日経225先物・オプション価格情報
2024年06月21日(金)
先物終値
種別 限月 終値
NK225 202409 38,600
NK225 202412 38,380
種別 限月 終値
NK225M 202407 38,590
NK225M 202408 38,605
NK225M 202409 38,600
種別 限月 終値
NK225MC 202407 38,590
NK225MC 202408 38,605
NK225MC 202409 38,600
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 39,000 355 0.144 0.387 0.000287 35.44 -12.18
CALL 202407 38,875 410 0.146 0.424 0.000291 36.26 -12.61
CALL 202407 38,750 470 0.147 0.461 0.000291 36.75 -12.94
CALL 202407 38,625 520 0.145 0.497 0.000297 36.93 -12.81
CALL 202407 38,500 585 0.146 0.534 0.000295 36.79 -12.82
CALL 202407 38,375 0 0.143 0.572 0.000296 36.33 -12.47
CALL 202407 38,250 745 0.152 0.604 0.000275 35.67 -12.94
CALL 202407 38,125 815 0.150 0.639 0.000270 34.65 -12.43
PUT 202407 39,000 765 0.145 -0.612 0.000286 35.45 -12.14
PUT 202407 38,875 690 0.145 -0.576 0.000292 36.25 -12.44
PUT 202407 38,750 650 0.153 -0.537 0.000280 36.77 -13.37
PUT 202407 38,625 560 0.147 -0.503 0.000293 36.93 -12.88
PUT 202407 38,500 500 0.148 -0.466 0.000291 36.79 -12.89
PUT 202407 38,375 460 0.153 -0.432 0.000278 36.38 -13.17
PUT 202407 38,250 410 0.154 -0.397 0.000271 35.70 -13.01
PUT 202407 38,125 375 0.158 -0.367 0.000258 34.84 -13.04
CALL 202408 39,000 680 0.152 0.439 0.000184 55.77 -8.68
CALL 202408 38,875 740 0.153 0.463 0.000184 56.18 -8.82
CALL 202408 38,750 805 0.154 0.486 0.000182 56.39 -8.94
CALL 202408 38,625 0 0.149 0.508 0.000189 56.42 -8.63
CALL 202408 38,500 920 0.153 0.531 0.000183 56.25 -8.85
CALL 202408 38,375 0 0.152 0.555 0.000184 55.90 -8.70
CALL 202408 38,250 0 0.152 0.578 0.000182 55.36 -8.66
CALL 202408 38,125 0 0.153 0.600 0.000179 54.64 -8.57
PUT 202408 39,000 1,000 0.139 -0.568 0.000200 55.61 -7.84
PUT 202408 38,875 995 0.151 -0.538 0.000186 56.17 -8.61
PUT 202408 38,750 960 0.157 -0.514 0.000179 56.40 -8.99
PUT 202408 38,625 860 0.151 -0.492 0.000187 56.42 -8.64
PUT 202408 38,500 840 0.159 -0.469 0.000177 56.26 -9.06
PUT 202408 38,375 785 0.160 -0.447 0.000175 55.93 -9.06
PUT 202408 38,250 0 0.161 -0.425 0.000172 55.44 -9.07
PUT 202408 38,125 670 0.159 -0.403 0.000172 54.75 -8.84
CALL 202409 39,000 0 0.153 0.460 0.000140 73.50 -6.75
CALL 202409 38,875 0 0.154 0.478 0.000140 73.76 -6.80
CALL 202409 38,750 0 0.154 0.495 0.000140 73.87 -6.81
CALL 202409 38,625 0 0.153 0.512 0.000141 73.84 -6.79
CALL 202409 38,500 0 0.155 0.530 0.000138 73.67 -6.86
CALL 202409 38,375 0 0.156 0.547 0.000137 73.36 -6.87
CALL 202409 38,250 0 0.156 0.564 0.000136 72.91 -6.84
CALL 202409 38,125 0 0.157 0.581 0.000134 72.34 -6.82
PUT 202409 39,000 0 0.161 -0.536 0.000133 73.57 -7.01
PUT 202409 38,875 0 0.162 -0.520 0.000133 73.78 -7.07
PUT 202409 38,750 0 0.162 -0.503 0.000133 73.87 -7.06
PUT 202409 38,625 0 0.163 -0.487 0.000132 73.83 -7.10
PUT 202409 38,500 1,090 0.155 -0.470 0.000139 73.67 -6.75
PUT 202409 38,375 0 0.164 -0.454 0.000131 73.37 -7.10
PUT 202409 38,250 0 0.165 -0.437 0.000129 72.96 -7.11
PUT 202409 38,125 0 0.165 -0.421 0.000128 72.43 -7.09
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 20240628 39,000 120 0.130 0.282 0.000487 18.04 -16.74
CALL 20240628 38,875 145 0.123 0.336 0.000555 19.50 -17.16
CALL 20240628 38,750 210 0.132 0.415 0.000552 20.83 -19.72
CALL 20240628 38,625 265 0.132 0.484 0.000565 21.30 -20.15
CALL 20240628 38,500 325 0.130 0.555 0.000568 21.11 -19.69
CALL 20240628 38,375 385 0.124 0.631 0.000570 20.15 -17.89
CALL 20240628 38,250 500 0.141 0.679 0.000475 19.14 -19.35
CALL 20240628 38,125 625 0.162 0.710 0.000396 18.30 -21.23
PUT 20240628 39,000 535 0.133 -0.714 0.000479 18.18 -17.18
PUT 20240628 38,875 405 0.110 -0.682 0.000605 19.07 -14.96
PUT 20240628 38,750 380 0.137 -0.582 0.000532 20.87 -20.42
PUT 20240628 38,625 310 0.137 -0.515 0.000544 21.31 -20.82
PUT 20240628 38,500 250 0.138 -0.447 0.000538 21.13 -20.73
PUT 20240628 38,375 230 0.154 -0.392 0.000468 20.53 -22.49
PUT 20240628 38,250 160 0.141 -0.322 0.000474 19.16 -19.31
PUT 20240628 38,125 135 0.148 -0.274 0.000420 17.80 -18.84
CALL 20240705 39,000 240 0.136 0.351 0.000361 28.03 -13.66
CALL 20240705 38,875 0 0.139 0.399 0.000368 29.18 -14.53
CALL 20240705 38,750 380 0.151 0.451 0.000348 29.92 -16.13
CALL 20240705 38,625 0 0.140 0.493 0.000377 30.15 -15.13
CALL 20240705 38,500 475 0.142 0.540 0.000370 30.00 -15.27
CALL 20240705 38,375 0 0.143 0.585 0.000361 29.46 -15.08
CALL 20240705 38,250 0 0.144 0.629 0.000347 28.57 -14.78
CALL 20240705 38,125 0 0.146 0.669 0.000327 27.39 -14.40
PUT 20240705 39,000 685 0.149 -0.635 0.000334 28.40 -15.04
PUT 20240705 38,875 0 0.150 -0.592 0.000341 29.34 -15.70
PUT 20240705 38,750 0 0.151 -0.549 0.000347 29.92 -16.08
PUT 20240705 38,625 435 0.139 -0.507 0.000381 30.15 -14.87
PUT 20240705 38,500 430 0.158 -0.463 0.000334 30.02 -16.84
PUT 20240705 38,375 310 0.136 -0.411 0.000378 29.40 -14.25
PUT 20240705 38,250 305 0.152 -0.377 0.000331 28.70 -15.51
PUT 20240705 38,125 0 0.157 -0.340 0.000309 27.70 -15.48
CALL 20240712 39,000 355 0.144 0.387 0.000287 35.44 -12.18
CALL 20240712 38,875 400 0.143 0.422 0.000296 36.23 -12.36
CALL 20240712 38,750 465 0.146 0.461 0.000294 36.75 -12.82
CALL 20240712 38,625 540 0.151 0.498 0.000286 36.93 -13.29
CALL 20240712 38,500 590 0.147 0.534 0.000292 36.79 -12.94
CALL 20240712 38,375 630 0.140 0.574 0.000303 36.30 -12.13
CALL 20240712 38,250 760 0.156 0.601 0.000268 35.73 -13.31
CALL 20240712 38,125 0 0.150 0.639 0.000269 34.67 -12.49
PUT 20240712 39,000 745 0.139 -0.617 0.000297 35.32 -11.61
PUT 20240712 38,875 720 0.153 -0.572 0.000277 36.33 -13.18
PUT 20240712 38,750 640 0.151 -0.538 0.000285 36.76 -13.13
PUT 20240712 38,625 565 0.148 -0.502 0.000290 36.93 -13.00
PUT 20240712 38,500 515 0.152 -0.467 0.000283 36.80 -13.25
PUT 20240712 38,375 465 0.154 -0.432 0.000276 36.39 -13.30
PUT 20240712 38,250 415 0.155 -0.398 0.000269 35.72 -13.14
PUT 20240712 38,125 360 0.153 -0.363 0.000264 34.74 -12.65
CALL 20240719 39,000 0 0.140 0.405 0.000258 41.44 -10.43
CALL 20240719 38,875 0 0.142 0.438 0.000259 42.14 -10.74
CALL 20240719 38,750 0 0.142 0.471 0.000261 42.54 -10.86
CALL 20240719 38,625 0 0.143 0.503 0.000261 42.66 -10.95
CALL 20240719 38,500 0 0.147 0.536 0.000253 42.49 -11.21
CALL 20240719 38,375 0 0.148 0.567 0.000249 42.06 -11.16
CALL 20240719 38,250 0 0.149 0.598 0.000244 41.38 -11.04
CALL 20240719 38,125 0 0.150 0.627 0.000236 40.47 -10.88
PUT 20240719 39,000 0 0.151 -0.587 0.000241 41.63 -11.16
PUT 20240719 38,875 0 0.152 -0.557 0.000243 42.23 -11.42
PUT 20240719 38,750 0 0.153 -0.526 0.000244 42.56 -11.55
PUT 20240719 38,625 640 0.148 -0.496 0.000252 42.65 -11.22
PUT 20240719 38,500 0 0.157 -0.466 0.000236 42.50 -11.88
PUT 20240719 38,375 0 0.158 -0.436 0.000233 42.11 -11.86
PUT 20240719 38,250 0 0.159 -0.408 0.000228 41.51 -11.76
PUT 20240719 38,125 0 0.161 -0.380 0.000222 40.71 -11.63
CALL 20240726 39,000 545 0.151 0.424 0.000217 46.82 -10.15
CALL 20240726 38,875 0 0.144 0.448 0.000229 47.28 -9.79
CALL 20240726 38,750 0 0.145 0.476 0.000230 47.61 -9.89
CALL 20240726 38,625 0 0.145 0.505 0.000230 47.69 -9.95
CALL 20240726 38,500 0 0.149 0.534 0.000224 47.52 -10.15
CALL 20240726 38,375 0 0.150 0.561 0.000220 47.13 -10.13
CALL 20240726 38,250 0 0.151 0.588 0.000216 46.51 -10.06
CALL 20240726 38,125 0 0.152 0.615 0.000211 45.70 -9.96
PUT 20240726 39,000 0 0.153 -0.575 0.000215 46.84 -10.15
PUT 20240726 38,875 0 0.153 -0.548 0.000216 47.34 -10.32
PUT 20240726 38,750 0 0.154 -0.521 0.000217 47.62 -10.40
PUT 20240726 38,625 0 0.154 -0.494 0.000216 47.69 -10.47
PUT 20240726 38,500 0 0.158 -0.467 0.000211 47.53 -10.66
PUT 20240726 38,375 0 0.159 -0.441 0.000208 47.17 -10.65
PUT 20240726 38,250 0 0.160 -0.415 0.000204 46.62 -10.59
PUT 20240726 38,125 0 0.161 -0.391 0.000200 45.88 -10.51
CALL 20240809 39,000 665 0.149 0.438 0.000187 55.74 -8.53
CALL 20240809 38,875 740 0.153 0.463 0.000184 56.18 -8.82
CALL 20240809 38,750 0 0.150 0.485 0.000188 56.39 -8.69
CALL 20240809 38,625 865 0.155 0.509 0.000182 56.42 -8.95
CALL 20240809 38,500 910 0.152 0.532 0.000186 56.25 -8.75
CALL 20240809 38,375 0 0.153 0.555 0.000183 55.90 -8.77
CALL 20240809 38,250 0 0.153 0.577 0.000181 55.36 -8.70
CALL 20240809 38,125 0 0.154 0.600 0.000177 54.66 -8.65
PUT 20240809 39,000 1,060 0.150 -0.562 0.000186 55.75 -8.47
PUT 20240809 38,875 0 0.156 -0.536 0.000180 56.20 -8.89
PUT 20240809 38,750 0 0.157 -0.514 0.000180 56.40 -8.98
PUT 20240809 38,625 875 0.154 -0.491 0.000183 56.42 -8.80
PUT 20240809 38,500 840 0.159 -0.469 0.000177 56.26 -9.06
PUT 20240809 38,375 740 0.152 -0.445 0.000184 55.90 -8.59
PUT 20240809 38,250 680 0.151 -0.422 0.000183 55.34 -8.48
PUT 20240809 38,125 0 0.161 -0.404 0.000170 54.78 -8.96
CALL 20240913 39,000 0 0.153 0.460 0.000140 73.50 -6.75
CALL 20240913 38,875 0 0.154 0.478 0.000140 73.76 -6.81
CALL 20240913 38,750 0 0.154 0.495 0.000140 73.87 -6.83
CALL 20240913 38,625 0 0.155 0.513 0.000139 73.84 -6.85
CALL 20240913 38,500 0 0.157 0.530 0.000137 73.67 -6.94
CALL 20240913 38,375 0 0.157 0.547 0.000136 73.36 -6.92
CALL 20240913 38,250 0 0.158 0.564 0.000135 72.92 -6.90
CALL 20240913 38,125 0 0.158 0.581 0.000134 72.35 -6.86
PUT 20240913 39,000 0 0.160 -0.537 0.000134 73.55 -6.93
PUT 20240913 38,875 0 0.161 -0.520 0.000134 73.78 -6.99
PUT 20240913 38,750 0 0.161 -0.503 0.000134 73.87 -7.02
PUT 20240913 38,625 0 0.161 -0.487 0.000134 73.83 -7.03
PUT 20240913 38,500 0 0.164 -0.470 0.000131 73.67 -7.12
PUT 20240913 38,375 0 0.164 -0.454 0.000131 73.37 -7.10
PUT 20240913 38,250 0 0.164 -0.437 0.000130 72.96 -7.08
PUT 20240913 38,125 0 0.165 -0.421 0.000128 72.42 -7.05