2010年7月14日水曜日

2010/7/14 (Wed) OP

P/C0.8-0.41.210.911.111.21.1
先物9797.52709527.59552.59577.59537.59282.59357.59237.59217.5
基準22.4-1.323.724.123.924.626.726.827.728.9
期近22.4-1.323.724.123.924.326.226.227.228.3
期先122.9-1.624.524.824.82526.926.827.428.5
期先23.9-17.921.82017.700000
当/先101111.91.41.31.11.1
先/先25.94.81.11.21.411110

295785











80008250850087509000925095009750975097501000010250105001075011000
8P8008P8258P8508P8758P9008P9258P9508P97598008C9758C10008C10258C10508C10758C1100
8.112.820.133.753.986.4141.1225.2502.5277.3154.87531.5124.1
-6.5-10.8-18.2-27.6-45.4-72.5-105.6-149.1-26.2122.877.340.418.27.12.1
36.13431.83027.925.924.222.522.622.821.720.720.119.819.7
1.21.10.810.70.30.40.10.20.3-0.1-0.5-0.7-0.9-1.5
-0.02-0.03-0.05-0.09-0.13-0.21-0.31-0.46
0.540.380.230.120.050.02
0.0050.0080.0120.0190.0280.040.0530.063
0.0630.0630.0530.0350.020.009
1.42.072.974.335.977.929.8611.02
11.0210.598.455.492.991.37
-0.86-1.19-1.61-2.21-2.84-3.49-4.05-4.21
-4.3-3.92-2.99-1.88-1.01-0.46
9P8009P8259P8509P8759P9009P9259P9509P97598009C9759C10009C10259C10509C10759C1100
35.147.766.390125.2175.2241.6332.4714.4382252.3155.289.349.325.7
-18.7-26.3-35.1-50.4-69.8-89.7-117.6-149-2612392.160.63620.210.7
34.132.330.728.927.325.924.423.123.123.1222120.420.119.9
0.40.30.30-0.2-0.1-0.2-0.4-0.3-0.2-0.3-0.6-0.8-1-1
-0.06-0.08-0.11-0.15-0.2-0.27-0.36-0.46
0.540.420.310.210.130.08
0.0090.0120.0160.0210.0260.0330.0390.044
0.0440.0460.0430.0360.0270.019
4.545.757.278.9610.8912.8414.4815.42
15.4215.2213.6911.128.245.58
-1.35-1.62-1.94-2.25-2.59-2.89-3.07-3.09
-3.12-2.92-2.52-1.98-1.45-0.97
10P80010P82510P85010P87510P90010P92510P95010P975975010C97510C100010C102510C105010C107510C1100
69.20116.30197.30333.9000298.30126.9045.9
-330-53.70-87.60-129.200087.2041.6016.5
33.1030.2027.5025.200020.5019.3018.8
-0.30-0.40-0.70-0.7000-0.90-10-1
-0.09-0.13
-0.2
-0.31
-0.45
0.55
0.37
0.2

0.013
0.019
0.025
0.031
0.035
0.036
0.028

9.86
13.3
16.73
18.85
18.85
17.98
13.54

-1.86
-2.3
-2.67
-2.78
-2.47
-2.21
-1.58

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
0019.93.124.4111750





00-1.41-2.90





18.915.6206.721.8111500





-0.86.2-1.12.8-30





0019.813.1201.411250





00-1.15.4-2.20.4





18.845.919.925.719.74.111000





-116.5-110.7-1.52.1





0020.149.319.81210750





00-120.2-0.97.1





19.3126.920.489.320.131.510500





-141.6-0.836-0.718.2





0021155.220.77510250521.820.1605.92100
00-0.660.6-0.540.4-232.1-0.7-210.3-0.600
20.5298.322252.321.7154.810000352.321.2453.121.9555.823.5
-0.987.2-0.392.1-0.177.3-194.6-0.2-178.6-0.3-184.2-1.2
0023.138222.8277.39750225.222.5332.423.100
00-0.21230.3122.8-149.10.1-149-0.400
22.1577.924.5541.324.4441.79500141.124.2241.624.4333.925.2
-0.6143.7-0.1153.70.5166-105.60.4-117.6-0.2-129.2-0.7
0025.7721.826.6640.3925086.425.9175.225.900
00-0.21791202.8-72.50.3-89.7-0.100






900053.927.9125.227.3197.327.5






-45.40.7-69.8-0.2-87.6-0.7






875033.7309028.900






-27.61-50.4000






850020.131.866.330.7116.330.2






-18.20.8-35.10.3-53.7-0.4






825012.83447.732.300






-10.81.1-26.30.300






80008.136.135.134.169.233.1






-6.51.2-18.70.4-33-0.3






77505.138.225.735.900






-4.31.1-13.80.400






75003.340.41937.84336.6






-2.91-10.30.4-19.8-0.2






72502.3431540.100






-1.51.6-7.20.600






70001.545.311.542.226.440






-1.11.4-4.80.9-13-0.3






6750000000






000000






6250000000






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