2010年7月15日木曜日

2010/7/15 (Thu) OP

P/C1.30.50.81.210.9111.21.1
先物9670-127.59797.59527.59552.59577.59537.59357.59237.59217.5
基準23.61.222.423.724.123.924.626.827.728.9
期近23.61.222.423.724.123.924.326.227.228.3
期先124.11.222.924.524.824.82526.827.428.5
期先22420.13.921.82017.70000
当/先1011111.41.31.11.1
先/先21-4.95.91.11.21.41110


285684











80008250850087509000925095009750975097501000010250105001075011000
8P8008P8258P8508P8758P9008P9258P9508P97596708C9758C10008C10258C10508C10758C1100
9.415.325.842.370.8115.6186290.8503.6212.9112.151.120.17.42.8
1.42.55.78.616.929.244.865.61.2-64.4-42.8-23.9-11.4-4.6-1.3
35.633.531.729.828.126.324.623.123.223.222.121.320.720.520.8
-0.4-0.40-0.20.10.40.50.60.40.40.50.60.60.71.2
-0.03-0.04-0.07-0.11-0.17-0.26-0.38-0.54
0.460.30.170.080.030.01
0.0060.010.0150.0230.0330.0460.0580.064
0.0630.0590.0440.0270.0140.006
1.582.343.484.946.88.7410.310.71
10.719.436.844.052.050.98
-0.99-1.38-1.95-2.59-3.36-4.05-4.46-4.34
-4.39-3.69-2.57-1.48-0.74-0.36
9P8009P8259P8509P8759P9009P9259P9509P97596709C9759C10009C10259C10509C10759C1100
43.359.881.2113.2156217.4296.4402.1722.2320.1206.8125.17036.819
8.212.11523.230.842.254.969.67.8-61.8-45.6-30.1-19.4-12.5-6.7
34.432.730.929.427.826.52523.823.623.522.521.72120.620.4
0.30.40.20.50.50.60.60.70.50.40.50.70.60.50.5
-0.07-0.1-0.13-0.18-0.24-0.32-0.41-0.52
0.480.370.260.170.10.06
0.010.0140.0180.0230.0290.0350.0410.044
0.0450.0440.0390.0320.0230.015
5.146.518.079.8911.7613.5114.7615.15
15.1514.3412.369.626.784.45
-1.57-1.89-2.21-2.57-2.89-3.17-3.27-3.18
-3.17-2.87-2.39-1.8-1.24-0.81
10P80010P82510P85010P87510P90010P92510P95010P975961010C97510C100010C102510C105010C107510C1100
84.3109.8140.9182.1237.7307.3396.3511.4879.7368.3255.4167.1105.964.236.2
15.1109.824.6182.140.4307.362.4511.4879.7368.3-42.9167.1-2164.2-9.7
33.732.330.729.428.2272625.32321.821.120.42019.719.3
0.532.30.629.40.7270.825.32321.80.720.40.719.70.5
-0.11-0.14-0.17-0.22-0.27-0.34-0.42-0.5
0.490.390.290.210.140.09
0.0120.0140.0180.0220.0250.0290.0320.034
0.0390.0390.0360.0310.0250.018
8.4510.111.8413.6815.517.0618.1618.55
18.5417.8416.0113.4110.487.56
-1.68-1.93-2.15-2.37-2.58-2.72-2.79-2.77
-2.41-2.24-1.94-1.6-1.23-0.87

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
0019.81.726.4111750





00-0.1-1.420





19.412.320423.8111500





0.5-3.30.1-2.720





19.220.620.18.821.1111250





19.220.60.3-4.31.2-0.4





19.336.220.41920.82.811000





0.5-9.70.5-6.71.2-1.3





19.764.220.636.820.57.410750





19.764.20.5-12.50.7-4.6





20105.9217020.720.110500





0.7-210.6-19.40.6-11.4





20.4167.121.7125.121.351.110250626.620.7707.922810.224.4
20.4167.10.7-30.10.6-23.9104.80.6102.11810.224.4
21.1255.422.5206.822.1112.110000438.921.9536.722.6647.524.7
0.7-42.90.5-45.60.5-42.886.60.683.50.691.71.2
21.8368.323.5320.123.2212.99750290.823.1402.123.8511.425.3
21.8368.30.4-61.80.4-64.465.60.669.60.7511.425.3
22.7508.324.8464.524.9359.7950018624.6296.425396.326
0.6-69.60.4-76.80.5-8244.80.554.90.662.40.8
23.7672.526632.426.6538.59250115.626.3217.426.5307.327
23.7672.50.3-89.5-0.1-101.829.20.442.20.6307.327






900070.828.115627.8237.728.2






16.90.130.80.540.40.7






875042.329.8113.229.4182.129.4






8.6-0.223.20.5182.129.4






850025.831.781.230.9140.930.7






5.70150.224.60.6






825015.333.559.832.7109.832.3






2.5-0.412.10.4109.832.3






80009.435.643.334.484.333.7






1.4-0.48.20.315.10.5






77505.637.531.236.164.635.1






0.4-0.75.50.264.635.1






75003.139.1233849.736.6






-0.2-1.43.90.26.70.1






72502.342.217.440.100






0-0.82.4000






70001.444.213.242.230.640.1






-0.1-1.11.7-0.14.20.2






6750000000






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6250000000






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