2010年7月8日木曜日

2010/7/8 (Thu) OP

P/C1-0.11.111.21.11.21.31.40.9
先物9537.52559282.59357.59237.59217.59177.593709552.59682.5
基準24.6-2.126.726.827.728.928.627.82625.2
期近45.28.836.333.531.130.830.730.227.525.7
期先124.3-1.926.226.227.228.327.926.825.324.8
期先225-1.826.926.827.428.528.427.22625.6
当/先1.90.51.41.31.11.11.11.11.11
先/先21011100000


775080008250850087509000925095009500950097501000010250105001075011000
7P7757P8007P8257P8507P8757P9007P9257P95095407C9507C9757C10007C10257C10507C10757C1100
111111.73.937.411274.53.411111
000-0.4-3-16.1-60.7-190.4-133.4570.800000
254.2218.9184.215011688.56045.445.345.144.768.398.2126.3153178.6
138.8121.8105.386.662.842.324.713.611.17.62.816.231.445.458.771.3
00-0.01-0.01-0.01-0.02-0.05-0.39
0.610.060.010.010.010.010.01
0.0020.0020.0030.0040.0070.0160.0580.282
0.2840.0880.0170.0090.0060.0040.003
0.040.040.050.060.070.130.311.15
1.150.350.110.080.070.060.05
-12.91-12.59-12.23-11.78-11.21-16.09-26.24-72.41
-71.88-21.95-10.15-11.01-11.63-12.1-12.49
8P7758P8008P8258P8508P8758P9008P9258P95095408C9508C9758C10008C10258C10508C10758C1100
16.1233450.177.4119.9182.7270.7580.4309.7184.2100.147.621.49.84.1
-12.5-17.3-26.3-39.6-56.7-78.9-106.9-139.9-31.2108.873.243.921.79.34.21.2
37.935.533.431.229.427.826.224.524.524.623.222.321.521.221.421.5
0.20.30.1-0.2-0.2-0.100-0.2-0.6-0.7-0.8-1-1.4-1.4-2
-0.03-0.05-0.07-0.11-0.16-0.24-0.34-0.46
0.540.390.260.150.080.040.02
0.0070.010.0140.020.0280.0370.0470.055
0.0550.0560.0490.0360.0230.0130.007
2.273.064.155.517.269.1710.8611.79
11.7911.429.616.884.32.521.31
-1.22-1.54-1.96-2.43-3.01-3.59-4.01-4.07
-4.11-3.75-3.04-2.09-1.29-0.76-0.4
9P7759P8009P8259P8509P8759P9009P9259P95095309C9509C9759C10009C10259C10509C10759C1100
50.16690120.3160.2215.7289.8381.6797.5416287.9187114.967.337.520.2
-25.4-34.4-44.2-55.4-74.3-92.6-112.1-142-31.3110.784.859.839.323.412.66.7
36.234.432.931.229.628.126.825.325.225.1242322.221.721.421.2
-0.2-0.4-0.3-0.2-0.4-0.3-0.2-0.5-0.6-0.6-0.7-0.8-0.8-1-1.2-1.3
-0.07-0.1-0.13-0.17-0.22-0.29-0.37-0.46
0.540.430.330.230.160.10.06
0.010.0130.0160.020.0250.0310.0350.039
0.040.0410.040.0350.0280.020.014
5.536.88.3910.0811.8513.5915.0115.79
15.7915.6314.3612.159.486.834.61
-1.58-1.84-2.17-2.48-2.76-3.01-3.17-3.15
-3.13-2.97-2.61-2.14-1.63-1.16-0.77


期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
21.56.322.91227.5111500





-1.61.5-2.6095.70





21.211.121.71.7203.7111250





-1.33.6-20.4840





21.220.221.54.1179.1111000





-1.36.7-21.271.80





21.437.521.49.8153.4110750





-1.212.6-1.44.259.10





21.767.321.221.4126.6110500





-123.4-1.49.345.70





22.3114.921.547.698.5110250





-0.839.3-121.731.60





2318722.3100.168.5110000461.70556.421.8650.623.2
-0.859.8-0.843.916.40-251.50-212.8-0.8-187.4-0.2
24287.923.2184.244.93.49750218.952395.723.1502.524.2
-0.784.8-0.773.22.90.8-245.652-178.6-0.4-165-0.3
25.141624.6309.745.274.5950037.445.5270.724.5381.625.3
-0.6110.7-0.6108.87.757-190.413.8-139.90-142-0.5
26.5573.626.4473.673296.592503.960.2182.726.2289.826.8
-0.6136.2-0.1147.235.7195-60.724.9-106.90-112.1-0.2
27.7749.427.9659.193.4539.990001.788.7119.927.8215.728.1
-0.7158.2-0.1175.545.6237.4-16.142.6-78.9-0.1-92.6-0.3






87501116.377.429.4160.229.6






-363.1-56.7-0.2-74.3-0.4






85001150.350.131.2120.331.2






-0.487-39.6-0.2-55.4-0.2






82501184.63433.49032.9






0105.7-26.30.1-44.2-0.3






80001219.42335.56634.4






0122.4-17.30.3-34.4-0.4






77501254.916.137.950.136.2






0139.4-12.50.2-25.4-0.2






75001291.111.340.338.138.1






0156.9-8.50.3-180.1






72501328.28.142.929.540.2






0174.8-5.70.5-14.6-0.1






70001366.35.845.322.442.1






0193.2-3.80.7-11.9-0.2






6750000000






000000






650014462.950.413.646.5






0231.8-2.5-0.1-6.40.1






6250000000






000000

0 件のコメント:

コメントを投稿