日経225先物・オプション価格情報
2024年09月13日(金)
先物終値
種別 限月 終値
NK225 202412 36,290
NK225 202503 36,290
種別 限月 終値
NK225M 202410 36,280
NK225M 202411 36,330
NK225M 202412 36,290
種別 限月 終値
NK225MC 202410 36,280
NK225MC 202411 36,330
NK225MC 202412 36,290
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 202410 36,750 790 0.249 0.440 0.000157 39.64 -17.70
CALL 202410 36,625 0 0.240 0.457 0.000165 39.85 -17.09
CALL 202410 36,500 850 0.237 0.477 0.000167 40.02 -17.02
CALL 202410 36,375 900 0.236 0.497 0.000169 40.09 -16.91
CALL 202410 36,250 965 0.237 0.519 0.000168 40.04 -16.98
CALL 202410 36,125 1,155 0.269 0.538 0.000147 39.90 -19.19
CALL 202410 36,000 1,135 0.247 0.559 0.000159 39.65 -17.56
CALL 202410 35,875 0 0.252 0.578 0.000155 39.32 -17.72
PUT 202410 36,750 0 0.221 -0.571 0.000177 39.46 -15.54
PUT 202410 36,625 1,060 0.218 -0.550 0.000181 39.77 -15.43
PUT 202410 36,500 1,050 0.233 -0.524 0.000170 40.02 -16.61
PUT 202410 36,375 1,000 0.238 -0.502 0.000167 40.09 -16.95
PUT 202410 36,250 945 0.240 -0.481 0.000165 40.04 -17.11
PUT 202410 36,125 960 0.259 -0.462 0.000152 39.90 -18.43
PUT 202410 36,000 840 0.244 -0.441 0.000161 39.64 -17.24
PUT 202410 35,875 745 0.235 -0.418 0.000166 39.24 -16.39
CALL 202411 36,750 0 0.232 0.468 0.000121 56.59 -11.75
CALL 202411 36,625 0 0.233 0.484 0.000120 56.72 -11.86
CALL 202411 36,500 0 0.235 0.499 0.000119 56.77 -11.96
CALL 202411 36,375 0 0.237 0.514 0.000118 56.74 -12.05
CALL 202411 36,250 0 0.238 0.529 0.000117 56.62 -12.11
CALL 202411 36,125 0 0.248 0.543 0.000112 56.44 -12.56
CALL 202411 36,000 0 0.242 0.558 0.000115 56.17 -12.19
CALL 202411 35,875 0 0.247 0.572 0.000112 55.86 -12.36
PUT 202411 36,750 0 0.230 -0.532 0.000122 56.59 -11.56
PUT 202411 36,625 0 0.232 -0.517 0.000121 56.72 -11.68
PUT 202411 36,500 1,450 0.240 -0.500 0.000117 56.77 -12.12
PUT 202411 36,375 0 0.235 -0.486 0.000119 56.74 -11.85
PUT 202411 36,250 0 0.237 -0.471 0.000118 56.62 -11.92
PUT 202411 36,125 0 0.239 -0.457 0.000117 56.43 -11.98
PUT 202411 36,000 1,230 0.246 -0.443 0.000113 56.18 -12.31
PUT 202411 35,875 0 0.242 -0.428 0.000114 55.84 -12.04
CALL 202412 36,750 0 0.226 0.479 0.000097 72.19 -8.99
CALL 202412 36,625 0 0.230 0.492 0.000096 72.27 -9.17
CALL 202412 36,500 1,570 0.230 0.504 0.000096 72.29 -9.19
CALL 202412 36,375 0 0.233 0.516 0.000095 72.23 -9.27
CALL 202412 36,250 0 0.231 0.528 0.000095 72.11 -9.22
CALL 202412 36,125 0 0.235 0.540 0.000093 71.93 -9.35
CALL 202412 36,000 0 0.235 0.551 0.000093 71.69 -9.29
CALL 202412 35,875 0 0.238 0.563 0.000091 71.39 -9.40
PUT 202412 36,750 0 0.217 -0.524 0.000101 72.16 -8.53
PUT 202412 36,625 0 0.221 -0.510 0.000100 72.26 -8.72
PUT 202412 36,500 1,730 0.225 -0.497 0.000098 72.29 -8.87
PUT 202412 36,375 0 0.224 -0.485 0.000098 72.24 -8.83
PUT 202412 36,250 0 0.222 -0.473 0.000099 72.12 -8.75
PUT 202412 36,125 0 0.226 -0.461 0.000097 71.94 -8.90
PUT 202412 36,000 0 0.225 -0.448 0.000097 71.68 -8.83
PUT 202412 35,875 0 0.230 -0.437 0.000095 71.37 -8.96
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 20240920 36,750 455 0.329 0.398 0.000233 19.38 -45.57
CALL 20240920 36,625 480 0.317 0.423 0.000246 19.67 -44.52
CALL 20240920 36,500 530 0.315 0.454 0.000250 19.91 -44.87
CALL 20240920 36,375 580 0.312 0.485 0.000254 20.03 -44.67
CALL 20240920 36,250 0 0.332 0.517 0.000239 20.03 -47.57
CALL 20240920 36,125 0 0.348 0.545 0.000227 19.92 -49.59
CALL 20240920 36,000 805 0.328 0.577 0.000237 19.67 -46.16
CALL 20240920 35,875 0 0.374 0.596 0.000206 19.46 -51.99
PUT 20240920 36,750 495 0.081 -0.873 0.000512 10.47 -5.97
PUT 20240920 36,625 520 0.158 -0.663 0.000459 18.35 -20.68
PUT 20240920 36,500 470 0.174 -0.594 0.000444 19.48 -24.13
PUT 20240920 36,375 430 0.190 -0.534 0.000417 19.97 -27.02
PUT 20240920 36,250 355 0.185 -0.482 0.000429 20.02 -26.37
PUT 20240920 36,125 330 0.202 -0.433 0.000388 19.76 -28.41
PUT 20240920 36,000 300 0.213 -0.391 0.000358 19.29 -29.33
PUT 20240920 35,875 250 0.212 -0.345 0.000346 18.52 -27.98
CALL 20240927 36,750 0 0.247 0.405 0.000221 27.53 -24.33
CALL 20240927 36,625 0 0.246 0.432 0.000225 27.93 -24.61
CALL 20240927 36,500 680 0.276 0.466 0.000203 28.25 -27.88
CALL 20240927 36,375 0 0.252 0.489 0.000223 28.34 -25.50
CALL 20240927 36,250 0 0.255 0.517 0.000220 28.32 -25.80
CALL 20240927 36,125 0 0.259 0.544 0.000216 28.17 -26.10
CALL 20240927 36,000 0 0.262 0.570 0.000211 27.90 -26.17
CALL 20240927 35,875 0 0.271 0.594 0.000201 27.55 -26.72
PUT 20240927 36,750 0 0.229 -0.604 0.000237 27.38 -22.32
PUT 20240927 36,625 0 0.233 -0.573 0.000237 27.87 -23.16
PUT 20240927 36,500 0 0.236 -0.542 0.000236 28.19 -23.74
PUT 20240927 36,375 0 0.240 -0.513 0.000234 28.33 -24.20
PUT 20240927 36,250 730 0.263 -0.483 0.000213 28.32 -26.57
PUT 20240927 36,125 625 0.248 -0.455 0.000225 28.16 -24.86
PUT 20240927 36,000 0 0.249 -0.427 0.000222 27.87 -24.73
PUT 20240927 35,875 0 0.252 -0.400 0.000216 27.45 -24.65
CALL 20241004 36,750 0 0.245 0.425 0.000184 34.10 -19.90
CALL 20241004 36,625 0 0.247 0.449 0.000184 34.43 -20.29
CALL 20241004 36,500 0 0.250 0.472 0.000183 34.63 -20.64
CALL 20241004 36,375 0 0.252 0.495 0.000182 34.71 -20.90
CALL 20241004 36,250 0 0.254 0.518 0.000180 34.68 -21.04
CALL 20241004 36,125 0 0.257 0.540 0.000177 34.54 -21.19
CALL 20241004 36,000 0 0.261 0.562 0.000174 34.30 -21.35
CALL 20241004 35,875 0 0.264 0.583 0.000170 33.96 -21.42
PUT 20241004 36,750 0 0.230 -0.581 0.000195 34.00 -18.58
PUT 20241004 36,625 0 0.233 -0.556 0.000195 34.38 -19.02
PUT 20241004 36,500 0 0.236 -0.531 0.000194 34.61 -19.39
PUT 20241004 36,375 0 0.238 -0.506 0.000192 34.71 -19.63
PUT 20241004 36,250 0 0.240 -0.482 0.000191 34.68 -19.77
PUT 20241004 36,125 0 0.243 -0.459 0.000188 34.53 -19.94
PUT 20241004 36,000 0 0.247 -0.436 0.000183 34.27 -20.10
PUT 20241004 35,875 0 0.250 -0.414 0.000179 33.90 -20.15
CALL 20241011 36,750 700 0.227 0.432 0.000173 39.50 -16.03
CALL 20241011 36,625 840 0.249 0.459 0.000159 39.88 -17.76
CALL 20241011 36,500 925 0.256 0.481 0.000155 40.04 -18.36
CALL 20241011 36,375 0 0.241 0.498 0.000165 40.09 -17.29
CALL 20241011 36,250 970 0.238 0.519 0.000167 40.04 -17.07
CALL 20241011 36,125 1,255 0.294 0.538 0.000135 39.91 -20.98
CALL 20241011 36,000 1,115 0.242 0.560 0.000162 39.64 -17.20
CALL 20241011 35,875 0 0.251 0.578 0.000155 39.32 -17.70
PUT 20241011 36,750 1,190 0.233 -0.566 0.000168 39.54 -16.36
PUT 20241011 36,625 1,025 0.209 -0.553 0.000188 39.73 -14.79
PUT 20241011 36,500 1,045 0.232 -0.524 0.000171 40.01 -16.52
PUT 20241011 36,375 955 0.226 -0.504 0.000175 40.09 -16.15
PUT 20241011 36,250 955 0.242 -0.481 0.000164 40.04 -17.29
PUT 20241011 36,125 0 0.237 -0.460 0.000167 39.89 -16.82
PUT 20241011 36,000 845 0.245 -0.441 0.000160 39.64 -17.33
PUT 20241011 35,875 830 0.256 -0.423 0.000152 39.33 -17.95
CALL 20241018 36,750 0 0.235 0.452 0.000150 44.56 -15.01
CALL 20241018 36,625 0 0.237 0.471 0.000149 44.76 -15.21
CALL 20241018 36,500 0 0.240 0.490 0.000148 44.87 -15.40
CALL 20241018 36,375 0 0.241 0.509 0.000147 44.87 -15.50
CALL 20241018 36,250 0 0.242 0.527 0.000146 44.78 -15.55
CALL 20241018 36,125 0 0.245 0.545 0.000144 44.59 -15.65
CALL 20241018 36,000 0 0.247 0.563 0.000142 44.32 -15.71
CALL 20241018 35,875 0 0.250 0.580 0.000139 43.97 -15.74
PUT 20241018 36,750 0 0.235 -0.548 0.000150 44.56 -14.89
PUT 20241018 36,625 0 0.237 -0.529 0.000149 44.76 -15.09
PUT 20241018 36,500 0 0.239 -0.510 0.000148 44.87 -15.26
PUT 20241018 36,375 0 0.241 -0.491 0.000147 44.87 -15.38
PUT 20241018 36,250 0 0.242 -0.473 0.000146 44.78 -15.42
PUT 20241018 36,125 0 0.245 -0.455 0.000144 44.59 -15.53
PUT 20241018 36,000 0 0.247 -0.437 0.000142 44.32 -15.59
PUT 20241018 35,875 0 0.249 -0.420 0.000139 43.97 -15.62
CALL 20241108 36,750 0 0.231 0.468 0.000121 56.59 -11.69
CALL 20241108 36,625 0 0.232 0.483 0.000120 56.72 -11.82
CALL 20241108 36,500 1,330 0.248 0.501 0.000113 56.77 -12.62
CALL 20241108 36,375 0 0.235 0.514 0.000119 56.74 -11.96
CALL 20241108 36,250 1,410 0.241 0.529 0.000116 56.62 -12.24
CALL 20241108 36,125 0 0.239 0.543 0.000117 56.43 -12.09
CALL 20241108 36,000 0 0.244 0.558 0.000113 56.18 -12.31
CALL 20241108 35,875 0 0.247 0.572 0.000112 55.86 -12.36
PUT 20241108 36,750 0 0.231 -0.532 0.000121 56.59 -11.61
PUT 20241108 36,625 0 0.233 -0.516 0.000120 56.72 -11.74
PUT 20241108 36,500 1,390 0.230 -0.502 0.000122 56.77 -11.59
PUT 20241108 36,375 0 0.236 -0.486 0.000119 56.74 -11.90
PUT 20241108 36,250 1,400 0.254 -0.471 0.000110 56.62 -12.81
PUT 20241108 36,125 0 0.239 -0.457 0.000116 56.44 -12.01
PUT 20241108 36,000 0 0.241 -0.442 0.000115 56.17 -12.05
PUT 20241108 35,875 1,240 0.259 -0.430 0.000107 55.89 -12.86
CALL 20241213 36,750 0 0.228 0.480 0.000096 72.19 -9.10
CALL 20241213 36,625 0 0.230 0.492 0.000096 72.27 -9.17
CALL 20241213 36,500 1,505 0.221 0.502 0.000099 72.29 -8.84
CALL 20241213 36,375 0 0.233 0.516 0.000095 72.23 -9.27
CALL 20241213 36,250 0 0.234 0.528 0.000094 72.11 -9.31
CALL 20241213 36,125 0 0.235 0.540 0.000093 71.93 -9.35
CALL 20241213 36,000 0 0.236 0.551 0.000092 71.69 -9.35
CALL 20241213 35,875 0 0.238 0.563 0.000091 71.39 -9.40
PUT 20241213 36,750 0 0.220 -0.523 0.000100 72.17 -8.65
PUT 20241213 36,625 0 0.221 -0.510 0.000100 72.26 -8.72
PUT 20241213 36,500 1,690 0.219 -0.498 0.000100 72.29 -8.65
PUT 20241213 36,375 0 0.224 -0.485 0.000098 72.24 -8.83
PUT 20241213 36,250 0 0.225 -0.473 0.000098 72.12 -8.86
PUT 20241213 36,125 0 0.226 -0.461 0.000097 71.94 -8.90
PUT 20241213 36,000 0 0.225 -0.448 0.000097 71.68 -8.82
PUT 20241213 35,875 0 0.230 -0.437 0.000095 71.37 -8.96