日経225先物・オプション価格情報
2024年09月06日(金)
先物終値
種別 限月 終値
NK225 202409 36,360
NK225 202412 36,150
種別 限月 終値
NK225M 202409 36,360
NK225M 202410 36,140
NK225M 202411 36,170
種別 限月 終値
NK225MC 202409 36,360
NK225MC 202410 36,140
NK225MC 202411 36,170
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 36,750 495 0.333 0.418 0.000233 19.66 -46.75
CALL 202409 36,625 540 0.329 0.446 0.000238 19.90 -46.85
CALL 202409 36,500 630 0.347 0.478 0.000228 20.06 -49.70
CALL 202409 36,375 705 0.354 0.507 0.000223 20.09 -50.90
CALL 202409 36,250 770 0.356 0.534 0.000222 20.01 -50.89
CALL 202409 36,125 1,030 0.453 0.554 0.000173 19.91 -64.49
CALL 202409 36,000 945 0.376 0.586 0.000206 19.62 -52.70
CALL 202409 35,875 1,215 0.477 0.593 0.000161 19.53 -66.68
PUT 202409 36,750 835 0.308 -0.590 0.000251 19.57 -42.93
PUT 202409 36,625 830 0.342 -0.551 0.000230 19.92 -48.63
PUT 202409 36,500 750 0.337 -0.523 0.000235 20.05 -48.21
PUT 202409 36,375 630 0.310 -0.495 0.000256 20.09 -44.43
PUT 202409 36,250 610 0.331 -0.464 0.000238 20.01 -47.26
PUT 202409 36,125 565 0.338 -0.435 0.000231 19.82 -47.79
PUT 202409 36,000 520 0.343 -0.408 0.000225 19.55 -47.83
PUT 202409 35,875 440 0.328 -0.375 0.000230 19.09 -44.69
CALL 202410 36,750 1,095 0.306 0.449 0.000116 44.28 -19.40
CALL 202410 36,625 0 0.261 0.451 0.000136 44.31 -16.54
CALL 202410 36,500 1,005 0.262 0.468 0.000136 44.50 -16.69
CALL 202410 36,375 0 0.265 0.485 0.000134 44.62 -16.96
CALL 202410 36,250 1,165 0.272 0.503 0.000131 44.65 -17.42
CALL 202410 36,125 0 0.270 0.519 0.000132 44.60 -17.28
CALL 202410 36,000 0 0.273 0.536 0.000130 44.47 -17.42
CALL 202410 35,875 0 0.276 0.552 0.000128 44.27 -17.53
PUT 202410 36,750 0 0.259 -0.566 0.000135 44.03 -16.26
PUT 202410 36,625 0 0.261 -0.549 0.000135 44.31 -16.49
PUT 202410 36,500 1,220 0.230 -0.541 0.000154 44.41 -14.54
PUT 202410 36,375 1,310 0.266 -0.515 0.000134 44.62 -16.89
PUT 202410 36,250 1,280 0.274 -0.497 0.000130 44.64 -17.44
PUT 202410 36,125 1,195 0.270 -0.481 0.000132 44.60 -17.14
PUT 202410 36,000 1,160 0.276 -0.464 0.000129 44.47 -17.50
PUT 202410 35,875 1,010 0.256 -0.447 0.000138 44.25 -16.15
CALL 202411 36,750 0 0.243 0.458 0.000109 59.61 -11.52
CALL 202411 36,625 0 0.244 0.472 0.000108 59.80 -11.63
CALL 202411 36,500 0 0.246 0.486 0.000108 59.91 -11.75
CALL 202411 36,375 0 0.248 0.499 0.000107 59.95 -11.85
CALL 202411 36,250 0 0.250 0.513 0.000106 59.92 -11.94
CALL 202411 36,125 0 0.252 0.526 0.000105 59.82 -12.00
CALL 202411 36,000 0 0.254 0.539 0.000104 59.66 -12.07
CALL 202411 35,875 0 0.256 0.552 0.000103 59.43 -12.13
PUT 202411 36,750 0 0.247 -0.541 0.000107 59.64 -11.63
PUT 202411 36,625 0 0.249 -0.527 0.000106 59.81 -11.76
PUT 202411 36,500 1,600 0.238 -0.516 0.000111 59.90 -11.26
PUT 202411 36,375 0 0.252 -0.500 0.000105 59.95 -11.93
PUT 202411 36,250 0 0.254 -0.487 0.000105 59.92 -12.02
PUT 202411 36,125 0 0.256 -0.473 0.000103 59.82 -12.12
PUT 202411 36,000 0 0.258 -0.461 0.000102 59.66 -12.16
PUT 202411 35,875 0 0.260 -0.448 0.000101 59.43 -12.21
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 20240913 36,750 495 0.333 0.418 0.000233 19.66 -46.75
CALL 20240913 36,625 595 0.357 0.452 0.000220 19.94 -50.87
CALL 20240913 36,500 620 0.342 0.477 0.000232 20.06 -48.98
CALL 20240913 36,375 680 0.342 0.506 0.000232 20.09 -49.12
CALL 20240913 36,250 720 0.331 0.536 0.000239 20.01 -47.31
CALL 20240913 36,125 790 0.332 0.565 0.000235 19.82 -47.11
CALL 20240913 36,000 845 0.325 0.596 0.000237 19.50 -45.26
CALL 20240913 35,875 0 0.367 0.614 0.000207 19.26 -50.58
PUT 20240913 36,750 850 0.315 -0.588 0.000245 19.60 -44.06
PUT 20240913 36,625 760 0.307 -0.559 0.000255 19.87 -43.51
PUT 20240913 36,500 650 0.287 -0.530 0.000275 20.03 -41.01
PUT 20240913 36,375 650 0.320 -0.495 0.000248 20.09 -45.86
PUT 20240913 36,250 725 0.388 -0.467 0.000203 20.02 -55.50
PUT 20240913 36,125 545 0.328 -0.434 0.000238 19.81 -46.33
PUT 20240913 36,000 520 0.343 -0.408 0.000225 19.55 -47.83
PUT 20240913 35,875 495 0.357 -0.383 0.000213 19.22 -48.93
CALL 20240920 36,750 0 0.321 0.407 0.000171 27.47 -31.51
CALL 20240920 36,625 940 0.410 0.450 0.000136 28.02 -41.09
CALL 20240920 36,500 0 0.331 0.452 0.000169 28.03 -33.20
CALL 20240920 36,375 0 0.337 0.474 0.000167 28.18 -33.91
CALL 20240920 36,250 0 0.343 0.496 0.000164 28.24 -34.62
CALL 20240920 36,125 0 0.350 0.516 0.000161 28.21 -35.31
CALL 20240920 36,000 1,160 0.386 0.536 0.000145 28.12 -38.83
CALL 20240920 35,875 0 0.366 0.555 0.000152 27.97 -36.64
PUT 20240920 36,750 0 0.230 -0.636 0.000231 26.57 -21.74
PUT 20240920 36,625 890 0.218 -0.614 0.000248 27.07 -20.97
PUT 20240920 36,500 830 0.224 -0.581 0.000247 27.66 -22.03
PUT 20240920 36,375 0 0.251 -0.542 0.000224 28.08 -25.08
PUT 20240920 36,250 0 0.255 -0.514 0.000220 28.22 -25.70
PUT 20240920 36,125 645 0.231 -0.487 0.000243 28.22 -23.27
PUT 20240920 36,000 590 0.234 -0.457 0.000240 28.07 -23.37
PUT 20240920 35,875 0 0.274 -0.435 0.000203 27.86 -27.22
CALL 20240927 36,750 0 0.269 0.410 0.000167 33.71 -21.60
CALL 20240927 36,625 0 0.272 0.432 0.000167 34.08 -22.09
CALL 20240927 36,500 0 0.274 0.453 0.000167 34.35 -22.45
CALL 20240927 36,375 0 0.277 0.475 0.000166 34.51 -22.81
CALL 20240927 36,250 0 0.279 0.496 0.000165 34.58 -23.04
CALL 20240927 36,125 0 0.282 0.516 0.000163 34.55 -23.26
CALL 20240927 36,000 0 0.286 0.537 0.000160 34.44 -23.49
CALL 20240927 35,875 0 0.288 0.556 0.000158 34.24 -23.57
PUT 20240927 36,750 0 0.269 -0.590 0.000167 33.71 -21.50
PUT 20240927 36,625 0 0.274 -0.567 0.000166 34.09 -22.19
PUT 20240927 36,500 0 0.277 -0.546 0.000165 34.36 -22.62
PUT 20240927 36,375 0 0.280 -0.525 0.000164 34.52 -22.98
PUT 20240927 36,250 0 0.283 -0.504 0.000163 34.58 -23.25
PUT 20240927 36,125 0 0.286 -0.484 0.000161 34.55 -23.48
PUT 20240927 36,000 0 0.290 -0.464 0.000158 34.44 -23.70
PUT 20240927 35,875 0 0.293 -0.444 0.000156 34.24 -23.81
CALL 20241004 36,750 0 0.263 0.424 0.000149 39.20 -18.45
CALL 20241004 36,625 0 0.265 0.443 0.000149 39.52 -18.76
CALL 20241004 36,500 0 0.268 0.462 0.000148 39.75 -19.08
CALL 20241004 36,375 0 0.271 0.481 0.000147 39.89 -19.33
CALL 20241004 36,250 0 0.274 0.500 0.000146 39.93 -19.57
CALL 20241004 36,125 0 0.277 0.518 0.000144 39.89 -19.75
CALL 20241004 36,000 0 0.279 0.536 0.000142 39.77 -19.89
CALL 20241004 35,875 0 0.283 0.553 0.000140 39.58 -20.02
PUT 20241004 36,750 0 0.263 -0.576 0.000149 39.20 -18.35
PUT 20241004 36,625 1,275 0.253 -0.561 0.000156 39.46 -17.75
PUT 20241004 36,500 0 0.268 -0.538 0.000148 39.75 -18.98
PUT 20241004 36,375 0 0.271 -0.519 0.000147 39.89 -19.22
PUT 20241004 36,250 0 0.274 -0.500 0.000145 39.93 -19.49
PUT 20241004 36,125 0 0.277 -0.482 0.000144 39.89 -19.65
PUT 20241004 36,000 0 0.279 -0.464 0.000142 39.77 -19.79
PUT 20241004 35,875 0 0.283 -0.447 0.000140 39.58 -19.94
CALL 20241011 36,750 0 0.258 0.433 0.000136 44.01 -16.23
CALL 20241011 36,625 1,065 0.287 0.459 0.000123 44.40 -18.28
CALL 20241011 36,500 1,130 0.290 0.474 0.000123 44.55 -18.50
CALL 20241011 36,375 0 0.265 0.485 0.000134 44.62 -16.93
CALL 20241011 36,250 0 0.268 0.502 0.000133 44.65 -17.12
CALL 20241011 36,125 0 0.270 0.519 0.000132 44.60 -17.25
CALL 20241011 36,000 0 0.273 0.536 0.000130 44.47 -17.39
CALL 20241011 35,875 0 0.275 0.552 0.000129 44.27 -17.45
PUT 20241011 36,750 0 0.257 -0.567 0.000137 44.01 -16.10
PUT 20241011 36,625 1,280 0.227 -0.561 0.000155 44.13 -14.27
PUT 20241011 36,500 1,360 0.262 -0.532 0.000136 44.50 -16.57
PUT 20241011 36,375 1,255 0.254 -0.517 0.000140 44.61 -16.11
PUT 20241011 36,250 1,230 0.263 -0.498 0.000135 44.65 -16.73
PUT 20241011 36,125 1,135 0.256 -0.482 0.000139 44.60 -16.29
PUT 20241011 36,000 1,150 0.274 -0.464 0.000130 44.47 -17.36
PUT 20241011 35,875 0 0.277 -0.448 0.000128 44.27 -17.44
CALL 20241018 36,750 0 0.252 0.444 0.000128 48.46 -14.58
CALL 20241018 36,625 0 0.254 0.460 0.000127 48.70 -14.77
CALL 20241018 36,500 0 0.256 0.476 0.000127 48.86 -14.96
CALL 20241018 36,375 0 0.258 0.492 0.000126 48.94 -15.10
CALL 20241018 36,250 0 0.261 0.508 0.000124 48.94 -15.27
CALL 20241018 36,125 0 0.263 0.524 0.000124 48.86 -15.33
CALL 20241018 36,000 0 0.265 0.539 0.000122 48.71 -15.42
CALL 20241018 35,875 0 0.267 0.554 0.000120 48.49 -15.49
PUT 20241018 36,750 0 0.258 -0.555 0.000125 48.49 -14.81
PUT 20241018 36,625 0 0.260 -0.538 0.000125 48.72 -15.00
PUT 20241018 36,500 0 0.262 -0.523 0.000124 48.87 -15.17
PUT 20241018 36,375 0 0.264 -0.507 0.000123 48.94 -15.32
PUT 20241018 36,250 0 0.267 -0.491 0.000122 48.94 -15.49
PUT 20241018 36,125 0 0.268 -0.476 0.000121 48.86 -15.55
PUT 20241018 36,000 0 0.270 -0.461 0.000120 48.71 -15.64
PUT 20241018 35,875 0 0.273 -0.446 0.000118 48.50 -15.71
CALL 20241108 36,750 0 0.243 0.458 0.000109 59.62 -11.55
CALL 20241108 36,625 0 0.245 0.472 0.000108 59.80 -11.67
CALL 20241108 36,500 0 0.246 0.486 0.000108 59.91 -11.75
CALL 20241108 36,375 0 0.248 0.499 0.000107 59.95 -11.85
CALL 20241108 36,250 0 0.249 0.513 0.000106 59.92 -11.90
CALL 20241108 36,125 0 0.252 0.526 0.000105 59.82 -11.99
CALL 20241108 36,000 0 0.254 0.539 0.000104 59.66 -12.06
CALL 20241108 35,875 0 0.255 0.552 0.000103 59.43 -12.09
PUT 20241108 36,750 0 0.247 -0.541 0.000107 59.64 -11.62
PUT 20241108 36,625 0 0.249 -0.527 0.000107 59.81 -11.74
PUT 20241108 36,500 0 0.250 -0.514 0.000106 59.91 -11.82
PUT 20241108 36,375 0 0.252 -0.500 0.000105 59.95 -11.92
PUT 20241108 36,250 0 0.253 -0.487 0.000105 59.92 -11.97
PUT 20241108 36,125 0 0.255 -0.474 0.000104 59.82 -12.06
PUT 20241108 36,000 0 0.257 -0.461 0.000103 59.66 -12.13
PUT 20241108 35,875 0 0.259 -0.448 0.000102 59.43 -12.17