2010年8月10日火曜日

2010/8/10(Tue) OP

P/C1.60.41.211.11.210.81.21
先物9537.5-159552.59652.5962594909672.59557.59532.59692.5
基準25.80.625.223.423.324.823.324.124.423.6
期近32.2428.223.12325.623.624.424.423.3
期先125.20.424.723.523.424.523.123.924.323.9
期先2240.423.623.323.523.822.723.323.723.3
当/先1.30.11.11111111
先/先21011111111

23058











7750800082508500875090009250950095009500975010000102501050010750
8P7758P8008P8258P8508P8758P9008P9258P95095408C9508C9758C10008C10258C10508C1075
1111.438.222.680200.2120.326.64.71.511
00-0.4-0.7-1.6-1.7-2.34.7-12.2-16.8-7.2-1.8-0.200
99.285.471.960.952.645.637.331.932.332.931.834.340.549.359.7
15.513.28.76.64.653.94.7433.64.46.68.610.2
00-0.01-0.01-0.02-0.05-0.15-0.43
0.560.20.040.010.010.01
0.0020.0020.0030.0050.0120.0320.0820.161
0.1560.1140.0360.0120.0060.004
0.090.110.120.180.370.851.793.02
3.022.140.720.280.170.15
-1.96-1.92-1.86-2.34-4.1-8.19-14.15-20.4
-21.03-14.38-5.2-2.37-1.77-1.84
9P7759P8009P8259P8509P8759P9009P9259P95095309C9509C9759C10009C10259C10509C1075
14.921.732.248.573.1112.3172.1260.6556295.4173.99144.819.28.7
0.61.11.31.52.62.76.97-2.7-9.7-6.1-4.9-2.4-2-0.6
40.437.935.633.331.129.127.225.525.425.2242322.822.322.7
0.70.70.60.50.50.40.60.40.40.30.40.20.30.10.3
-0.03-0.05-0.07-0.11-0.16-0.23-0.33-0.46
0.540.390.250.140.070.04
0.0070.010.0140.020.0280.0380.0490.057
0.0570.0580.050.0360.0220.013
2.022.753.755.046.618.381010.93
10.9310.558.726.233.782.18
-1.34-1.71-2.19-2.76-3.38-4.01-4.47-4.58
-4.55-4.18-3.32-2.34-1.39-0.81
10P77510P80010P82510P85010P87510P90010P92510P950948010C95010C97510C100010C102510C105010C1075
44.660.280.5110.2150.1207280.6376.7733.8357.1235.4144.280.143.821.2
0.41.41.33.65.17.99.18.41.1-7.3-5.6-4.2-3.8-1.1-1.8
36.734.93331.529.928.627.326.124.422.221.520.820.119.919.4
0.20.30.20.40.40.50.50.30.30.20.20.20.10.30
-0.07-0.09-0.12-0.16-0.22-0.29-0.37-0.46
0.540.420.30.20.120.07
0.0090.0120.0160.0210.0260.0310.0360.04
0.0470.0480.0440.0360.0270.018
5.026.287.729.4211.2112.9714.3815.15
15.1514.8813.2510.547.684.95
-1.58-1.87-2.18-2.53-2.86-3.17-3.35-3.37
-2.9-2.75-2.37-1.82-1.31-0.83

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.22.924.7188.5111500





0.70.40.6014.90





19.95.823.61.879.3111250





0.2-0.2-0.1-0.413.40





19.610.822.73.569.7111000





0.2-0.40.2-0.411.80





19.421.222.78.759.7110750





0-1.80.3-0.610.20





19.943.822.319.249.3110500





0.3-1.10.1-28.60





20.180.122.844.840.51.510250





0.1-3.80.3-2.46.6-0.2





20.8144.2239134.34.710000460.40555.223.366525.2
0.2-4.20.2-4.94.4-1.815.4013.70.716.30.7
21.5235.424173.931.826.69750234.629.7386.924.1507.525.6
0.2-5.60.4-6.13.6-7.210.84.3100.515.60.7
22.2357.125.2295.432.9120.395008031.9260.625.5376.726.1
0.2-7.30.3-9.73-16.84.74.770.48.40.3
23508.626.9456.740.3315.8925022.637.3172.127.2280.627.3
0.3-8.90.4-10.44.8-16.5-2.33.96.90.69.10.5
23.6682.528.8648.34954990008.245.6112.329.120728.6
0-13.40.2-13.63-20.3-1.752.70.47.90.5






8750352.673.131.1150.129.9






-1.64.62.60.55.10.4






85001.460.948.533.3110.231.5






-0.76.61.50.53.60.4






8250171.932.235.680.533






-0.48.71.30.61.30.2






8000185.421.737.960.234.9






013.21.10.71.40.3






7750199.214.940.444.636.7






015.50.60.70.40.2






75001113.310.54335.139






017.80.811.30.4






72501127.76.945.100






020.10.10.600






70001142.54.847.820.143






022.50.310.10.2

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