日経225先物・オプション価格情報
2024年08月16日(金)
先物終値
種別 限月 終値
NK225 202409 38,090
NK225 202412 37,890
種別 限月 終値
NK225M 202409 38,090
NK225M 202410 37,800
NK225M 202411 37,795
種別 限月 終値
NK225MC 202409 38,090
NK225MC 202410 37,800
NK225MC 202411 37,795
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 38,500 710 0.212 0.440 0.000176 41.61 -15.83
CALL 202409 38,375 670 0.190 0.455 0.000198 41.82 -14.24
CALL 202409 38,250 830 0.215 0.484 0.000176 42.06 -16.19
CALL 202409 38,125 920 0.222 0.507 0.000170 42.08 -16.76
CALL 202409 38,000 950 0.215 0.528 0.000176 41.98 -16.16
CALL 202409 37,875 1,065 0.227 0.549 0.000165 41.77 -16.98
CALL 202409 37,750 1,105 0.220 0.571 0.000169 41.42 -16.36
CALL 202409 37,625 1,200 0.227 0.590 0.000163 41.00 -16.65
PUT 202409 38,500 0 0.224 -0.556 0.000167 41.68 -16.63
PUT 202409 38,375 0 0.226 -0.535 0.000167 41.93 -16.84
PUT 202409 38,250 0 0.227 -0.514 0.000167 42.06 -16.98
PUT 202409 38,125 0 0.228 -0.493 0.000166 42.08 -17.10
PUT 202409 38,000 905 0.226 -0.472 0.000167 41.98 -16.91
PUT 202409 37,875 0 0.231 -0.452 0.000163 41.78 -17.16
PUT 202409 37,750 865 0.245 -0.434 0.000152 41.50 -18.13
PUT 202409 37,625 0 0.235 -0.412 0.000157 41.06 -17.21
CALL 202410 38,500 650 0.161 0.398 0.000162 57.14 -8.23
CALL 202410 38,375 0 0.210 0.444 0.000127 58.48 -11.00
CALL 202410 38,250 0 0.209 0.460 0.000128 58.76 -11.03
CALL 202410 38,125 0 0.210 0.476 0.000128 58.96 -11.12
CALL 202410 38,000 1,050 0.193 0.488 0.000139 59.04 -10.24
CALL 202410 37,875 0 0.213 0.508 0.000126 59.06 -11.28
CALL 202410 37,750 0 0.214 0.524 0.000126 58.96 -11.33
CALL 202410 37,625 0 0.216 0.539 0.000124 58.78 -11.36
PUT 202410 38,500 0 0.209 -0.572 0.000127 58.11 -10.81
PUT 202410 38,375 0 0.211 -0.556 0.000127 58.49 -10.95
PUT 202410 38,250 0 0.212 -0.540 0.000127 58.78 -11.04
PUT 202410 38,125 0 0.213 -0.524 0.000126 58.96 -11.14
PUT 202410 38,000 0 0.214 -0.508 0.000126 59.06 -11.21
PUT 202410 37,875 0 0.216 -0.492 0.000125 59.06 -11.32
PUT 202410 37,750 0 0.217 -0.476 0.000124 58.96 -11.36
PUT 202410 37,625 0 0.218 -0.461 0.000123 58.78 -11.41
CALL 202411 38,500 0 0.204 0.445 0.000107 71.65 -8.73
CALL 202411 38,375 0 0.204 0.458 0.000107 71.94 -8.77
CALL 202411 38,250 0 0.205 0.472 0.000107 72.16 -8.87
CALL 202411 38,125 0 0.206 0.486 0.000107 72.29 -8.91
CALL 202411 38,000 0 0.208 0.499 0.000106 72.33 -8.99
CALL 202411 37,875 0 0.208 0.512 0.000106 72.30 -9.02
CALL 202411 37,750 0 0.210 0.526 0.000105 72.18 -9.06
CALL 202411 37,625 0 0.211 0.539 0.000104 71.99 -9.08
PUT 202411 38,500 0 0.204 -0.555 0.000107 71.65 -8.62
PUT 202411 38,375 0 0.204 -0.542 0.000107 71.94 -8.66
PUT 202411 38,250 0 0.205 -0.528 0.000107 72.16 -8.75
PUT 202411 38,125 0 0.206 -0.515 0.000107 72.29 -8.79
PUT 202411 38,000 0 0.207 -0.501 0.000106 72.33 -8.88
PUT 202411 37,875 0 0.208 -0.488 0.000106 72.30 -8.91
PUT 202411 37,750 1,595 0.224 -0.473 0.000098 72.17 -9.59
PUT 202411 37,625 0 0.211 -0.461 0.000104 71.99 -8.97
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 20240823 38,500 350 0.250 0.386 0.000290 20.17 -36.11
CALL 20240823 38,375 370 0.236 0.417 0.000313 20.58 -34.80
CALL 20240823 38,250 440 0.245 0.458 0.000308 20.93 -36.60
CALL 20240823 38,125 470 0.231 0.495 0.000327 21.04 -34.82
CALL 20240823 38,000 540 0.235 0.536 0.000321 20.96 -35.19
CALL 20240823 37,875 620 0.241 0.574 0.000309 20.68 -35.59
CALL 20240823 37,750 710 0.249 0.609 0.000292 20.25 -36.10
CALL 20240823 37,625 650 0.178 0.696 0.000373 18.46 -23.50
PUT 20240823 38,500 0 0.250 -0.615 0.000290 20.17 -35.91
PUT 20240823 38,375 0 0.250 -0.578 0.000297 20.64 -36.77
PUT 20240823 38,250 0 0.249 -0.541 0.000302 20.93 -37.20
PUT 20240823 38,125 0 0.250 -0.503 0.000302 21.04 -37.55
PUT 20240823 38,000 495 0.257 -0.466 0.000294 20.97 -38.37
PUT 20240823 37,875 570 0.320 -0.440 0.000233 20.81 -47.58
PUT 20240823 37,750 395 0.262 -0.395 0.000279 20.31 -37.95
PUT 20240823 37,625 335 0.256 -0.358 0.000276 19.69 -36.01
CALL 20240830 38,500 315 0.165 0.376 0.000309 28.32 -16.69
CALL 20240830 38,375 0 0.214 0.438 0.000247 29.40 -22.46
CALL 20240830 38,250 415 0.164 0.455 0.000323 29.57 -17.41
CALL 20240830 38,125 0 0.214 0.500 0.000250 29.76 -22.74
CALL 20240830 38,000 590 0.183 0.534 0.000292 29.65 -19.40
CALL 20240830 37,875 0 0.217 0.562 0.000244 29.40 -22.81
CALL 20240830 37,750 0 0.218 0.592 0.000238 28.97 -22.66
CALL 20240830 37,625 0 0.209 0.626 0.000243 28.26 -21.15
PUT 20240830 38,500 0 0.221 -0.589 0.000236 29.01 -22.79
PUT 20240830 38,375 0 0.230 -0.556 0.000230 29.46 -24.18
PUT 20240830 38,250 0 0.231 -0.528 0.000231 29.69 -24.47
PUT 20240830 38,125 0 0.232 -0.499 0.000230 29.76 -24.66
PUT 20240830 38,000 0 0.234 -0.470 0.000228 29.68 -24.72
PUT 20240830 37,875 0 0.235 -0.442 0.000225 29.44 -24.68
PUT 20240830 37,750 630 0.266 -0.421 0.000197 29.18 -27.71
PUT 20240830 37,625 655 0.294 -0.404 0.000177 28.89 -30.26
CALL 20240906 38,500 0 0.198 0.421 0.000216 35.72 -16.89
CALL 20240906 38,375 0 0.205 0.450 0.000212 36.16 -17.67
CALL 20240906 38,250 0 0.205 0.476 0.000212 36.38 -17.85
CALL 20240906 38,125 0 0.206 0.503 0.000212 36.45 -17.96
CALL 20240906 38,000 0 0.207 0.529 0.000211 36.35 -17.96
CALL 20240906 37,875 0 0.208 0.556 0.000208 36.10 -17.92
CALL 20240906 37,750 0 0.210 0.581 0.000204 35.69 -17.88
CALL 20240906 37,625 0 0.212 0.606 0.000198 35.16 -17.84
PUT 20240906 38,500 0 0.212 -0.573 0.000203 35.84 -18.01
PUT 20240906 38,375 0 0.218 -0.546 0.000199 36.21 -18.76
PUT 20240906 38,250 0 0.219 -0.521 0.000199 36.40 -18.94
PUT 20240906 38,125 0 0.220 -0.496 0.000199 36.45 -19.02
PUT 20240906 38,000 0 0.221 -0.471 0.000197 36.35 -19.05
PUT 20240906 37,875 0 0.222 -0.447 0.000195 36.12 -19.03
PUT 20240906 37,750 0 0.223 -0.423 0.000192 35.76 -18.98
PUT 20240906 37,625 0 0.227 -0.400 0.000187 35.29 -18.99
CALL 20240913 38,500 720 0.215 0.441 0.000174 41.62 -16.02
CALL 20240913 38,375 790 0.219 0.464 0.000172 41.91 -16.42
CALL 20240913 38,250 830 0.215 0.484 0.000176 42.06 -16.19
CALL 20240913 38,125 875 0.212 0.506 0.000179 42.08 -15.95
CALL 20240913 38,000 960 0.217 0.528 0.000174 41.98 -16.33
CALL 20240913 37,875 930 0.195 0.553 0.000193 41.71 -14.55
CALL 20240913 37,750 1,020 0.200 0.576 0.000186 41.33 -14.81
CALL 20240913 37,625 450 0.000 0.000 0.000000 0.00 0.00
PUT 20240913 38,500 0 0.221 -0.557 0.000169 41.66 -16.41
PUT 20240913 38,375 1,100 0.225 -0.535 0.000167 41.93 -16.82
PUT 20240913 38,250 0 0.227 -0.514 0.000166 42.06 -17.02
PUT 20240913 38,125 1,100 0.257 -0.490 0.000147 42.08 -19.29
PUT 20240913 38,000 910 0.227 -0.472 0.000166 41.98 -17.00
PUT 20240913 37,875 1,000 0.263 -0.454 0.000143 41.81 -19.62
PUT 20240913 37,750 805 0.231 -0.431 0.000161 41.46 -17.04
PUT 20240913 37,625 0 0.236 -0.412 0.000156 41.06 -17.25
CALL 20240920 38,500 0 0.230 0.413 0.000144 45.58 -15.05
CALL 20240920 38,375 0 0.232 0.432 0.000145 46.01 -15.31
CALL 20240920 38,250 0 0.235 0.450 0.000144 46.33 -15.57
CALL 20240920 38,125 0 0.237 0.469 0.000143 46.55 -15.79
CALL 20240920 38,000 0 0.239 0.487 0.000142 46.67 -16.01
CALL 20240920 37,875 0 0.242 0.505 0.000141 46.69 -16.20
CALL 20240920 37,750 0 0.245 0.523 0.000139 46.62 -16.38
CALL 20240920 37,625 0 0.247 0.540 0.000137 46.46 -16.48
PUT 20240920 38,500 0 0.177 -0.620 0.000184 44.55 -11.17
PUT 20240920 38,375 0 0.179 -0.596 0.000185 45.34 -11.54
PUT 20240920 38,250 0 0.182 -0.572 0.000184 45.94 -11.88
PUT 20240920 38,125 0 0.184 -0.548 0.000183 46.36 -12.16
PUT 20240920 38,000 0 0.187 -0.524 0.000182 46.61 -12.41
PUT 20240920 37,875 0 0.190 -0.501 0.000179 46.70 -12.62
PUT 20240920 37,750 0 0.193 -0.479 0.000176 46.63 -12.81
PUT 20240920 37,625 0 0.195 -0.457 0.000174 46.42 -12.90
CALL 20241011 38,500 760 0.180 0.412 0.000146 57.62 -9.29
CALL 20241011 38,375 0 0.208 0.443 0.000128 58.47 -10.89
CALL 20241011 38,250 720 0.156 0.436 0.000171 58.31 -8.15
CALL 20241011 38,125 0 0.210 0.476 0.000128 58.96 -11.10
CALL 20241011 38,000 905 0.169 0.482 0.000160 59.01 -8.94
CALL 20241011 37,875 0 0.212 0.508 0.000127 59.06 -11.23
CALL 20241011 37,750 845 0.138 0.522 0.000194 58.98 -7.34
CALL 20241011 37,625 0 0.215 0.539 0.000125 58.78 -11.34
PUT 20241011 38,500 0 0.203 -0.575 0.000130 58.03 -10.48
PUT 20241011 38,375 0 0.204 -0.558 0.000131 58.43 -10.59
PUT 20241011 38,250 0 0.210 -0.540 0.000127 58.77 -10.98
PUT 20241011 38,125 0 0.212 -0.524 0.000127 58.96 -11.09
PUT 20241011 38,000 1,450 0.228 -0.505 0.000118 59.06 -11.98
PUT 20241011 37,875 0 0.214 -0.492 0.000126 59.06 -11.25
PUT 20241011 37,750 0 0.216 -0.476 0.000125 58.96 -11.30
PUT 20241011 37,625 0 0.217 -0.461 0.000124 58.78 -11.34
CALL 20241108 38,500 0 0.204 0.445 0.000107 71.65 -8.73
CALL 20241108 38,375 0 0.204 0.458 0.000107 71.94 -8.77
CALL 20241108 38,250 0 0.205 0.472 0.000107 72.16 -8.87
CALL 20241108 38,125 0 0.206 0.486 0.000107 72.29 -8.91
CALL 20241108 38,000 0 0.208 0.499 0.000106 72.33 -8.99
CALL 20241108 37,875 0 0.208 0.512 0.000106 72.30 -9.02
CALL 20241108 37,750 0 0.210 0.526 0.000105 72.18 -9.06
CALL 20241108 37,625 0 0.211 0.539 0.000104 71.99 -9.08
PUT 20241108 38,500 0 0.204 -0.555 0.000107 71.65 -8.62
PUT 20241108 38,375 0 0.204 -0.542 0.000107 71.94 -8.66
PUT 20241108 38,250 0 0.205 -0.528 0.000107 72.16 -8.75
PUT 20241108 38,125 0 0.206 -0.515 0.000107 72.29 -8.79
PUT 20241108 38,000 0 0.207 -0.501 0.000106 72.33 -8.88
PUT 20241108 37,875 0 0.208 -0.488 0.000106 72.30 -8.91
PUT 20241108 37,750 0 0.209 -0.474 0.000105 72.18 -8.95
PUT 20241108 37,625 0 0.211 -0.461 0.000104 71.99 -8.97