日経225先物・オプション価格情報
2024年09月20日(金)
先物終値
種別 限月 終値
NK225 202412 37,530
NK225 202503 37,520
種別 限月 終値
NK225M 202410 37,500
NK225M 202411 37,515
NK225M 202412 37,530
種別 限月 終値
NK225MC 202410 37,500
NK225MC 202411 37,515
NK225MC 202412 37,530
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 38,000 595 0.227 0.415 0.000191 35.06 -18.99
CALL 202410 37,875 635 0.224 0.438 0.000196 35.44 -18.95
CALL 202410 37,750 725 0.234 0.464 0.000189 35.74 -19.98
CALL 202410 37,625 865 0.257 0.491 0.000172 35.88 -22.04
CALL 202410 37,500 850 0.237 0.512 0.000187 35.87 -20.26
CALL 202410 37,375 880 0.227 0.536 0.000194 35.74 -19.41
CALL 202410 37,250 950 0.229 0.560 0.000192 35.48 -19.37
CALL 202410 37,125 0 0.231 0.583 0.000188 35.10 -19.34
PUT 202410 38,000 1,005 0.202 -0.598 0.000213 34.80 -16.66
PUT 202410 37,875 0 0.233 -0.559 0.000188 35.49 -19.61
PUT 202410 37,750 935 0.224 -0.538 0.000197 35.72 -18.96
PUT 202410 37,625 845 0.218 -0.515 0.000204 35.86 -18.52
PUT 202410 37,500 860 0.240 -0.488 0.000185 35.87 -20.44
PUT 202410 37,375 790 0.238 -0.465 0.000186 35.75 -20.20
PUT 202410 37,250 710 0.232 -0.441 0.000189 35.49 -19.56
PUT 202410 37,125 670 0.237 -0.418 0.000183 35.13 -19.76
CALL 202411 38,000 1,035 0.228 0.456 0.000126 54.51 -12.75
CALL 202411 37,875 0 0.226 0.471 0.000128 54.69 -12.67
CALL 202411 37,750 1,075 0.216 0.485 0.000134 54.80 -12.11
CALL 202411 37,625 1,245 0.236 0.504 0.000123 54.83 -13.27
CALL 202411 37,500 1,240 0.224 0.519 0.000129 54.77 -12.59
CALL 202411 37,375 1,415 0.245 0.535 0.000118 54.62 -13.72
CALL 202411 37,250 0 0.232 0.551 0.000124 54.39 -12.91
CALL 202411 37,125 0 0.230 0.567 0.000124 54.07 -12.77
PUT 202411 38,000 0 0.234 -0.542 0.000123 54.53 -12.97
PUT 202411 37,875 0 0.235 -0.526 0.000123 54.72 -13.07
PUT 202411 37,750 1,375 0.229 -0.512 0.000127 54.81 -12.72
PUT 202411 37,625 0 0.237 -0.495 0.000122 54.83 -13.22
PUT 202411 37,500 1,270 0.234 -0.480 0.000124 54.77 -13.00
PUT 202411 37,375 0 0.239 -0.465 0.000121 54.62 -13.28
PUT 202411 37,250 0 0.240 -0.450 0.000120 54.40 -13.28
PUT 202411 37,125 0 0.242 -0.435 0.000118 54.11 -13.33
CALL 202412 38,000 1,430 0.228 0.477 0.000097 71.71 -9.80
CALL 202412 37,875 0 0.216 0.486 0.000103 71.78 -9.27
CALL 202412 37,750 0 0.216 0.499 0.000102 71.83 -9.30
CALL 202412 37,625 1,655 0.236 0.515 0.000094 71.78 -10.14
CALL 202412 37,500 1,625 0.224 0.525 0.000099 71.68 -9.60
CALL 202412 37,375 0 0.219 0.537 0.000101 71.51 -9.37
CALL 202412 37,250 0 0.220 0.550 0.000100 71.26 -9.37
CALL 202412 37,125 0 0.221 0.563 0.000099 70.94 -9.40
PUT 202412 38,000 1,805 0.216 -0.526 0.000102 71.67 -9.18
PUT 202412 37,875 0 0.222 -0.512 0.000100 71.79 -9.44
PUT 202412 37,750 0 0.223 -0.500 0.000100 71.83 -9.46
PUT 202412 37,625 0 0.224 -0.487 0.000099 71.79 -9.50
PUT 202412 37,500 0 0.225 -0.475 0.000098 71.68 -9.55
PUT 202412 37,375 0 0.226 -0.462 0.000098 71.51 -9.56
PUT 202412 37,250 0 0.227 -0.450 0.000097 71.26 -9.58
PUT 202412 37,125 0 0.228 -0.438 0.000096 70.96 -9.57
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 20240927 38,000 275 0.232 0.346 0.000306 19.16 -31.82
CALL 20240927 37,875 315 0.230 0.384 0.000320 19.83 -32.63
CALL 20240927 37,750 365 0.231 0.424 0.000327 20.34 -33.55
CALL 20240927 37,625 390 0.217 0.462 0.000353 20.62 -31.95
CALL 20240927 37,500 490 0.236 0.507 0.000325 20.71 -35.02
CALL 20240927 37,375 515 0.217 0.550 0.000351 20.55 -31.95
CALL 20240927 37,250 730 0.289 0.574 0.000261 20.36 -42.05
CALL 20240927 37,125 785 0.280 0.610 0.000264 19.93 -39.96
PUT 20240927 38,000 740 0.214 -0.667 0.000327 18.88 -28.81
PUT 20240927 37,875 635 0.203 -0.633 0.000358 19.55 -28.22
PUT 20240927 37,750 610 0.229 -0.577 0.000330 20.33 -33.13
PUT 20240927 37,625 480 0.200 -0.542 0.000382 20.60 -29.37
PUT 20240927 37,500 485 0.234 -0.493 0.000328 20.71 -34.61
PUT 20240927 37,375 435 0.239 -0.453 0.000319 20.57 -35.15
PUT 20240927 37,250 355 0.228 -0.410 0.000329 20.18 -32.76
PUT 20240927 37,125 315 0.233 -0.371 0.000313 19.63 -32.58
CALL 20241004 38,000 535 0.257 0.406 0.000205 28.49 -26.20
CALL 20241004 37,875 510 0.231 0.422 0.000231 28.74 -23.77
CALL 20241004 37,750 0 0.224 0.449 0.000240 29.06 -23.31
CALL 20241004 37,625 0 0.226 0.479 0.000240 29.26 -23.69
CALL 20241004 37,500 0 0.227 0.509 0.000239 29.29 -23.81
CALL 20241004 37,375 820 0.258 0.537 0.000210 29.18 -26.95
CALL 20241004 37,250 0 0.230 0.568 0.000233 28.87 -23.74
CALL 20241004 37,125 0 0.232 0.597 0.000227 28.44 -23.65
PUT 20241004 38,000 915 0.215 -0.615 0.000242 28.07 -21.52
PUT 20241004 37,875 0 0.232 -0.577 0.000230 28.75 -23.75
PUT 20241004 37,750 0 0.233 -0.549 0.000232 29.08 -24.09
PUT 20241004 37,625 0 0.234 -0.520 0.000232 29.26 -24.36
PUT 20241004 37,500 0 0.235 -0.490 0.000231 29.29 -24.54
PUT 20241004 37,375 0 0.236 -0.462 0.000229 29.16 -24.57
PUT 20241004 37,250 0 0.238 -0.433 0.000225 28.89 -24.50
PUT 20241004 37,125 0 0.239 -0.406 0.000221 28.48 -24.28
CALL 20241011 38,000 605 0.230 0.416 0.000189 35.09 -19.25
CALL 20241011 37,875 700 0.242 0.444 0.000181 35.53 -20.54
CALL 20241011 37,750 680 0.222 0.461 0.000199 35.71 -18.89
CALL 20241011 37,625 780 0.234 0.488 0.000190 35.87 -20.01
CALL 20241011 37,500 800 0.223 0.511 0.000199 35.87 -19.07
CALL 20241011 37,375 890 0.230 0.536 0.000192 35.74 -19.65
CALL 20241011 37,250 1,015 0.247 0.557 0.000178 35.52 -20.94
CALL 20241011 37,125 1,140 0.263 0.576 0.000165 35.23 -22.13
PUT 20241011 38,000 1,065 0.219 -0.589 0.000197 34.99 -18.19
PUT 20241011 37,875 0 0.231 -0.560 0.000190 35.48 -19.46
PUT 20241011 37,750 950 0.228 -0.537 0.000194 35.73 -19.32
PUT 20241011 37,625 895 0.232 -0.512 0.000191 35.87 -19.72
PUT 20241011 37,500 880 0.246 -0.488 0.000181 35.87 -20.92
PUT 20241011 37,375 735 0.222 -0.464 0.000199 35.74 -18.88
PUT 20241011 37,250 710 0.232 -0.441 0.000189 35.49 -19.56
PUT 20241011 37,125 695 0.244 -0.420 0.000178 35.16 -20.37
CALL 20241018 38,000 0 0.223 0.430 0.000170 40.81 -16.26
CALL 20241018 37,875 0 0.224 0.452 0.000170 41.15 -16.52
CALL 20241018 37,750 0 0.225 0.473 0.000170 41.36 -16.65
CALL 20241018 37,625 0 0.226 0.494 0.000170 41.45 -16.80
CALL 20241018 37,500 0 0.226 0.516 0.000169 41.42 -16.79
CALL 20241018 37,375 0 0.227 0.537 0.000168 41.28 -16.80
CALL 20241018 37,250 0 0.229 0.558 0.000166 41.02 -16.80
CALL 20241018 37,125 0 0.230 0.578 0.000163 40.66 -16.78
PUT 20241018 38,000 0 0.234 -0.565 0.000162 40.90 -17.05
PUT 20241018 37,875 1,105 0.220 -0.550 0.000173 41.13 -16.09
PUT 20241018 37,750 0 0.236 -0.525 0.000162 41.37 -17.41
PUT 20241018 37,625 0 0.238 -0.504 0.000161 41.45 -17.56
PUT 20241018 37,500 0 0.238 -0.484 0.000161 41.42 -17.55
PUT 20241018 37,375 0 0.239 -0.464 0.000160 41.28 -17.55
PUT 20241018 37,250 0 0.240 -0.444 0.000158 41.04 -17.56
PUT 20241018 37,125 0 0.242 -0.425 0.000156 40.71 -17.57
CALL 20241025 38,000 0 0.223 0.440 0.000152 45.83 -14.66
CALL 20241025 37,875 0 0.225 0.460 0.000152 46.11 -14.85
CALL 20241025 37,750 0 0.226 0.479 0.000152 46.28 -14.96
CALL 20241025 37,625 0 0.227 0.498 0.000152 46.34 -15.05
CALL 20241025 37,500 0 0.227 0.517 0.000151 46.30 -15.08
CALL 20241025 37,375 0 0.228 0.536 0.000150 46.16 -15.08
CALL 20241025 37,250 0 0.229 0.554 0.000149 45.91 -15.07
CALL 20241025 37,125 0 0.231 0.573 0.000146 45.57 -15.08
PUT 20241025 38,000 0 0.233 -0.556 0.000146 45.89 -15.24
PUT 20241025 37,875 0 0.235 -0.537 0.000146 46.14 -15.43
PUT 20241025 37,750 0 0.235 -0.519 0.000146 46.29 -15.52
PUT 20241025 37,625 0 0.236 -0.501 0.000145 46.34 -15.60
PUT 20241025 37,500 0 0.237 -0.483 0.000145 46.30 -15.63
PUT 20241025 37,375 0 0.238 -0.465 0.000144 46.16 -15.64
PUT 20241025 37,250 0 0.239 -0.447 0.000142 45.93 -15.64
PUT 20241025 37,125 0 0.241 -0.429 0.000140 45.61 -15.64
CALL 20241108 38,000 0 0.227 0.456 0.000127 54.50 -12.67
CALL 20241108 37,875 0 0.228 0.472 0.000127 54.70 -12.78
CALL 20241108 37,750 1,260 0.250 0.492 0.000116 54.82 -14.00
CALL 20241108 37,625 0 0.230 0.504 0.000126 54.83 -12.92
CALL 20241108 37,500 1,405 0.255 0.521 0.000114 54.76 -14.27
CALL 20241108 37,375 0 0.232 0.535 0.000124 54.62 -13.00
CALL 20241108 37,250 0 0.229 0.551 0.000126 54.39 -12.78
CALL 20241108 37,125 0 0.230 0.567 0.000124 54.07 -12.77
PUT 20241108 38,000 1,500 0.226 -0.545 0.000128 54.49 -12.49
PUT 20241108 37,875 0 0.233 -0.527 0.000124 54.71 -12.95
PUT 20241108 37,750 0 0.234 -0.511 0.000124 54.81 -13.02
PUT 20241108 37,625 0 0.235 -0.496 0.000124 54.83 -13.09
PUT 20241108 37,500 1,220 0.224 -0.481 0.000129 54.77 -12.49
PUT 20241108 37,375 1,180 0.229 -0.465 0.000126 54.62 -12.69
PUT 20241108 37,250 0 0.238 -0.450 0.000121 54.40 -13.19
PUT 20241108 37,125 0 0.240 -0.435 0.000119 54.10 -13.18
CALL 20241213 38,000 0 0.215 0.473 0.000103 71.66 -9.20
CALL 20241213 37,875 0 0.216 0.486 0.000103 71.78 -9.26
CALL 20241213 37,750 0 0.216 0.499 0.000102 71.83 -9.30
CALL 20241213 37,625 0 0.216 0.512 0.000102 71.79 -9.30
CALL 20241213 37,500 0 0.217 0.525 0.000102 71.69 -9.32
CALL 20241213 37,375 0 0.218 0.537 0.000101 71.51 -9.35
CALL 20241213 37,250 0 0.220 0.550 0.000100 71.26 -9.37
CALL 20241213 37,125 0 0.221 0.563 0.000099 70.94 -9.38
PUT 20241213 38,000 0 0.220 -0.525 0.000100 71.68 -9.34
PUT 20241213 37,875 0 0.221 -0.512 0.000100 71.79 -9.40
PUT 20241213 37,750 0 0.222 -0.500 0.000100 71.83 -9.45
PUT 20241213 37,625 0 0.222 -0.487 0.000100 71.79 -9.44
PUT 20241213 37,500 0 0.225 -0.475 0.000098 71.68 -9.55
PUT 20241213 37,375 0 0.224 -0.462 0.000098 71.51 -9.50
PUT 20241213 37,250 0 0.225 -0.450 0.000098 71.26 -9.51
PUT 20241213 37,125 0 0.227 -0.438 0.000097 70.95 -9.52