日経225先物・オプション価格情報
2024年05月31日(金)
先物終値
種別 限月 終値
NK225 202406 38,490
NK225 202409 38,490
種別 限月 終値
NK225M 202406 38,490
NK225M 202407 38,450
NK225M 202408 38,465
種別 限月 終値
NK225MC 202406 38,490
NK225MC 202407 38,450
NK225MC 202408 38,465
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 38,875 295 0.153 0.376 0.000330 28.60 -15.64
CALL 202406 38,750 340 0.152 0.417 0.000341 29.41 -15.98
CALL 202406 38,625 395 0.152 0.460 0.000346 29.92 -16.32
CALL 202406 38,500 445 0.149 0.503 0.000354 30.07 -16.09
CALL 202406 38,375 530 0.156 0.545 0.000336 29.88 -16.74
CALL 202406 38,250 615 0.162 0.585 0.000320 29.39 -17.03
CALL 202406 38,125 695 0.164 0.623 0.000308 28.62 -16.81
CALL 202406 38,000 750 0.155 0.669 0.000310 27.32 -15.20
PUT 202406 38,875 0 0.150 -0.627 0.000335 28.54 -15.20
PUT 202406 38,750 600 0.152 -0.583 0.000340 29.42 -15.93
PUT 202406 38,625 585 0.171 -0.534 0.000308 29.96 -18.25
PUT 202406 38,500 455 0.150 -0.497 0.000353 30.07 -16.04
PUT 202406 38,375 385 0.147 -0.452 0.000358 29.86 -15.61
PUT 202406 38,250 330 0.147 -0.408 0.000351 29.27 -15.31
PUT 202406 38,125 300 0.154 -0.370 0.000326 28.45 -15.59
PUT 202406 38,000 260 0.156 -0.331 0.000309 27.34 -15.16
CALL 202407 38,875 0 0.152 0.426 0.000198 51.15 -9.29
CALL 202407 38,750 570 0.136 0.443 0.000223 51.50 -8.36
CALL 202407 38,625 0 0.154 0.477 0.000198 51.94 -9.56
CALL 202407 38,500 770 0.152 0.501 0.000201 52.03 -9.48
CALL 202407 38,375 0 0.156 0.526 0.000196 51.92 -9.69
CALL 202407 38,250 905 0.154 0.551 0.000197 51.61 -9.51
CALL 202407 38,125 805 0.121 0.591 0.000246 50.67 -7.36
CALL 202407 38,000 990 0.143 0.606 0.000206 50.18 -8.62
PUT 202407 38,875 0 0.152 -0.573 0.000197 51.15 -9.22
PUT 202407 38,750 1,105 0.182 -0.537 0.000167 51.81 -11.16
PUT 202407 38,625 0 0.154 -0.523 0.000198 51.95 -9.49
PUT 202407 38,500 830 0.155 -0.498 0.000197 52.03 -9.55
PUT 202407 38,375 965 0.193 -0.474 0.000158 51.93 -11.89
PUT 202407 38,250 765 0.166 -0.451 0.000182 51.64 -10.18
PUT 202407 38,125 0 0.159 -0.426 0.000190 51.13 -9.60
PUT 202407 38,000 615 0.159 -0.402 0.000187 50.47 -9.51
CALL 202408 38,875 0 0.158 0.454 0.000149 66.75 -7.57
CALL 202408 38,750 0 0.159 0.473 0.000149 67.04 -7.64
CALL 202408 38,625 0 0.158 0.491 0.000149 67.18 -7.65
CALL 202408 38,500 0 0.160 0.510 0.000148 67.18 -7.72
CALL 202408 38,375 0 0.160 0.528 0.000148 67.03 -7.70
CALL 202408 38,250 0 0.160 0.547 0.000147 66.74 -7.70
CALL 202408 38,125 0 0.161 0.565 0.000145 66.31 -7.70
CALL 202408 38,000 0 0.162 0.583 0.000143 65.74 -7.64
PUT 202408 38,875 0 0.158 -0.546 0.000149 66.75 -7.48
PUT 202408 38,750 0 0.159 -0.527 0.000149 67.04 -7.55
PUT 202408 38,625 0 0.158 -0.509 0.000149 67.18 -7.55
PUT 202408 38,500 0 0.160 -0.490 0.000148 67.18 -7.64
PUT 202408 38,375 1,070 0.167 -0.472 0.000142 67.03 -7.92
PUT 202408 38,250 0 0.161 -0.453 0.000146 66.74 -7.64
PUT 202408 38,125 0 0.161 -0.435 0.000145 66.31 -7.58
PUT 202408 38,000 0 0.162 -0.417 0.000143 65.74 -7.56
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 20240607 38,875 135 0.134 0.300 0.000485 18.53 -17.82
CALL 20240607 38,750 200 0.147 0.374 0.000485 20.20 -21.18
CALL 20240607 38,625 235 0.140 0.432 0.000528 20.96 -20.94
CALL 20240607 38,500 290 0.139 0.499 0.000540 21.26 -21.09
CALL 20240607 38,375 370 0.145 0.563 0.000508 21.00 -21.86
CALL 20240607 38,250 410 0.129 0.641 0.000545 19.92 -18.39
CALL 20240607 38,125 465 0.113 0.732 0.000548 17.56 -14.24
CALL 20240607 38,000 395 0.000 0.000 0.000000 0.00 0.00
PUT 20240607 38,875 0 0.140 -0.693 0.000472 18.73 -18.60
PUT 20240607 38,750 490 0.162 -0.614 0.000444 20.40 -23.49
PUT 20240607 38,625 590 0.244 -0.534 0.000305 21.19 -36.89
PUT 20240607 38,500 305 0.141 -0.501 0.000530 21.26 -21.40
PUT 20240607 38,375 255 0.146 -0.437 0.000507 21.00 -21.81
PUT 20240607 38,250 210 0.149 -0.377 0.000478 20.24 -21.50
PUT 20240607 38,125 175 0.154 -0.323 0.000438 19.14 -21.01
PUT 20240607 38,000 130 0.150 -0.265 0.000410 17.45 -18.66
CALL 20240614 38,875 270 0.144 0.368 0.000347 28.41 -14.65
CALL 20240614 38,750 340 0.152 0.417 0.000341 29.41 -15.98
CALL 20240614 38,625 385 0.149 0.459 0.000353 29.91 -15.95
CALL 20240614 38,500 460 0.154 0.503 0.000343 30.07 -16.63
CALL 20240614 38,375 465 0.135 0.551 0.000390 29.83 -14.39
CALL 20240614 38,250 590 0.153 0.589 0.000337 29.32 -16.10
CALL 20240614 38,125 640 0.144 0.638 0.000344 28.26 -14.64
CALL 20240614 38,000 760 0.159 0.666 0.000304 27.43 -15.62
PUT 20240614 38,875 800 0.195 -0.595 0.000264 29.21 -20.25
PUT 20240614 38,750 575 0.144 -0.589 0.000359 29.33 -14.99
PUT 20240614 38,625 515 0.148 -0.542 0.000356 29.91 -15.72
PUT 20240614 38,500 460 0.152 -0.497 0.000349 30.07 -16.22
PUT 20240614 38,375 400 0.152 -0.454 0.000346 29.87 -16.15
PUT 20240614 38,250 335 0.149 -0.409 0.000347 29.28 -15.49
PUT 20240614 38,125 345 0.170 -0.380 0.000298 28.71 -17.34
PUT 20240614 38,000 250 0.152 -0.328 0.000315 27.22 -14.74
CALL 20240621 38,875 0 0.153 0.390 0.000272 35.38 -12.92
CALL 20240621 38,750 330 0.126 0.405 0.000335 35.74 -10.73
CALL 20240621 38,625 0 0.155 0.459 0.000278 36.60 -13.52
CALL 20240621 38,500 420 0.120 0.489 0.000359 36.78 -10.60
CALL 20240621 38,375 545 0.138 0.531 0.000314 36.68 -12.07
CALL 20240621 38,250 0 0.160 0.562 0.000267 36.35 -13.91
CALL 20240621 38,125 0 0.162 0.595 0.000260 35.75 -13.82
CALL 20240621 38,000 0 0.162 0.627 0.000253 34.91 -13.53
PUT 20240621 38,875 0 0.141 -0.620 0.000292 35.11 -11.74
PUT 20240621 38,750 0 0.143 -0.583 0.000297 36.00 -12.16
PUT 20240621 38,625 0 0.144 -0.545 0.000298 36.56 -12.50
PUT 20240621 38,500 0 0.146 -0.507 0.000296 36.79 -12.74
PUT 20240621 38,375 0 0.149 -0.470 0.000290 36.69 -12.94
PUT 20240621 38,250 0 0.149 -0.434 0.000286 36.29 -12.84
PUT 20240621 38,125 495 0.176 -0.412 0.000239 35.89 -15.01
PUT 20240621 38,000 0 0.153 -0.366 0.000267 34.71 -12.57
CALL 20240628 38,875 0 0.150 0.404 0.000242 41.26 -11.10
CALL 20240628 38,750 0 0.151 0.435 0.000245 41.93 -11.36
CALL 20240628 38,625 0 0.153 0.466 0.000244 42.33 -11.60
CALL 20240628 38,500 0 0.153 0.497 0.000244 42.48 -11.69
CALL 20240628 38,375 0 0.154 0.527 0.000242 42.38 -11.72
CALL 20240628 38,250 0 0.155 0.558 0.000239 42.04 -11.69
CALL 20240628 38,125 0 0.156 0.587 0.000235 41.47 -11.60
CALL 20240628 38,000 0 0.157 0.616 0.000229 40.68 -11.43
PUT 20240628 38,875 0 0.150 -0.596 0.000243 41.25 -10.95
PUT 20240628 38,750 0 0.150 -0.565 0.000246 41.92 -11.20
PUT 20240628 38,625 0 0.152 -0.534 0.000245 42.33 -11.45
PUT 20240628 38,500 0 0.153 -0.503 0.000245 42.48 -11.55
PUT 20240628 38,375 0 0.154 -0.473 0.000243 42.38 -11.58
PUT 20240628 38,250 0 0.154 -0.442 0.000240 42.04 -11.55
PUT 20240628 38,125 600 0.178 -0.421 0.000206 41.66 -13.19
PUT 20240628 38,000 0 0.156 -0.384 0.000230 40.67 -11.29
CALL 20240705 38,875 0 0.151 0.417 0.000216 46.47 -10.10
CALL 20240705 38,750 0 0.152 0.445 0.000218 47.04 -10.27
CALL 20240705 38,625 0 0.154 0.472 0.000218 47.38 -10.45
CALL 20240705 38,500 0 0.154 0.499 0.000217 47.50 -10.53
CALL 20240705 38,375 0 0.155 0.527 0.000216 47.39 -10.56
CALL 20240705 38,250 0 0.156 0.553 0.000213 47.07 -10.53
CALL 20240705 38,125 0 0.158 0.579 0.000208 46.56 -10.55
CALL 20240705 38,000 0 0.158 0.605 0.000205 45.84 -10.41
PUT 20240705 38,875 0 0.151 -0.583 0.000217 46.47 -9.96
PUT 20240705 38,750 0 0.152 -0.556 0.000219 47.04 -10.13
PUT 20240705 38,625 0 0.153 -0.528 0.000218 47.38 -10.30
PUT 20240705 38,500 0 0.154 -0.501 0.000218 47.50 -10.38
PUT 20240705 38,375 0 0.154 -0.473 0.000216 47.39 -10.40
PUT 20240705 38,250 0 0.155 -0.446 0.000214 47.07 -10.39
PUT 20240705 38,125 0 0.157 -0.420 0.000209 46.55 -10.40
PUT 20240705 38,000 0 0.158 -0.394 0.000205 45.83 -10.27
CALL 20240712 38,875 470 0.126 0.408 0.000236 50.64 -7.64
CALL 20240712 38,750 655 0.152 0.451 0.000200 51.64 -9.39
CALL 20240712 38,625 710 0.152 0.476 0.000201 51.94 -9.44
CALL 20240712 38,500 800 0.158 0.502 0.000194 52.03 -9.84
CALL 20240712 38,375 0 0.157 0.526 0.000194 51.92 -9.75
CALL 20240712 38,250 765 0.127 0.558 0.000239 51.49 -7.83
CALL 20240712 38,125 820 0.124 0.589 0.000241 50.72 -7.54
CALL 20240712 38,000 930 0.131 0.614 0.000224 49.90 -7.86
PUT 20240712 38,875 0 0.152 -0.574 0.000198 51.15 -9.18
PUT 20240712 38,750 0 0.153 -0.549 0.000199 51.65 -9.33
PUT 20240712 38,625 0 0.153 -0.524 0.000199 51.94 -9.43
PUT 20240712 38,500 830 0.155 -0.498 0.000197 52.03 -9.55
PUT 20240712 38,375 790 0.160 -0.474 0.000191 51.92 -9.81
PUT 20240712 38,250 860 0.185 -0.454 0.000164 51.68 -11.32
PUT 20240712 38,125 800 0.184 -0.433 0.000163 51.30 -11.22
PUT 20240712 38,000 600 0.156 -0.401 0.000190 50.42 -9.32
CALL 20240809 38,875 0 0.157 0.453 0.000150 66.74 -7.54
CALL 20240809 38,750 0 0.158 0.472 0.000150 67.04 -7.60
CALL 20240809 38,625 0 0.158 0.491 0.000149 67.18 -7.65
CALL 20240809 38,500 0 0.159 0.510 0.000149 67.18 -7.70
CALL 20240809 38,375 0 0.159 0.528 0.000148 67.03 -7.68
CALL 20240809 38,250 0 0.159 0.547 0.000148 66.74 -7.64
CALL 20240809 38,125 0 0.159 0.566 0.000147 66.29 -7.59
CALL 20240809 38,000 0 0.160 0.584 0.000145 65.72 -7.58
PUT 20240809 38,875 0 0.159 -0.546 0.000148 66.76 -7.51
PUT 20240809 38,750 0 0.159 -0.527 0.000148 67.04 -7.56
PUT 20240809 38,625 0 0.160 -0.509 0.000148 67.19 -7.63
PUT 20240809 38,500 0 0.161 -0.490 0.000147 67.18 -7.66
PUT 20240809 38,375 0 0.161 -0.472 0.000147 67.03 -7.65
PUT 20240809 38,250 0 0.161 -0.453 0.000146 66.74 -7.62
PUT 20240809 38,125 0 0.161 -0.435 0.000145 66.30 -7.57
PUT 20240809 38,000 0 0.162 -0.417 0.000143 65.74 -7.55