2010年7月28日水曜日

2010/7/28 (Wed) OP

P/C0.7-0.20.90.90.50.80.911.31.3
先物973523595009492.594359202.592709297.59407.59670
基準23-1.324.325.12526.72626.426.623.6
期近22.9-1.324.12524.926.625.826.426.623.6
期先123.2-1.424.625.125.42726.526.426.124.1
期先222.4-1.323.724.224.826.525.9262624
当/先1011111111
先/先21011111111

154371











80008250850087509000925095009750975097501000010250105001075011000
8P8008P8258P8508P8758P9008P9258P9508P97597408C9758C10008C10258C10508C10758C1100
3.45.28.414.925.748.494.8185.4363.1177.67829.1103.71.5
-2.4-4.6-9.3-17.7-31.9-56.7-97.5-152.8-65.687.140.415.45.21.90.5
42.839.235.832.829.426.624.122.322.823.222.322.122.523.625
2.72.21.51.10.70.50.1-0.7-0.4-0.2-1.1-1.4-1.6-1.5-2.1
-0.01-0.02-0.03-0.05-0.09-0.17-0.3-0.5
0.50.290.130.050.020.01
0.0030.0060.0090.0160.0280.0470.0720.089
0.0860.0760.0490.0240.0110.005
0.590.881.352.143.2856.967.97
7.976.84.32.171.040.5
-0.82-1.12-1.57-2.29-3.14-4.32-5.45-5.78
-6.02-4.95-3.1-1.59-0.8-0.41
9P8009P8259P8509P8759P9009P9259P9509P97597409C9759C10009C10259C10509C10759C1100
2331.945.766.5100148.1218315.9619.4303.5189.8109.459.930.316.1
-15.2-22.8-32.2-43.5-61-81.8-108.3-139.5-40.199.471.444.526.813.68.2
3532.730.828.927.425.824.423.123.123.222.421.721.521.221.5
0-0.4-0.5-0.3-0.4-0.3-0.4-0.5-0.3-0.2-0.1-0.3-0.3-0.5-0.2
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0.510.380.260.160.090.05
0.0080.0110.0160.0220.0290.0380.0460.052
0.0510.0510.0440.0340.0240.015
3.214.195.57.139.0811.0512.6613.38
13.3812.7710.858.255.623.68
-1.29-1.58-1.95-2.37-2.86-3.28-3.55-3.55
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10P80010P82510P85010P87510P90010P92510P95010P975968010C97510C100010C102510C105010C107510C1100
56.274.299.1130.1174.6234.6316.3417.6766.8349.1233.2146.285.147.925.4
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33.531.930.328.727.3262523.922.220.720.119.51918.718.5
-0.5-0.4-0.3-0.5-0.5-0.6-0.5-0.7-0.5-0.4-0.4-0.3-0.6-0.6-0.8
-0.08-0.11-0.14-0.18-0.24-0.31-0.39-0.48
0.510.40.290.20.120.07
0.010.0130.0170.0210.0260.0310.0360.039
0.0450.0450.0410.0340.0250.018
6.457.899.5911.3913.3215.1316.5217.16
17.1616.6214.7411.888.826.01
-1.51-1.76-2.03-2.28-2.54-2.75-2.89-2.86
-2.5-2.35-2.02-1.58-1.16-0.78

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
0021.91.734.8111750





00-10.7-2.90





18.6721.83.631.3111500





-0.82.7-0.81.6-30





18.613.521.67.627.6111250





-0.75.5-0.53.8-3.20





18.525.421.516.1251.511000





-0.89.6-0.28.2-2.10.5





18.747.921.230.323.63.710750





-0.618.1-0.513.6-1.51.9





1985.121.559.922.51010500





-0.630.7-0.326.8-1.65.2





19.5146.221.7109.422.129.110250536.320.3619.621.471022.8
-0.351.7-0.344.5-1.415.4-224.7-2.3-197.4-1-190.4-1.4
20.1233.222.4189.822.37810000335.421.2452.822.3547.523.1
-0.474.4-0.171.4-1.140.4-201.9-2.2-167.8-0.5-167.2-1.1
20.7349.123.2303.523.2177.69750185.422.3315.923.1417.623.9
-0.499.7-0.299.4-0.287.1-152.8-0.7-139.5-0.5-139.4-0.7
21.549524.3452.524.8335.1950094.824.121824.4316.325
-0.3126-0.2128.40.5140.1-97.50.1-108.3-0.4-113.4-0.5
22.1663.326636.227.3537.6925048.426.6148.125.8234.626
-0.5147.30.2159.50.9179.6-56.70.5-81.8-0.3-93.3-0.6






900025.729.410027.4174.627.3






-31.90.7-61-0.4-74.3-0.5






875014.932.866.528.9130.128.7






-17.71.1-43.5-0.3-58.2-0.5






85008.435.845.730.899.130.3






-9.31.5-32.2-0.5-44-0.3






82505.239.231.932.774.231.9






-4.62.2-22.8-0.4-34.7-0.4






80003.442.8233556.233.5






-2.42.7-15.20-27.6-0.5






77502.647.116.23744.435.5






-0.84.2-10.80-19.5-0.1






75001.549.711.539.134.437.4






-0.44.2-8.5-0.3-14.90






7250153.48.241.200






05.5-5.7-0.100






7000159.26.343.821.341.4






05.6-3.80.3-8.30.2

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