日経225先物・オプション価格情報
2024年07月05日(金)
先物終値
種別 限月 終値
NK225 202409 40,860
NK225 202412 40,660
種別 限月 終値
NK225M 202407 40,860
NK225M 202408 40,855
NK225M 202409 40,860
種別 限月 終値
NK225MC 202407 40,860
NK225MC 202408 40,855
NK225MC 202409 40,860
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 41,250 165 0.142 0.319 0.000443 20.21 -20.59
CALL 202407 41,125 210 0.144 0.377 0.000467 21.49 -22.08
CALL 202407 41,000 250 0.139 0.434 0.000500 22.26 -22.18
CALL 202407 40,875 320 0.145 0.497 0.000487 22.57 -23.41
CALL 202407 40,750 370 0.138 0.560 0.000504 22.32 -22.09
CALL 202407 40,625 460 0.146 0.616 0.000462 21.61 -22.61
CALL 202407 40,500 530 0.141 0.678 0.000448 20.28 -20.54
CALL 202407 40,375 585 0.123 0.761 0.000445 17.57 -15.57
PUT 202407 41,250 505 0.117 -0.717 0.000509 19.14 -15.97
PUT 202407 41,125 450 0.132 -0.634 0.000503 21.29 -20.04
PUT 202407 41,000 395 0.142 -0.565 0.000491 22.27 -22.49
PUT 202407 40,875 350 0.152 -0.502 0.000464 22.57 -24.43
PUT 202407 40,750 260 0.139 -0.440 0.000503 22.32 -22.03
PUT 202407 40,625 220 0.144 -0.382 0.000468 21.58 -22.17
PUT 202407 40,500 180 0.147 -0.327 0.000435 20.43 -21.35
PUT 202407 40,375 150 0.151 -0.280 0.000394 19.05 -20.53
CALL 202408 41,250 690 0.172 0.439 0.000181 49.89 -12.30
CALL 202408 41,125 640 0.151 0.454 0.000207 50.14 -10.88
CALL 202408 41,000 705 0.153 0.480 0.000206 50.41 -11.07
CALL 202408 40,875 755 0.151 0.506 0.000209 50.47 -10.95
CALL 202408 40,750 900 0.168 0.531 0.000188 50.32 -12.10
CALL 202408 40,625 1,010 0.176 0.553 0.000177 50.03 -12.67
CALL 202408 40,500 965 0.154 0.583 0.000201 49.38 -10.91
CALL 202408 40,375 1,110 0.169 0.600 0.000181 48.87 -11.84
PUT 202408 41,250 940 0.144 -0.576 0.000216 49.55 -10.09
PUT 202408 41,125 900 0.150 -0.546 0.000209 50.13 -10.68
PUT 202408 41,000 835 0.151 -0.520 0.000209 50.41 -10.80
PUT 202408 40,875 805 0.158 -0.493 0.000200 50.46 -11.32
PUT 202408 40,750 735 0.156 -0.468 0.000201 50.31 -11.19
PUT 202408 40,625 690 0.159 -0.444 0.000196 49.97 -11.32
PUT 202408 40,500 630 0.159 -0.419 0.000195 49.43 -11.15
PUT 202408 40,375 585 0.160 -0.396 0.000190 48.73 -11.11
CALL 202409 41,250 0 0.160 0.461 0.000139 71.04 -8.15
CALL 202409 41,125 0 0.160 0.478 0.000139 71.28 -8.22
CALL 202409 41,000 1,100 0.163 0.496 0.000137 71.38 -8.36
CALL 202409 40,875 0 0.157 0.513 0.000142 71.35 -8.06
CALL 202409 40,750 0 0.162 0.530 0.000138 71.18 -8.27
CALL 202409 40,625 0 0.159 0.548 0.000139 70.87 -8.11
CALL 202409 40,500 0 0.162 0.565 0.000135 70.45 -8.23
CALL 202409 40,375 0 0.163 0.581 0.000134 69.89 -8.21
PUT 202409 41,250 0 0.157 -0.540 0.000141 71.02 -7.91
PUT 202409 41,125 0 0.155 -0.523 0.000144 71.26 -7.81
PUT 202409 41,000 1,180 0.156 -0.505 0.000143 71.38 -7.88
PUT 202409 40,875 0 0.159 -0.487 0.000140 71.35 -8.06
PUT 202409 40,750 0 0.160 -0.470 0.000139 71.18 -8.08
PUT 202409 40,625 0 0.157 -0.452 0.000141 70.86 -7.89
PUT 202409 40,500 950 0.158 -0.434 0.000139 70.42 -7.91
PUT 202409 40,375 0 0.158 -0.417 0.000138 69.83 -7.83
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 20240712 41,250 165 0.142 0.319 0.000443 20.21 -20.59
CALL 20240712 41,125 195 0.137 0.370 0.000489 21.37 -20.89
CALL 20240712 41,000 250 0.139 0.434 0.000500 22.26 -22.18
CALL 20240712 40,875 320 0.145 0.497 0.000487 22.57 -23.41
CALL 20240712 40,750 390 0.147 0.557 0.000474 22.34 -23.54
CALL 20240712 40,625 430 0.132 0.628 0.000506 21.41 -20.27
CALL 20240712 40,500 550 0.151 0.668 0.000425 20.54 -22.24
CALL 20240712 40,375 605 0.135 0.743 0.000424 18.26 -17.64
PUT 20240712 41,250 550 0.140 -0.684 0.000448 20.14 -20.10
PUT 20240712 41,125 385 0.101 -0.675 0.000629 20.37 -14.64
PUT 20240712 41,000 410 0.149 -0.562 0.000469 22.30 -23.60
PUT 20240712 40,875 330 0.143 -0.503 0.000493 22.57 -23.00
PUT 20240712 40,750 260 0.139 -0.440 0.000503 22.32 -22.03
PUT 20240712 40,625 220 0.144 -0.382 0.000468 21.58 -22.17
PUT 20240712 40,500 185 0.149 -0.330 0.000429 20.49 -21.77
PUT 20240712 40,375 145 0.148 -0.277 0.000399 18.94 -20.05
CALL 20240719 41,250 285 0.142 0.370 0.000333 30.22 -15.35
CALL 20240719 41,125 0 0.149 0.417 0.000327 31.23 -16.67
CALL 20240719 41,000 355 0.132 0.451 0.000374 31.68 -15.01
CALL 20240719 40,875 0 0.151 0.500 0.000329 31.92 -17.31
CALL 20240719 40,750 625 0.179 0.537 0.000278 31.79 -20.36
CALL 20240719 40,625 560 0.136 0.589 0.000356 31.12 -15.23
CALL 20240719 40,500 0 0.159 0.617 0.000300 30.54 -17.39
CALL 20240719 40,375 720 0.138 0.674 0.000326 28.82 -14.27
PUT 20240719 41,250 0 0.131 -0.640 0.000356 29.92 -13.97
PUT 20240719 41,125 505 0.111 -0.614 0.000431 30.60 -12.03
PUT 20240719 41,000 520 0.139 -0.546 0.000356 31.71 -15.68
PUT 20240719 40,875 500 0.154 -0.500 0.000324 31.92 -17.47
PUT 20240719 40,750 390 0.138 -0.456 0.000358 31.73 -15.63
PUT 20240719 40,625 0 0.135 -0.410 0.000360 31.10 -14.92
PUT 20240719 40,500 265 0.132 -0.362 0.000355 30.00 -14.10
PUT 20240719 40,375 225 0.133 -0.320 0.000335 28.62 -13.58
CALL 20240726 41,250 0 0.156 0.406 0.000254 38.01 -14.15
CALL 20240726 41,125 0 0.156 0.438 0.000258 38.62 -14.41
CALL 20240726 41,000 0 0.155 0.470 0.000262 38.98 -14.41
CALL 20240726 40,875 570 0.148 0.502 0.000275 39.09 -13.83
CALL 20240726 40,750 0 0.157 0.535 0.000259 38.94 -14.59
CALL 20240726 40,625 0 0.158 0.567 0.000254 38.54 -14.56
CALL 20240726 40,500 0 0.160 0.598 0.000247 37.90 -14.47
CALL 20240726 40,375 0 0.161 0.628 0.000239 37.07 -14.32
PUT 20240726 41,250 0 0.135 -0.610 0.000290 37.60 -12.00
PUT 20240726 41,125 0 0.139 -0.571 0.000288 38.47 -12.68
PUT 20240726 41,000 590 0.132 -0.538 0.000308 38.92 -12.14
PUT 20240726 40,875 550 0.138 -0.499 0.000294 39.09 -12.82
PUT 20240726 40,750 0 0.140 -0.462 0.000290 38.92 -12.88
PUT 20240726 40,625 0 0.142 -0.427 0.000281 38.44 -12.97
PUT 20240726 40,500 420 0.149 -0.396 0.000263 37.76 -13.38
PUT 20240726 40,375 0 0.145 -0.360 0.000263 36.67 -12.64
CALL 20240802 41,250 0 0.157 0.422 0.000220 44.27 -12.45
CALL 20240802 41,125 0 0.158 0.449 0.000222 44.78 -12.65
CALL 20240802 41,000 0 0.157 0.477 0.000224 45.07 -12.72
CALL 20240802 40,875 765 0.171 0.506 0.000206 45.14 -13.86
CALL 20240802 40,750 0 0.159 0.533 0.000220 44.99 -12.86
CALL 20240802 40,625 0 0.161 0.560 0.000217 44.63 -12.87
CALL 20240802 40,500 0 0.162 0.587 0.000213 44.07 -12.78
CALL 20240802 40,375 0 0.163 0.612 0.000207 43.34 -12.71
PUT 20240802 41,250 0 0.144 -0.587 0.000240 44.06 -11.23
PUT 20240802 41,125 0 0.145 -0.557 0.000241 44.69 -11.48
PUT 20240802 41,000 0 0.145 -0.527 0.000243 45.04 -11.57
PUT 20240802 40,875 660 0.144 -0.496 0.000244 45.14 -11.58
PUT 20240802 40,750 0 0.147 -0.466 0.000240 44.98 -11.72
PUT 20240802 40,625 0 0.148 -0.436 0.000236 44.57 -11.69
PUT 20240802 40,500 0 0.148 -0.407 0.000231 43.92 -11.59
PUT 20240802 40,375 0 0.150 -0.379 0.000225 43.06 -11.47
CALL 20240809 41,250 605 0.155 0.431 0.000201 49.71 -11.04
CALL 20240809 41,125 665 0.156 0.456 0.000201 50.17 -11.24
CALL 20240809 41,000 725 0.157 0.481 0.000201 50.42 -11.36
CALL 20240809 40,875 810 0.162 0.507 0.000195 50.46 -11.74
CALL 20240809 40,750 825 0.153 0.532 0.000206 50.31 -11.03
CALL 20240809 40,625 880 0.150 0.558 0.000207 49.93 -10.79
CALL 20240809 40,500 1,040 0.169 0.577 0.000183 49.52 -12.01
CALL 20240809 40,375 1,090 0.165 0.602 0.000185 48.80 -11.54
PUT 20240809 41,250 0 0.147 -0.574 0.000210 49.61 -10.38
PUT 20240809 41,125 0 0.148 -0.547 0.000211 50.12 -10.55
PUT 20240809 41,000 870 0.158 -0.518 0.000200 50.42 -11.30
PUT 20240809 40,875 705 0.138 -0.495 0.000228 50.47 -9.90
PUT 20240809 40,750 710 0.151 -0.468 0.000208 50.31 -10.83
PUT 20240809 40,625 635 0.148 -0.441 0.000210 49.92 -10.52
PUT 20240809 40,500 625 0.158 -0.419 0.000196 49.42 -11.07
PUT 20240809 40,375 555 0.154 -0.392 0.000197 48.62 -10.66
CALL 20240816 41,250 0 0.158 0.441 0.000180 54.69 -10.35
CALL 20240816 41,125 0 0.159 0.464 0.000180 55.07 -10.50
CALL 20240816 41,000 0 0.160 0.487 0.000180 55.26 -10.58
CALL 20240816 40,875 0 0.162 0.509 0.000178 55.28 -10.71
CALL 20240816 40,750 0 0.163 0.531 0.000177 55.12 -10.72
CALL 20240816 40,625 0 0.164 0.553 0.000174 54.80 -10.74
CALL 20240816 40,500 0 0.164 0.575 0.000172 54.32 -10.68
CALL 20240816 40,375 0 0.165 0.596 0.000169 53.69 -10.63
PUT 20240816 41,250 0 0.148 -0.564 0.000192 54.58 -9.57
PUT 20240816 41,125 0 0.149 -0.540 0.000192 55.02 -9.72
PUT 20240816 41,000 0 0.150 -0.516 0.000192 55.25 -9.82
PUT 20240816 40,875 0 0.152 -0.492 0.000189 55.28 -9.95
PUT 20240816 40,750 0 0.153 -0.468 0.000188 55.12 -9.97
PUT 20240816 40,625 0 0.154 -0.445 0.000185 54.76 -9.97
PUT 20240816 40,500 0 0.154 -0.422 0.000183 54.23 -9.91
PUT 20240816 40,375 0 0.155 -0.399 0.000180 53.52 -9.82
CALL 20240913 41,250 0 0.159 0.461 0.000139 71.04 -8.13
CALL 20240913 41,125 0 0.160 0.478 0.000139 71.28 -8.19
CALL 20240913 41,000 0 0.161 0.496 0.000138 71.38 -8.26
CALL 20240913 40,875 1,110 0.156 0.513 0.000143 71.35 -8.01
CALL 20240913 40,750 1,220 0.163 0.530 0.000137 71.18 -8.33
CALL 20240913 40,625 0 0.162 0.548 0.000136 70.88 -8.27
CALL 20240913 40,500 0 0.163 0.565 0.000135 70.45 -8.24
CALL 20240913 40,375 0 0.163 0.581 0.000134 69.90 -8.22
PUT 20240913 41,250 0 0.154 -0.541 0.000144 71.00 -7.75
PUT 20240913 41,125 0 0.155 -0.523 0.000144 71.26 -7.81
PUT 20240913 41,000 0 0.156 -0.505 0.000143 71.38 -7.89
PUT 20240913 40,875 0 0.157 -0.487 0.000142 71.35 -7.92
PUT 20240913 40,750 0 0.157 -0.470 0.000142 71.18 -7.92
PUT 20240913 40,625 1,010 0.158 -0.452 0.000140 70.87 -7.97
PUT 20240913 40,500 0 0.157 -0.434 0.000140 70.41 -7.86
PUT 20240913 40,375 0 0.158 -0.417 0.000138 69.83 -7.84