2010年7月27日火曜日

2010/7/26 (Mon) OP

P/C0.90.40.50.80.911.31.30.81.2
先物9492.557.594359202.592709297.59407.596709797.59527.5
基準25.10.12526.72626.426.623.622.423.7
期近250.224.926.625.826.426.623.622.423.7
期先125.1-0.325.42726.526.426.124.122.924.5
期先224.2-0.624.826.525.92626243.921.8
当/先1011111111
先/先2101111115.91.1

174573











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8P7758P8008P8258P8508P8758P9008P9258P95095008C9508C9758C10008C10258C10508C1075
4.27.613.122.238.467119207.6412.6205100.244.918.96.92.8
-1.8-2.6-4-6.9-11.1-18-26.2-41.9-27.314.65.41.7-0.5-0.9-0.8
42.740.437.734.832.129.326.924.72525.224.324.424.825.125.9
2.22.32.21.91.61.31.20.50.50.40.30.50.40.20.1
-0.01-0.02-0.04-0.07-0.12-0.19-0.32-0.49
0.510.320.170.080.030.01
0.0040.0070.0110.0180.0290.0450.0640.078
0.0760.0710.050.030.0150.007
0.71.151.792.714.025.687.398.26
8.267.375.253.141.580.77
-0.85-1.34-1.95-2.72-3.71-4.79-5.72-5.86
-6.01-5.16-3.69-2.25-1.14-0.58
9P7759P8009P8259P8509P8759P9009P9259P95094909C9509C9759C10009C10259C10509C1075
30.443.259.785119.9170.7241.2338.9669.6330.6210124.87037.119.4
-5.8-7-10.5-14.5-19.6-24.2-31.2-36.7-19.517.112.45.72.91.2-0.5
37.435.633.531.729.828.126.525.125.12523.82322.622.322.3
0.60.70.40.30.20.30.10.20.1-0.10-0.1-0.1-0.1-0.3
-0.05-0.08-0.11-0.15-0.2-0.28-0.37-0.49
0.510.390.270.180.110.06
0.0090.0120.0160.0220.0280.0360.0430.047
0.0480.0480.0430.0340.0250.016
3.694.826.127.729.4711.2312.6713.34
13.3412.8511.158.716.174.08
-1.52-1.89-2.25-2.69-3.11-3.48-3.69-3.69
-3.69-3.38-2.84-2.17-1.52-1.01
10P77510P80010P82510P85010P87510P90010P92510P950944010C95010C97510C100010C102510C105010C1075
69.690115.5151.5199.4263.8341.3440.6818.7378.1259.4165.7100.759.732.8
-8.6-10.7-15.6-18.8-22.1-23.3-32.9-42.7-26.116.614.66.14.63.52.8
36.134.432.63129.628.52725.824.122.421.720.920.320.119.8
0.30.3000.10.3-0.1-0.3-0.3-0.3-0.1-0.3-0.2-0.10.1
-0.09-0.12-0.15-0.19-0.25-0.31-0.39-0.48
0.520.410.310.210.140.09
0.0110.0130.0170.0210.0250.0290.0330.036
0.0420.0420.0390.0340.0260.019
6.978.389.9411.6913.4715.1116.3516.95
16.9616.5614.9312.399.566.77
-1.71-1.96-2.2-2.47-2.72-2.92-3-2.97
-2.61-2.46-2.13-1.72-1.31-0.92

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.95.4232.633.4111500





-0.5-0.6-0.5-0.61.70





19.69.422.85.230111250





-0.4-0.7-0.3-0.51.40





19.517.122.49.826.5111000





-0.3-0.3-0.5-1.10.6-0.2





19.832.822.319.425.92.810750





0.12.8-0.3-0.50.1-0.8





20.159.722.337.125.16.910500





-0.13.5-0.11.20.2-0.9





20.3100.722.67024.818.910250





-0.24.6-0.12.90.4-0.5





20.9165.723124.824.444.910000549.223.8631.123722.524.3
-0.36.1-0.15.70.51.7-51.71.2-50.50-60-0.9
21.7259.423.821024.3100.29750352.223.6467.823.9574.125.3
-0.114.6012.40.35.4-51.70.3-44.60.1-43.4-0.1
22.4378.125330.625.22059500207.624.7338.925.1440.625.8
-0.316.6-0.117.10.414.6-41.90.5-36.70.2-42.7-0.3
23.3523.826.3482.227362.4925011926.9241.226.5341.327
-0.421.3024.80.726.5-26.21.2-31.20.1-32.90
24.269527.8660.729.9563.190006729.3170.728.1263.828.5
-0.230.40.232.91.439.3-181.3-24.20.3-23.30.3






875038.432.1119.929.8199.429.6






-11.11.6-19.60.2-22.10.1






850022.234.88531.7151.531






-6.91.9-14.50.3-18.80






825013.137.759.733.5115.532.6






-42.2-10.50.4-15.60






80007.640.443.235.69034.4






-2.62.3-70.7-10.70.3






77504.242.730.437.469.636.1






-1.82.2-5.80.6-8.60.3






75002.545.722.139.654.238






-0.92.7-3.90.8-6.80.3






72501.347.91641.700






-0.62.7-3.20.700






7000151.912.244.232.241.5






04.8-21-4.70.3

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