日経225先物・オプション価格情報
2024年06月14日(金)
先物終値
種別 限月 終値
NK225 202409 38,840
NK225 202412 38,620
種別 限月 終値
NK225M 202407 38,835
NK225M 202408 38,840
NK225M 202409 38,840
種別 限月 終値
NK225MC 202407 38,835
NK225MC 202408 38,840
NK225MC 202409 38,840
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 202407 39,250 440 0.145 0.404 0.000249 41.66 -10.81
CALL 202407 39,125 510 0.149 0.438 0.000245 42.38 -11.35
CALL 202407 39,000 555 0.147 0.467 0.000251 42.77 -11.29
CALL 202407 38,875 620 0.149 0.499 0.000249 42.91 -11.45
CALL 202407 38,750 675 0.147 0.530 0.000252 42.79 -11.29
CALL 202407 38,625 735 0.146 0.562 0.000252 42.39 -11.07
CALL 202407 38,500 910 0.171 0.583 0.000213 41.99 -12.85
CALL 202407 38,375 910 0.153 0.620 0.000231 40.97 -11.26
PUT 202407 39,250 865 0.148 -0.594 0.000244 41.72 -10.95
PUT 202407 39,125 805 0.151 -0.562 0.000242 42.40 -11.39
PUT 202407 39,000 720 0.148 -0.532 0.000250 42.77 -11.23
PUT 202407 38,875 655 0.148 -0.501 0.000250 42.91 -11.30
PUT 202407 38,750 595 0.149 -0.470 0.000248 42.79 -11.32
PUT 202407 38,625 550 0.152 -0.440 0.000241 42.42 -11.48
PUT 202407 38,500 505 0.155 -0.411 0.000234 41.83 -11.50
PUT 202407 38,375 445 0.152 -0.380 0.000232 40.96 -11.11
CALL 202408 39,250 0 0.146 0.440 0.000177 60.00 -7.89
CALL 202408 39,125 0 0.147 0.462 0.000178 60.42 -7.97
CALL 202408 39,000 850 0.152 0.485 0.000172 60.65 -8.29
CALL 202408 38,875 0 0.148 0.506 0.000178 60.68 -8.05
CALL 202408 38,750 870 0.135 0.529 0.000193 60.53 -7.38
CALL 202408 38,625 0 0.149 0.551 0.000175 60.21 -8.05
CALL 202408 38,500 0 0.149 0.572 0.000173 59.69 -8.02
CALL 202408 38,375 0 0.150 0.594 0.000170 59.00 -7.94
PUT 202408 39,250 1,120 0.148 -0.559 0.000175 60.02 -7.88
PUT 202408 39,125 0 0.158 -0.534 0.000165 60.48 -8.48
PUT 202408 39,000 1,020 0.155 -0.514 0.000169 60.66 -8.32
PUT 202408 38,875 0 0.159 -0.492 0.000165 60.68 -8.58
PUT 202408 38,750 0 0.160 -0.472 0.000163 60.54 -8.60
PUT 202408 38,625 0 0.160 -0.451 0.000163 60.24 -8.56
PUT 202408 38,500 775 0.155 -0.430 0.000166 59.74 -8.23
PUT 202408 38,375 0 0.162 -0.411 0.000158 59.18 -8.49
CALL 202409 39,250 0 0.151 0.461 0.000136 76.99 -6.42
CALL 202409 39,125 0 0.151 0.478 0.000136 77.25 -6.46
CALL 202409 39,000 0 0.152 0.495 0.000135 77.36 -6.50
CALL 202409 38,875 0 0.152 0.512 0.000135 77.34 -6.51
CALL 202409 38,750 0 0.152 0.529 0.000135 77.17 -6.52
CALL 202409 38,625 0 0.154 0.545 0.000133 76.87 -6.54
CALL 202409 38,500 0 0.154 0.562 0.000132 76.43 -6.54
CALL 202409 38,375 0 0.153 0.579 0.000132 75.85 -6.43
PUT 202409 39,250 0 0.160 -0.535 0.000128 77.06 -6.70
PUT 202409 39,125 0 0.160 -0.519 0.000129 77.28 -6.73
PUT 202409 39,000 0 0.160 -0.503 0.000128 77.37 -6.76
PUT 202409 38,875 0 0.161 -0.487 0.000128 77.33 -6.79
PUT 202409 38,750 0 0.161 -0.471 0.000128 77.17 -6.76
PUT 202409 38,625 0 0.162 -0.455 0.000126 76.88 -6.80
PUT 202409 38,500 1,200 0.178 -0.442 0.000115 76.54 -7.42
PUT 202409 38,375 0 0.164 -0.424 0.000123 75.97 -6.78
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 20240621 39,250 140 0.141 0.296 0.000457 18.59 -18.69
CALL 20240621 39,125 180 0.141 0.355 0.000492 20.03 -20.16
CALL 20240621 39,000 235 0.144 0.420 0.000504 21.03 -21.71
CALL 20240621 38,875 290 0.144 0.484 0.000515 21.44 -22.11
CALL 20240621 38,750 365 0.149 0.547 0.000493 21.31 -22.81
CALL 20240621 38,625 380 0.122 0.629 0.000575 20.32 -17.78
CALL 20240621 38,500 460 0.121 0.701 0.000534 18.67 -16.19
CALL 20240621 38,375 0 0.144 0.728 0.000428 17.83 -18.42
PUT 20240621 39,250 445 0.074 -0.850 0.000589 12.56 -6.52
PUT 20240621 39,125 535 0.173 -0.617 0.000410 20.53 -25.30
PUT 20240621 39,000 385 0.138 -0.584 0.000527 20.98 -20.54
PUT 20240621 38,875 320 0.140 -0.517 0.000530 21.44 -21.34
PUT 20240621 38,750 270 0.145 -0.452 0.000508 21.30 -22.03
PUT 20240621 38,625 205 0.140 -0.385 0.000509 20.56 -20.46
PUT 20240621 38,500 165 0.142 -0.326 0.000471 19.38 -19.65
PUT 20240621 38,375 145 0.152 -0.282 0.000413 18.17 -19.73
CALL 20240628 39,250 300 0.157 0.371 0.000317 28.74 -16.14
CALL 20240628 39,125 295 0.139 0.398 0.000365 29.35 -14.63
CALL 20240628 39,000 305 0.125 0.437 0.000413 29.96 -13.46
CALL 20240628 38,875 370 0.128 0.489 0.000409 30.33 -13.93
CALL 20240628 38,750 440 0.130 0.540 0.000400 30.19 -14.12
CALL 20240628 38,625 0 0.134 0.588 0.000382 29.61 -14.23
CALL 20240628 38,500 520 0.107 0.664 0.000446 27.73 -10.70
CALL 20240628 38,375 0 0.133 0.682 0.000353 27.14 -12.95
PUT 20240628 39,250 830 0.197 -0.601 0.000258 29.37 -20.59
PUT 20240628 39,125 0 0.157 -0.589 0.000326 29.58 -16.52
PUT 20240628 39,000 455 0.121 -0.566 0.000428 29.93 -12.86
PUT 20240628 38,875 465 0.147 -0.508 0.000357 30.34 -15.84
PUT 20240628 38,750 360 0.133 -0.461 0.000394 30.19 -14.25
PUT 20240628 38,625 360 0.151 -0.421 0.000340 29.75 -16.04
PUT 20240628 38,500 285 0.143 -0.373 0.000348 28.79 -14.68
PUT 20240628 38,375 225 0.138 -0.324 0.000343 27.34 -13.42
CALL 20240705 39,250 0 0.137 0.380 0.000299 35.46 -11.56
CALL 20240705 39,125 0 0.136 0.417 0.000307 36.36 -11.86
CALL 20240705 39,000 0 0.138 0.456 0.000309 36.94 -12.15
CALL 20240705 38,875 0 0.138 0.495 0.000311 37.16 -12.25
CALL 20240705 38,750 0 0.141 0.533 0.000303 37.03 -12.48
CALL 20240705 38,625 0 0.141 0.571 0.000299 36.57 -12.35
CALL 20240705 38,500 0 0.142 0.608 0.000291 35.80 -12.16
CALL 20240705 38,375 0 0.142 0.644 0.000282 34.72 -11.81
PUT 20240705 39,250 0 0.152 -0.607 0.000271 35.82 -12.92
PUT 20240705 39,125 0 0.152 -0.573 0.000277 36.54 -13.18
PUT 20240705 39,000 0 0.153 -0.538 0.000279 36.99 -13.40
PUT 20240705 38,875 0 0.153 -0.503 0.000280 37.16 -13.48
PUT 20240705 38,750 0 0.156 -0.469 0.000273 37.05 -13.72
PUT 20240705 38,625 0 0.157 -0.435 0.000270 36.66 -13.64
PUT 20240705 38,500 0 0.158 -0.401 0.000263 36.02 -13.47
PUT 20240705 38,375 0 0.158 -0.369 0.000256 35.14 -13.19
CALL 20240712 39,250 440 0.145 0.404 0.000249 41.66 -10.81
CALL 20240712 39,125 480 0.142 0.434 0.000257 42.32 -10.80
CALL 20240712 39,000 570 0.151 0.469 0.000245 42.78 -11.56
CALL 20240712 38,875 615 0.148 0.499 0.000251 42.91 -11.36
CALL 20240712 38,750 675 0.147 0.530 0.000252 42.79 -11.29
CALL 20240712 38,625 765 0.153 0.560 0.000240 42.42 -11.62
CALL 20240712 38,500 905 0.169 0.583 0.000214 41.98 -12.75
CALL 20240712 38,375 825 0.132 0.635 0.000264 40.42 -9.60
PUT 20240712 39,250 0 0.154 -0.589 0.000235 41.83 -11.45
PUT 20240712 39,125 0 0.155 -0.560 0.000237 42.43 -11.65
PUT 20240712 39,000 735 0.151 -0.531 0.000244 42.78 -11.50
PUT 20240712 38,875 645 0.146 -0.501 0.000254 42.91 -11.12
PUT 20240712 38,750 610 0.152 -0.470 0.000243 42.79 -11.59
PUT 20240712 38,625 690 0.185 -0.447 0.000199 42.53 -14.01
PUT 20240712 38,500 440 0.139 -0.403 0.000259 41.63 -10.29
PUT 20240712 38,375 455 0.155 -0.382 0.000229 41.01 -11.30
CALL 20240719 39,250 0 0.140 0.414 0.000231 46.86 -9.44
CALL 20240719 39,125 0 0.141 0.443 0.000233 47.49 -9.59
CALL 20240719 39,000 0 0.141 0.472 0.000234 47.86 -9.71
CALL 20240719 38,875 0 0.141 0.501 0.000235 47.98 -9.74
CALL 20240719 38,750 0 0.146 0.530 0.000226 47.84 -10.04
CALL 20240719 38,625 0 0.146 0.559 0.000225 47.46 -9.97
CALL 20240719 38,500 0 0.147 0.586 0.000221 46.85 -9.88
CALL 20240719 38,375 0 0.147 0.614 0.000216 46.02 -9.74
PUT 20240719 39,250 0 0.153 -0.578 0.000213 47.07 -10.23
PUT 20240719 39,125 0 0.153 -0.551 0.000215 47.59 -10.36
PUT 20240719 39,000 0 0.154 -0.524 0.000215 47.89 -10.46
PUT 20240719 38,875 0 0.154 -0.497 0.000216 47.98 -10.49
PUT 20240719 38,750 0 0.159 -0.471 0.000209 47.85 -10.79
PUT 20240719 38,625 0 0.159 -0.445 0.000207 47.52 -10.74
PUT 20240719 38,500 0 0.159 -0.419 0.000204 46.99 -10.66
PUT 20240719 38,375 0 0.160 -0.394 0.000200 46.27 -10.54
CALL 20240809 39,250 750 0.154 0.444 0.000169 60.09 -8.30
CALL 20240809 39,125 745 0.144 0.461 0.000181 60.40 -7.82
CALL 20240809 39,000 855 0.153 0.486 0.000171 60.65 -8.33
CALL 20240809 38,875 0 0.149 0.506 0.000176 60.68 -8.11
CALL 20240809 38,750 985 0.154 0.528 0.000169 60.54 -8.40
CALL 20240809 38,625 1,100 0.163 0.548 0.000160 60.25 -8.82
CALL 20240809 38,500 0 0.152 0.572 0.000170 59.72 -8.15
CALL 20240809 38,375 0 0.152 0.593 0.000168 59.05 -8.08
PUT 20240809 39,250 0 0.157 -0.555 0.000166 60.12 -8.35
PUT 20240809 39,125 0 0.157 -0.534 0.000166 60.47 -8.42
PUT 20240809 39,000 1,020 0.155 -0.514 0.000169 60.66 -8.32
PUT 20240809 38,875 0 0.158 -0.492 0.000166 60.68 -8.53
PUT 20240809 38,750 1,060 0.183 -0.472 0.000143 60.54 -9.82
PUT 20240809 38,625 955 0.175 -0.453 0.000148 60.28 -9.39
PUT 20240809 38,500 880 0.173 -0.434 0.000150 59.86 -9.19
PUT 20240809 38,375 700 0.152 -0.407 0.000168 59.04 -7.96
CALL 20240913 39,250 0 0.154 0.462 0.000133 77.02 -6.54
CALL 20240913 39,125 0 0.154 0.479 0.000133 77.26 -6.59
CALL 20240913 39,000 0 0.154 0.495 0.000133 77.36 -6.61
CALL 20240913 38,875 0 0.155 0.512 0.000133 77.33 -6.63
CALL 20240913 38,750 0 0.155 0.529 0.000133 77.17 -6.61
CALL 20240913 38,625 0 0.156 0.545 0.000131 76.87 -6.63
CALL 20240913 38,500 0 0.156 0.562 0.000131 76.44 -6.60
CALL 20240913 38,375 0 0.156 0.578 0.000129 75.89 -6.58
PUT 20240913 39,250 0 0.162 -0.534 0.000126 77.08 -6.82
PUT 20240913 39,125 0 0.163 -0.518 0.000126 77.29 -6.87
PUT 20240913 39,000 0 0.163 -0.503 0.000126 77.37 -6.88
PUT 20240913 38,875 0 0.164 -0.487 0.000126 77.33 -6.90
PUT 20240913 38,750 0 0.164 -0.471 0.000125 77.17 -6.89
PUT 20240913 38,625 0 0.165 -0.456 0.000124 76.89 -6.90
PUT 20240913 38,500 1,045 0.157 -0.439 0.000129 76.45 -6.56
PUT 20240913 38,375 0 0.165 -0.425 0.000122 75.98 -6.86