2010年8月11日水曜日

2010/8/11(Wed) OP

P/C1.4-0.21.61.211.11.210.81.2
先物9277.5-2609537.59552.59652.5962594909672.59557.59532.5
基準27.51.725.825.223.423.324.823.324.124.4
期近352.732.328.223.12325.623.624.424.4
期先127.11.925.224.723.523.424.523.123.924.3
期先225.71.72423.623.323.523.822.723.323.7
当/先1.301.31.1111111
先/先21.1011111111

12957











750077508000825085008750900092509250925095009750100001025010500
8P7508P7758P8008P8258P8508P8758P9008P92592908C9258C9508C9758C10008C10258C1050
11111.13.213.861159.298.216.84.2111
0000-0.30.35.538.4-179.2-217.5-103.5-22.4-3.7-0.50
133.9115.296.878.661.350.942.132.834.737.137.546.252.467.281.2
20.71611.46.80.5-1.7-3.4-4.6-4-3.24.714.418.226.732
00-0.01-0.01-0.01-0.03-0.12-0.44
0.560.150.040.010.010.01
0.0020.0020.0030.0040.0070.0230.0820.212
0.1880.1110.0330.0090.0060.004
0.070.080.090.110.140.371.112.23
2.241.340.490.150.120.11
-3.4-3.32-3.22-3.1-3.19-6.97-17.17-26.84
-30.48-18.47-8.36-2.91-3.07-3.2
9P7509P7759P8009P8259P8509P8759P9009P92592809C9259C9509C9759C10009C10259C1050
16.223.335.152.579.2119.8180.7271571.5300.517996.749.32310.1
5.78.413.420.330.746.768.398.9-57.3-156.2-116.3-77.3-41.7-21.8-9.1
42.840.137.835.433.2312927.227.227.3262524.724.524.4
-0.3-0.3-0.1-0.1-0.10-0.100.20.50.811.71.72.1
-0.03-0.05-0.08-0.11-0.16-0.24-0.34-0.47
0.530.390.250.150.080.04
0.0070.010.0140.020.0280.0380.0480.056
0.0550.0560.0490.0360.0230.013
2.032.743.744.996.518.169.6410.47
10.4710.088.436.153.942.27
-1.48-1.87-2.4-3.01-3.67-4.3-4.75-4.83
-4.88-4.47-3.6-2.59-1.65-0.95
10P75010P77510P80010P82510P85010P87510P90010P925922010C92510C95010C97510C100010C102510C1050
52.37090.9121.1164.2220.6295.8393.9757.4363.5243.2150.788.947.824.7
17.225.330.740.65470.588.9113.4-31.8-145.2-113.8-84.7-55.4-32.3-19.1
39.537.735.533.632.130.529.127.926.123.823.122.321.821.321
0.510.60.60.60.60.50.60.70.80.90.811.21.1
-0.08-0.1-0.13-0.17-0.23-0.29-0.37-0.47
0.530.420.30.210.130.07
0.010.0130.0160.0210.0250.0310.0350.039
0.0450.0460.0430.0350.0270.018
5.226.467.89.3611.0512.6413.9314.62
14.6314.3512.8410.467.675.15
-1.8-2.12-2.41-2.74-3.09-3.36-3.53-3.54
-3.05-2.9-2.5-1.99-1.42-0.94

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
21.43.525.81120111250





1.5-2.32.3-0.840.80





20.96.125.72.4107.6111000





1.3-4.72.9-1.137.90





20.71224.94.894.7110750





1.3-9.22.3-3.9350





2124.724.410.181.2110500





1.1-19.12.1-9.1320





21.347.824.52367.2110250





1.2-32.31.7-21.826.7-0.5





21.888.924.749.352.4110000





1-55.41.7-41.718.2-3.7





22.3150.72596.746.24.297504650561.824.2675.526.3
0.8-84.71-77.314.4-22.4230.4-29.7174.90.11680.8
23.1243.22617937.516.89500229.128.6396.525.5519.126.9
0.9-113.80.8-116.34.7-103.5149.1-3.4135.90142.30.8
23.8363.527.3300.537.198.292506132.827127.2393.927.9
0.8-145.20.5-156.2-3.2-217.538.4-4.698.90113.40.6
25517.529.3462.251.5303.1900013.842.1180.729295.829.1
1.4-1650.5-186.12.4-245.95.5-3.468.3-0.188.90.5
25.769031.5651.672544.587503.250.9119.831220.630.5
1.7-187.50.3-210.218.4-246.40.3-1.746.7070.50.6






85001.161.379.233.2164.232.1






-0.30.530.7-0.1540.6






8250178.652.535.4121.133.6






06.820.3-0.140.60.6






8000196.835.137.890.935.5






011.413.4-0.130.70.6






77501115.223.340.17037.7






0168.4-0.325.31






75001133.916.242.852.339.5






020.75.7-0.317.20.5






72501153.110.344.800






025.43.4-0.400






70001172.87.247.629.543.4






030.32.4-0.29.40.4

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