2010年8月18日水曜日

2010/8/18(Wed) OP

P/C0.70.10.610.71.41.61.211.1
先物9237.5759162.59177.59262.59277.59537.59552.59652.59625
基準24.5-1.325.826.32627.525.825.223.423.3
期近24.7-1.32626.4263532.328.223.123
期先123.9-1.225.125.525.327.125.224.723.523.4
期先223.9-124.925.325.225.72423.623.323.5
当/先101111.31.31.111
先/先2101111.11111

225085











750077508000825085008750900092509250925095009750100001025010500
9P7509P7759P8009P8259P8509P8759P9009P92592409C9259C9509C9759C10009C10259C1050
5.99.415.825.445.379.9137.3230.3448.5218.3110.847.918.96.62.3
-2.2-3.9-6.3-10.5-16.9-24.8-37.7-50.6-28.122.5112.90.7-0.1-0.3
40.737.935.432.530.428.426.424.624.624.623.522.722.622.522.9
0.2-0.1-0.2-0.4-0.5-0.4-0.7-0.7-0.8-0.9-1-1.2-1-1-1.1
-0.02-0.03-0.05-0.07-0.13-0.21-0.33-0.5
0.50.330.180.080.030.01
0.0050.0070.0120.0190.030.0440.060.071
0.0710.0670.050.0290.0140.006
0.961.442.23.214.756.598.319.12
9.128.245.913.471.690.76
-0.88-1.22-1.74-2.33-3.23-4.18-4.89-5
-5.02-4.33-3-1.75-0.85-0.39
10P75010P77510P80010P82510P85010P87510P90010P925918010C92510C95010C97510C100010C102510C1050
30.844.160.886.9124.5178.8255.1361.3652.5291.3180102.153.825.411.9
-7.9-9.5-14.2-18.2-25.5-34.9-44.8-49.3-24.32516.18.451.41.3
36.634.932.831.129.52826.82623.721.721.120.520.219.819.8
-0.5-0.3-0.5-0.4-0.6-0.8-0.9-0.6-0.6-0.6-0.6-0.7-0.6-0.7-0.4
-0.05-0.08-0.11-0.15-0.21-0.28-0.38-0.49
0.510.380.250.150.080.04
0.0090.0120.0160.0220.0280.0350.0410.045
0.0540.0520.0450.0340.0230.014
3.814.996.327.989.8111.6113.0413.68
13.6813.0210.958.145.33.19
-1.38-1.72-2.05-2.46-2.86-3.22-3.46-3.51
-2.96-2.73-2.23-1.63-1.04-0.63
11P75011P77511P80011P82511P85011P87511P90011P925918011C92511C95011C97511C100011C102511C1050
69.990.2120.5156.2205.9270.7353.8458.1848.4390.3269.9177110.66536.1
-11.3-15.3-18.4-23.6-28.8-36.1-41.7-46.7-21.824.917.69.45.62.90.8
34.532.831.529.928.627.526.425.423.722.221.420.720.219.719.3
-0.3-0.5-0.4-0.5-0.5-0.5-0.5-0.4-0.5-0.6-0.6-0.7-0.7-0.7-0.7
-0.09-0.12-0.15-0.2-0.25-0.32-0.39-0.48
0.520.410.310.220.150.09
0.0110.0130.0170.0210.0250.0290.0330.035
0.040.0410.0380.0330.0260.019
7.328.810.5712.3614.2215.9117.1917.8
17.8117.4115.8313.3310.377.43
-1.47-1.69-1.95-2.16-2.38-2.55-2.65-2.64
-2.33-2.19-1.92-1.58-1.2-0.84

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.15.520.1130.2111250





-0.50.1-0.50-0.50





18.910.119.72.127.2111000





-0.60-0.10.4-0.50





19.119.619.6524110750





-0.8-0.3-0.10.9-1-0.1





19.336.119.811.922.92.310500





-0.70.8-0.41.3-1.1-0.3





19.76519.825.422.56.610250





-0.72.9-0.71.4-1-0.1





20.2110.620.253.822.618.910000





-0.75.6-0.65-10.7





20.717720.5102.122.747.99750562.123.1672.425.6738.323.9
-0.79.4-0.78.4-1.22.9-70.2-0.9-65-0.8-64.4-0.7
21.4269.921.118023.5110.89500370.823.2500.725.658024.2
-0.617.6-0.616.1-111-64.9-1.1-61.3-0.9-60-0.8
22.2390.321.7291.324.6218.39250230.324.6361.326458.125.4
-0.624.9-0.625-0.922.5-50.6-0.7-49.3-0.6-46.7-0.4
23.3540.722.2434.726.1372.99000137.326.4255.126.8353.826.4
-0.337.8-129.8-0.935.5-37.7-0.7-44.8-0.9-41.7-0.5
23.8702.522.7607.628.1565.5875079.928.4178.828270.727.5
-0.540.8-1.140.4-0.847.9-24.8-0.4-34.9-0.8-36.1-0.5






850045.330.4124.529.5205.928.6






-16.9-0.5-25.5-0.6-28.8-0.5






825025.432.586.931.1156.229.9






-10.5-0.4-18.2-0.4-23.6-0.5






800015.835.460.832.8120.531.5






-6.3-0.2-14.2-0.5-18.4-0.4






77509.437.944.134.990.232.8






-3.9-0.1-9.5-0.3-15.3-0.5






75005.940.730.836.669.934.5






-2.20.2-7.9-0.5-11.3-0.3






72503.44322.938.953.936.2






-1.8-0.4-4.60-9.4-0.4






70002.245.816.54140.737.7






-0.80.3-3.5-0.1-8.8-0.6

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