Contents of the Option Theoretical Price File
Contents
Product Code
Product Type
Contract Month
Strike Price
Reserve
Issue Code
Closing Price
Reserve
Theoretical Price(*2)
Volatility(*3)
Issue Code
Closing Price
Unit
Nikkei 225 Options (Monthly) : NK225E
Nikkei 225 Options (Weekly) : NK225WE
TOPIX Options : TOPIXE
Options on 10-year JGB Futures : JGBLFE
Securities Options : Underlying Security Code (4 digits) + E
* In case of special setting of the Strike price
[Adjustment of Strike Price]
>>>>> Underlying Security Code (4 digits) + A
[Special Setting]
>>>>> Underlying Security Code (4 digits) + E
Options on 10-year JGB Futures : OOF
The others Options : OOP
Nikkei 225 Options (Weekly) : yyyymmdd(8 digits) (*1)
The others Options : yyyymm(6 digits)
<< Data format >>
12-digit integer and 6-digit decimal, with a decimal point
<< Data unit >>
Nikkei 225 Options : 1 yen
TOPIX Options : 1 point
Options on 10-year JGB Futures : 0.1 yen
Securities Options : 1 yen
* “0” will be inserted into the digit which has no-value.
( Ex. Nikkei 225 Option : 000000015500.000000 )
Space
Put Option
9 digits
<< Data format >>
7-digit integer and 2-digit decimal, with a decimal point
<< Data unit >>
Nikkei 225 Options : 1 yen
TOPIX Options : 0.1 point
Options on 10-year JGB Futures : 0.01 yen
Securities Options : 0.1 yen
* “0” will be inserted into the digit which has no-value.
0000000.0(fixed)
<< Data format >>
7-digit integer and 2-digit decimal, with a decimal point
<< Data unit >>
Nikkei 225 Options : 1 yen
TOPIX Options : 0.1 point
Options on 10-year JGB Futures : 0.01 yen
Securities Options : 0.1 yen
* “0” will be inserted into the digit which has no-value.
<< Data format >>
1-digit integer and 6-digit decimal, with a decimal point
<< Data unit >>
0.000001
* “0” will be inserted into the digit which has no-value.
Call Option
9 digits
<< Data format >>
7-digit integer and 2-digit decimal, with a decimal point
<< Data unit >>
Nikkei 225 Options : 1 yen
-1-
Reserve
Theoretical Price(*2)
TOPIX Options : 0.1 point
Options on 10-year JGB Futures : 0.01 yen
Securities Options : 0.1 yen
* “0” will be inserted into the digit which has no-value.
0000000.0(fixed)
<< Data format >>
7-digit integer and 2-digit decimal, with a decimal point
<< Data unit >>
Nikkei 225 Options : 1 yen
TOPIX Options : 0.1 point
Options on 10-year JGB Futures : 0.01 yen
Securities Options : 0.1 yen
* “0” will be inserted into the digit which has no-value.
<< Data format >>
1-digit integer and 6-digit decimal, with a decimal point
Volatility(*3)
Closing Price of Underlying Asset(*4)
Base Volatility
<< Data unit >>
0.000001
* “0” will be inserted into the digit which has no-value.
Underlying Asset
<< Data format >>
7-digit integer and 2-digit decimal, with a decimal point
<< Data unit >>
Nikkei 225 Options : 0.01 yen
TOPIX Options : 0.01 point
Options on 10-year JGB Futures : 0.1 yen
Securities Options : 0.1 yen
* “0” will be inserted into the digit which has no-value.
<< Data format >>
1-digit integer and 6-digit decimal, with a decimal point
<< Data unit >>
0.0001
* “0” will be inserted into the digit which has no-value.
*1 yyyymmdd stands for Friday belonging to the week including SQ day
*2 The theoretical price at the end of a day session
*3 The volatility at the time of calculating the settlement price
*4 Including last quotation for Securities Options
-2-