2010年8月17日火曜日

2010/8/17(Tue) OP

P/C0.6-0.410.71.41.61.211.11.2
先物9162.5-159177.59262.59277.59537.59552.59652.596259490
基準25.8-0.426.32627.525.825.223.423.324.8
期近26-0.426.4263532.328.223.12325.6
期先125.1-0.425.525.327.125.224.723.523.424.5
期先224.9-0.425.325.225.72423.623.323.523.8
当/先10111.31.31.1111
先/先210111.111111

235186











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8.113.3223662.2104.7175280.9476.7195.899.84518.26.72.6
-1.5-1.9-3-4.5-4.7-6.2-5.5-4-18.4-14.4-11.7-7.6-4.8-1.9-0.6
40.43835.5333128.927.125.325.425.524.423.923.623.624
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-0.02-0.04-0.06-0.1-0.16-0.25-0.38-0.55
0.450.290.160.080.030.01
0.0060.0090.0140.0220.0340.0480.0610.068
0.0670.060.0440.0260.0130.006
1.231.862.763.975.627.48.859.19
9.197.945.623.311.670.8
-1.06-1.51-2.1-2.8-3.72-4.57-5.12-4.96
-5.02-4.16-2.87-1.67-0.84-0.41
10P75010P77510P80010P82510P85010P87510P90010P925911010C92510C95010C97510C100010C102510C1050
38.853.675105.1150213.7299.9410.6676.9266.3163.993.748.823.910.6
-2.7-3.1-4.2-4.9-5.2-5.6-4.5-6.8-22.4-15.6-11.5-9.6-6.7-3.9-2.4
37.135.133.331.53028.827.726.623.722.321.721.220.720.520.2
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0.470.340.230.140.080.04
0.010.0140.0180.0240.030.0360.0410.044
0.0520.0490.0420.0310.0210.012
4.45.617.088.7510.5512.2113.3713.7
13.6812.6510.437.6252.9
-1.59-1.91-2.29-2.68-3.08-3.42-3.59-3.53
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11P75011P77511P80011P82511P85011P87511P90011P925911011C92511C95011C97511C100011C102511C1050
81.2105.4138.9179.8234.7306.7395.4504.8870.3365.5252.4167.510562.235.2
-4.8-5.9-7-6.5-8.1-6.9-7.4-9.1-26.1-17-15.1-13.3-10.9-7.7-5.5
34.833.231.930.429.12826.925.823.822.82221.420.920.420
-0.6-0.6-0.7-0.6-0.6-0.6-0.6-0.8-0.5-0.4-0.4-0.4-0.5-0.4-0.4
-0.1-0.13-0.17-0.22-0.27-0.34-0.42-0.5
0.490.390.290.210.140.09
0.0120.0140.0180.0220.0260.0290.0330.035
0.0390.0390.0360.0310.0250.018
7.959.5211.2813.0614.8316.3617.4117.78
17.7717.0815.3512.829.937.17
-1.6-1.83-2.08-2.29-2.49-2.64-2.7-2.64
-2.35-2.18-1.91-1.55-1.17-0.83

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.65.420.7130.7111250





-0.5-1.6-0.1-0.20.80





19.610.119.81.727.7111000





-0.7-3.1-1-1.30.80





19.92019.7424.91.110750





-0.6-4.5-0.8-1.90-0.3





2035.220.210.6242.610500





-0.4-5.5-0.4-2.40.1-0.6





20.462.220.523.923.66.710250





-0.4-7.7-0.3-3.9-0.2-1.9





20.910520.748.823.618.210000





-0.5-10.9-0.4-6.7-0.5-4.8





21.4167.521.293.723.9459750632.323.9737.426.4802.724.6
-0.4-13.3-0.4-9.6-0.4-7.61.3-1.30.1-0.6-12.3-1.2
22252.421.7163.924.499.89500435.724.356226.564025
-0.4-15.1-0.3-11.5-0.4-11.7-2.1-11-0.4-12.5-1.1
22.8365.522.3266.325.5195.89250280.925.3410.626.6504.825.8
-0.4-17-0.4-15.6-0.3-14.4-4-0.8-6.8-0.8-9.1-0.8
23.6502.923.3404.927337.4900017527.1299.927.7395.426.9
-0.8-24.6-0.1-13.90.1-13.4-5.5-0.7-4.5-0.5-7.4-0.6
24.3661.723.8567.228.9517.68750104.728.9213.728.8306.728
-0.8-25.8-0.2-15.50.1-15.1-6.2-0.7-5.6-0.6-6.9-0.6






850062.23115030234.729.1






-4.7-0.6-5.2-0.5-8.1-0.6






82503633105.131.5179.830.4






-4.5-0.8-4.9-0.5-6.5-0.6






80002235.57533.3138.931.9






-3-0.6-4.2-0.5-7-0.7






775013.33853.635.1105.433.2






-1.9-0.5-3.1-0.4-5.9-0.6






75008.140.438.837.181.234.8






-1.5-0.6-2.7-0.5-4.8-0.6






72505.243.327.53963.336.6






-0.8-0.3-2.6-0.6-3.6-0.5






7000345.52041.149.438.3






-0.7-0.5-2.9-0.9-2.3-0.4

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