2010年7月29日木曜日

2010/7/29 (Thu) OP

P/C10.20.70.90.90.50.80.911.3
先物9692.5-42.5973595009492.594359202.592709297.59407.5
基準23.60.62324.325.12526.72626.426.6
期近23.30.522.924.12524.926.625.826.426.6
期先123.90.723.224.625.125.42726.526.426.1
期先223.30.922.423.724.224.826.525.92626
当/先1011111111
先/先21011111111

144270











80008250850087509000925095009750975097501000010250105001075011000
8P8008P8258P8508P8758P9008P9258P9508P97597008C9758C10008C10258C10508C10758C1100
34.88.21528.453.6104.4204.8356.4151.560.121.372.71.3
-0.4-0.4-0.20.12.75.39.619.4-6.7-26.1-17.8-7.8-3-1-0.3
42.739.135.932.9302724.422.72323.222.122.222.824.226.1
-0.1-0.10.10.10.60.50.30.40.20-0.300.20.61.1
-0.01-0.02-0.03-0.05-0.1-0.18-0.33-0.54
0.460.240.110.040.020.01
0.0030.0060.010.0170.0310.0510.0770.091
0.0890.0740.0430.020.0090.004
0.530.821.312.123.45.126.967.62
7.636.043.521.660.790.41
-0.79-1.11-1.63-2.43-3.55-4.81-5.9-6.02
-6.18-4.64-2.72-1.32-0.67-0.38
9P8009P8259P8509P8759P9009P9259P9509P97596909C9759C10009C10259C10509C10759C1100
2535.351.674.7110.2161236.7341.9625.3283.5173.498.45125.613.7
1.93.468.210.312.918.7265.9-20.1-16.4-11-8.9-4.7-2.4
35.433.331.529.627.926.224.923.723.623.522.62221.421.321.7
0.40.50.70.70.50.40.50.60.50.40.20.200.10.2
-0.05-0.07-0.1-0.14-0.2-0.28-0.39-0.51
0.490.360.240.140.080.05
0.0090.0120.0170.0230.0310.0390.0470.051
0.0510.050.0430.0320.0220.014
3.354.415.817.459.3511.2112.6613.17
13.1712.3210.257.525.013.26
-1.4-1.73-2.15-2.6-3.07-3.46-3.71-3.67
-3.67-3.29-2.66-1.91-1.26-0.84
10P80010P82510P85010P87510P90010P92510P95010P975963010C97510C100010C102510C105010C107510C1100
64.983.2110145.7193.5258.1344.7448.7781.1332.4220.8138.58044.324.9
8.79.11115.61923.528.43114.3-16.7-12.5-7.7-5.1-3.6-0.5
34.532.63129.528.126.925.924.722.521.120.519.919.41919.1
10.80.70.90.80.80.90.80.60.40.40.40.40.30.6
-0.09-0.12-0.15-0.2-0.25-0.32-0.41-0.5
0.490.380.280.180.120.07
0.0110.0140.0180.0220.0270.0310.0350.038
0.0440.0440.0390.0320.0240.017
6.888.289.9611.7813.6215.316.5216.98
16.9716.2314.2411.358.315.79
-1.69-1.92-2.19-2.47-2.71-2.91-3.03-2.97
-2.56-2.37-2.02-1.57-1.13-0.79

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
00231.936.8111750





001.10.220





18.86.222.23.333.1111500





0.2-0.80.5-0.31.80





1912.9226.929.3111250





0.4-0.60.5-0.71.70





19.124.921.713.726.11.311000





0.6-0.50.2-2.41.1-0.3





1944.321.325.624.22.710750





0.3-3.60.1-4.70.6-1





19.48021.45122.8710500





0.4-5.10-8.90.2-3





19.9138.52298.422.221.310250574.220.9653.521.8752.523.9
0.4-7.70.2-110-7.837.90.633.90.442.51.1
20.5220.822.6173.422.160.110000366.221.9482.422.858524
0.4-12.50.2-16.4-0.3-17.830.80.629.70.537.50.9
21.1332.423.5283.523.2151.59750204.822.7341.923.7448.724.7
0.4-16.70.4-20.10-26.119.40.4260.6310.8
22474.124.6427.224.9300.89500104.424.4236.724.9344.725.9
0.5-20.90.4-25.30.1-34.39.60.318.70.528.40.9
22.8641.326.2603.627.8500.3925053.62716126.2258.126.9
0.7-22.10.1-32.60.5-37.25.30.512.90.423.50.8






900028.430110.227.9193.528.1






2.70.610.30.5190.8






87501532.974.729.6145.729.5






0.10.18.20.715.60.9






85008.235.951.631.511031






-0.20.160.7110.7






82504.839.135.333.383.232.6






-0.4-0.13.40.59.10.8






8000342.72535.464.934.5






-0.4-0.11.90.48.71






77501.946.21837.65036.3






-0.7-0.91.70.65.60.8






75001.450.412.639.639.838.4






-0.10.61.10.55.41






7250154.5941.700






01.10.70.500






7000160.56.243.72542.5






01.3-0.1-0.13.61.1

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