日経225先物・オプション価格情報
2024年06月07日(金)
先物終値
種別 限月 終値
NK225 202406 38,650
NK225 202409 38,640
種別 限月 終値
NK225M 202406 38,650
NK225M 202407 38,645
NK225M 202408 38,655
種別 限月 終値
NK225MC 202406 38,650
NK225MC 202407 38,645
NK225MC 202408 38,655
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 39,125 165 0.164 0.300 0.000396 18.60 -21.84
CALL 202406 39,000 190 0.157 0.343 0.000438 19.68 -22.07
CALL 202406 38,875 240 0.159 0.401 0.000454 20.69 -23.53
CALL 202406 38,750 315 0.170 0.461 0.000438 21.25 -25.78
CALL 202406 38,625 350 0.158 0.517 0.000472 21.33 -24.11
CALL 202406 38,500 450 0.173 0.569 0.000423 21.03 -26.12
CALL 202406 38,375 525 0.174 0.621 0.000408 20.36 -25.42
CALL 202406 38,250 575 0.159 0.686 0.000417 18.99 -21.62
PUT 202406 39,125 0 0.148 -0.721 0.000425 17.98 -18.87
PUT 202406 39,000 525 0.149 -0.664 0.000456 19.52 -20.76
PUT 202406 38,875 455 0.154 -0.602 0.000466 20.64 -22.72
PUT 202406 38,750 425 0.175 -0.537 0.000425 21.26 -26.45
PUT 202406 38,625 325 0.158 -0.484 0.000471 21.33 -24.06
PUT 202406 38,500 285 0.167 -0.428 0.000440 21.01 -24.97
PUT 202406 38,375 230 0.165 -0.373 0.000429 20.25 -23.81
PUT 202406 38,250 190 0.167 -0.322 0.000401 19.19 -22.87
CALL 202407 39,125 530 0.155 0.409 0.000210 46.48 -10.33
CALL 202407 39,000 590 0.157 0.436 0.000210 47.12 -10.61
CALL 202407 38,875 640 0.156 0.462 0.000212 47.52 -10.65
CALL 202407 38,750 700 0.157 0.488 0.000212 47.72 -10.74
CALL 202407 38,625 785 0.162 0.515 0.000206 47.71 -11.09
CALL 202407 38,500 855 0.163 0.540 0.000203 47.50 -11.14
CALL 202407 38,375 0 0.170 0.564 0.000194 47.12 -11.49
CALL 202407 38,250 1,050 0.176 0.586 0.000185 46.62 -11.78
PUT 202407 39,125 0 0.160 -0.588 0.000203 46.58 -10.60
PUT 202407 39,000 0 0.161 -0.562 0.000205 47.16 -10.78
PUT 202407 38,875 0 0.161 -0.537 0.000206 47.54 -10.90
PUT 202407 38,750 830 0.163 -0.511 0.000205 47.72 -11.04
PUT 202407 38,625 0 0.163 -0.485 0.000204 47.71 -11.08
PUT 202407 38,500 730 0.168 -0.460 0.000197 47.50 -11.37
PUT 202407 38,375 650 0.164 -0.434 0.000201 47.09 -10.97
PUT 202407 38,250 625 0.170 -0.412 0.000191 46.57 -11.28
CALL 202408 39,125 0 0.164 0.444 0.000150 63.43 -8.29
CALL 202408 39,000 895 0.164 0.463 0.000151 63.79 -8.35
CALL 202408 38,875 950 0.164 0.481 0.000151 64.00 -8.38
CALL 202408 38,750 975 0.159 0.499 0.000156 64.07 -8.13
CALL 202408 38,625 0 0.165 0.519 0.000151 63.99 -8.41
CALL 202408 38,500 0 0.166 0.538 0.000149 63.78 -8.45
CALL 202408 38,375 0 0.166 0.557 0.000148 63.42 -8.43
CALL 202408 38,250 0 0.168 0.575 0.000146 62.94 -8.44
PUT 202408 39,125 0 0.162 -0.557 0.000151 63.42 -8.12
PUT 202408 39,000 0 0.163 -0.538 0.000151 63.78 -8.20
PUT 202408 38,875 0 0.164 -0.519 0.000151 64.00 -8.28
PUT 202408 38,750 0 0.165 -0.500 0.000151 64.07 -8.33
PUT 202408 38,625 0 0.166 -0.481 0.000150 63.99 -8.36
PUT 202408 38,500 965 0.163 -0.462 0.000151 63.78 -8.21
PUT 202408 38,375 0 0.165 -0.443 0.000149 63.42 -8.28
PUT 202408 38,250 0 0.167 -0.425 0.000146 62.93 -8.29
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 20240614 39,125 165 0.164 0.300 0.000396 18.60 -21.84
CALL 20240614 39,000 200 0.162 0.348 0.000427 19.79 -22.90
CALL 20240614 38,875 255 0.166 0.405 0.000436 20.75 -24.67
CALL 20240614 38,750 305 0.165 0.460 0.000450 21.24 -25.06
CALL 20240614 38,625 375 0.170 0.516 0.000439 21.34 -25.90
CALL 20240614 38,500 425 0.162 0.574 0.000453 20.99 -24.29
CALL 20240614 38,375 550 0.187 0.614 0.000383 20.47 -27.35
CALL 20240614 38,250 545 0.143 0.704 0.000452 18.49 -18.94
PUT 20240614 39,125 0 0.148 -0.721 0.000425 17.98 -18.87
PUT 20240614 39,000 575 0.175 -0.640 0.000400 20.02 -24.91
PUT 20240614 38,875 490 0.171 -0.592 0.000423 20.79 -25.38
PUT 20240614 38,750 420 0.172 -0.538 0.000431 21.26 -26.09
PUT 20240614 38,625 335 0.163 -0.484 0.000457 21.34 -24.77
PUT 20240614 38,500 285 0.167 -0.428 0.000440 21.01 -24.97
PUT 20240614 38,375 230 0.165 -0.373 0.000429 20.25 -23.81
PUT 20240614 38,250 200 0.172 -0.327 0.000391 19.31 -23.73
CALL 20240621 39,125 0 0.164 0.357 0.000300 28.23 -16.61
CALL 20240621 39,000 330 0.160 0.392 0.000317 29.08 -16.70
CALL 20240621 38,875 385 0.162 0.433 0.000321 29.76 -17.27
CALL 20240621 38,750 440 0.162 0.473 0.000324 30.12 -17.49
CALL 20240621 38,625 0 0.169 0.513 0.000312 30.18 -18.23
CALL 20240621 38,500 0 0.171 0.552 0.000306 29.94 -18.31
CALL 20240621 38,375 0 0.173 0.589 0.000297 29.44 -18.23
CALL 20240621 38,250 0 0.175 0.625 0.000286 28.71 -18.02
PUT 20240621 39,125 745 0.154 -0.653 0.000317 27.95 -15.28
PUT 20240621 39,000 0 0.153 -0.614 0.000330 28.96 -15.75
PUT 20240621 38,875 530 0.134 -0.584 0.000385 29.53 -14.06
PUT 20240621 38,750 480 0.141 -0.533 0.000373 30.09 -15.09
PUT 20240621 38,625 475 0.161 -0.487 0.000327 30.18 -17.29
PUT 20240621 38,500 440 0.169 -0.448 0.000309 29.94 -18.04
PUT 20240621 38,375 0 0.161 -0.406 0.000317 29.35 -16.88
PUT 20240621 38,250 340 0.171 -0.373 0.000292 28.65 -17.47
CALL 20240628 39,125 0 0.161 0.383 0.000255 35.37 -13.62
CALL 20240628 39,000 450 0.164 0.416 0.000256 36.17 -14.19
CALL 20240628 38,875 460 0.153 0.444 0.000279 36.61 -13.36
CALL 20240628 38,750 550 0.162 0.480 0.000265 36.94 -14.30
CALL 20240628 38,625 0 0.163 0.514 0.000263 36.96 -14.43
CALL 20240628 38,500 0 0.164 0.546 0.000261 36.73 -14.38
CALL 20240628 38,375 0 0.166 0.578 0.000254 36.27 -14.38
CALL 20240628 38,250 0 0.168 0.609 0.000247 35.59 -14.28
PUT 20240628 39,125 0 0.161 -0.617 0.000255 35.37 -13.52
PUT 20240628 39,000 0 0.161 -0.585 0.000261 36.13 -13.81
PUT 20240628 38,875 0 0.161 -0.553 0.000265 36.66 -13.99
PUT 20240628 38,750 0 0.162 -0.519 0.000265 36.94 -14.22
PUT 20240628 38,625 605 0.167 -0.486 0.000258 36.96 -14.61
PUT 20240628 38,500 0 0.164 -0.454 0.000260 36.73 -14.33
PUT 20240628 38,375 520 0.176 -0.425 0.000241 36.33 -15.14
PUT 20240628 38,250 0 0.167 -0.391 0.000248 35.58 -14.10
CALL 20240705 39,125 0 0.162 0.401 0.000223 41.38 -12.00
CALL 20240705 39,000 0 0.163 0.429 0.000225 42.03 -12.27
CALL 20240705 38,875 0 0.164 0.458 0.000227 42.46 -12.45
CALL 20240705 38,750 0 0.164 0.486 0.000227 42.67 -12.58
CALL 20240705 38,625 0 0.165 0.514 0.000226 42.67 -12.61
CALL 20240705 38,500 0 0.165 0.543 0.000224 42.46 -12.57
CALL 20240705 38,375 0 0.166 0.570 0.000221 42.03 -12.50
CALL 20240705 38,250 0 0.167 0.597 0.000216 41.42 -12.45
PUT 20240705 39,125 0 0.161 -0.600 0.000224 41.36 -11.82
PUT 20240705 39,000 0 0.162 -0.571 0.000226 42.02 -12.09
PUT 20240705 38,875 0 0.163 -0.543 0.000228 42.45 -12.27
PUT 20240705 38,750 0 0.163 -0.514 0.000228 42.67 -12.40
PUT 20240705 38,625 680 0.162 -0.486 0.000230 42.67 -12.29
PUT 20240705 38,500 0 0.164 -0.457 0.000226 42.46 -12.39
PUT 20240705 38,375 0 0.165 -0.429 0.000223 42.03 -12.32
PUT 20240705 38,250 0 0.166 -0.402 0.000217 41.41 -12.27
CALL 20240712 39,125 0 0.162 0.413 0.000201 46.61 -10.81
CALL 20240712 39,000 615 0.162 0.438 0.000203 47.17 -10.98
CALL 20240712 38,875 0 0.163 0.464 0.000204 47.55 -11.13
CALL 20240712 38,750 750 0.167 0.490 0.000199 47.73 -11.46
CALL 20240712 38,625 780 0.161 0.515 0.000207 47.71 -11.02
CALL 20240712 38,500 840 0.160 0.541 0.000207 47.49 -10.92
CALL 20240712 38,375 0 0.167 0.565 0.000196 47.11 -11.33
CALL 20240712 38,250 0 0.167 0.590 0.000195 46.53 -11.16
PUT 20240712 39,125 0 0.162 -0.587 0.000201 46.60 -10.70
PUT 20240712 39,000 920 0.152 -0.567 0.000216 47.07 -10.19
PUT 20240712 38,875 915 0.166 -0.535 0.000200 47.56 -11.25
PUT 20240712 38,750 800 0.157 -0.512 0.000213 47.72 -10.62
PUT 20240712 38,625 785 0.167 -0.485 0.000200 47.71 -11.33
PUT 20240712 38,500 710 0.164 -0.460 0.000202 47.50 -11.09
PUT 20240712 38,375 0 0.166 -0.435 0.000198 47.10 -11.13
PUT 20240712 38,250 645 0.175 -0.413 0.000186 46.61 -11.58
CALL 20240719 39,125 0 0.162 0.425 0.000184 51.38 -9.96
CALL 20240719 39,000 0 0.163 0.448 0.000185 51.87 -10.14
CALL 20240719 38,875 0 0.164 0.471 0.000185 52.17 -10.23
CALL 20240719 38,750 0 0.165 0.494 0.000185 52.31 -10.31
CALL 20240719 38,625 0 0.165 0.518 0.000184 52.26 -10.31
CALL 20240719 38,500 0 0.165 0.541 0.000184 52.04 -10.26
CALL 20240719 38,375 0 0.165 0.564 0.000182 51.65 -10.20
CALL 20240719 38,250 0 0.166 0.586 0.000179 51.09 -10.15
PUT 20240719 39,125 0 0.163 -0.575 0.000183 51.39 -9.93
PUT 20240719 39,000 0 0.164 -0.552 0.000184 51.87 -10.08
PUT 20240719 38,875 0 0.165 -0.528 0.000184 52.18 -10.19
PUT 20240719 38,750 0 0.166 -0.505 0.000184 52.31 -10.25
PUT 20240719 38,625 0 0.166 -0.482 0.000183 52.26 -10.25
PUT 20240719 38,500 0 0.166 -0.460 0.000183 52.04 -10.22
PUT 20240719 38,375 0 0.166 -0.437 0.000181 51.65 -10.14
PUT 20240719 38,250 0 0.167 -0.414 0.000178 51.10 -10.10
CALL 20240809 39,125 0 0.164 0.444 0.000150 63.43 -8.29
CALL 20240809 39,000 860 0.159 0.460 0.000156 63.75 -8.07
CALL 20240809 38,875 0 0.165 0.482 0.000150 64.00 -8.44
CALL 20240809 38,750 0 0.166 0.500 0.000150 64.07 -8.47
CALL 20240809 38,625 0 0.166 0.519 0.000150 63.99 -8.47
CALL 20240809 38,500 0 0.166 0.538 0.000149 63.78 -8.45
CALL 20240809 38,375 0 0.166 0.557 0.000148 63.42 -8.40
CALL 20240809 38,250 0 0.166 0.575 0.000147 62.92 -8.35
PUT 20240809 39,125 0 0.165 -0.556 0.000149 63.44 -8.22
PUT 20240809 39,000 0 0.165 -0.537 0.000150 63.79 -8.29
PUT 20240809 38,875 0 0.166 -0.518 0.000150 64.00 -8.37
PUT 20240809 38,750 0 0.166 -0.499 0.000149 64.07 -8.40
PUT 20240809 38,625 0 0.167 -0.481 0.000149 63.99 -8.40
PUT 20240809 38,500 0 0.167 -0.462 0.000148 63.78 -8.38
PUT 20240809 38,375 0 0.167 -0.443 0.000148 63.42 -8.34
PUT 20240809 38,250 0 0.167 -0.425 0.000146 62.93 -8.28