2010年7月28日水曜日

2010/7/27 (Tue) OP

P/C0.900.90.50.80.911.31.30.8
先物95007.59492.594359202.592709297.59407.596709797.5
基準24.3-0.725.12526.72626.426.623.622.4
期近24.1-0.92524.926.625.826.426.623.622.4
期先124.6-0.525.125.42726.526.426.124.122.9
期先223.7-0.524.224.826.525.92626243.9
当/先1011111111
先/先21011111115.9

164472











7750800082508500875090009250950095009500975010000102501050010750
8P7758P8008P8258P8508P8758P9008P9258P95095008C9508C9758C10008C10258C10508C1075
3.45.89.717.732.657.6105.1192.3387.319590.537.513.74.81.9
-0.8-1.8-3.3-4.5-5.8-9.4-13.9-15.3-25.3-10-9.7-7.4-5.1-2.1-0.9
42.94036.934.331.728.726.12424.124.323.323.423.624.125.2
0.2-0.4-0.8-0.6-0.4-0.6-0.8-0.7-0.8-1-1-1-1.3-0.9-0.7
-0.01-0.02-0.03-0.06-0.1-0.18-0.3-0.49
0.510.310.160.070.030.01
0.0030.0060.010.0170.0280.0450.0670.083
0.0820.0750.0510.0270.0130.006
0.590.941.472.343.635.267.048.02
8.027.084.822.621.240.58
-0.77-1.15-1.65-2.45-3.52-4.61-5.61-5.87
-5.96-5.06-3.44-1.89-0.91-0.45
9P7759P8009P8259P8509P8759P9009P9259P95095009C9509C9759C10009C10259C10509C1075
2738.254.777.8110160.9230326.3650.4324.1204.1118.464.933.216.7
-3.4-5-5-7.1-9.9-9.7-11.2-12.6-19.2-6.5-5.9-6.4-5-3.9-2.8
373533.131.229.227.826.224.724.624.523.422.522.121.821.8
-0.4-0.6-0.3-0.4-0.6-0.4-0.4-0.4-0.5-0.5-0.4-0.5-0.5-0.5-0.6
-0.05-0.07-0.1-0.14-0.2-0.27-0.37-0.48
0.520.390.270.170.10.06
0.0080.0120.0160.0220.0280.0360.0430.049
0.0490.050.0440.0350.0240.016
3.424.495.827.399.1410.9812.4713.2
13.212.7210.958.435.823.73
-1.43-1.77-2.17-2.6-3-3.43-3.67-3.67
-3.66-3.36-2.78-2.1-1.43-0.92
10P77510P80010P82510P85010P87510P90010P92510P950944010C95010C97510C100010C102510C105010C1075
63.983.8108.9143.1188.3248.9327.9429.7798.7369249.4158.994.554.429.8
-5.7-6.1-6.6-8.4-11.1-14.9-13.4-10.9-20.1-9.1-10-6.8-6.2-5.3-3
35.63432.230.729.227.826.625.523.721.821.120.419.819.619.4
-0.5-0.4-0.3-0.4-0.5-0.6-0.5-0.3-0.4-0.6-0.6-0.5-0.5-0.5-0.4
-0.09-0.11-0.15-0.19-0.24-0.31-0.39-0.48
0.520.410.30.210.140.08
0.010.0130.0170.0210.0250.030.0340.037
0.0430.0440.040.0340.0260.019
6.668.099.6611.4113.2114.8916.216.85
16.8516.4414.7712.129.186.44
-1.64-1.9-2.15-2.41-2.65-2.85-2.97-2.96
-2.55-2.4-2.09-1.67-1.24-0.86

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.44.322.5234.3111500





-0.5-1.1-0.5-0.50.90





19.28223.930.8111250





-0.4-1.4-0.8-1.30.80





19.315.821.87.927.1111000





-0.3-1.3-0.7-1.90.60





19.429.821.816.725.21.910750





-0.4-3-0.6-2.8-0.7-0.9





19.654.421.833.224.14.810500





-0.5-5.3-0.5-3.9-0.9-2.1





19.894.522.164.923.613.710250





-0.5-6.2-0.5-5-1.3-5.1





20.4158.922.5118.423.437.510000537.323.4620.622.8714.724.2
-0.5-6.8-0.5-6.4-1-7.4-11.9-0.4-10.6-0.2-7.80
21.1249.423.4204.123.390.59750338.223.1455.423.655724.7
-0.6-10-0.4-5.9-1-9.7-14-0.5-12.4-0.4-17.1-0.6
21.836924.5324.124.31959500192.324326.324.7429.725.5
-0.6-9.1-0.5-6.5-1-10-15.3-0.7-12.6-0.4-10.9-0.3
22.651625.8476.726.43589250105.126.123026.2327.926.6
-0.6-7.8-0.5-5.5-0.5-4.4-13.9-0.8-11.2-0.4-13.4-0.5
23.6688.227.3657.429559.3900057.628.7160.927.8248.927.8
-0.7-6.8-0.5-3.3-0.9-3.7-9.4-0.6-9.7-0.4-14.9-0.6






875032.631.711029.2188.329.2






-5.8-0.4-9.9-0.6-11.1-0.5






850017.734.377.831.2143.130.7






-4.5-0.6-7.1-0.4-8.4-0.4






82509.736.954.733.1108.932.2






-3.3-0.8-5-0.3-6.6-0.3






80005.84038.23583.834






-1.8-0.4-5-0.6-6.1-0.4






77503.442.9273763.935.6






-0.80.2-3.4-0.4-5.7-0.5






75001.945.52039.449.337.4






-0.7-0.2-2.1-0.2-4.9-0.5






7250147.913.941.300






-0.30.1-2.1-0.500






7000153.610.243.629.641.2






01.7-2-0.7-2.6-0.3

0 件のコメント:

コメントを投稿