日経225先物・オプション価格情報
2024年06月28日(金)
先物終値
種別 限月 終値
NK225 202409 39,580
NK225 202412 39,370
種別 限月 終値
NK225M 202407 39,585
NK225M 202408 39,590
NK225M 202409 39,580
種別 限月 終値
NK225MC 202407 39,585
NK225MC 202408 39,590
NK225MC 202409 39,580
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 40,000 265 0.142 0.359 0.000340 28.99 -14.73
CALL 202407 39,875 320 0.145 0.404 0.000345 30.04 -15.58
CALL 202407 39,750 375 0.146 0.448 0.000350 30.67 -16.02
CALL 202407 39,625 435 0.147 0.492 0.000351 30.92 -16.26
CALL 202407 39,500 500 0.147 0.536 0.000348 30.80 -16.27
CALL 202407 39,375 590 0.155 0.576 0.000327 30.36 -16.82
CALL 202407 39,250 575 0.125 0.641 0.000387 28.96 -12.95
CALL 202407 39,125 815 0.180 0.637 0.000269 29.09 -18.79
PUT 202407 40,000 730 0.160 -0.624 0.000307 29.41 -16.69
PUT 202407 39,875 0 0.140 -0.599 0.000355 29.97 -14.96
PUT 202407 39,750 570 0.156 -0.548 0.000327 30.71 -17.06
PUT 202407 39,625 440 0.136 -0.509 0.000379 30.92 -14.95
PUT 202407 39,500 370 0.133 -0.461 0.000384 30.78 -14.60
PUT 202407 39,375 320 0.135 -0.415 0.000372 30.22 -14.55
PUT 202407 39,250 285 0.140 -0.373 0.000348 29.35 -14.68
PUT 202407 39,125 260 0.148 -0.337 0.000319 28.32 -14.89
CALL 202408 40,000 635 0.153 0.432 0.000192 52.80 -9.64
CALL 202408 39,875 0 0.148 0.454 0.000199 53.22 -9.42
CALL 202408 39,750 0 0.149 0.479 0.000199 53.50 -9.52
CALL 202408 39,625 820 0.156 0.505 0.000191 53.57 -9.99
CALL 202408 39,500 0 0.149 0.529 0.000199 53.44 -9.54
CALL 202408 39,375 0 0.150 0.554 0.000196 53.09 -9.55
CALL 202408 39,250 1,075 0.167 0.572 0.000175 52.69 -10.55
CALL 202408 39,125 0 0.152 0.602 0.000189 51.83 -9.43
PUT 202408 40,000 1,000 0.145 -0.572 0.000202 52.69 -9.03
PUT 202408 39,875 0 0.149 -0.546 0.000198 53.23 -9.38
PUT 202408 39,750 820 0.138 -0.524 0.000215 53.48 -8.71
PUT 202408 39,625 860 0.158 -0.495 0.000188 53.57 -10.00
PUT 202408 39,500 780 0.154 -0.471 0.000192 53.44 -9.77
PUT 202408 39,375 0 0.152 -0.447 0.000193 53.10 -9.57
PUT 202408 39,250 0 0.153 -0.423 0.000191 52.57 -9.51
PUT 202408 39,125 0 0.154 -0.399 0.000187 51.87 -9.46
CALL 202409 40,000 0 0.153 0.455 0.000143 72.07 -7.20
CALL 202409 39,875 0 0.154 0.473 0.000142 72.36 -7.28
CALL 202409 39,750 0 0.154 0.491 0.000142 72.51 -7.31
CALL 202409 39,625 0 0.155 0.509 0.000142 72.51 -7.34
CALL 202409 39,500 1,110 0.147 0.527 0.000149 72.36 -6.97
CALL 202409 39,375 1,185 0.149 0.545 0.000147 72.06 -7.01
CALL 202409 39,250 0 0.157 0.562 0.000138 71.66 -7.36
CALL 202409 39,125 0 0.157 0.579 0.000137 71.10 -7.31
PUT 202409 40,000 0 0.154 -0.544 0.000142 72.08 -7.15
PUT 202409 39,875 0 0.154 -0.526 0.000142 72.37 -7.20
PUT 202409 39,750 0 0.155 -0.509 0.000142 72.51 -7.23
PUT 202409 39,625 0 0.156 -0.491 0.000141 72.51 -7.27
PUT 202409 39,500 0 0.156 -0.473 0.000140 72.36 -7.27
PUT 202409 39,375 0 0.156 -0.456 0.000139 72.08 -7.27
PUT 202409 39,250 0 0.158 -0.439 0.000138 71.66 -7.29
PUT 202409 39,125 0 0.159 -0.422 0.000136 71.12 -7.28
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 20240705 40,000 140 0.138 0.296 0.000457 18.95 -18.69
CALL 20240705 39,875 170 0.133 0.350 0.000508 20.30 -19.34
CALL 20240705 39,750 205 0.128 0.411 0.000556 21.32 -19.46
CALL 20240705 39,625 300 0.146 0.484 0.000498 21.85 -22.83
CALL 20240705 39,500 360 0.144 0.547 0.000501 21.72 -22.44
CALL 20240705 39,375 420 0.139 0.613 0.000503 20.99 -20.89
CALL 20240705 39,250 450 0.113 0.709 0.000552 18.79 -15.28
CALL 20240705 39,125 0 0.137 0.735 0.000437 17.97 -17.64
PUT 20240705 40,000 535 0.128 -0.719 0.000482 18.48 -16.77
PUT 20240705 39,875 445 0.126 -0.658 0.000531 20.12 -18.04
PUT 20240705 39,750 335 0.111 -0.603 0.000631 21.14 -16.76
PUT 20240705 39,625 290 0.123 -0.520 0.000589 21.84 -19.19
PUT 20240705 39,500 235 0.126 -0.447 0.000571 21.68 -19.50
PUT 20240705 39,375 195 0.132 -0.382 0.000526 20.90 -19.69
PUT 20240705 39,250 155 0.134 -0.320 0.000485 19.61 -18.80
PUT 20240705 39,125 115 0.133 -0.259 0.000445 17.75 -16.82
CALL 20240712 40,000 280 0.147 0.365 0.000329 29.13 -15.34
CALL 20240712 39,875 330 0.148 0.407 0.000338 30.08 -15.96
CALL 20240712 39,750 380 0.147 0.449 0.000346 30.68 -16.21
CALL 20240712 39,625 525 0.176 0.496 0.000293 30.93 -19.47
CALL 20240712 39,500 500 0.147 0.536 0.000348 30.80 -16.27
CALL 20240712 39,375 595 0.156 0.576 0.000323 30.37 -17.01
CALL 20240712 39,250 590 0.130 0.636 0.000373 29.10 -13.55
CALL 20240712 39,125 0 0.144 0.666 0.000325 28.21 -14.60
PUT 20240712 40,000 700 0.149 -0.633 0.000325 29.19 -15.50
PUT 20240712 39,875 0 0.139 -0.600 0.000358 29.96 -14.84
PUT 20240712 39,750 575 0.158 -0.547 0.000324 30.71 -17.24
PUT 20240712 39,625 500 0.155 -0.507 0.000331 30.92 -17.10
PUT 20240712 39,500 440 0.156 -0.465 0.000329 30.81 -17.12
PUT 20240712 39,375 320 0.135 -0.415 0.000372 30.22 -14.55
PUT 20240712 39,250 270 0.135 -0.369 0.000359 29.24 -14.09
PUT 20240712 39,125 280 0.155 -0.344 0.000307 28.52 -15.72
CALL 20240719 40,000 365 0.143 0.389 0.000282 36.41 -12.44
CALL 20240719 39,875 0 0.145 0.426 0.000285 37.23 -12.89
CALL 20240719 39,750 475 0.145 0.461 0.000288 37.71 -13.06
CALL 20240719 39,625 0 0.140 0.497 0.000300 37.88 -12.67
CALL 20240719 39,500 0 0.140 0.534 0.000298 37.74 -12.66
CALL 20240719 39,375 0 0.141 0.571 0.000294 37.28 -12.54
CALL 20240719 39,250 0 0.142 0.607 0.000285 36.51 -12.41
CALL 20240719 39,125 0 0.145 0.640 0.000271 35.53 -12.35
PUT 20240719 40,000 0 0.140 -0.613 0.000287 36.35 -12.08
PUT 20240719 39,875 0 0.140 -0.577 0.000294 37.17 -12.36
PUT 20240719 39,750 0 0.141 -0.540 0.000297 37.69 -12.55
PUT 20240719 39,625 0 0.142 -0.503 0.000296 37.88 -12.76
PUT 20240719 39,500 0 0.142 -0.466 0.000294 37.75 -12.72
PUT 20240719 39,375 440 0.143 -0.430 0.000288 37.29 -12.68
PUT 20240719 39,250 360 0.136 -0.389 0.000297 36.40 -11.75
PUT 20240719 39,125 0 0.146 -0.361 0.000270 35.55 -12.30
CALL 20240726 40,000 0 0.144 0.406 0.000246 42.53 -10.96
CALL 20240726 39,875 0 0.147 0.439 0.000245 43.23 -11.36
CALL 20240726 39,750 0 0.144 0.468 0.000252 43.61 -11.27
CALL 20240726 39,625 0 0.146 0.500 0.000250 43.74 -11.42
CALL 20240726 39,500 0 0.149 0.531 0.000243 43.61 -11.69
CALL 20240726 39,375 0 0.147 0.562 0.000244 43.22 -11.44
CALL 20240726 39,250 0 0.150 0.591 0.000237 42.60 -11.45
CALL 20240726 39,125 0 0.148 0.622 0.000234 41.69 -11.09
PUT 20240726 40,000 0 0.145 -0.593 0.000245 42.55 -10.92
PUT 20240726 39,875 0 0.147 -0.561 0.000244 43.23 -11.32
PUT 20240726 39,750 0 0.145 -0.531 0.000250 43.61 -11.23
PUT 20240726 39,625 0 0.146 -0.500 0.000248 43.74 -11.38
PUT 20240726 39,500 535 0.133 -0.467 0.000273 43.60 -10.29
PUT 20240726 39,375 0 0.148 -0.438 0.000242 43.22 -11.40
PUT 20240726 39,250 0 0.151 -0.409 0.000235 42.61 -11.42
PUT 20240726 39,125 0 0.149 -0.379 0.000233 41.71 -11.06
CALL 20240802 40,000 0 0.146 0.420 0.000218 47.91 -10.06
CALL 20240802 39,875 0 0.148 0.448 0.000218 48.49 -10.29
CALL 20240802 39,750 0 0.147 0.475 0.000221 48.81 -10.30
CALL 20240802 39,625 0 0.148 0.502 0.000220 48.91 -10.40
CALL 20240802 39,500 0 0.150 0.530 0.000216 48.77 -10.53
CALL 20240802 39,375 0 0.150 0.557 0.000215 48.41 -10.40
CALL 20240802 39,250 0 0.151 0.583 0.000211 47.84 -10.38
CALL 20240802 39,125 0 0.151 0.610 0.000208 47.05 -10.20
PUT 20240802 40,000 0 0.147 -0.580 0.000217 47.93 -10.02
PUT 20240802 39,875 0 0.149 -0.552 0.000216 48.50 -10.27
PUT 20240802 39,750 0 0.148 -0.525 0.000219 48.81 -10.26
PUT 20240802 39,625 0 0.149 -0.498 0.000218 48.91 -10.37
PUT 20240802 39,500 0 0.151 -0.470 0.000215 48.77 -10.49
PUT 20240802 39,375 0 0.151 -0.444 0.000214 48.42 -10.38
PUT 20240802 39,250 0 0.152 -0.417 0.000209 47.86 -10.36
PUT 20240802 39,125 0 0.152 -0.391 0.000206 47.07 -10.16
CALL 20240809 40,000 695 0.164 0.438 0.000179 52.93 -10.38
CALL 20240809 39,875 760 0.166 0.461 0.000178 53.32 -10.60
CALL 20240809 39,750 740 0.152 0.480 0.000195 53.51 -9.73
CALL 20240809 39,625 840 0.160 0.505 0.000186 53.57 -10.23
CALL 20240809 39,500 820 0.144 0.529 0.000205 53.43 -9.23
CALL 20240809 39,375 960 0.158 0.552 0.000186 53.12 -10.07
CALL 20240809 39,250 1,000 0.153 0.577 0.000190 52.57 -9.64
CALL 20240809 39,125 0 0.155 0.600 0.000186 51.89 -9.63
PUT 20240809 40,000 0 0.146 -0.572 0.000201 52.70 -9.08
PUT 20240809 39,875 0 0.149 -0.546 0.000198 53.23 -9.37
PUT 20240809 39,750 805 0.135 -0.525 0.000220 53.47 -8.53
PUT 20240809 39,625 735 0.134 -0.498 0.000221 53.58 -8.51
PUT 20240809 39,500 725 0.144 -0.471 0.000206 53.43 -9.12
PUT 20240809 39,375 0 0.152 -0.447 0.000194 53.10 -9.53
PUT 20240809 39,250 645 0.151 -0.422 0.000193 52.56 -9.40
PUT 20240809 39,125 0 0.153 -0.399 0.000187 51.86 -9.43
CALL 20240913 40,000 1,000 0.164 0.460 0.000133 72.16 -7.73
CALL 20240913 39,875 0 0.155 0.474 0.000141 72.37 -7.35
CALL 20240913 39,750 0 0.156 0.492 0.000140 72.51 -7.41
CALL 20240913 39,625 0 0.156 0.509 0.000140 72.51 -7.42
CALL 20240913 39,500 0 0.157 0.527 0.000139 72.36 -7.44
CALL 20240913 39,375 0 0.157 0.544 0.000139 72.08 -7.40
CALL 20240913 39,250 0 0.158 0.561 0.000137 71.66 -7.42
CALL 20240913 39,125 0 0.159 0.578 0.000135 71.12 -7.40
PUT 20240913 40,000 0 0.155 -0.544 0.000140 72.09 -7.21
PUT 20240913 39,875 0 0.156 -0.526 0.000141 72.37 -7.26
PUT 20240913 39,750 0 0.157 -0.508 0.000140 72.51 -7.32
PUT 20240913 39,625 0 0.157 -0.491 0.000140 72.50 -7.33
PUT 20240913 39,500 0 0.158 -0.473 0.000139 72.36 -7.35
PUT 20240913 39,375 0 0.157 -0.456 0.000139 72.08 -7.31
PUT 20240913 39,250 0 0.159 -0.439 0.000137 71.67 -7.34
PUT 20240913 39,125 0 0.160 -0.422 0.000135 71.13 -7.32