000294 37.07 -12.85
PUT 20240607 38,625 0 0.147 -0.459 0.000291 36.87 -12.82
PUT 20240607 38,500 0 0.148 -0.423 0.000285 36.37 -12.74
PUT 20240607 38,375 0 0.149 -0.388 0.000277 35.60 -12.55
PUT 20240607 38,250 0 0.149 -0.354 0.000268 34.55 -12.23
CALL 20240614 39,125 480 0.152 0.416 0.000239 41.85 -11.39
CALL 20240614 39,000 590 0.166 0.452 0.000223 42.49 -12.61
CALL 20240614 38,875 620 0.160 0.478 0.000233 42.74 -12.22
CALL 20240614 38,750 640 0.150 0.507 0.000247 42.80 -11.54
CALL 20240614 38,625 730 0.157 0.537 0.000236 42.62 -11.98
CALL 20240614 38,500 830 0.164 0.564 0.000223 42.26 -12.47
CALL 20240614 38,375 785 0.137 0.607 0.000262 41.26 -10.14
CALL 20240614 38,250 870 0.139 0.638 0.000251 40.24 -10.05
PUT 20240614 39,125 830 0.144 -0.589 0.000251 41.73 -10.68
PUT 20240614 39,000 800 0.155 -0.553 0.000238 42.43 -11.65
PUT 20240614 38,875 740 0.157 -0.523 0.000237 42.74 -11.90
PUT 20240614 38,750 670 0.156 -0.493 0.000239 42.80 -11.85
PUT 20240614 38,625 575 0.148 -0.462 0.000250 42.61 -11.21
PUT 20240614 38,500 575 0.162 -0.435 0.000227 42.24 -12.14
PUT 20240614 38,375 520 0.162 -0.407 0.000224 41.63 -11.97
PUT 20240614 38,250 455 0.158 -0.377 0.000224 40.74 -11.47
CALL 20240621 39,125 0 0.162 0.430 0.000202 47.12 -10.95
CALL 20240621 39,000 635 0.158 0.454 0.000209 47.53 -10.81
CALL 20240621 38,875 0 0.164 0.482 0.000203 47.79 -11.24
CALL 20240621 38,750 0 0.164 0.507 0.000202 47.84 -11.29
CALL 20240621 38,625 0 0.165 0.532 0.000201 47.69 -11.31
CALL 20240621 38,500 0 0.166 0.557 0.000198 47.36 -11.29
CALL 20240621 38,375 0 0.167 0.581 0.000195 46.84 -11.24
CALL 20240621 38,250 0 0.168 0.606 0.000191 46.16 -11.13
PUT 20240621 39,125 0 0.149 -0.577 0.000219 46.95 -9.93
PUT 20240621 39,000 0 0.151 -0.549 0.000219 47.48 -10.17
PUT 20240621 38,875 0 0.151 -0.522 0.000220 47.78 -10.27
PUT 20240621 38,750 0 0.152 -0.494 0.000219 47.84 -10.33
PUT 20240621 38,625 0 0.153 -0.467 0.000217 47.68 -10.34
PUT 20240621 38,500 0 0.153 -0.440 0.000215 47.30 -10.31
PUT 20240621 38,375 0 0.154 -0.413 0.000211 46.72 -10.25
PUT 20240621 38,250 0 0.155 -0.387 0.000206 45.93 -10.11
CALL 20240712 39,125 0 0.163 0.451 0.000160 60.06 -8.80
CALL 20240712 39,000 950 0.177 0.475 0.000148 60.40 -9.61
CALL 20240712 38,875 880 0.156 0.489 0.000168 60.50 -8.50
CALL 20240712 38,750 1,030 0.171 0.511 0.000153 60.50 -9.31
CALL 20240712 38,625 1,025 0.160 0.531 0.000164 60.34 -8.69
CALL 20240712 38,500 1,200 0.179 0.549 0.000146 60.07 -9.64
CALL 20240712 38,375 0 0.166 0.570 0.000156 59.59 -8.91
CALL 20240712 38,250 0 0.167 0.589 0.000153 59.00 -8.86
PUT 20240712 39,125 0 0.158 -0.552 0.000166 60.00 -8.38
PUT 20240712 39,000 1,200 0.175 -0.526 0.000150 60.39 -9.38
PUT 20240712 38,875 1,050 0.161 -0.510 0.000163 60.50 -8.67
PUT 20240712 38,750 0 0.159 -0.490 0.000165 60.50 -8.53
PUT 20240712 38,625 1,000 0.175 -0.470 0.000150 60.35 -9.35
PUT 20240712 38,500 950 0.176 -0.451 0.000148 60.06 -9.41
PUT 20240712 38,375 805 0.162 -0.429 0.000160 59.56 -8.56
PUT 20240712 38,250 0 0.161 -0.408 0.000159 58.92 -8.43
CALL 20240809 39,125 0 0.166 0.468 0.000129 73.91 -7.34
CALL 20240809 39,000 0 0.166 0.484 0.000129 74.09 -7.37
CALL 20240809 38,875 0 0.166 0.500 0.000129 74.15 -7.39
CALL 20240809 38,750 0 0.166 0.516 0.000129 74.09 -7.39
CALL 20240809 38,625 0 0.167 0.533 0.000128 73.90 -7.38
CALL 20240809 38,500 0 0.167 0.549 0.000128 73.60 -7.36
CALL 20240809 38,375 0 0.168 0.564 0.000126 73.18 -7.37
CALL 20240809 38,250 0 0.169 0.580 0.000125 72.65 -7.36
PUT 20240809 39,125 0 0.163 -0.533 0.000131 73.90 -7.12
PUT 20240809 39,000 1,360 0.166 -0.516 0.000129 74.09 -7.25
PUT 20240809 38,875 0 0.164 -0.500 0.000131 74.15 -7.18
PUT 20240809 38,750 0 0.164 -0.484 0.000131 74.09 -7.18
PUT 20240809 38,625 0 0.164 -0.467 0.000130 73.90 -7.17
PUT 20240809 38,500 0 0.164 -0.451 0.000130 73.59 -7.15
PUT 20240809 38,375 0 0.165 -0.435 0.000128 73.17 -7.15
PUT 20240809 38,250 0 0.166 -0.419 0.000126 72.63 -7.15