日経225先物・オプション価格情報

2024年08月09日(金)

先物終値

種別	限月	終値
NK225	202409	35,050
NK225	202412	34,750

種別	限月	終値
NK225M	202409	35,050
NK225M	202410	34,760
NK225M	202411	34,690

種別	限月	終値
NK225MC	202409	35,050
NK225MC	202410	34,760
NK225MC	202411	34,690

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	202409	35,500	1,145	0.311	0.467	0.000118	43.15	-19.24
CALL	202409	35,375	1,200	0.312	0.481	0.000118	43.25	-19.29
CALL	202409	35,250	1,110	0.278	0.491	0.000132	43.29	-17.22
CALL	202409	35,125	1,400	0.331	0.513	0.000111	43.28	-20.53
CALL	202409	35,000	1,430	0.324	0.526	0.000113	43.21	-20.07
CALL	202409	34,875	1,525	0.332	0.540	0.000110	43.08	-20.49
CALL	202409	34,750	1,585	0.331	0.554	0.000110	42.90	-20.36
CALL	202409	34,625	1,540	0.306	0.570	0.000118	42.62	-18.66
PUT	202409	35,500	1,495	0.289	-0.539	0.000127	43.10	-17.74
PUT	202409	35,375	1,245	0.248	-0.532	0.000148	43.16	-15.21
PUT	202409	35,250	1,590	0.343	-0.500	0.000107	43.30	-21.18
PUT	202409	35,125	1,145	0.256	-0.494	0.000144	43.30	-15.78
PUT	202409	35,000	1,455	0.343	-0.473	0.000107	43.20	-21.09
PUT	202409	34,875	1,330	0.328	-0.460	0.000111	43.08	-20.16
PUT	202409	34,750	1,345	0.346	-0.446	0.000105	42.91	-21.17
PUT	202409	34,625	1,030	0.286	-0.427	0.000126	42.58	-17.38
CALL	202410	35,500	1,155	0.257	0.443	0.000107	57.03	-11.65
CALL	202410	35,375	0	0.279	0.463	0.000099	57.37	-12.73
CALL	202410	35,250	0	0.281	0.476	0.000098	57.51	-12.89
CALL	202410	35,125	0	0.284	0.489	0.000097	57.59	-13.01
CALL	202410	35,000	0	0.286	0.501	0.000097	57.61	-13.13
CALL	202410	34,875	1,455	0.262	0.510	0.000106	57.59	-12.00
CALL	202410	34,750	0	0.290	0.526	0.000095	57.49	-13.30
CALL	202410	34,625	0	0.293	0.538	0.000094	57.36	-13.38
PUT	202410	35,500	0	0.275	-0.550	0.000100	57.16	-12.41
PUT	202410	35,375	0	0.281	-0.536	0.000098	57.38	-12.74
PUT	202410	35,250	0	0.282	-0.524	0.000098	57.51	-12.82
PUT	202410	35,125	0	0.284	-0.511	0.000097	57.59	-12.95
PUT	202410	35,000	1,750	0.282	-0.499	0.000098	57.61	-12.85
PUT	202410	34,875	1,725	0.290	-0.486	0.000095	57.58	-13.18
PUT	202410	34,750	1,670	0.291	-0.474	0.000095	57.49	-13.25
PUT	202410	34,625	1,615	0.293	-0.462	0.000094	57.36	-13.30
CALL	202411	35,500	0	0.246	0.451	0.000093	68.57	-9.32
CALL	202411	35,375	0	0.248	0.463	0.000092	68.80	-9.43
CALL	202411	35,250	0	0.251	0.475	0.000092	68.96	-9.55
CALL	202411	35,125	0	0.253	0.487	0.000091	69.06	-9.65
CALL	202411	35,000	0	0.256	0.498	0.000090	69.10	-9.75
CALL	202411	34,875	0	0.258	0.510	0.000089	69.08	-9.83
CALL	202411	34,750	0	0.260	0.521	0.000088	69.00	-9.91
CALL	202411	34,625	0	0.262	0.533	0.000088	68.87	-9.95
PUT	202411	35,500	0	0.234	-0.554	0.000097	68.46	-8.76
PUT	202411	35,375	0	0.237	-0.542	0.000097	68.73	-8.88
PUT	202411	35,250	0	0.239	-0.529	0.000096	68.92	-9.00
PUT	202411	35,125	0	0.241	-0.516	0.000095	69.04	-9.10
PUT	202411	35,000	0	0.244	-0.504	0.000094	69.10	-9.20
PUT	202411	34,875	0	0.246	-0.492	0.000094	69.09	-9.29
PUT	202411	34,750	0	0.249	-0.480	0.000093	69.01	-9.38
PUT	202411	34,625	0	0.250	-0.468	0.000092	68.88	-9.41

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	20240816	35,500	535	0.379	0.414	0.000212	18.92	-51.21
CALL	20240816	35,375	600	0.386	0.442	0.000211	19.16	-52.88
CALL	20240816	35,250	525	0.319	0.458	0.000256	19.26	-43.93
CALL	20240816	35,125	805	0.434	0.498	0.000189	19.36	-60.11
CALL	20240816	35,000	735	0.367	0.521	0.000224	19.34	-50.69
CALL	20240816	34,875	1,200	0.575	0.541	0.000142	19.26	-79.13
CALL	20240816	34,750	1,550	0.724	0.554	0.000113	19.19	-99.21
CALL	20240816	34,625	820	0.303	0.623	0.000259	18.44	-39.94
PUT	20240816	35,500	1,040	0.408	-0.578	0.000198	18.99	-55.30
PUT	20240816	35,375	0	0.417	-0.552	0.000196	19.20	-57.09
PUT	20240816	35,250	770	0.343	-0.538	0.000239	19.28	-47.14
PUT	20240816	35,125	690	0.336	-0.509	0.000244	19.36	-46.48
PUT	20240816	35,000	800	0.426	-0.478	0.000192	19.34	-58.85
PUT	20240816	34,875	600	0.354	-0.449	0.000230	19.21	-48.56
PUT	20240816	34,750	810	0.494	-0.436	0.000164	19.12	-67.45
PUT	20240816	34,625	690	0.461	-0.412	0.000174	18.89	-62.12
CALL	20240823	35,500	870	0.392	0.449	0.000147	27.16	-38.05
CALL	20240823	35,375	0	0.380	0.466	0.000152	27.28	-37.06
CALL	20240823	35,250	0	0.383	0.485	0.000152	27.37	-37.43
CALL	20240823	35,125	0	0.387	0.504	0.000150	27.38	-37.89
CALL	20240823	35,000	0	0.391	0.523	0.000148	27.34	-38.20
CALL	20240823	34,875	1,115	0.375	0.542	0.000154	27.23	-36.53
CALL	20240823	34,750	0	0.396	0.560	0.000145	27.08	-38.35
CALL	20240823	34,625	0	0.368	0.582	0.000155	26.81	-35.29
PUT	20240823	35,500	0	0.384	-0.552	0.000150	27.15	-37.20
PUT	20240823	35,375	0	0.387	-0.533	0.000150	27.29	-37.66
PUT	20240823	35,250	0	0.390	-0.514	0.000149	27.37	-38.10
PUT	20240823	35,125	0	0.394	-0.495	0.000148	27.38	-38.48
PUT	20240823	35,000	765	0.289	-0.478	0.000201	27.34	-28.16
PUT	20240823	34,875	960	0.383	-0.458	0.000151	27.24	-37.20
PUT	20240823	34,750	0	0.407	-0.441	0.000141	27.09	-39.35
PUT	20240823	34,625	0	0.411	-0.424	0.000139	26.88	-39.45
CALL	20240830	35,500	0	0.324	0.450	0.000145	33.28	-25.72
CALL	20240830	35,375	0	0.327	0.469	0.000145	33.44	-26.09
CALL	20240830	35,250	0	0.331	0.488	0.000143	33.52	-26.44
CALL	20240830	35,125	0	0.334	0.506	0.000142	33.54	-26.71
CALL	20240830	35,000	0	0.337	0.523	0.000141	33.48	-26.90
CALL	20240830	34,875	0	0.341	0.541	0.000139	33.36	-27.11
CALL	20240830	34,750	0	0.344	0.558	0.000137	33.18	-27.21
CALL	20240830	34,625	0	0.348	0.575	0.000134	32.95	-27.33
PUT	20240830	35,500	0	0.338	-0.546	0.000139	33.31	-26.77
PUT	20240830	35,375	0	0.341	-0.528	0.000139	33.46	-27.12
PUT	20240830	35,250	0	0.345	-0.511	0.000138	33.53	-27.47
PUT	20240830	35,125	0	0.348	-0.493	0.000136	33.54	-27.74
PUT	20240830	35,000	0	0.351	-0.476	0.000135	33.48	-27.93
PUT	20240830	34,875	0	0.355	-0.459	0.000133	33.37	-28.13
PUT	20240830	34,750	0	0.358	-0.443	0.000131	33.20	-28.24
PUT	20240830	34,625	0	0.362	-0.427	0.000129	32.97	-28.36
CALL	20240906	35,500	0	0.310	0.458	0.000132	38.52	-21.39
CALL	20240906	35,375	0	0.314	0.475	0.000131	38.65	-21.68
CALL	20240906	35,250	0	0.316	0.492	0.000130	38.72	-21.90
CALL	20240906	35,125	0	0.319	0.508	0.000129	38.72	-22.13
CALL	20240906	35,000	0	0.322	0.525	0.000127	38.66	-22.29
CALL	20240906	34,875	0	0.326	0.540	0.000126	38.53	-22.45
CALL	20240906	34,750	0	0.328	0.556	0.000124	38.35	-22.52
CALL	20240906	34,625	0	0.332	0.571	0.000122	38.11	-22.63
PUT	20240906	35,500	0	0.322	-0.539	0.000127	38.54	-22.11
PUT	20240906	35,375	1,170	0.257	-0.537	0.000159	38.56	-17.66
PUT	20240906	35,250	0	0.328	-0.507	0.000125	38.72	-22.62
PUT	20240906	35,125	0	0.331	-0.491	0.000124	38.72	-22.85
PUT	20240906	35,000	0	0.334	-0.475	0.000123	38.65	-22.99
PUT	20240906	34,875	0	0.337	-0.460	0.000121	38.53	-23.15
PUT	20240906	34,750	0	0.340	-0.445	0.000120	38.36	-23.24
PUT	20240906	34,625	0	0.344	-0.430	0.000118	38.13	-23.36
CALL	20240913	35,500	1,065	0.293	0.462	0.000125	43.11	-18.08
CALL	20240913	35,375	1,260	0.325	0.484	0.000113	43.26	-20.16
CALL	20240913	35,250	1,275	0.316	0.497	0.000116	43.30	-19.58
CALL	20240913	35,125	1,400	0.331	0.513	0.000111	43.28	-20.53
CALL	20240913	35,000	1,425	0.323	0.526	0.000113	43.21	-20.00
CALL	20240913	34,875	1,405	0.304	0.540	0.000120	43.08	-18.78
CALL	20240913	34,750	1,430	0.295	0.556	0.000123	42.87	-18.13
CALL	20240913	34,625	0	0.330	0.568	0.000110	42.67	-20.14
PUT	20240913	35,500	1,395	0.266	-0.545	0.000137	43.03	-16.28
PUT	20240913	35,375	1,365	0.275	-0.526	0.000133	43.21	-16.94
PUT	20240913	35,250	1,325	0.282	-0.508	0.000130	43.29	-17.39
PUT	20240913	35,125	1,415	0.318	-0.489	0.000115	43.28	-19.63
PUT	20240913	35,000	1,420	0.334	-0.473	0.000110	43.20	-20.59
PUT	20240913	34,875	1,420	0.349	-0.460	0.000105	43.08	-21.44
PUT	20240913	34,750	1,270	0.329	-0.446	0.000111	42.90	-20.10
PUT	20240913	34,625	1,200	0.326	-0.432	0.000111	42.66	-19.84
CALL	20241011	35,500	1,360	0.293	0.456	0.000094	57.26	-13.33
CALL	20241011	35,375	0	0.279	0.463	0.000099	57.37	-12.73
CALL	20241011	35,250	0	0.281	0.476	0.000098	57.51	-12.89
CALL	20241011	35,125	0	0.284	0.489	0.000097	57.59	-13.01
CALL	20241011	35,000	1,515	0.282	0.501	0.000098	57.61	-12.94
CALL	20241011	34,875	1,370	0.247	0.508	0.000112	57.60	-11.33
CALL	20241011	34,750	0	0.290	0.526	0.000095	57.49	-13.28
CALL	20241011	34,625	0	0.290	0.537	0.000095	57.36	-13.26
PUT	20241011	35,500	1,745	0.231	-0.567	0.000118	56.79	-10.37
PUT	20241011	35,375	0	0.281	-0.536	0.000098	57.38	-12.73
PUT	20241011	35,250	0	0.283	-0.523	0.000097	57.51	-12.86
PUT	20241011	35,125	0	0.285	-0.511	0.000097	57.59	-12.96
PUT	20241011	35,000	1,775	0.287	-0.499	0.000096	57.61	-13.05
PUT	20241011	34,875	1,525	0.255	-0.491	0.000108	57.60	-11.60
PUT	20241011	34,750	0	0.291	-0.474	0.000095	57.49	-13.24
PUT	20241011	34,625	0	0.294	-0.462	0.000093	57.36	-13.34
CALL	20241108	35,500	0	0.246	0.451	0.000093	68.57	-9.32
CALL	20241108	35,375	0	0.248	0.463	0.000092	68.80	-9.43
CALL	20241108	35,250	0	0.251	0.475	0.000092	68.96	-9.55
CALL	20241108	35,125	0	0.253	0.487	0.000091	69.06	-9.65
CALL	20241108	35,000	0	0.256	0.498	0.000090	69.10	-9.75
CALL	20241108	34,875	0	0.258	0.510	0.000089	69.08	-9.83
CALL	20241108	34,750	0	0.260	0.521	0.000088	69.00	-9.91
CALL	20241108	34,625	0	0.262	0.533	0.000088	68.87	-9.95
PUT	20241108	35,500	0	0.234	-0.554	0.000097	68.46	-8.76
PUT	20241108	35,375	0	0.237	-0.542	0.000097	68.73	-8.88
PUT	20241108	35,250	0	0.239	-0.529	0.000096	68.92	-9.00
PUT	20241108	35,125	0	0.241	-0.516	0.000095	69.04	-9.10
PUT	20241108	35,000	0	0.244	-0.504	0.000094	69.10	-9.20
PUT	20241108	34,875	0	0.246	-0.492	0.000094	69.09	-9.29
PUT	20241108	34,750	0	0.249	-0.480	0.000093	69.01	-9.38
PUT	20241108	34,625	0	0.250	-0.468	0.000092	68.88	-9.41