2010年7月23日金曜日

2010/7/23 (Fri) OP

P/C0.5-0.30.80.911.31.30.81.21
先物9435232.59202.592709297.59407.596709797.59527.59552.5
基準25-1.726.72626.426.623.622.423.724.1
期近24.9-1.726.625.826.426.623.622.423.724.1
期先125.4-1.62726.526.426.124.122.924.524.8
期先224.8-1.726.525.92626243.921.820
当/先1011111111
先/先210111115.91.11.2

204876











7750800082508500875090009250950095009500975010000102501050010750
8P7758P8008P8258P8508P8758P9008P9258P95094408C9508C9758C10008C10258C10508C1075
5.910.217.129.149.585145.2249.5439.9190.494.843.319.47.83.5
-6.3-10.4-17.5-28.4-45.8-71.3-109.5-152-71.180.944.52110.13.91.9
40.538.135.53330.42825.724.224.624.82423.924.524.825.8
0.60.60.40.30.20.2-0.2-0.4-0.5-0.5-0.7-1-0.8-1.1-0.6
-0.02-0.03-0.05-0.08-0.14-0.23-0.36-0.54
0.470.290.160.080.040.02
0.0050.0080.0130.0210.0330.0480.0650.074
0.0720.0640.0450.0270.0140.007
0.971.522.33.434.936.738.348.85
8.867.645.393.321.780.96
-0.96-1.42-2.01-2.78-3.68-4.62-5.25-5.24
-5.4-4.5-3.17-2-1.08-0.61
9P7759P8009P8259P8509P8759P9009P9259P95094409C9509C9759C10009C10259C10509C1075
36.250.270.299.5139.5194.8272.4375.6689.1313.5197.61196735.819.9
-19.1-26.3-36-50.1-66.2-89.1-113.7-141.3-47.893.563.141.223.812.97.8
36.934.93331.329.627.926.424.92525.123.823.122.622.422.6
0.100-0.2-0.2-0.4-0.4-0.5-0.4-0.3-0.7-0.7-0.9-1-0.8
-0.06-0.09-0.12-0.17-0.23-0.3-0.4-0.51
0.490.370.260.170.10.06
0.010.0130.0180.0230.030.0360.0430.047
0.0460.0460.0410.0320.0230.016
4.225.416.858.5310.3111.9913.2613.7
13.712.9611.118.626.14.16
-1.61-1.95-2.33-2.76-3.15-3.45-3.61-3.52
-3.56-3.19-2.66-2.02-1.41-0.97
10P77510P80010P82510P85010P87510P90010P92510P950938010C95010C97510C100010C102510C105010C1075
78.2100.6131.1170.2221.5287374.1483.3844.8361.5244.8159.696.156.230
-31.5-40.1-52.7-65.9-84.5-104.5-124.8-151.7-6784.661.642.524.714.95.4
35.834.132.63129.628.227.126.12422.721.821.220.520.219.7
-0.3-0.4-0.6-0.6-0.8-1-1-1.4-1.2-1-1.1-1.1-1.4-1.3-1.8
-0.1-0.13-0.16-0.21-0.27-0.33-0.41-0.5
0.50.390.290.20.130.08
0.0110.0140.0180.0220.0260.030.0330.035
0.0410.0410.0370.0320.0250.018
7.559.0210.6812.4214.1515.6816.7917.22
17.2216.5614.8112.179.296.46
-1.77-2.01-2.27-2.52-2.74-2.89-2.97-2.93
-2.57-2.37-2.06-1.64-1.23-0.83


期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.4623.53.231.7111500





-1.51.1-0.71.4-2.80





20.11023.15.728.6111250





-1.51.9-0.62.5-2.90





19.917.422.91125.81.211000





-1.53.7-0.64.7-2.50.2





19.73022.619.925.83.510750





-1.85.4-0.87.8-0.61.9





20.256.222.435.824.87.810500





-1.314.9-112.9-1.13.9





20.596.122.66724.519.410250





-1.424.7-0.923.8-0.810.1





21.2159.623.111923.943.31000060122.6681.723782.525.1
-1.142.5-0.741.2-121-216.1-1.7-195.7-1.2-197.3-2.2
21.8244.823.8197.62494.8975040423.3512.423.9617.525.4
-1.161.6-0.763.1-0.744.5-192.5-1.3-169.6-0.7-175-1.7
22.7361.525.1313.524.8190.49500249.524.2375.624.9483.326.1
-184.6-0.393.5-0.580.9-152-0.4-141.3-0.5-151.7-1.4
23.6502.526.3457.426.3335.89250145.225.7272.426.4374.127.1
-0.8111.9-0.3120.1-0.3122.2-109.5-0.2-113.7-0.4-124.8-1
24.4664.627.6627.828.5523.890008528194.827.928728.2
-1.5122.7-0.4142.70.4162.7-71.30.2-89.1-0.4-104.5-1






875049.530.4139.529.6221.529.6






-45.80.2-66.2-0.2-84.5-0.8






850029.13399.531.3170.231






-28.40.3-50.1-0.2-65.9-0.6






825017.135.570.233131.132.6






-17.50.4-360-52.7-0.6






800010.238.150.234.9100.634.1






-10.40.6-26.30-40.1-0.4






77505.940.536.236.978.235.8






-6.30.6-19.10.1-31.5-0.3






75003.542.926.138.86137.6






-3.50.9-14.20-23-0.1






72501.945.119.24100






-1.91-10.10.200






7000147.114.143.23741.3






-0.91.4-80-13.20.1

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