日経225先物・オプション価格情報

2024年07月12日(金)

先物終値

種別	限月	終値
NK225	202409	41,170
NK225	202412	40,980

種別	限月	終値
NK225M	202408	41,175
NK225M	202409	41,170
NK225M	202410	40,925

種別	限月	終値
NK225MC	202408	41,175
NK225MC	202409	41,170
NK225MC	202410	40,925

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	202408	41,625	765	0.213	0.439	0.000163	44.96	-17.11
CALL	202408	41,500	630	0.171	0.444	0.000203	45.05	-13.79
CALL	202408	41,375	715	0.178	0.471	0.000197	45.38	-14.44
CALL	202408	41,250	755	0.174	0.495	0.000201	45.49	-14.16
CALL	202408	41,125	0	0.173	0.520	0.000202	45.44	-14.09
CALL	202408	41,000	930	0.185	0.544	0.000188	45.22	-14.96
CALL	202408	40,875	1,460	0.287	0.553	0.000121	45.10	-23.21
CALL	202408	40,750	1,070	0.185	0.591	0.000184	44.32	-14.73
PUT	202408	41,625	605	0.073	-0.699	0.000417	39.71	-5.12
PUT	202408	41,500	945	0.169	-0.557	0.000204	45.04	-13.56
PUT	202408	41,375	835	0.161	-0.534	0.000217	45.33	-12.94
PUT	202408	41,250	790	0.165	-0.506	0.000211	45.49	-13.38
PUT	202408	41,125	730	0.166	-0.480	0.000210	45.44	-13.44
PUT	202408	41,000	690	0.171	-0.454	0.000203	45.20	-13.74
PUT	202408	40,875	590	0.161	-0.426	0.000213	44.70	-12.83
PUT	202408	40,750	585	0.172	-0.404	0.000197	44.18	-13.56
CALL	202409	41,625	0	0.170	0.453	0.000136	67.77	-9.20
CALL	202409	41,500	1,050	0.176	0.472	0.000132	68.07	-9.55
CALL	202409	41,375	0	0.171	0.487	0.000136	68.20	-9.32
CALL	202409	41,250	0	0.172	0.504	0.000136	68.23	-9.34
CALL	202409	41,125	0	0.172	0.521	0.000136	68.14	-9.35
CALL	202409	41,000	0	0.173	0.538	0.000134	67.92	-9.38
CALL	202409	40,875	2,040	0.277	0.548	0.000083	67.73	-14.97
CALL	202409	40,750	0	0.173	0.572	0.000133	67.13	-9.29
PUT	202409	41,625	0	0.170	-0.547	0.000137	67.76	-9.06
PUT	202409	41,500	1,240	0.156	-0.535	0.000149	67.97	-8.37
PUT	202409	41,375	0	0.171	-0.513	0.000137	68.20	-9.18
PUT	202409	41,250	1,095	0.155	-0.498	0.000151	68.24	-8.33
PUT	202409	41,125	1,085	0.163	-0.479	0.000143	68.14	-8.75
PUT	202409	41,000	1,085	0.172	-0.462	0.000135	67.92	-9.22
PUT	202409	40,875	0	0.173	-0.445	0.000134	67.58	-9.21
PUT	202409	40,750	950	0.170	-0.427	0.000135	67.10	-8.98
CALL	202410	41,625	0	0.170	0.438	0.000114	80.55	-7.56
CALL	202410	41,500	0	0.170	0.453	0.000114	80.95	-7.62
CALL	202410	41,375	0	0.170	0.467	0.000114	81.24	-7.65
CALL	202410	41,250	0	0.171	0.481	0.000114	81.43	-7.70
CALL	202410	41,125	0	0.171	0.495	0.000114	81.52	-7.72
CALL	202410	41,000	1,470	0.184	0.511	0.000106	81.49	-8.30
CALL	202410	40,875	0	0.172	0.524	0.000113	81.37	-7.77
CALL	202410	40,750	0	0.173	0.538	0.000112	81.15	-7.78
PUT	202410	41,625	0	0.169	-0.562	0.000114	80.54	-7.41
PUT	202410	41,500	1,450	0.140	-0.564	0.000138	80.46	-6.10
PUT	202410	41,375	0	0.168	-0.534	0.000115	81.23	-7.45
PUT	202410	41,250	0	0.170	-0.519	0.000115	81.43	-7.56
PUT	202410	41,125	0	0.170	-0.505	0.000115	81.52	-7.57
PUT	202410	41,000	0	0.170	-0.491	0.000115	81.50	-7.55
PUT	202410	40,875	0	0.172	-0.476	0.000114	81.38	-7.61
PUT	202410	40,750	0	0.171	-0.462	0.000114	81.15	-7.56

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	20240719	41,625	180	0.158	0.314	0.000394	20.22	-22.83
CALL	20240719	41,500	225	0.160	0.365	0.000413	21.44	-24.48
CALL	20240719	41,375	285	0.165	0.421	0.000416	22.30	-26.33
CALL	20240719	41,250	365	0.176	0.475	0.000396	22.70	-28.62
CALL	20240719	41,125	450	0.187	0.524	0.000374	22.71	-30.32
CALL	20240719	41,000	535	0.195	0.568	0.000354	22.41	-31.20
CALL	20240719	40,875	0	0.162	0.632	0.000408	21.49	-24.93
CALL	20240719	40,750	905	0.296	0.608	0.000227	21.91	-46.46
PUT	20240719	41,625	485	0.077	-0.844	0.000544	13.66	-7.43
PUT	20240719	41,500	545	0.158	-0.636	0.000418	21.41	-24.02
PUT	20240719	41,375	420	0.136	-0.597	0.000499	22.07	-21.38
PUT	20240719	41,250	405	0.161	-0.528	0.000433	22.69	-26.05
PUT	20240719	41,125	310	0.147	-0.472	0.000474	22.69	-23.81
PUT	20240719	41,000	285	0.161	-0.420	0.000425	22.29	-25.63
PUT	20240719	40,875	225	0.157	-0.364	0.000420	21.41	-23.93
PUT	20240719	40,750	185	0.158	-0.314	0.000393	20.22	-22.84
CALL	20240726	41,625	410	0.188	0.391	0.000253	30.97	-20.84
CALL	20240726	41,500	415	0.174	0.416	0.000278	31.45	-19.59
CALL	20240726	41,375	0	0.168	0.449	0.000292	31.90	-19.22
CALL	20240726	41,250	0	0.166	0.485	0.000299	32.15	-19.06
CALL	20240726	41,125	0	0.164	0.522	0.000301	32.12	-18.89
CALL	20240726	41,000	0	0.168	0.559	0.000292	31.82	-19.11
CALL	20240726	40,875	0	0.165	0.596	0.000291	31.23	-18.50
CALL	20240726	40,750	0	0.171	0.628	0.000274	30.50	-18.74
PUT	20240726	41,625	0	0.158	-0.631	0.000297	30.41	-17.04
PUT	20240726	41,500	325	0.020	-0.974	0.000361	4.80	-0.24
PUT	20240726	41,375	535	0.133	-0.568	0.000367	31.70	-14.98
PUT	20240726	41,250	525	0.151	-0.518	0.000326	32.14	-17.32
PUT	20240726	41,125	0	0.165	-0.478	0.000299	32.12	-18.87
PUT	20240726	41,000	410	0.154	-0.437	0.000318	31.77	-17.39
PUT	20240726	40,875	145	0.084	-0.325	0.000531	29.01	-8.67
PUT	20240726	40,750	250	0.134	-0.341	0.000339	29.59	-14.16
CALL	20240802	41,625	1,135	0.340	0.463	0.000118	39.24	-31.82
CALL	20240802	41,500	0	0.169	0.431	0.000236	38.82	-15.63
CALL	20240802	41,375	0	0.169	0.461	0.000237	39.21	-15.87
CALL	20240802	41,250	0	0.171	0.491	0.000236	39.39	-16.10
CALL	20240802	41,125	0	0.172	0.521	0.000235	39.35	-16.13
CALL	20240802	41,000	0	0.172	0.550	0.000233	39.09	-16.10
CALL	20240802	40,875	0	0.173	0.579	0.000229	38.63	-15.98
CALL	20240802	40,750	0	0.174	0.607	0.000223	37.99	-15.83
PUT	20240802	41,625	0	0.164	-0.601	0.000238	38.14	-14.83
PUT	20240802	41,500	0	0.165	-0.571	0.000242	38.78	-15.13
PUT	20240802	41,375	0	0.165	-0.540	0.000243	39.20	-15.36
PUT	20240802	41,250	0	0.167	-0.510	0.000242	39.39	-15.61
PUT	20240802	41,125	0	0.168	-0.479	0.000241	39.35	-15.64
PUT	20240802	41,000	0	0.168	-0.449	0.000238	39.08	-15.62
PUT	20240802	40,875	0	0.169	-0.420	0.000234	38.60	-15.48
PUT	20240802	40,750	0	0.170	-0.391	0.000228	37.93	-15.32
CALL	20240809	41,625	595	0.175	0.421	0.000196	44.60	-13.95
CALL	20240809	41,500	615	0.168	0.443	0.000207	45.02	-13.52
CALL	20240809	41,375	700	0.174	0.470	0.000200	45.37	-14.17
CALL	20240809	41,250	770	0.177	0.496	0.000198	45.49	-14.42
CALL	20240809	41,125	0	0.174	0.520	0.000201	45.44	-14.16
CALL	20240809	41,000	900	0.178	0.545	0.000195	45.21	-14.43
CALL	20240809	40,875	0	0.175	0.570	0.000196	44.79	-14.10
CALL	20240809	40,750	1,060	0.183	0.592	0.000186	44.29	-14.54
PUT	20240809	41,625	985	0.162	-0.586	0.000211	44.42	-12.77
PUT	20240809	41,500	905	0.160	-0.561	0.000215	44.97	-12.82
PUT	20240809	41,375	785	0.150	-0.538	0.000233	45.29	-12.03
PUT	20240809	41,250	800	0.168	-0.506	0.000209	45.49	-13.56
PUT	20240809	41,125	735	0.167	-0.480	0.000209	45.44	-13.53
PUT	20240809	41,000	690	0.171	-0.454	0.000203	45.20	-13.74
PUT	20240809	40,875	580	0.159	-0.425	0.000216	44.69	-12.65
PUT	20240809	40,750	570	0.169	-0.403	0.000201	44.13	-13.28
CALL	20240816	41,625	0	0.170	0.428	0.000181	50.04	-12.21
CALL	20240816	41,500	0	0.171	0.451	0.000182	50.48	-12.36
CALL	20240816	41,375	0	0.171	0.474	0.000182	50.75	-12.46
CALL	20240816	41,250	0	0.174	0.497	0.000180	50.86	-12.68
CALL	20240816	41,125	0	0.174	0.520	0.000179	50.80	-12.70
CALL	20240816	41,000	0	0.175	0.542	0.000178	50.58	-12.69
CALL	20240816	40,875	0	0.176	0.564	0.000176	50.20	-12.65
CALL	20240816	40,750	0	0.177	0.586	0.000173	49.69	-12.64
PUT	20240816	41,625	0	0.166	-0.574	0.000186	49.98	-11.77
PUT	20240816	41,500	0	0.166	-0.551	0.000187	50.45	-11.91
PUT	20240816	41,375	0	0.167	-0.527	0.000187	50.74	-12.03
PUT	20240816	41,250	0	0.169	-0.504	0.000185	50.86	-12.24
PUT	20240816	41,125	0	0.170	-0.480	0.000184	50.80	-12.27
PUT	20240816	41,000	0	0.170	-0.458	0.000183	50.57	-12.26
PUT	20240816	40,875	0	0.171	-0.435	0.000180	50.18	-12.22
PUT	20240816	40,750	0	0.173	-0.413	0.000177	49.64	-12.20
CALL	20240913	41,625	1,020	0.179	0.457	0.000129	67.84	-9.71
CALL	20240913	41,500	1,080	0.180	0.473	0.000129	68.08	-9.79
CALL	20240913	41,375	0	0.172	0.487	0.000136	68.20	-9.34
CALL	20240913	41,250	1,180	0.178	0.505	0.000131	68.23	-9.70
CALL	20240913	41,125	0	0.172	0.521	0.000135	68.14	-9.38
CALL	20240913	41,000	1,280	0.175	0.538	0.000133	67.92	-9.48
CALL	20240913	40,875	0	0.177	0.555	0.000131	67.60	-9.53
CALL	20240913	40,750	0	0.179	0.570	0.000128	67.17	-9.62
PUT	20240913	41,625	0	0.169	-0.547	0.000137	67.76	-9.04
PUT	20240913	41,500	1,260	0.159	-0.534	0.000146	67.99	-8.53
PUT	20240913	41,375	0	0.170	-0.513	0.000137	68.20	-9.16
PUT	20240913	41,250	0	0.171	-0.496	0.000137	68.23	-9.18
PUT	20240913	41,125	1,120	0.168	-0.479	0.000139	68.14	-9.03
PUT	20240913	41,000	995	0.159	-0.461	0.000146	67.91	-8.51
PUT	20240913	40,875	0	0.172	-0.445	0.000134	67.58	-9.19
PUT	20240913	40,750	0	0.173	-0.428	0.000133	67.13	-9.17
CALL	20241011	41,625	0	0.167	0.437	0.000115	80.51	-7.45
CALL	20241011	41,500	0	0.168	0.452	0.000115	80.92	-7.51
CALL	20241011	41,375	0	0.168	0.466	0.000116	81.22	-7.55
CALL	20241011	41,250	0	0.169	0.480	0.000116	81.42	-7.59
CALL	20241011	41,125	0	0.169	0.495	0.000116	81.52	-7.61
CALL	20241011	41,000	0	0.174	0.510	0.000112	81.50	-7.83
CALL	20241011	40,875	0	0.174	0.524	0.000112	81.37	-7.84
CALL	20241011	40,750	0	0.175	0.538	0.000111	81.15	-7.85
PUT	20241011	41,625	0	0.165	-0.564	0.000117	80.47	-7.23
PUT	20241011	41,500	0	0.166	-0.549	0.000117	80.90	-7.31
PUT	20241011	41,375	0	0.166	-0.535	0.000117	81.21	-7.34
PUT	20241011	41,250	0	0.166	-0.520	0.000117	81.42	-7.38
PUT	20241011	41,125	0	0.167	-0.506	0.000117	81.51	-7.40
PUT	20241011	41,000	0	0.172	-0.490	0.000114	81.50	-7.62
PUT	20241011	40,875	0	0.172	-0.476	0.000113	81.37	-7.63
PUT	20241011	40,750	0	0.173	-0.462	0.000112	81.15	-7.65