日経225先物・オプション価格情報
2024年07月26日(金)
先物終値
種別 限月 終値
NK225 202409 37,690
NK225 202412 37,540
種別 限月 終値
NK225M 202408 37,700
NK225M 202409 37,690
NK225M 202410 37,440
種別 限月 終値
NK225MC 202408 37,700
NK225MC 202409 37,690
NK225MC 202410 37,440
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 38,125 475 0.225 0.408 0.000234 28.67 -23.05
CALL 202408 38,000 530 0.226 0.438 0.000236 29.10 -23.55
CALL 202408 37,875 565 0.220 0.466 0.000245 29.35 -23.06
CALL 202408 37,750 645 0.227 0.497 0.000238 29.46 -23.93
CALL 202408 37,625 885 0.288 0.526 0.000187 29.40 -30.25
CALL 202408 37,500 780 0.230 0.556 0.000233 29.16 -23.97
CALL 202408 37,375 1,080 0.309 0.569 0.000172 29.01 -32.12
CALL 202408 37,250 845 0.202 0.627 0.000254 27.95 -20.25
PUT 202408 38,125 685 0.149 -0.644 0.000339 27.52 -14.58
PUT 202408 38,000 825 0.225 -0.562 0.000237 29.09 -23.31
PUT 202408 37,875 795 0.239 -0.530 0.000226 29.37 -24.99
PUT 202408 37,750 670 0.219 -0.503 0.000247 29.45 -22.98
PUT 202408 37,625 655 0.235 -0.473 0.000229 29.39 -24.65
PUT 202408 37,500 580 0.230 -0.444 0.000232 29.16 -23.92
PUT 202408 37,375 570 0.246 -0.419 0.000215 28.85 -25.30
PUT 202408 37,250 485 0.235 -0.388 0.000221 28.28 -23.67
CALL 202409 38,125 810 0.182 0.446 0.000157 54.58 -10.20
CALL 202409 38,000 960 0.200 0.471 0.000144 54.94 -11.26
CALL 202409 37,875 0 0.193 0.487 0.000150 55.06 -10.89
CALL 202409 37,750 1,100 0.205 0.507 0.000141 55.08 -11.54
CALL 202409 37,625 0 0.195 0.525 0.000148 54.99 -10.99
CALL 202409 37,500 1,200 0.200 0.543 0.000143 54.78 -11.24
CALL 202409 37,375 1,325 0.211 0.559 0.000135 54.48 -11.79
CALL 202409 37,250 0 0.198 0.579 0.000143 54.00 -10.98
PUT 202409 38,125 1,220 0.179 -0.556 0.000160 54.55 -9.89
PUT 202409 38,000 1,185 0.185 -0.534 0.000155 54.89 -10.33
PUT 202409 37,875 1,055 0.174 -0.517 0.000166 55.04 -9.73
PUT 202409 37,750 1,055 0.186 -0.495 0.000155 55.09 -10.42
PUT 202409 37,625 895 0.169 -0.476 0.000171 54.99 -9.43
PUT 202409 37,500 895 0.180 -0.456 0.000159 54.75 -10.01
PUT 202409 37,375 0 0.202 -0.440 0.000141 54.46 -11.17
PUT 202409 37,250 770 0.178 -0.415 0.000158 53.84 -9.75
CALL 202410 38,125 0 0.183 0.432 0.000125 67.61 -8.08
CALL 202410 38,000 0 0.184 0.448 0.000125 68.02 -8.16
CALL 202410 37,875 0 0.184 0.464 0.000125 68.32 -8.23
CALL 202410 37,750 0 0.185 0.479 0.000125 68.51 -8.29
CALL 202410 37,625 0 0.186 0.495 0.000125 68.60 -8.34
CALL 202410 37,500 0 0.187 0.511 0.000124 68.58 -8.37
CALL 202410 37,375 0 0.187 0.526 0.000124 68.46 -8.38
CALL 202410 37,250 0 0.188 0.542 0.000123 68.23 -8.39
PUT 202410 38,125 0 0.187 -0.566 0.000122 67.68 -8.18
PUT 202410 38,000 0 0.188 -0.550 0.000122 68.06 -8.26
PUT 202410 37,875 0 0.189 -0.535 0.000122 68.34 -8.32
PUT 202410 37,750 0 0.190 -0.519 0.000122 68.52 -8.38
PUT 202410 37,625 0 0.190 -0.504 0.000122 68.60 -8.43
PUT 202410 37,500 1,600 0.229 -0.484 0.000101 68.55 -10.15
PUT 202410 37,375 0 0.192 -0.474 0.000121 68.45 -8.47
PUT 202410 37,250 1,050 0.168 -0.457 0.000138 68.21 -7.37
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 20240802 38,125 435 0.298 0.401 0.000248 20.19 -43.02
CALL 20240802 38,000 360 0.237 0.411 0.000315 20.31 -34.40
CALL 20240802 37,875 395 0.229 0.448 0.000332 20.65 -33.76
CALL 20240802 37,750 485 0.244 0.491 0.000313 20.82 -36.39
CALL 20240802 37,625 590 0.265 0.529 0.000288 20.77 -39.37
CALL 20240802 37,500 685 0.279 0.563 0.000271 20.57 -41.02
CALL 20240802 37,375 630 0.216 0.620 0.000337 19.88 -30.78
CALL 20240802 37,250 0 0.232 0.652 0.000306 19.29 -31.97
PUT 20240802 38,125 540 0.133 -0.726 0.000481 17.40 -16.41
PUT 20240802 38,000 690 0.252 -0.583 0.000297 20.38 -36.62
PUT 20240802 37,875 595 0.241 -0.548 0.000315 20.68 -35.53
PUT 20240802 37,750 455 0.206 -0.513 0.000370 20.82 -30.62
PUT 20240802 37,625 425 0.222 -0.468 0.000343 20.76 -32.87
PUT 20240802 37,500 390 0.233 -0.428 0.000323 20.49 -34.04
PUT 20240802 37,375 375 0.252 -0.395 0.000293 20.10 -36.09
PUT 20240802 37,250 285 0.230 -0.347 0.000307 19.28 -31.68
CALL 20240809 38,125 445 0.214 0.403 0.000245 28.58 -21.90
CALL 20240809 38,000 530 0.226 0.438 0.000236 29.10 -23.55
CALL 20240809 37,875 595 0.230 0.468 0.000234 29.36 -24.14
CALL 20240809 37,750 630 0.222 0.497 0.000243 29.45 -23.39
CALL 20240809 37,625 705 0.226 0.527 0.000238 29.39 -23.81
CALL 20240809 37,500 820 0.243 0.554 0.000220 29.18 -25.42
CALL 20240809 37,375 0 0.226 0.586 0.000233 28.76 -23.28
CALL 20240809 37,250 835 0.199 0.629 0.000258 27.90 -19.86
PUT 20240809 38,125 745 0.171 -0.625 0.000301 28.01 -16.99
PUT 20240809 38,000 825 0.225 -0.562 0.000237 29.09 -23.31
PUT 20240809 37,875 635 0.184 -0.544 0.000292 29.28 -19.21
PUT 20240809 37,750 720 0.236 -0.502 0.000229 29.46 -24.77
PUT 20240809 37,625 500 0.183 -0.470 0.000295 29.37 -19.11
PUT 20240809 37,500 560 0.223 -0.443 0.000240 29.15 -23.20
PUT 20240809 37,375 550 0.239 -0.417 0.000221 28.82 -24.56
PUT 20240809 37,250 510 0.244 -0.391 0.000214 28.35 -24.62
CALL 20240816 38,125 0 0.206 0.418 0.000210 35.30 -17.34
CALL 20240816 38,000 0 0.208 0.445 0.000210 35.72 -17.71
CALL 20240816 37,875 740 0.229 0.476 0.000192 36.00 -19.68
CALL 20240816 37,750 0 0.209 0.498 0.000211 36.07 -18.00
CALL 20240816 37,625 0 0.213 0.524 0.000207 36.00 -18.27
CALL 20240816 37,500 0 0.214 0.550 0.000205 35.78 -18.25
CALL 20240816 37,375 0 0.213 0.576 0.000203 35.42 -18.04
CALL 20240816 37,250 0 0.212 0.602 0.000201 34.89 -17.66
PUT 20240816 38,125 0 0.203 -0.583 0.000213 35.28 -16.97
PUT 20240816 38,000 0 0.205 -0.556 0.000213 35.71 -17.36
PUT 20240816 37,875 0 0.206 -0.529 0.000214 35.97 -17.59
PUT 20240816 37,750 0 0.207 -0.502 0.000213 36.07 -17.76
PUT 20240816 37,625 0 0.210 -0.476 0.000210 36.00 -17.91
PUT 20240816 37,500 0 0.212 -0.450 0.000206 35.78 -18.03
PUT 20240816 37,375 0 0.214 -0.425 0.000203 35.42 -17.99
PUT 20240816 37,250 0 0.214 -0.399 0.000199 34.91 -17.79
CALL 20240823 38,125 0 0.201 0.430 0.000187 41.00 -14.75
CALL 20240823 38,000 0 0.202 0.453 0.000188 41.36 -14.98
CALL 20240823 37,875 0 0.203 0.477 0.000188 41.58 -15.09
CALL 20240823 37,750 0 0.203 0.501 0.000188 41.65 -15.17
CALL 20240823 37,625 0 0.205 0.524 0.000186 41.57 -15.27
CALL 20240823 37,500 0 0.207 0.547 0.000183 41.36 -15.33
CALL 20240823 37,375 0 0.208 0.570 0.000181 41.01 -15.31
CALL 20240823 37,250 0 0.210 0.592 0.000177 40.54 -15.25
PUT 20240823 38,125 0 0.206 -0.568 0.000183 41.04 -15.06
PUT 20240823 38,000 0 0.207 -0.545 0.000183 41.38 -15.26
PUT 20240823 37,875 830 0.176 -0.530 0.000216 41.53 -13.01
PUT 20240823 37,750 0 0.208 -0.499 0.000183 41.65 -15.44
PUT 20240823 37,625 0 0.210 -0.476 0.000182 41.57 -15.54
PUT 20240823 37,500 0 0.212 -0.454 0.000179 41.36 -15.62
PUT 20240823 37,375 0 0.213 -0.431 0.000176 41.03 -15.59
PUT 20240823 37,250 0 0.215 -0.410 0.000173 40.58 -15.55
CALL 20240830 38,125 0 0.196 0.438 0.000172 45.99 -12.92
CALL 20240830 38,000 0 0.197 0.459 0.000173 46.32 -13.07
CALL 20240830 37,875 0 0.197 0.481 0.000173 46.51 -13.16
CALL 20240830 37,750 0 0.198 0.502 0.000173 46.56 -13.20
CALL 20240830 37,625 0 0.199 0.524 0.000171 46.48 -13.27
CALL 20240830 37,500 0 0.201 0.545 0.000169 46.26 -13.32
CALL 20240830 37,375 0 0.202 0.566 0.000167 45.92 -13.29
CALL 20240830 37,250 0 0.203 0.587 0.000164 45.45 -13.24
PUT 20240830 38,125 0 0.206 -0.558 0.000164 46.06 -13.50
PUT 20240830 38,000 0 0.207 -0.538 0.000164 46.35 -13.64
PUT 20240830 37,875 0 0.207 -0.517 0.000165 46.52 -13.72
PUT 20240830 37,750 0 0.208 -0.496 0.000165 46.56 -13.76
PUT 20240830 37,625 0 0.209 -0.476 0.000163 46.48 -13.84
PUT 20240830 37,500 0 0.211 -0.456 0.000161 46.27 -13.88
PUT 20240830 37,375 0 0.212 -0.436 0.000159 45.95 -13.88
PUT 20240830 37,250 0 0.213 -0.416 0.000157 45.52 -13.82
CALL 20240913 38,125 845 0.189 0.449 0.000152 54.63 -10.57
CALL 20240913 38,000 915 0.192 0.468 0.000150 54.92 -10.79
CALL 20240913 37,875 1,055 0.207 0.490 0.000140 55.07 -11.68
CALL 20240913 37,750 1,105 0.205 0.507 0.000141 55.08 -11.60
CALL 20240913 37,625 0 0.197 0.525 0.000146 54.99 -11.11
CALL 20240913 37,500 1,130 0.187 0.544 0.000153 54.76 -10.52
CALL 20240913 37,375 0 0.201 0.561 0.000142 54.45 -11.20
CALL 20240913 37,250 1,250 0.185 0.583 0.000153 53.90 -10.22
PUT 20240913 38,125 1,210 0.177 -0.557 0.000162 54.54 -9.78
PUT 20240913 38,000 1,195 0.187 -0.533 0.000154 54.90 -10.43
PUT 20240913 37,875 1,105 0.183 -0.515 0.000157 55.05 -10.25
PUT 20240913 37,750 1,100 0.195 -0.494 0.000148 55.09 -10.88
PUT 20240913 37,625 0 0.198 -0.475 0.000146 54.99 -11.06
PUT 20240913 37,500 910 0.183 -0.456 0.000157 54.75 -10.17
PUT 20240913 37,375 0 0.201 -0.439 0.000142 54.45 -11.10
PUT 20240913 37,250 800 0.184 -0.417 0.000154 53.89 -10.07
CALL 20241011 38,125 0 0.183 0.432 0.000125 67.60 -8.06
CALL 20241011 38,000 0 0.183 0.448 0.000126 68.01 -8.14
CALL 20241011 37,875 0 0.184 0.463 0.000126 68.31 -8.19
CALL 20241011 37,750 0 0.184 0.479 0.000126 68.51 -8.25
CALL 20241011 37,625 0 0.187 0.495 0.000124 68.60 -8.37
CALL 20241011 37,500 0 0.188 0.511 0.000123 68.58 -8.41
CALL 20241011 37,375 0 0.189 0.526 0.000123 68.45 -8.43
CALL 20241011 37,250 0 0.189 0.542 0.000122 68.23 -8.43
PUT 20241011 38,125 0 0.187 -0.566 0.000122 67.68 -8.18
PUT 20241011 38,000 0 0.188 -0.550 0.000122 68.06 -8.25
PUT 20241011 37,875 0 0.189 -0.535 0.000123 68.34 -8.31
PUT 20241011 37,750 0 0.189 -0.520 0.000122 68.52 -8.36
PUT 20241011 37,625 0 0.192 -0.504 0.000121 68.60 -8.48
PUT 20241011 37,500 1,460 0.209 -0.487 0.000111 68.56 -9.25
PUT 20241011 37,375 0 0.194 -0.474 0.000120 68.45 -8.55
PUT 20241011 37,250 0 0.194 -0.459 0.000119 68.23 -8.54