2010年7月21日水曜日

2010/7/21 (Wed) OP

P/C0.9-0.111.31.30.81.210.91
先物9270-27.59297.59407.596709797.59527.59552.59577.59537.5
基準26-0.426.426.623.622.423.724.123.924.6
期近25.8-0.526.426.623.622.423.724.123.924.3
期先126.5026.426.124.122.924.524.824.825
期先225.902626243.921.82017.70
当/先1011111111.9
先/先2101115.91.11.21.41

750077508000825085008750900092509250925095009750100001025010500
8P7508P7758P8008P8258P8508P8758P9008P92592708C9258C9508C9758C10008C10258C1050
6.111.419.631.952.385.3140226.3475.1248.7130.26126.2114.2
-1.5-1.9-1.2-2.8-3.2-3.4-0.71.5-26-27.5-20.6-12-6.1-2.2-1.1
41.539.837.735.232.830.32825.92626.124.523.823.724.124.4
-0.9-0.8-0.2-0.7-0.6-0.7-0.5-0.6-0.7-0.8-0.7-0.4-0.20.20.2
-0.02-0.03-0.05-0.08-0.13-0.21-0.32-0.47
0.530.350.20.10.050.02
0.0040.0080.0120.0190.0290.0410.0560.067
0.0670.0660.0520.0330.0180.009
0.981.62.443.524.946.68.239.13
9.138.546.514.132.321.16
-0.91-1.43-2.06-2.77-3.61-4.46-5.14-5.27
-5.34-4.68-3.47-2.19-1.25-0.63
9P7509P7759P8009P8259P8509P8759P9009P92592709C9259C9509C9759C10009C10259C1050
37.550.570.498.4135.9189.8259.7355.9730.2374.3246152.388.948.625.5
-0.8-1.2-0.5-0.20.64.44.79-12-21-18-12-6.3-2-0.3
38.836.634.833.131.329.828.126.726.626.525.124.123.422.922.6
-0.2-0.3-0.2-0.2-0.20-0.10-0.1-0.2-0.200.20.40.6
-0.06-0.08-0.11-0.16-0.21-0.28-0.37-0.47
0.530.410.30.20.130.08
0.0090.0120.0160.0210.0270.0330.0390.043
0.0440.0450.0420.0350.0270.018
4.175.266.648.249.9311.6212.9813.7
13.713.4212.019.777.214.89
-1.6-1.91-2.29-2.7-3.08-3.43-3.61-3.62
-3.62-3.35-2.88-2.28-1.64-1.1
10P75010P77510P80010P82510P85010P87510P90010P925921010C92510C95010C97510C100010C102510C1050
79.8101.4130.7170.4219.9283.9364.7464.6889.5424.9300.7201.8129.278.545.1
0.40.50.51.33.96.35.18.1-14.2-22.3-19-12.6-8.8-6.5-4.3
37.83634.43331.530.22927.826.124.223.322.521.921.420.9
-0.1-0.1-0.2-0.100-0.1-0.1-0.2-0.3-0.3-0.1000
-0.1-0.12-0.16-0.2-0.25-0.31-0.39-0.47
0.530.430.330.240.170.11
0.0110.0130.0160.020.0240.0270.0310.033
0.0380.0390.0380.0330.0270.021
7.378.7510.3312.0313.7115.2416.4417.08
17.0816.8915.6313.4710.788
-1.77-2-2.26-2.52-2.75-2.93-3.03-3.02
-2.65-2.52-2.25-1.89-1.47-1.07

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.67.722.5329.7111250





0.2-0.50.3-0.310





20.714.622.46.226.7111000





0.4-0.20.4-0.310





20.725.522.412.625.31.910750





0.2-1.80.6-0.10.90





20.945.122.625.524.44.210500





0-4.30.6-0.30.2-1.1





21.478.522.948.624.11110250





0-6.50.4-20.2-2.2





21.9129.223.488.923.726.210000





0-8.80.2-6.3-0.2-6.1





22.5201.824.1152.323.8619750538.123.5635.324.4738.226.2
-0.1-12.60-12-0.4-1219.30.118.40.215.70.1
23.3300.725.124624.5130.29500357.824.2476.525.2585.426.7
-0.3-19-0.2-18-0.7-20.610-0.310.3-0.26.7-0.3
24.2424.926.5374.326.1248.79250226.325.9355.926.7464.627.8
-0.3-22.3-0.2-21-0.8-27.51.5-0.6908.1-0.1
25.4577.427.8526.628.5414.8900014028259.728.1364.729
-0.5-27.6-0.4-25.9-0.4-27-0.7-0.54.7-0.15.1-0.1
26.3747.429.4707.230.5607.3875085.330.3189.829.8283.930.2
-0.4-27.6-0.2-25.5-1.2-34.1-3.4-0.74.406.30






850052.332.8135.931.3219.931.5






-3.2-0.60.6-0.23.90






825031.935.298.433.1170.433






-2.8-0.7-0.2-0.21.3-0.1






800019.637.770.434.8130.734.4






-1.2-0.2-0.5-0.20.5-0.2






775011.439.850.536.6101.436






-1.9-0.8-1.2-0.30.5-0.1






75006.141.537.538.879.837.8






-1.5-0.9-0.8-0.20.4-0.1






72503.74427.540.800






-0.8-0.7-0.9-0.200






70002.547.120.543.148.141.3






-0.6-0.6-0.6-0.2-1.2-0.3






6750000000






000000






6500152.71147.428.644.8






-0.2-0.2-1.1-0.5-2.8-0.8






6250000000






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6250000000






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