2010年7月30日金曜日

2010/7/30 (Fri) OP

P/C1.20.210.70.90.90.50.80.91
先物9532.5-1609692.5973595009492.594359202.592709297.5
基準24.40.823.62324.325.12526.72626.4
期近24.41.123.322.924.12524.926.625.826.4
期先124.30.423.923.224.625.125.42726.526.4
期先223.70.423.322.423.724.224.826.525.926
当/先1011111111
先/先21011111111

134169











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23.76.311.82243.284.9160.4358.9198.58528.7931.7
0.10.71.53.6714.831.356-46.2-102.2-66.5-31.4-12.3-4-1.1
4542.138.735.732.529.827.124.324.62523.422.62324.126.8
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-0.01-0.01-0.02-0.04-0.08-0.15-0.27-0.46
0.540.320.140.050.020.01
0.0020.0040.0080.0140.0250.0430.0670.09
0.0870.0830.0540.0250.0110.006
0.360.6211.682.74.256.067.24
7.246.484.051.930.840.49
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-6.79-5.69-3.43-1.66-0.76-0.49
9P7759P8009P8259P8509P8759P9009P9259P95095309C9509C9759C10009C10259C10509C1075
21.531.845.86697.1141.5206.1297.7626.2328.5203.3115.860.830.214.9
3.56.810.514.422.431.345.161-37.6-98.6-80.1-57.6-37.6-20.8-10.6
3735.233.231.229.527.726.124.624.524.423.122.221.721.421.5
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0.530.40.270.170.10.05
0.0080.0110.0150.0210.0280.0360.0440.05
0.0510.0520.0470.0360.0250.016
2.93.925.166.668.4310.2711.8712.76
12.7612.4110.698.15.483.45
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-3.77-3.48-2.88-2.12-1.42-0.9
10P77510P80010P82510P85010P87510P90010P92510P950947010C95010C97510C100010C102510C105010C1075
59.776.299.7133.5175.8234.8309.8408.2789380.8258.2163.698.354.929.5
9.811.316.423.53041.351.763.4-29.8-93.2-74.2-57.1-40.2-25.1-14.8
36.234.232.43129.428.126.825.724.12221.220.52019.619.3
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0.530.420.310.220.140.08
0.010.0130.0160.020.0250.030.0340.037
0.0440.0440.0420.0350.0270.019
6.287.579.1110.8812.6714.3915.7616.51
16.5216.2614.7112.179.166.36
-1.64-1.86-2.13-2.43-2.68-2.91-3.03-3.05
-2.63-2.5-2.18-1.76-1.29-0.89

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.64.423.72.637.3111500





0.7-1.81.5-0.74.20





18.97.122.94.533.4111250





-0.1-5.80.9-2.44.10





19.215.222.17.929.4111000





0.1-9.70.4-5.83.3-0.3





19.329.521.514.926.81.710750





0.3-14.80.3-10.62.5-1.1





19.654.921.430.224.1310500





0.2-25.10-20.81.3-4





2098.321.760.823910250





0.1-40.2-0.3-37.60.8-12.3





20.5163.622.2115.822.628.710000492.221.7587.622.7687.524.4
0-57.1-0.3-57.60.6-31.4126-0.2105.2-0.1102.50.3
21.2258.223.1203.323.4859750296.422.5422.923.4532.824.8
0.1-74.2-0.4-80.10.2-66.591.6-0.281-0.384.10.1
22380.824.4328.525198.59500160.424.3297.724.6408.225.7
0-93.2-0.3-98.60.1-102.256-0.161-0.363.4-0.2
22.8531.325.8486.927.5369.9925084.927.1206.126.1309.826.8
0-109.9-0.3-116.8-0.3-130.531.30.145.1-0.251.7-0.1
23.4702.527.4671.830.4578.5900043.229.8141.527.7234.828.1
-0.3-127.3-0.4-131-1.2-148.314.8-0.231.3-0.241.30






87502232.597.129.5175.829.4






7-0.322.4-0.130-0.1






850011.835.76631.2133.531






3.6-0.214.4-0.223.5-0.1






82506.338.745.833.299.732.4






1.5-0.410.5016.4-0.2






80003.742.131.835.276.234.2






0.7-0.66.8-0.111.3-0.3






775024521.53759.736.2






0.1-1.33.5-0.59.8-0.1






75001.549.515.139.245.537.9






0.1-0.92.5-0.45.7-0.5






7250153.610.941.500






0-0.91.9-0.300






7000159.87.743.627.541.8






0-0.61.5-0.12.6-0.6

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