日経225先物・オプション価格情報
2024年08月23日(金)
先物終値
種別 限月 終値
NK225 202409 38,410
NK225 202412 38,210
種別 限月 終値
NK225M 202409 38,410
NK225M 202410 38,180
NK225M 202411 38,175
種別 限月 終値
NK225MC 202409 38,410
NK225MC 202410 38,180
NK225MC 202411 38,175
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 38,875 635 0.229 0.424 0.000186 36.09 -19.72
CALL 202409 38,750 610 0.208 0.440 0.000206 36.34 -18.02
CALL 202409 38,625 725 0.224 0.470 0.000192 36.65 -19.63
CALL 202409 38,500 825 0.236 0.495 0.000183 36.75 -20.70
CALL 202409 38,375 880 0.234 0.518 0.000184 36.72 -20.55
CALL 202409 38,250 930 0.231 0.541 0.000187 36.56 -20.14
CALL 202409 38,125 985 0.228 0.565 0.000188 36.26 -19.71
CALL 202409 38,000 1,095 0.239 0.586 0.000177 35.90 -20.48
PUT 202409 38,875 1,195 0.256 -0.565 0.000167 36.26 -22.02
PUT 202409 38,750 1,100 0.250 -0.546 0.000172 36.51 -21.63
PUT 202409 38,625 0 0.246 -0.526 0.000176 36.68 -21.43
PUT 202409 38,500 925 0.239 -0.504 0.000181 36.75 -20.88
PUT 202409 38,375 875 0.243 -0.482 0.000178 36.72 -21.21
PUT 202409 38,250 820 0.245 -0.460 0.000176 36.57 -21.29
PUT 202409 38,125 0 0.253 -0.439 0.000169 36.32 -21.86
PUT 202409 38,000 710 0.247 -0.416 0.000172 35.94 -21.05
CALL 202410 38,875 0 0.214 0.425 0.000131 54.82 -12.02
CALL 202410 38,750 0 0.214 0.441 0.000132 55.20 -12.12
CALL 202410 38,625 1,020 0.219 0.459 0.000130 55.51 -12.44
CALL 202410 38,500 0 0.218 0.475 0.000131 55.70 -12.42
CALL 202410 38,375 1,005 0.196 0.487 0.000145 55.78 -11.21
CALL 202410 38,250 0 0.220 0.508 0.000130 55.80 -12.56
CALL 202410 38,125 0 0.221 0.524 0.000129 55.71 -12.60
CALL 202410 38,000 1,185 0.196 0.541 0.000145 55.51 -11.14
PUT 202410 38,875 0 0.229 -0.568 0.000122 55.00 -12.82
PUT 202410 38,750 0 0.232 -0.552 0.000122 55.33 -13.01
PUT 202410 38,625 0 0.232 -0.537 0.000123 55.57 -13.08
PUT 202410 38,500 0 0.233 -0.521 0.000122 55.73 -13.16
PUT 202410 38,375 0 0.234 -0.506 0.000122 55.80 -13.26
PUT 202410 38,250 0 0.235 -0.491 0.000121 55.79 -13.32
PUT 202410 38,125 0 0.236 -0.475 0.000121 55.70 -13.36
PUT 202410 38,000 0 0.237 -0.460 0.000120 55.53 -13.39
CALL 202411 38,875 0 0.216 0.448 0.000104 69.35 -9.77
CALL 202411 38,750 0 0.217 0.461 0.000104 69.61 -9.86
CALL 202411 38,625 0 0.218 0.474 0.000104 69.80 -9.91
CALL 202411 38,500 0 0.219 0.487 0.000104 69.91 -9.97
CALL 202411 38,375 0 0.220 0.500 0.000104 69.95 -10.02
CALL 202411 38,250 0 0.221 0.513 0.000103 69.91 -10.07
CALL 202411 38,125 0 0.224 0.526 0.000101 69.80 -10.20
CALL 202411 38,000 0 0.225 0.539 0.000101 69.61 -10.22
PUT 202411 38,875 0 0.226 -0.548 0.000100 69.44 -10.12
PUT 202411 38,750 0 0.226 -0.536 0.000100 69.67 -10.18
PUT 202411 38,625 0 0.229 -0.523 0.000099 69.84 -10.35
PUT 202411 38,500 0 0.229 -0.510 0.000100 69.93 -10.32
PUT 202411 38,375 0 0.229 -0.498 0.000099 69.95 -10.35
PUT 202411 38,250 0 0.230 -0.485 0.000099 69.90 -10.40
PUT 202411 38,125 0 0.232 -0.473 0.000098 69.79 -10.45
PUT 202411 38,000 0 0.233 -0.461 0.000097 69.61 -10.47
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 20240830 38,875 290 0.228 0.358 0.000307 19.86 -32.42
CALL 20240830 38,750 320 0.221 0.393 0.000328 20.45 -32.27
CALL 20240830 38,625 390 0.230 0.437 0.000322 20.96 -34.49
CALL 20240830 38,500 425 0.220 0.476 0.000340 21.18 -33.40
CALL 20240830 38,375 505 0.230 0.518 0.000326 21.20 -34.82
CALL 20240830 38,250 570 0.229 0.559 0.000324 20.99 -34.43
CALL 20240830 38,125 620 0.219 0.603 0.000331 20.51 -32.16
CALL 20240830 38,000 595 0.167 0.683 0.000401 18.94 -22.65
PUT 20240830 38,875 0 0.255 -0.627 0.000280 20.14 -36.57
PUT 20240830 38,750 725 0.253 -0.592 0.000289 20.65 -37.20
PUT 20240830 38,625 0 0.255 -0.556 0.000291 21.01 -38.26
PUT 20240830 38,500 750 0.332 -0.511 0.000226 21.21 -50.19
PUT 20240830 38,375 500 0.244 -0.482 0.000307 21.20 -36.91
PUT 20240830 38,250 440 0.244 -0.444 0.000305 21.01 -36.55
PUT 20240830 38,125 435 0.268 -0.413 0.000273 20.71 -39.60
PUT 20240830 38,000 350 0.251 -0.372 0.000283 20.12 -36.07
CALL 20240906 38,875 0 0.220 0.399 0.000233 29.04 -22.86
CALL 20240906 38,750 0 0.218 0.427 0.000239 29.51 -23.03
CALL 20240906 38,625 0 0.218 0.457 0.000242 29.83 -23.28
CALL 20240906 38,500 0 0.219 0.487 0.000242 30.00 -23.56
CALL 20240906 38,375 660 0.214 0.517 0.000248 29.98 -22.96
CALL 20240906 38,250 0 0.222 0.547 0.000237 29.80 -23.73
CALL 20240906 38,125 0 0.224 0.576 0.000232 29.46 -23.64
CALL 20240906 38,000 0 0.225 0.605 0.000228 28.96 -23.33
PUT 20240906 38,875 0 0.244 -0.590 0.000212 29.25 -25.44
PUT 20240906 38,750 0 0.244 -0.563 0.000215 29.63 -25.76
PUT 20240906 38,625 0 0.244 -0.537 0.000217 29.88 -25.95
PUT 20240906 38,500 0 0.246 -0.509 0.000216 30.00 -26.26
PUT 20240906 38,375 0 0.246 -0.483 0.000215 29.98 -26.33
PUT 20240906 38,250 0 0.248 -0.456 0.000212 29.83 -26.38
PUT 20240906 38,125 0 0.250 -0.430 0.000209 29.54 -26.33
PUT 20240906 38,000 0 0.253 -0.404 0.000204 29.14 -26.25
CALL 20240913 38,875 600 0.219 0.420 0.000194 36.02 -18.84
CALL 20240913 38,750 670 0.224 0.446 0.000191 36.42 -19.49
CALL 20240913 38,625 770 0.237 0.473 0.000183 36.67 -20.71
CALL 20240913 38,500 835 0.239 0.496 0.000181 36.75 -20.94
CALL 20240913 38,375 870 0.232 0.518 0.000187 36.72 -20.31
CALL 20240913 38,250 920 0.228 0.542 0.000189 36.55 -19.90
CALL 20240913 38,125 950 0.218 0.567 0.000196 36.23 -18.86
CALL 20240913 38,000 1,105 0.242 0.585 0.000175 35.91 -20.73
PUT 20240913 38,875 0 0.242 -0.570 0.000176 36.18 -20.78
PUT 20240913 38,750 0 0.246 -0.547 0.000175 36.50 -21.29
PUT 20240913 38,625 0 0.247 -0.525 0.000175 36.68 -21.48
PUT 20240913 38,500 950 0.246 -0.504 0.000176 36.75 -21.48
PUT 20240913 38,375 860 0.239 -0.482 0.000181 36.72 -20.85
PUT 20240913 38,250 815 0.244 -0.460 0.000177 36.57 -21.17
PUT 20240913 38,125 790 0.253 -0.439 0.000169 36.32 -21.84
PUT 20240913 38,000 715 0.248 -0.416 0.000171 35.94 -21.17
CALL 20240920 38,875 0 0.245 0.409 0.000150 41.08 -18.01
CALL 20240920 38,750 0 0.248 0.428 0.000150 41.50 -18.40
CALL 20240920 38,625 0 0.249 0.447 0.000150 41.82 -18.68
CALL 20240920 38,500 0 0.252 0.467 0.000149 42.04 -18.96
CALL 20240920 38,375 0 0.255 0.486 0.000148 42.16 -19.21
CALL 20240920 38,250 0 0.257 0.504 0.000147 42.18 -19.43
CALL 20240920 38,125 0 0.260 0.523 0.000145 42.12 -19.62
CALL 20240920 38,000 0 0.263 0.541 0.000143 41.97 -19.79
PUT 20240920 38,875 0 0.205 -0.613 0.000177 40.47 -14.73
PUT 20240920 38,750 0 0.208 -0.590 0.000177 41.11 -15.20
PUT 20240920 38,625 0 0.210 -0.567 0.000177 41.59 -15.53
PUT 20240920 38,500 0 0.213 -0.544 0.000176 41.93 -15.88
PUT 20240920 38,375 0 0.216 -0.522 0.000175 42.13 -16.16
PUT 20240920 38,250 1,010 0.231 -0.498 0.000163 42.19 -17.36
PUT 20240920 38,125 0 0.221 -0.478 0.000170 42.12 -16.59
PUT 20240920 38,000 0 0.224 -0.457 0.000167 41.94 -16.75
CALL 20240927 38,875 0 0.217 0.408 0.000151 45.90 -14.28
CALL 20240927 38,750 0 0.219 0.427 0.000152 46.38 -14.54
CALL 20240927 38,625 0 0.219 0.446 0.000152 46.74 -14.70
CALL 20240927 38,500 0 0.221 0.466 0.000152 46.99 -14.87
CALL 20240927 38,375 0 0.222 0.485 0.000152 47.13 -15.00
CALL 20240927 38,250 0 0.223 0.504 0.000151 47.16 -15.11
CALL 20240927 38,125 0 0.225 0.523 0.000150 47.09 -15.18
CALL 20240927 38,000 0 0.227 0.541 0.000148 46.91 -15.23
PUT 20240927 38,875 0 0.238 -0.582 0.000139 46.17 -15.61
PUT 20240927 38,750 0 0.239 -0.564 0.000139 46.55 -15.85
PUT 20240927 38,625 0 0.240 -0.547 0.000140 46.84 -15.98
PUT 20240927 38,500 0 0.241 -0.529 0.000140 47.04 -16.13
PUT 20240927 38,375 0 0.242 -0.512 0.000139 47.15 -16.27
PUT 20240927 38,250 0 0.244 -0.494 0.000139 47.16 -16.35
PUT 20240927 38,125 0 0.245 -0.477 0.000138 47.09 -16.42
PUT 20240927 38,000 0 0.247 -0.460 0.000136 46.93 -16.49
CALL 20241011 38,875 0 0.214 0.425 0.000131 54.82 -12.00
CALL 20241011 38,750 0 0.214 0.441 0.000132 55.20 -12.12
CALL 20241011 38,625 0 0.216 0.458 0.000132 55.50 -12.26
CALL 20241011 38,500 965 0.199 0.470 0.000143 55.65 -11.35
CALL 20241011 38,375 0 0.218 0.491 0.000131 55.79 -12.45
CALL 20241011 38,250 0 0.219 0.508 0.000130 55.80 -12.51
CALL 20241011 38,125 0 0.219 0.524 0.000130 55.71 -12.53
CALL 20241011 38,000 1,340 0.224 0.540 0.000127 55.53 -12.73
PUT 20241011 38,875 0 0.229 -0.568 0.000122 55.00 -12.82
PUT 20241011 38,750 0 0.231 -0.552 0.000123 55.33 -12.96
PUT 20241011 38,625 0 0.233 -0.537 0.000122 55.57 -13.13
PUT 20241011 38,500 1,540 0.246 -0.518 0.000116 55.75 -13.92
PUT 20241011 38,375 0 0.235 -0.506 0.000121 55.80 -13.31
PUT 20241011 38,250 1,355 0.237 -0.490 0.000120 55.79 -13.43
PUT 20241011 38,125 0 0.237 -0.475 0.000120 55.70 -13.41
PUT 20241011 38,000 1,290 0.248 -0.461 0.000114 55.54 -14.01
CALL 20241108 38,875 0 0.215 0.447 0.000105 69.34 -9.71
CALL 20241108 38,750 0 0.216 0.461 0.000105 69.61 -9.80
CALL 20241108 38,625 0 0.217 0.474 0.000105 69.80 -9.87
CALL 20241108 38,500 0 0.217 0.487 0.000105 69.91 -9.92
CALL 20241108 38,375 0 0.218 0.500 0.000104 69.95 -9.97
CALL 20241108 38,250 0 0.220 0.513 0.000104 69.91 -10.02
CALL 20241108 38,125 0 0.220 0.526 0.000103 69.80 -10.03
CALL 20241108 38,000 0 0.221 0.539 0.000102 69.61 -10.06
PUT 20241108 38,875 0 0.225 -0.549 0.000100 69.43 -10.07
PUT 20241108 38,750 0 0.226 -0.536 0.000100 69.67 -10.16
PUT 20241108 38,625 0 0.227 -0.523 0.000100 69.83 -10.22
PUT 20241108 38,500 0 0.227 -0.511 0.000100 69.92 -10.27
PUT 20241108 38,375 0 0.229 -0.498 0.000100 69.95 -10.33
PUT 20241108 38,250 0 0.230 -0.486 0.000099 69.90 -10.38
PUT 20241108 38,125 0 0.230 -0.473 0.000099 69.79 -10.39
PUT 20241108 38,000 0 0.232 -0.461 0.000098 69.61 -10.42