日経225先物・オプション価格情報
2024年08月30日(金)
先物終値
種別 限月 終値
NK225 202409 38,710
NK225 202412 38,510
種別 限月 終値
NK225M 202409 38,710
NK225M 202410 38,430
NK225M 202411 38,525
種別 限月 終値
NK225MC 202409 38,710
NK225MC 202410 38,430
NK225MC 202411 38,525
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 39,125 390 0.189 0.394 0.000269 29.17 -19.68
CALL 202409 39,000 445 0.190 0.428 0.000272 29.76 -20.27
CALL 202409 38,875 510 0.194 0.463 0.000270 30.12 -20.92
CALL 202409 38,750 575 0.196 0.497 0.000268 30.24 -21.26
CALL 202409 38,625 515 0.156 0.535 0.000337 30.13 -16.81
CALL 202409 38,500 710 0.198 0.564 0.000262 29.86 -21.21
CALL 202409 38,375 675 0.162 0.614 0.000311 28.99 -16.86
CALL 202409 38,250 825 0.188 0.635 0.000264 28.50 -19.18
PUT 202409 39,125 1,065 0.277 -0.567 0.000187 29.82 -29.43
PUT 202409 39,000 760 0.199 -0.568 0.000260 29.81 -21.15
PUT 202409 38,875 655 0.188 -0.538 0.000279 30.11 -20.15
PUT 202409 38,750 595 0.190 -0.503 0.000277 30.24 -20.49
PUT 202409 38,625 560 0.199 -0.469 0.000263 30.16 -21.42
PUT 202409 38,500 500 0.199 -0.436 0.000261 29.86 -21.16
PUT 202409 38,375 460 0.204 -0.406 0.000251 29.40 -21.35
PUT 202409 38,250 400 0.201 -0.373 0.000249 28.69 -20.51
CALL 202410 39,125 0 0.185 0.400 0.000161 50.37 -11.11
CALL 202410 39,000 755 0.193 0.425 0.000155 51.08 -11.80
CALL 202410 38,875 0 0.187 0.441 0.000162 51.44 -11.48
CALL 202410 38,750 795 0.181 0.459 0.000168 51.73 -11.19
CALL 202410 38,625 880 0.187 0.481 0.000164 51.95 -11.58
CALL 202410 38,500 0 0.190 0.502 0.000161 52.01 -11.83
CALL 202410 38,375 0 0.192 0.522 0.000159 51.92 -11.90
CALL 202410 38,250 0 0.193 0.542 0.000158 51.71 -11.92
PUT 202410 39,125 0 0.196 -0.593 0.000152 50.60 -11.75
PUT 202410 39,000 1,385 0.206 -0.569 0.000146 51.22 -12.50
PUT 202410 38,875 0 0.196 -0.555 0.000155 51.51 -11.93
PUT 202410 38,750 0 0.196 -0.536 0.000155 51.80 -12.05
PUT 202410 38,625 0 0.197 -0.516 0.000155 51.96 -12.15
PUT 202410 38,500 1,040 0.193 -0.497 0.000158 52.01 -11.92
PUT 202410 38,375 0 0.200 -0.477 0.000152 51.92 -12.34
PUT 202410 38,250 0 0.202 -0.458 0.000151 51.72 -12.36
CALL 202411 39,125 0 0.188 0.443 0.000124 66.61 -9.00
CALL 202411 39,000 0 0.189 0.458 0.000125 66.94 -9.06
CALL 202411 38,875 0 0.190 0.474 0.000124 67.16 -9.15
CALL 202411 38,750 0 0.190 0.490 0.000124 67.28 -9.20
CALL 202411 38,625 0 0.191 0.505 0.000124 67.30 -9.25
CALL 202411 38,500 0 0.192 0.521 0.000123 67.22 -9.27
CALL 202411 38,375 0 0.193 0.536 0.000122 67.03 -9.29
CALL 202411 38,250 0 0.194 0.551 0.000121 66.75 -9.29
PUT 202411 39,125 0 0.205 -0.550 0.000114 66.78 -9.71
PUT 202411 39,000 0 0.205 -0.535 0.000115 67.04 -9.78
PUT 202411 38,875 0 0.206 -0.521 0.000114 67.21 -9.85
PUT 202411 38,750 0 0.207 -0.507 0.000114 67.30 -9.88
PUT 202411 38,625 0 0.208 -0.492 0.000114 67.29 -9.93
PUT 202411 38,500 0 0.209 -0.478 0.000113 67.20 -9.98
PUT 202411 38,375 0 0.209 -0.464 0.000112 67.03 -9.98
PUT 202411 38,250 0 0.211 -0.450 0.000111 66.78 -10.01
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 20240906 39,125 215 0.180 0.339 0.000379 19.63 -25.30
CALL 20240906 39,000 230 0.166 0.377 0.000427 20.37 -24.17
CALL 20240906 38,875 280 0.166 0.432 0.000441 21.07 -25.05
CALL 20240906 38,750 375 0.184 0.489 0.000404 21.38 -28.19
CALL 20240906 38,625 390 0.162 0.544 0.000457 21.26 -24.61
CALL 20240906 38,500 480 0.171 0.596 0.000422 20.77 -25.45
CALL 20240906 38,375 480 0.132 0.687 0.000501 19.00 -17.97
CALL 20240906 38,250 500 0.087 0.841 0.000519 12.99 -8.18
PUT 20240906 39,125 0 0.203 -0.642 0.000343 20.01 -28.91
PUT 20240906 39,000 0 0.199 -0.601 0.000361 20.70 -29.41
PUT 20240906 38,875 0 0.194 -0.557 0.000379 21.17 -29.34
PUT 20240906 38,750 420 0.187 -0.510 0.000398 21.38 -28.50
PUT 20240906 38,625 420 0.216 -0.465 0.000343 21.30 -32.83
PUT 20240906 38,500 300 0.186 -0.411 0.000390 20.85 -27.64
PUT 20240906 38,375 260 0.191 -0.366 0.000368 20.16 -27.42
PUT 20240906 38,250 230 0.198 -0.326 0.000340 19.32 -27.29
CALL 20240913 39,125 375 0.183 0.391 0.000276 29.10 -19.10
CALL 20240913 39,000 460 0.195 0.431 0.000265 29.79 -20.83
CALL 20240913 38,875 405 0.159 0.452 0.000328 30.03 -17.12
CALL 20240913 38,750 550 0.188 0.497 0.000280 30.24 -20.37
CALL 20240913 38,625 520 0.157 0.535 0.000333 30.13 -16.99
CALL 20240913 38,500 705 0.197 0.564 0.000264 29.85 -21.03
CALL 20240913 38,375 790 0.202 0.595 0.000254 29.38 -21.21
CALL 20240913 38,250 880 0.207 0.624 0.000242 28.77 -21.33
PUT 20240913 39,125 0 0.204 -0.597 0.000250 29.35 -21.36
PUT 20240913 39,000 765 0.201 -0.567 0.000258 29.82 -21.33
PUT 20240913 38,875 0 0.205 -0.534 0.000256 30.14 -22.03
PUT 20240913 38,750 600 0.192 -0.503 0.000274 30.24 -20.67
PUT 20240913 38,625 545 0.194 -0.469 0.000270 30.15 -20.88
PUT 20240913 38,500 490 0.196 -0.436 0.000266 29.85 -20.80
PUT 20240913 38,375 550 0.234 -0.416 0.000220 29.57 -24.69
PUT 20240913 38,250 400 0.201 -0.373 0.000249 28.69 -20.51
CALL 20240920 39,125 0 0.216 0.375 0.000190 34.95 -18.01
CALL 20240920 39,000 505 0.204 0.391 0.000204 35.41 -17.23
CALL 20240920 38,875 0 0.222 0.425 0.000191 36.13 -19.18
CALL 20240920 38,750 0 0.225 0.450 0.000191 36.49 -19.63
CALL 20240920 38,625 0 0.228 0.474 0.000190 36.70 -19.96
CALL 20240920 38,500 0 0.226 0.498 0.000192 36.77 -19.81
CALL 20240920 38,375 0 0.235 0.522 0.000184 36.72 -20.57
CALL 20240920 38,250 0 0.239 0.544 0.000180 36.55 -20.86
PUT 20240920 39,125 0 0.145 -0.690 0.000264 32.50 -11.12
PUT 20240920 39,000 0 0.156 -0.646 0.000259 34.29 -12.65
PUT 20240920 38,875 0 0.158 -0.611 0.000263 35.33 -13.24
PUT 20240920 38,750 0 0.162 -0.577 0.000263 36.10 -13.83
PUT 20240920 38,625 0 0.167 -0.542 0.000258 36.57 -14.46
PUT 20240920 38,500 0 0.172 -0.509 0.000252 36.77 -14.96
PUT 20240920 38,375 0 0.174 -0.477 0.000248 36.72 -15.18
PUT 20240920 38,250 0 0.177 -0.447 0.000242 36.45 -15.31
CALL 20240927 39,125 0 0.191 0.378 0.000187 40.45 -13.81
CALL 20240927 39,000 0 0.191 0.401 0.000190 41.16 -14.10
CALL 20240927 38,875 0 0.192 0.425 0.000192 41.71 -14.33
CALL 20240927 38,750 0 0.193 0.449 0.000193 42.12 -14.54
CALL 20240927 38,625 0 0.194 0.474 0.000193 42.37 -14.74
CALL 20240927 38,500 0 0.196 0.498 0.000192 42.46 -14.88
CALL 20240927 38,375 0 0.197 0.522 0.000190 42.40 -14.97
CALL 20240927 38,250 0 0.198 0.546 0.000188 42.19 -15.00
PUT 20240927 39,125 0 0.200 -0.616 0.000180 40.66 -14.44
PUT 20240927 39,000 0 0.200 -0.593 0.000182 41.29 -14.71
PUT 20240927 38,875 0 0.201 -0.571 0.000184 41.80 -14.93
PUT 20240927 38,750 0 0.202 -0.547 0.000185 42.16 -15.11
PUT 20240927 38,625 0 0.203 -0.524 0.000184 42.39 -15.32
PUT 20240927 38,500 920 0.209 -0.501 0.000180 42.46 -15.76
PUT 20240927 38,375 0 0.206 -0.478 0.000182 42.40 -15.52
PUT 20240927 38,250 0 0.207 -0.455 0.000180 42.20 -15.58
CALL 20241004 39,125 0 0.190 0.392 0.000170 45.73 -12.45
CALL 20241004 39,000 0 0.191 0.414 0.000172 46.36 -12.68
CALL 20241004 38,875 0 0.191 0.435 0.000173 46.85 -12.85
CALL 20241004 38,750 0 0.192 0.457 0.000173 47.20 -13.03
CALL 20241004 38,625 0 0.194 0.479 0.000173 47.41 -13.16
CALL 20241004 38,500 0 0.195 0.501 0.000172 47.48 -13.29
CALL 20241004 38,375 0 0.197 0.522 0.000170 47.40 -13.36
CALL 20241004 38,250 0 0.198 0.543 0.000168 47.20 -13.41
PUT 20241004 39,125 0 0.198 -0.603 0.000164 45.89 -12.90
PUT 20241004 39,000 0 0.198 -0.582 0.000165 46.47 -13.11
PUT 20241004 38,875 0 0.199 -0.561 0.000166 46.91 -13.28
PUT 20241004 38,750 0 0.200 -0.540 0.000167 47.23 -13.44
PUT 20241004 38,625 0 0.201 -0.519 0.000166 47.42 -13.57
PUT 20241004 38,500 0 0.203 -0.498 0.000165 47.48 -13.70
PUT 20241004 38,375 0 0.204 -0.478 0.000164 47.40 -13.77
PUT 20241004 38,250 0 0.206 -0.457 0.000162 47.20 -13.82
CALL 20241011 39,125 0 0.184 0.400 0.000161 50.36 -11.08
CALL 20241011 39,000 715 0.186 0.420 0.000162 50.97 -11.30
CALL 20241011 38,875 0 0.187 0.441 0.000162 51.44 -11.48
CALL 20241011 38,750 900 0.201 0.466 0.000152 51.82 -12.45
CALL 20241011 38,625 1,000 0.210 0.486 0.000146 51.98 -13.02
CALL 20241011 38,500 895 0.178 0.501 0.000172 52.01 -11.08
CALL 20241011 38,375 1,000 0.187 0.522 0.000164 51.92 -11.59
CALL 20241011 38,250 1,040 0.182 0.543 0.000167 51.70 -11.27
PUT 20241011 39,125 0 0.196 -0.593 0.000152 50.60 -11.75
PUT 20241011 39,000 0 0.197 -0.574 0.000153 51.12 -11.91
PUT 20241011 38,875 0 0.196 -0.555 0.000155 51.51 -11.93
PUT 20241011 38,750 1,180 0.194 -0.536 0.000157 51.79 -11.92
PUT 20241011 38,625 0 0.198 -0.516 0.000154 51.96 -12.19
PUT 20241011 38,500 1,160 0.217 -0.495 0.000141 52.00 -13.35
PUT 20241011 38,375 1,035 0.205 -0.477 0.000149 51.92 -12.61
PUT 20241011 38,250 0 0.201 -0.458 0.000151 51.72 -12.33
CALL 20241108 39,125 0 0.190 0.444 0.000123 66.64 -9.10
CALL 20241108 39,000 0 0.191 0.459 0.000123 66.95 -9.18
CALL 20241108 38,875 0 0.192 0.475 0.000123 67.17 -9.25
CALL 20241108 38,750 0 0.193 0.490 0.000123 67.29 -9.31
CALL 20241108 38,625 0 0.193 0.506 0.000122 67.30 -9.33
CALL 20241108 38,500 0 0.194 0.521 0.000122 67.21 -9.37
CALL 20241108 38,375 0 0.195 0.536 0.000121 67.03 -9.38
CALL 20241108 38,250 0 0.195 0.551 0.000120 66.75 -9.35
PUT 20241108 39,125 0 0.209 -0.548 0.000113 66.81 -9.89
PUT 20241108 39,000 0 0.209 -0.534 0.000113 67.06 -9.96
PUT 20241108 38,875 0 0.210 -0.520 0.000113 67.22 -10.02
PUT 20241108 38,750 0 0.211 -0.506 0.000112 67.30 -10.07
PUT 20241108 38,625 0 0.211 -0.492 0.000112 67.29 -10.10
PUT 20241108 38,500 0 0.212 -0.478 0.000111 67.20 -10.14
PUT 20241108 38,375 0 0.213 -0.464 0.000110 67.03 -10.15
PUT 20241108 38,250 0 0.213 -0.450 0.000110 66.78 -10.12