日経225先物・オプション価格情報
2024年08月02日(金)
先物終値
種別 限月 終値
NK225 202409 35,920
NK225 202412 35,690
種別 限月 終値
NK225M 202408 35,915
NK225M 202409 35,920
NK225M 202410 35,655
種別 限月 終値
NK225MC 202408 35,915
NK225MC 202409 35,920
NK225MC 202410 35,655
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 36,375 530 0.369 0.412 0.000212 19.35 -51.07
CALL 202408 36,250 555 0.356 0.435 0.000222 19.58 -49.83
CALL 202408 36,125 630 0.367 0.465 0.000218 19.76 -51.83
CALL 202408 36,000 690 0.368 0.492 0.000218 19.84 -52.22
CALL 202408 35,875 0 0.362 0.519 0.000221 19.82 -51.35
CALL 202408 35,750 0 0.342 0.548 0.000232 19.70 -48.24
CALL 202408 35,625 905 0.380 0.572 0.000208 19.52 -53.03
CALL 202408 35,500 0 0.345 0.605 0.000224 19.15 -47.27
PUT 202408 36,375 1,020 0.385 -0.584 0.000204 19.40 -53.29
PUT 202408 36,250 880 0.351 -0.566 0.000225 19.57 -49.05
PUT 202408 36,125 800 0.347 -0.539 0.000230 19.75 -48.88
PUT 202408 36,000 755 0.358 -0.509 0.000224 19.84 -50.74
PUT 202408 35,875 505 0.265 -0.480 0.000303 19.82 -37.44
PUT 202408 35,750 650 0.369 -0.454 0.000216 19.71 -51.86
PUT 202408 35,625 615 0.380 -0.428 0.000208 19.52 -52.98
PUT 202408 35,500 545 0.372 -0.401 0.000209 19.22 -51.07
CALL 202409 36,375 0 0.259 0.461 0.000126 48.38 -14.94
CALL 202409 36,250 0 0.259 0.477 0.000126 48.53 -15.03
CALL 202409 36,125 0 0.261 0.492 0.000126 48.60 -15.12
CALL 202409 36,000 1,300 0.275 0.510 0.000119 48.60 -15.95
CALL 202409 35,875 0 0.263 0.524 0.000124 48.52 -15.27
CALL 202409 35,750 0 0.264 0.539 0.000123 48.37 -15.28
CALL 202409 35,625 0 0.266 0.555 0.000122 48.15 -15.27
CALL 202409 35,500 0 0.265 0.570 0.000122 47.85 -15.13
PUT 202409 36,375 0 0.258 -0.539 0.000126 48.37 -14.82
PUT 202409 36,250 1,330 0.238 -0.529 0.000137 48.48 -13.66
PUT 202409 36,125 1,345 0.255 -0.508 0.000128 48.60 -14.69
PUT 202409 36,000 1,330 0.266 -0.491 0.000123 48.60 -15.31
PUT 202409 35,875 0 0.270 -0.476 0.000121 48.52 -15.53
PUT 202409 35,750 1,155 0.256 -0.460 0.000127 48.37 -14.68
PUT 202409 35,625 995 0.235 -0.442 0.000138 48.10 -13.42
PUT 202409 35,500 1,115 0.272 -0.431 0.000118 47.87 -15.48
CALL 202410 36,375 0 0.231 0.442 0.000109 61.64 -10.23
CALL 202410 36,250 1,405 0.268 0.468 0.000095 62.09 -11.93
CALL 202410 36,125 0 0.232 0.470 0.000110 62.11 -10.36
CALL 202410 36,000 0 0.236 0.484 0.000108 62.24 -10.55
CALL 202410 35,875 0 0.238 0.498 0.000108 62.29 -10.62
CALL 202410 35,750 0 0.238 0.511 0.000107 62.27 -10.65
CALL 202410 35,625 0 0.239 0.525 0.000107 62.17 -10.68
CALL 202410 35,500 0 0.240 0.538 0.000106 62.01 -10.66
PUT 202410 36,375 0 0.230 -0.558 0.000110 61.63 -10.04
PUT 202410 36,250 0 0.231 -0.544 0.000110 61.91 -10.18
PUT 202410 36,125 0 0.231 -0.531 0.000110 62.11 -10.21
PUT 202410 36,000 1,550 0.220 -0.520 0.000116 62.21 -9.71
PUT 202410 35,875 0 0.237 -0.502 0.000108 62.29 -10.48
PUT 202410 35,750 1,550 0.241 -0.488 0.000106 62.26 -10.69
PUT 202410 35,625 0 0.239 -0.475 0.000107 62.17 -10.54
PUT 202410 35,500 1,250 0.214 -0.462 0.000119 62.01 -9.43
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 20240809 36,375 540 0.374 0.413 0.000209 19.37 -51.83
CALL 20240809 36,250 600 0.379 0.440 0.000209 19.62 -53.15
CALL 20240809 36,125 615 0.359 0.463 0.000222 19.76 -50.74
CALL 20240809 36,000 705 0.376 0.492 0.000213 19.84 -53.29
CALL 20240809 35,875 760 0.373 0.519 0.000215 19.82 -52.84
CALL 20240809 35,750 0 0.369 0.546 0.000216 19.71 -52.05
CALL 20240809 35,625 0 0.371 0.573 0.000213 19.51 -51.71
CALL 20240809 35,500 0 0.377 0.598 0.000206 19.24 -51.86
PUT 20240809 36,375 675 0.203 -0.670 0.000360 18.02 -26.01
PUT 20240809 36,250 875 0.349 -0.567 0.000227 19.57 -48.68
PUT 20240809 36,125 850 0.372 -0.535 0.000215 19.77 -52.50
PUT 20240809 36,000 750 0.356 -0.509 0.000225 19.84 -50.38
PUT 20240809 35,875 635 0.330 -0.481 0.000242 19.82 -46.72
PUT 20240809 35,750 655 0.371 -0.454 0.000215 19.71 -52.22
PUT 20240809 35,625 430 0.285 -0.411 0.000274 19.34 -39.36
PUT 20240809 35,500 540 0.370 -0.400 0.000210 19.22 -50.69
CALL 20240816 36,375 0 0.314 0.431 0.000178 27.65 -31.03
CALL 20240816 36,250 0 0.324 0.455 0.000174 27.89 -32.30
CALL 20240816 36,125 0 0.316 0.476 0.000179 28.01 -31.66
CALL 20240816 36,000 0 0.326 0.499 0.000174 28.06 -32.76
CALL 20240816 35,875 0 0.328 0.521 0.000173 28.03 -32.87
CALL 20240816 35,750 0 0.330 0.542 0.000171 27.91 -32.98
CALL 20240816 35,625 0 0.320 0.565 0.000175 27.69 -31.66
CALL 20240816 35,500 2,465 0.807 0.561 0.000069 27.74 -79.95
PUT 20240816 36,375 1,145 0.319 -0.567 0.000175 27.66 -31.43
PUT 20240816 36,250 690 0.181 -0.595 0.000305 27.27 -17.52
PUT 20240816 36,125 620 0.182 -0.556 0.000309 27.79 -17.99
PUT 20240816 36,000 710 0.238 -0.509 0.000238 28.06 -23.84
PUT 20240816 35,875 715 0.263 -0.480 0.000215 28.03 -26.29
PUT 20240816 35,750 845 0.332 -0.458 0.000170 27.91 -33.00
PUT 20240816 35,625 595 0.263 -0.426 0.000212 27.58 -25.82
PUT 20240816 35,500 705 0.323 -0.414 0.000172 27.40 -31.53
CALL 20240823 36,375 0 0.287 0.441 0.000159 34.00 -23.29
CALL 20240823 36,250 0 0.295 0.463 0.000156 34.22 -24.09
CALL 20240823 36,125 0 0.290 0.482 0.000160 34.34 -23.75
CALL 20240823 36,000 0 0.298 0.502 0.000155 34.37 -24.47
CALL 20240823 35,875 0 0.300 0.522 0.000154 34.32 -24.59
CALL 20240823 35,750 0 0.302 0.541 0.000153 34.19 -24.62
CALL 20240823 35,625 0 0.309 0.559 0.000148 33.99 -25.05
CALL 20240823 35,500 0 0.296 0.580 0.000153 33.68 -23.81
PUT 20240823 36,375 0 0.292 -0.557 0.000157 34.02 -23.58
PUT 20240823 36,250 0 0.294 -0.537 0.000157 34.22 -23.87
PUT 20240823 36,125 0 0.295 -0.518 0.000157 34.34 -24.06
PUT 20240823 36,000 305 0.077 -0.543 0.000600 34.17 -6.19
PUT 20240823 35,875 285 0.090 -0.471 0.000515 34.28 -7.27
PUT 20240823 35,750 645 0.212 -0.452 0.000217 34.13 -17.20
PUT 20240823 35,625 0 0.309 -0.441 0.000148 33.99 -24.97
PUT 20240823 35,500 0 0.311 -0.422 0.000146 33.72 -24.93
CALL 20240830 36,375 0 0.273 0.449 0.000146 39.37 -19.20
CALL 20240830 36,250 0 0.274 0.467 0.000146 39.56 -19.37
CALL 20240830 36,125 0 0.263 0.484 0.000152 39.66 -18.66
CALL 20240830 36,000 0 0.277 0.504 0.000145 39.69 -19.68
CALL 20240830 35,875 0 0.279 0.522 0.000144 39.63 -19.78
CALL 20240830 35,750 0 0.280 0.540 0.000142 39.49 -19.80
CALL 20240830 35,625 0 0.282 0.558 0.000141 39.27 -19.82
CALL 20240830 35,500 0 0.284 0.575 0.000139 38.98 -19.82
PUT 20240830 36,375 0 0.280 -0.549 0.000142 39.39 -19.61
PUT 20240830 36,250 0 0.281 -0.531 0.000142 39.57 -19.79
PUT 20240830 36,125 940 0.210 -0.527 0.000191 39.60 -14.78
PUT 20240830 36,000 0 0.284 -0.495 0.000141 39.69 -20.09
PUT 20240830 35,875 0 0.286 -0.478 0.000140 39.63 -20.18
PUT 20240830 35,750 0 0.287 -0.460 0.000139 39.49 -20.21
PUT 20240830 35,625 0 0.289 -0.443 0.000137 39.28 -20.24
PUT 20240830 35,500 0 0.291 -0.426 0.000135 39.00 -20.24
CALL 20240906 36,375 0 0.264 0.455 0.000135 44.10 -16.68
CALL 20240906 36,250 0 0.266 0.473 0.000134 44.27 -16.88
CALL 20240906 36,125 0 0.261 0.489 0.000137 44.36 -16.60
CALL 20240906 36,000 0 0.269 0.506 0.000133 44.37 -17.10
CALL 20240906 35,875 0 0.271 0.523 0.000132 44.30 -17.17
CALL 20240906 35,750 0 0.272 0.540 0.000131 44.16 -17.22
CALL 20240906 35,625 0 0.274 0.556 0.000130 43.94 -17.23
CALL 20240906 35,500 0 0.276 0.572 0.000128 43.65 -17.24
PUT 20240906 36,375 0 0.270 -0.543 0.000132 44.12 -16.98
PUT 20240906 36,250 0 0.272 -0.526 0.000132 44.28 -17.16
PUT 20240906 36,125 0 0.267 -0.510 0.000134 44.36 -16.88
PUT 20240906 36,000 0 0.275 -0.493 0.000130 44.37 -17.39
PUT 20240906 35,875 0 0.277 -0.477 0.000129 44.30 -17.47
PUT 20240906 35,750 0 0.278 -0.460 0.000128 44.16 -17.50
PUT 20240906 35,625 0 0.280 -0.444 0.000127 43.94 -17.52
PUT 20240906 35,500 0 0.282 -0.429 0.000125 43.66 -17.53
CALL 20240913 36,375 0 0.260 0.461 0.000125 48.38 -15.03
CALL 20240913 36,250 1,215 0.281 0.481 0.000116 48.56 -16.29
CALL 20240913 36,125 0 0.263 0.493 0.000125 48.60 -15.25
CALL 20240913 36,000 1,295 0.274 0.509 0.000119 48.60 -15.89
CALL 20240913 35,875 0 0.265 0.524 0.000123 48.52 -15.34
CALL 20240913 35,750 0 0.266 0.539 0.000122 48.37 -15.39
CALL 20240913 35,625 0 0.275 0.554 0.000118 48.16 -15.80
CALL 20240913 35,500 1,775 0.322 0.565 0.000100 47.97 -18.42
PUT 20240913 36,375 0 0.263 -0.538 0.000124 48.39 -15.09
PUT 20240913 36,250 1,280 0.227 -0.531 0.000144 48.46 -13.06
PUT 20240913 36,125 1,090 0.202 -0.519 0.000162 48.56 -11.64
PUT 20240913 36,000 1,330 0.266 -0.491 0.000123 48.60 -15.31
PUT 20240913 35,875 960 0.203 -0.478 0.000161 48.54 -11.66
PUT 20240913 35,750 1,040 0.232 -0.460 0.000140 48.36 -13.31
PUT 20240913 35,625 0 0.270 -0.446 0.000120 48.16 -15.45
PUT 20240913 35,500 1,150 0.280 -0.431 0.000115 47.89 -15.91
CALL 20241011 36,375 0 0.231 0.442 0.000109 61.64 -10.23
CALL 20241011 36,250 0 0.232 0.456 0.000109 61.92 -10.32
CALL 20241011 36,125 0 0.232 0.470 0.000110 62.11 -10.36
CALL 20241011 36,000 0 0.236 0.484 0.000108 62.24 -10.55
CALL 20241011 35,875 0 0.238 0.498 0.000108 62.29 -10.62
CALL 20241011 35,750 0 0.238 0.511 0.000107 62.27 -10.65
CALL 20241011 35,625 0 0.239 0.525 0.000107 62.17 -10.68
CALL 20241011 35,500 0 0.240 0.538 0.000106 62.01 -10.66
PUT 20241011 36,375 0 0.230 -0.558 0.000110 61.63 -10.08
PUT 20241011 36,250 0 0.231 -0.544 0.000110 61.91 -10.18
PUT 20241011 36,125 0 0.231 -0.531 0.000110 62.11 -10.21
PUT 20241011 36,000 0 0.235 -0.516 0.000109 62.24 -10.40
PUT 20241011 35,875 685 0.092 -0.551 0.000277 61.78 -3.99
PUT 20241011 35,750 0 0.237 -0.489 0.000108 62.27 -10.51
PUT 20241011 35,625 0 0.239 -0.475 0.000107 62.17 -10.54
PUT 20241011 35,500 0 0.239 -0.462 0.000107 62.01 -10.53