2010年7月20日火曜日

2010/7/20 (Tue) OP

P/C1-0.31.31.30.81.210.911.1
先物9297.5-1109407.596709797.59527.59552.59577.59537.59282.5
基準26.4-0.226.623.622.423.724.123.924.626.7
期近26.4-0.226.623.622.423.724.123.924.326.2
期先126.40.326.124.122.924.524.824.82526.9
期先226026243.921.82017.700
当/先101111111.91.4
先/先210115.91.11.21.411

235179











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0.540.380.230.120.060.03
0.0050.0080.0120.0190.0280.0390.0530.064
0.0630.0640.0530.0360.020.01
1.141.772.553.75.16.748.339.33
9.338.957.114.72.671.39
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4.235.336.688.279.9511.6213.0313.84
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2.11.54.68.510.416.727.434.9-47.6-82.5-64.7-53.1-41-29.1-19.6
37.936.134.533.131.530.129.127.926.524.523.622.621.921.420.9
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0.540.440.350.250.180.12
0.010.0130.0160.0190.0230.0270.030.033
0.0370.0390.0380.0340.0280.022
7.378.7410.3212.0213.6815.2416.4917.2
17.217.1315.9913.9111.278.47
-1.75-1.98-2.24-2.5-2.71-2.89-3.01-3.01
-2.66-2.56-2.28-1.93-1.52-1.12

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.48.222.23.228.7111250





0.3-3.81.1-1.33.70





20.314.722.16.525.7111000





0.3-6.40.7-3.52.1-0.7





20.627.321.912.724.31.910750





0.1-12.20.3-7.61.7-1.6





20.949.422.125.724.25.310500





0-19.60.1-14.41.3-4.6





21.485.122.550.723.813.210250





-0.1-29.1-0.1-24.80.8-11.8





21.913823.395.223.932.310000





-0.2-41-0.2-38.60.1-26.6





22.6214.424.1164.324.2739750518.823.3616.924.3722.526.1
-0.2-53.1-0.2-52.9-0.5-49.359.7-0.860.1056.30
23.6319.625.3264.125.1150.89500347.724.6466.325.4578.727
-0.2-64.7-0.3-67.3-0.9-74.734.1-1.141.5-0.3460
24.5447.126.7395.326.9276.39250224.826.5346.926.7456.527.9
-0.6-82.5-0.3-80.8-1.2-95.914.1-1.229.8-0.334.9-0.1
25.860528.1552.528.9441.89000140.628.525528.2359.529.1
-0.4-87.5-0.7-95.3-1.6-110.92.5-1.219-0.427.40
26.777529.6732.731.7641.4875088.731185.429.8277.630.1
-0.2-92.5-0.6-100.8-1.1-112.8-1.3-0.910.6-0.416.7-0.3






850055.533.4135.331.5216.131.5






-3.1-0.75.8-0.410.4-0.4






825034.835.998.633.3169.133.1






-2.4-0.23.9-0.38.5-0.2






800020.837.970.935130.334.5






-3.4-0.41.1-0.34.6-0.3






775013.340.651.736.9100.836.1






-20.10.7-0.21.5-0.4






75007.642.538.23979.437.9






-1.60.2-0.5-0.22.1-0.2






72504.544.728.441.100






-0.90.6-0.7-0.100






7000347.621.143.249.341.6






-0.41.4-1.1-0.2-0.6-0.3






6750000000






000000






65001.252.912.147.931.445.6






-0.60.5-0.50.210.3






6250000000






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6250000000






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