日経225先物・オプション価格情報
2024年09月27日(金)
先物終値
種別 限月 終値
NK225 202412 39,850
NK225 202503 39,800
種別 限月 終値
NK225M 202410 39,835
NK225M 202411 39,895
NK225M 202412 39,850
種別 限月 終値
NK225MC 202410 39,835
NK225MC 202411 39,895
NK225MC 202412 39,850
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 40,250 650 0.269 0.433 0.000188 30.68 -29.49
CALL 202410 40,125 700 0.268 0.456 0.000190 30.93 -29.63
CALL 202410 40,000 760 0.269 0.480 0.000190 31.08 -29.92
CALL 202410 39,875 710 0.234 0.501 0.000218 31.12 -26.08
CALL 202410 39,750 870 0.266 0.527 0.000192 31.05 -29.52
CALL 202410 39,625 950 0.271 0.551 0.000187 30.87 -29.90
CALL 202410 39,500 1,015 0.270 0.574 0.000186 30.58 -29.53
CALL 202410 39,375 1,080 0.268 0.598 0.000185 30.18 -28.94
PUT 202410 40,250 0 0.273 -0.566 0.000185 30.70 -29.88
PUT 202410 40,125 0 0.274 -0.543 0.000185 30.94 -30.27
PUT 202410 40,000 1,510 0.458 -0.500 0.000112 31.12 -50.81
PUT 202410 39,875 0 0.274 -0.496 0.000187 31.12 -30.38
PUT 202410 39,750 810 0.274 -0.473 0.000186 31.05 -30.36
PUT 202410 39,625 955 0.341 -0.455 0.000149 30.93 -37.58
PUT 202410 39,500 740 0.290 -0.429 0.000174 30.64 -31.67
PUT 202410 39,375 880 0.354 -0.420 0.000141 30.49 -38.51
CALL 202411 40,250 0 0.246 0.475 0.000120 53.88 -15.82
CALL 202411 40,125 0 0.247 0.490 0.000119 53.97 -15.93
CALL 202411 40,000 1,270 0.244 0.504 0.000121 53.99 -15.74
CALL 202411 39,875 0 0.249 0.520 0.000118 53.92 -16.06
CALL 202411 39,750 0 0.248 0.535 0.000119 53.79 -15.92
CALL 202411 39,625 0 0.248 0.549 0.000118 53.57 -15.85
CALL 202411 39,500 0 0.249 0.564 0.000117 53.29 -15.84
CALL 202411 39,375 0 0.250 0.579 0.000116 52.94 -15.81
PUT 202411 40,250 0 0.255 -0.523 0.000115 53.90 -16.31
PUT 202411 40,125 0 0.255 -0.509 0.000116 53.98 -16.32
PUT 202411 40,000 0 0.255 -0.494 0.000115 53.98 -16.36
PUT 202411 39,875 0 0.257 -0.480 0.000115 53.92 -16.45
PUT 202411 39,750 0 0.258 -0.465 0.000114 53.79 -16.46
PUT 202411 39,625 0 0.258 -0.451 0.000113 53.58 -16.43
PUT 202411 39,500 1,705 0.354 -0.443 0.000083 53.43 -22.44
PUT 202411 39,375 0 0.260 -0.423 0.000111 52.98 -16.33
CALL 202412 40,250 0 0.227 0.483 0.000096 72.96 -10.81
CALL 202412 40,125 0 0.230 0.496 0.000095 73.02 -10.94
CALL 202412 40,000 1,300 0.187 0.501 0.000116 73.02 -8.93
CALL 202412 39,875 0 0.229 0.519 0.000095 72.93 -10.90
CALL 202412 39,750 0 0.230 0.531 0.000095 72.79 -10.92
CALL 202412 39,625 0 0.231 0.543 0.000094 72.59 -10.93
CALL 202412 39,500 1,370 0.163 0.563 0.000132 72.11 -7.67
CALL 202412 39,375 0 0.232 0.567 0.000093 72.00 -10.92
PUT 202412 40,250 0 0.228 -0.516 0.000096 72.96 -10.74
PUT 202412 40,125 0 0.229 -0.504 0.000095 73.01 -10.79
PUT 202412 40,000 0 0.230 -0.492 0.000095 73.01 -10.82
PUT 202412 39,875 0 0.230 -0.480 0.000095 72.93 -10.84
PUT 202412 39,750 0 0.231 -0.469 0.000094 72.79 -10.84
PUT 202412 39,625 0 0.232 -0.457 0.000093 72.59 -10.87
PUT 202412 39,500 2,000 0.299 -0.447 0.000072 72.36 -14.01
PUT 202412 39,375 0 0.233 -0.433 0.000092 72.00 -10.85
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 20241004 40,250 430 0.278 0.402 0.000252 21.33 -42.41
CALL 20241004 40,125 505 0.289 0.436 0.000247 21.73 -44.96
CALL 20241004 40,000 545 0.283 0.466 0.000255 21.93 -44.35
CALL 20241004 39,875 535 0.252 0.496 0.000287 22.01 -39.63
CALL 20241004 39,750 635 0.269 0.530 0.000268 21.94 -42.20
CALL 20241004 39,625 485 0.169 0.594 0.000417 21.39 -25.83
CALL 20241004 39,500 800 0.282 0.593 0.000250 21.40 -43.15
CALL 20241004 39,375 380 0.000 0.000 0.000000 0.00 0.00
PUT 20241004 40,250 0 0.290 -0.594 0.000243 21.39 -44.19
PUT 20241004 40,125 0 0.289 -0.564 0.000247 21.72 -44.76
PUT 20241004 40,000 0 0.290 -0.533 0.000249 21.93 -45.37
PUT 20241004 39,875 0 0.289 -0.502 0.000250 22.01 -45.44
PUT 20241004 39,750 1,045 0.495 -0.474 0.000146 21.96 -77.54
PUT 20241004 39,625 0 0.290 -0.439 0.000247 21.75 -44.96
PUT 20241004 39,500 495 0.296 -0.410 0.000238 21.45 -45.34
PUT 20241004 39,375 0 0.293 -0.379 0.000235 21.00 -43.91
CALL 20241011 40,250 615 0.257 0.429 0.000196 30.63 -28.19
CALL 20241011 40,125 675 0.260 0.454 0.000196 30.91 -28.72
CALL 20241011 40,000 770 0.272 0.480 0.000188 31.08 -30.28
CALL 20241011 39,875 470 0.157 0.494 0.000326 31.12 -17.51
CALL 20241011 39,750 845 0.258 0.527 0.000198 31.05 -28.63
CALL 20241011 39,625 830 0.232 0.556 0.000219 30.82 -25.57
CALL 20241011 39,500 995 0.263 0.575 0.000191 30.57 -28.79
CALL 20241011 39,375 830 0.184 0.634 0.000262 29.36 -19.38
PUT 20241011 40,250 1,780 0.500 -0.522 0.000102 31.07 -55.46
PUT 20241011 40,125 0 0.273 -0.543 0.000186 30.94 -30.12
PUT 20241011 40,000 930 0.271 -0.520 0.000188 31.08 -30.05
PUT 20241011 39,875 0 0.273 -0.497 0.000187 31.12 -30.31
PUT 20241011 39,750 965 0.324 -0.474 0.000157 31.06 -35.90
PUT 20241011 39,625 0 0.275 -0.450 0.000185 30.88 -30.24
PUT 20241011 39,500 705 0.278 -0.427 0.000181 30.61 -30.39
PUT 20241011 39,375 0 0.277 -0.404 0.000179 30.23 -29.86
CALL 20241018 40,250 0 0.257 0.456 0.000161 37.94 -23.29
CALL 20241018 40,125 0 0.257 0.475 0.000162 38.10 -23.36
CALL 20241018 40,000 670 0.188 0.486 0.000221 38.15 -17.17
CALL 20241018 39,875 0 0.258 0.516 0.000162 38.15 -23.45
CALL 20241018 39,750 0 0.258 0.536 0.000161 38.02 -23.38
CALL 20241018 39,625 0 0.258 0.556 0.000160 37.80 -23.28
CALL 20241018 39,500 0 0.259 0.576 0.000158 37.48 -23.17
CALL 20241018 39,375 0 0.258 0.596 0.000157 37.05 -22.79
PUT 20241018 40,250 0 0.268 -0.542 0.000155 37.97 -24.13
PUT 20241018 40,125 0 0.271 -0.522 0.000153 38.12 -24.56
PUT 20241018 40,000 0 0.271 -0.503 0.000154 38.18 -24.55
PUT 20241018 39,875 0 0.271 -0.484 0.000154 38.14 -24.56
PUT 20241018 39,750 0 0.272 -0.464 0.000153 38.02 -24.56
PUT 20241018 39,625 0 0.272 -0.445 0.000152 37.82 -24.46
PUT 20241018 39,500 0 0.273 -0.426 0.000150 37.52 -24.31
PUT 20241018 39,375 0 0.274 -0.408 0.000148 37.15 -24.17
CALL 20241025 40,250 0 0.263 0.466 0.000137 43.93 -20.67
CALL 20241025 40,125 0 0.263 0.483 0.000137 44.04 -20.71
CALL 20241025 40,000 0 0.262 0.500 0.000138 44.08 -20.71
CALL 20241025 39,875 0 0.262 0.518 0.000137 44.04 -20.69
CALL 20241025 39,750 0 0.262 0.535 0.000137 43.91 -20.62
CALL 20241025 39,625 0 0.262 0.552 0.000137 43.71 -20.52
CALL 20241025 39,500 0 0.262 0.569 0.000136 43.42 -20.35
CALL 20241025 39,375 0 0.262 0.586 0.000135 43.04 -20.17
PUT 20241025 40,250 0 0.276 -0.531 0.000131 43.95 -21.59
PUT 20241025 40,125 0 0.276 -0.514 0.000131 44.05 -21.64
PUT 20241025 40,000 0 0.276 -0.498 0.000131 44.08 -21.64
PUT 20241025 39,875 0 0.276 -0.482 0.000131 44.04 -21.62
PUT 20241025 39,750 0 0.275 -0.465 0.000131 43.92 -21.54
PUT 20241025 39,625 0 0.275 -0.449 0.000130 43.72 -21.43
PUT 20241025 39,500 0 0.275 -0.433 0.000129 43.45 -21.30
PUT 20241025 39,375 0 0.275 -0.416 0.000128 43.11 -21.13
CALL 20241101 40,250 0 0.257 0.472 0.000125 49.16 -18.08
CALL 20241101 40,125 0 0.257 0.487 0.000126 49.26 -18.11
CALL 20241101 40,000 0 0.257 0.503 0.000126 49.28 -18.15
CALL 20241101 39,875 0 0.257 0.519 0.000125 49.23 -18.13
CALL 20241101 39,750 0 0.258 0.535 0.000125 49.10 -18.13
CALL 20241101 39,625 0 0.258 0.550 0.000124 48.89 -18.07
CALL 20241101 39,500 0 0.258 0.566 0.000123 48.61 -17.99
CALL 20241101 39,375 0 0.258 0.581 0.000122 48.26 -17.87
PUT 20241101 40,250 0 0.268 -0.526 0.000120 49.18 -18.78
PUT 20241101 40,125 0 0.268 -0.511 0.000120 49.27 -18.80
PUT 20241101 40,000 0 0.268 -0.496 0.000120 49.28 -18.83
PUT 20241101 39,875 0 0.268 -0.481 0.000120 49.23 -18.82
PUT 20241101 39,750 0 0.269 -0.466 0.000120 49.10 -18.82
PUT 20241101 39,625 0 0.269 -0.451 0.000119 48.91 -18.76
PUT 20241101 39,500 0 0.270 -0.436 0.000118 48.64 -18.69
PUT 20241101 39,375 0 0.270 -0.421 0.000117 48.31 -18.58
CALL 20241108 40,250 815 0.181 0.455 0.000162 53.65 -11.60
CALL 20241108 40,125 0 0.248 0.490 0.000119 53.97 -15.98
CALL 20241108 40,000 1,080 0.209 0.500 0.000141 53.99 -13.48
CALL 20241108 39,875 935 0.171 0.516 0.000172 53.95 -11.03
CALL 20241108 39,750 995 0.170 0.537 0.000172 53.75 -10.96
CALL 20241108 39,625 1,385 0.231 0.551 0.000127 53.55 -14.79
CALL 20241108 39,500 1,550 0.250 0.564 0.000117 53.29 -15.90
CALL 20241108 39,375 0 0.255 0.578 0.000113 52.96 -16.13
PUT 20241108 40,250 0 0.256 -0.523 0.000115 53.90 -16.34
PUT 20241108 40,125 0 0.257 -0.508 0.000115 53.98 -16.42
PUT 20241108 40,000 0 0.257 -0.494 0.000115 53.98 -16.46
PUT 20241108 39,875 0 0.257 -0.480 0.000114 53.92 -16.46
PUT 20241108 39,750 0 0.258 -0.465 0.000114 53.79 -16.47
PUT 20241108 39,625 0 0.259 -0.451 0.000113 53.59 -16.44
PUT 20241108 39,500 1,350 0.287 -0.440 0.000102 53.37 -18.19
PUT 20241108 39,375 0 0.260 -0.423 0.000111 52.98 -16.38
CALL 20241213 40,250 0 0.230 0.484 0.000095 72.96 -10.92
CALL 20241213 40,125 0 0.230 0.496 0.000095 73.02 -10.94
CALL 20241213 40,000 1,535 0.219 0.506 0.000099 73.01 -10.46
CALL 20241213 39,875 0 0.230 0.519 0.000095 72.93 -10.95
CALL 20241213 39,750 0 0.230 0.531 0.000094 72.79 -10.94
CALL 20241213 39,625 0 0.230 0.543 0.000094 72.59 -10.92
CALL 20241213 39,500 1,845 0.228 0.555 0.000095 72.32 -10.78
CALL 20241213 39,375 0 0.231 0.567 0.000093 71.99 -10.84
PUT 20241213 40,250 0 0.229 -0.516 0.000095 72.96 -10.76
PUT 20241213 40,125 0 0.229 -0.504 0.000095 73.01 -10.79
PUT 20241213 40,000 0 0.229 -0.492 0.000095 73.01 -10.81
PUT 20241213 39,875 0 0.229 -0.481 0.000095 72.93 -10.79
PUT 20241213 39,750 0 0.229 -0.469 0.000095 72.79 -10.78
PUT 20241213 39,625 0 0.229 -0.457 0.000094 72.59 -10.76
PUT 20241213 39,500 0 0.232 -0.445 0.000093 72.33 -10.87
PUT 20241213 39,375 0 0.230 -0.433 0.000094 71.99 -10.69