日経225先物・オプション価格情報
2024年07月19日(金)
先物終値
種別 限月 終値
NK225 202409 40,040
NK225 202412 39,900
種別 限月 終値
NK225M 202408 40,050
NK225M 202409 40,040
NK225M 202410 39,805
種別 限月 終値
NK225MC 202408 40,050
NK225MC 202409 40,040
NK225MC 202410 39,805
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 40,500 500 0.182 0.408 0.000222 37.30 -16.20
CALL 202408 40,375 575 0.188 0.438 0.000218 37.87 -17.03
CALL 202408 40,250 625 0.187 0.465 0.000221 38.18 -17.08
CALL 202408 40,125 695 0.191 0.493 0.000218 38.32 -17.43
CALL 202408 40,000 745 0.188 0.521 0.000221 38.27 -17.15
CALL 202408 39,875 885 0.207 0.545 0.000199 38.08 -18.86
CALL 202408 39,750 890 0.191 0.575 0.000214 37.65 -17.18
CALL 202408 39,625 940 0.185 0.604 0.000217 37.02 -16.38
PUT 202408 40,500 930 0.177 -0.595 0.000228 37.23 -15.64
PUT 202408 40,375 885 0.185 -0.563 0.000222 37.85 -16.61
PUT 202408 40,250 790 0.179 -0.537 0.000231 38.16 -16.18
PUT 202408 40,125 760 0.189 -0.507 0.000220 38.32 -17.14
PUT 202408 40,000 645 0.175 -0.479 0.000237 38.27 -15.91
PUT 202408 39,875 625 0.186 -0.452 0.000222 38.04 -16.77
PUT 202408 39,750 555 0.182 -0.423 0.000224 37.60 -16.27
PUT 202408 39,625 530 0.190 -0.398 0.000212 37.07 -16.71
CALL 202409 40,500 840 0.167 0.445 0.000151 61.96 -9.29
CALL 202409 40,375 940 0.175 0.466 0.000145 62.34 -9.77
CALL 202409 40,250 950 0.167 0.482 0.000152 62.51 -9.38
CALL 202409 40,125 1,100 0.182 0.503 0.000140 62.57 -10.21
CALL 202409 40,000 1,140 0.179 0.521 0.000142 62.49 -10.02
CALL 202409 39,875 0 0.179 0.538 0.000142 62.28 -10.00
CALL 202409 39,750 1,220 0.171 0.557 0.000147 61.92 -9.51
CALL 202409 39,625 0 0.180 0.573 0.000139 61.51 -9.97
PUT 202409 40,500 1,300 0.168 -0.555 0.000150 61.97 -9.24
PUT 202409 40,375 0 0.174 -0.534 0.000146 62.34 -9.62
PUT 202409 40,250 0 0.175 -0.516 0.000145 62.52 -9.72
PUT 202409 40,125 0 0.176 -0.498 0.000145 62.57 -9.76
PUT 202409 40,000 1,160 0.189 -0.479 0.000134 62.48 -10.50
PUT 202409 39,875 0 0.177 -0.462 0.000143 62.28 -9.78
PUT 202409 39,750 970 0.178 -0.444 0.000141 61.95 -9.82
PUT 202409 39,625 965 0.187 -0.428 0.000134 61.55 -10.23
CALL 202410 40,500 0 0.172 0.434 0.000120 75.13 -7.72
CALL 202410 40,375 0 0.173 0.449 0.000120 75.56 -7.81
CALL 202410 40,250 0 0.173 0.464 0.000120 75.87 -7.85
CALL 202410 40,125 0 0.174 0.479 0.000120 76.08 -7.92
CALL 202410 40,000 0 0.174 0.494 0.000120 76.17 -7.95
CALL 202410 39,875 0 0.175 0.509 0.000119 76.16 -7.98
CALL 202410 39,750 0 0.175 0.524 0.000119 76.04 -7.99
CALL 202410 39,625 0 0.176 0.539 0.000118 75.81 -8.01
PUT 202410 40,500 0 0.172 -0.566 0.000120 75.14 -7.61
PUT 202410 40,375 0 0.172 -0.551 0.000120 75.56 -7.68
PUT 202410 40,250 0 0.175 -0.535 0.000119 75.89 -7.83
PUT 202410 40,125 0 0.175 -0.520 0.000119 76.08 -7.88
PUT 202410 40,000 0 0.176 -0.505 0.000119 76.17 -7.90
PUT 202410 39,875 0 0.176 -0.490 0.000118 76.16 -7.93
PUT 202410 39,750 0 0.177 -0.475 0.000118 76.04 -7.97
PUT 202410 39,625 0 0.178 -0.461 0.000117 75.81 -7.96
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 20240726 40,500 205 0.175 0.327 0.000372 20.01 -25.03
CALL 20240726 40,375 245 0.174 0.373 0.000393 21.00 -26.08
CALL 20240726 40,250 330 0.190 0.431 0.000372 21.79 -29.67
CALL 20240726 40,125 350 0.174 0.474 0.000412 22.08 -27.54
CALL 20240726 40,000 435 0.185 0.525 0.000388 22.08 -29.24
CALL 20240726 39,875 440 0.156 0.585 0.000450 21.63 -24.20
CALL 20240726 39,750 610 0.201 0.612 0.000343 21.25 -30.60
CALL 20240726 39,625 0 0.188 0.664 0.000349 20.24 -27.32
PUT 20240726 40,500 655 0.175 -0.673 0.000371 20.02 -24.98
PUT 20240726 40,375 575 0.176 -0.625 0.000388 21.04 -26.42
PUT 20240726 40,250 410 0.135 -0.601 0.000515 21.42 -20.62
PUT 20240726 40,125 515 0.215 -0.519 0.000334 22.10 -33.94
PUT 20240726 40,000 355 0.172 -0.474 0.000418 22.08 -27.04
PUT 20240726 39,875 315 0.180 -0.425 0.000393 21.73 -27.85
PUT 20240726 39,750 255 0.176 -0.374 0.000389 21.01 -26.30
PUT 20240726 39,625 235 0.188 -0.336 0.000350 20.23 -27.10
CALL 20240802 40,500 370 0.180 0.383 0.000270 29.93 -19.27
CALL 20240802 40,375 0 0.185 0.419 0.000269 30.65 -20.30
CALL 20240802 40,250 505 0.191 0.455 0.000265 31.09 -21.25
CALL 20240802 40,125 0 0.188 0.488 0.000270 31.28 -21.06
CALL 20240802 40,000 600 0.184 0.521 0.000277 31.25 -20.54
CALL 20240802 39,875 0 0.192 0.554 0.000263 31.00 -21.29
CALL 20240802 39,750 0 0.194 0.586 0.000256 30.56 -21.26
CALL 20240802 39,625 0 0.198 0.616 0.000245 29.96 -21.29
PUT 20240802 40,500 0 0.180 -0.617 0.000270 29.94 -19.23
PUT 20240802 40,375 0 0.181 -0.583 0.000275 30.61 -19.73
PUT 20240802 40,250 730 0.200 -0.543 0.000253 31.11 -22.11
PUT 20240802 40,125 560 0.167 -0.516 0.000305 31.27 -18.57
PUT 20240802 40,000 0 0.186 -0.479 0.000273 31.25 -20.73
PUT 20240802 39,875 0 0.188 -0.445 0.000268 30.99 -20.73
PUT 20240802 39,750 495 0.204 -0.417 0.000244 30.61 -22.20
PUT 20240802 39,625 0 0.194 -0.382 0.000250 29.91 -20.70
CALL 20240809 40,500 490 0.179 0.406 0.000225 37.26 -15.95
CALL 20240809 40,375 545 0.180 0.435 0.000227 37.81 -16.30
CALL 20240809 40,250 605 0.182 0.464 0.000227 38.17 -16.59
CALL 20240809 40,125 680 0.187 0.493 0.000223 38.32 -17.08
CALL 20240809 40,000 750 0.189 0.521 0.000220 38.27 -17.27
CALL 20240809 39,875 815 0.189 0.548 0.000218 38.05 -17.18
CALL 20240809 39,750 860 0.183 0.577 0.000223 37.61 -16.44
CALL 20240809 39,625 1,070 0.220 0.591 0.000184 37.33 -19.63
PUT 20240809 40,500 865 0.160 -0.607 0.000251 36.94 -13.98
PUT 20240809 40,375 920 0.194 -0.559 0.000211 37.90 -17.47
PUT 20240809 40,250 765 0.172 -0.539 0.000240 38.14 -15.57
PUT 20240809 40,125 780 0.194 -0.506 0.000214 38.32 -17.62
PUT 20240809 40,000 675 0.183 -0.479 0.000227 38.27 -16.62
PUT 20240809 39,875 700 0.205 -0.454 0.000201 38.07 -18.57
PUT 20240809 39,750 595 0.193 -0.426 0.000212 37.66 -17.25
PUT 20240809 39,625 560 0.198 -0.401 0.000203 37.15 -17.46
CALL 20240816 40,500 0 0.179 0.419 0.000197 43.33 -13.88
CALL 20240816 40,375 0 0.180 0.444 0.000198 43.81 -14.14
CALL 20240816 40,250 0 0.182 0.469 0.000198 44.11 -14.35
CALL 20240816 40,125 0 0.182 0.494 0.000197 44.24 -14.45
CALL 20240816 40,000 0 0.183 0.519 0.000197 44.19 -14.48
CALL 20240816 39,875 0 0.184 0.543 0.000194 43.98 -14.51
CALL 20240816 39,750 0 0.185 0.567 0.000192 43.62 -14.48
CALL 20240816 39,625 0 0.186 0.591 0.000188 43.10 -14.40
PUT 20240816 40,500 0 0.173 -0.584 0.000203 43.25 -13.30
PUT 20240816 40,375 0 0.174 -0.558 0.000204 43.77 -13.57
PUT 20240816 40,250 0 0.176 -0.532 0.000204 44.10 -13.79
PUT 20240816 40,125 0 0.177 -0.507 0.000204 44.24 -13.90
PUT 20240816 40,000 760 0.177 -0.481 0.000203 44.19 -13.89
PUT 20240816 39,875 0 0.178 -0.456 0.000201 43.98 -13.95
PUT 20240816 39,750 0 0.179 -0.431 0.000198 43.59 -13.92
PUT 20240816 39,625 0 0.181 -0.407 0.000194 43.04 -13.83
CALL 20240823 40,500 0 0.178 0.429 0.000178 48.69 -12.43
CALL 20240823 40,375 0 0.179 0.452 0.000178 49.11 -12.62
CALL 20240823 40,250 0 0.181 0.475 0.000178 49.36 -12.78
CALL 20240823 40,125 0 0.181 0.497 0.000177 49.46 -12.87
CALL 20240823 40,000 0 0.182 0.519 0.000177 49.41 -12.90
CALL 20240823 39,875 0 0.187 0.541 0.000171 49.21 -13.19
CALL 20240823 39,750 0 0.188 0.562 0.000169 48.87 -13.19
CALL 20240823 39,625 0 0.190 0.583 0.000166 48.40 -13.17
PUT 20240823 40,500 0 0.173 -0.573 0.000183 48.62 -11.93
PUT 20240823 40,375 0 0.174 -0.550 0.000184 49.07 -12.12
PUT 20240823 40,250 0 0.175 -0.527 0.000183 49.35 -12.30
PUT 20240823 40,125 0 0.176 -0.504 0.000183 49.46 -12.38
PUT 20240823 40,000 0 0.177 -0.481 0.000182 49.41 -12.42
PUT 20240823 39,875 0 0.182 -0.459 0.000176 49.20 -12.71
PUT 20240823 39,750 0 0.183 -0.437 0.000174 48.85 -12.70
PUT 20240823 39,625 0 0.184 -0.416 0.000171 48.36 -12.67
CALL 20240913 40,500 850 0.169 0.445 0.000149 61.98 -9.38
CALL 20240913 40,375 0 0.175 0.466 0.000145 62.34 -9.78
CALL 20240913 40,250 0 0.174 0.484 0.000146 62.52 -9.75
CALL 20240913 40,125 0 0.176 0.502 0.000145 62.57 -9.86
CALL 20240913 40,000 1,120 0.175 0.520 0.000145 62.49 -9.84
CALL 20240913 39,875 0 0.177 0.538 0.000143 62.28 -9.90
CALL 20240913 39,750 1,200 0.168 0.558 0.000150 61.91 -9.33
CALL 20240913 39,625 0 0.181 0.573 0.000138 61.51 -9.98
PUT 20240913 40,500 1,290 0.167 -0.556 0.000151 61.96 -9.15
PUT 20240913 40,375 0 0.174 -0.534 0.000145 62.34 -9.65
PUT 20240913 40,250 1,175 0.171 -0.517 0.000149 62.51 -9.46
PUT 20240913 40,125 0 0.177 -0.498 0.000144 62.57 -9.81
PUT 20240913 40,000 1,095 0.179 -0.479 0.000142 62.49 -9.92
PUT 20240913 39,875 0 0.177 -0.462 0.000143 62.28 -9.81
PUT 20240913 39,750 950 0.175 -0.443 0.000144 61.94 -9.64
PUT 20240913 39,625 0 0.180 -0.427 0.000139 61.51 -9.84
CALL 20241011 40,500 0 0.172 0.434 0.000120 75.13 -7.72
CALL 20241011 40,375 0 0.172 0.449 0.000120 75.56 -7.78
CALL 20241011 40,250 0 0.173 0.464 0.000120 75.87 -7.85
CALL 20241011 40,125 0 0.173 0.479 0.000120 76.08 -7.90
CALL 20241011 40,000 0 0.174 0.494 0.000120 76.17 -7.93
CALL 20241011 39,875 0 0.175 0.509 0.000120 76.16 -7.97
CALL 20241011 39,750 0 0.178 0.525 0.000117 76.04 -8.10
CALL 20241011 39,625 0 0.179 0.539 0.000116 75.81 -8.11
PUT 20241011 40,500 0 0.172 -0.566 0.000120 75.14 -7.61
PUT 20241011 40,375 0 0.172 -0.551 0.000120 75.56 -7.68
PUT 20241011 40,250 0 0.173 -0.536 0.000120 75.87 -7.74
PUT 20241011 40,125 0 0.174 -0.521 0.000120 76.08 -7.80
PUT 20241011 40,000 0 0.174 -0.506 0.000120 76.17 -7.83
PUT 20241011 39,875 0 0.175 -0.491 0.000119 76.16 -7.87
PUT 20241011 39,750 0 0.178 -0.475 0.000117 76.04 -8.00
PUT 20241011 39,625 0 0.179 -0.461 0.000116 75.81 -8.02