2010年8月20日金曜日

2010/8/19(Thu) OP

P/C0.800.70.610.71.41.61.21
先物9362.51259237.59162.59177.59262.59277.59537.59552.59652.5
基準23.7-0.824.525.826.32627.525.825.223.4
期近23.9-0.724.72626.4263532.328.223.1
期先122.8-1.123.925.125.525.327.125.224.723.5
期先222.9-123.924.925.325.225.72423.623.3
当/先1.1011111.31.31.11
先/先21011111.1111

214984











750077508000825085008750900092509250925095009750100001025010500
9P7509P7759P8009P8259P8509P8759P9009P92593609C9259C9509C9759C10009C10259C1050
3.6610.11731.653.294.7168.2448.3280150.269.527.610.33.9
-2.3-3.4-5.6-8.4-13.7-26.7-42.6-62.1-0.361.839.421.68.73.71.6
40.938.335.733.131.128.426.224.524.524.423.322.622.222.322.9
0.20.40.40.50.70-0.1-0.1-0.1-0.2-0.2-0.1-0.4-0.20
-0.01-0.02-0.03-0.05-0.09-0.15-0.26-0.41
0.590.410.240.120.050.02
0.0030.0050.0090.0140.0240.0370.0540.07
0.070.0740.060.0390.020.01
0.661.021.592.423.775.377.298.79
8.798.874.42.331.12
-0.63-0.92-1.33-1.87-2.74-3.57-4.47-5.03
-5.03-4.8-3.71-2.29-1.22-0.6
10P75010P77510P80010P82510P85010P87510P90010P925930010C92510C95010C97510C100010C102510C1050
24.934.948.468.799.5141.4206.4296.6646.9350.3223.613070.134.916.1
-5.9-9.2-12.4-18.1-25-37.4-48.8-64.7-5.75943.62816.49.54.2
37.135.133.131.229.627.926.725.724.521.220.720.119.819.519.4
0.50.30.30.20.2-0.2-0.1-0.3-0.3-0.4-0.3-0.4-0.4-0.2-0.4
-0.05-0.06-0.09-0.12-0.17-0.24-0.33-0.43
0.580.440.310.190.110.06
0.0070.010.0140.0190.0250.0320.0390.044
0.0540.0550.0510.040.0280.017
3.274.275.487.018.810.6612.413.52
13.4813.5812.079.436.53.98
-1.23-1.52-1.83-2.21-2.64-3-3.34-3.51
-2.91-2.86-2.47-1.89-1.29-0.78
11P75011P77511P80011P82511P85011P87511P90011P925931011C92511C95011C97511C100011C102511C1050
59.576.9100.3132.8174.7229.7301.9393.9846.9453318.6213.8135.38146.3
-10.3-13.3-20.2-23.3-31.1-40.9-51.9-64.2-1.562.648.736.824.81610.2
34.73331.430.128.727.426.225.224.32221.220.519.919.419.1
0.20.200.10-0.1-0.2-0.2-0.2-0.2-0.2-0.2-0.3-0.3-0.2
-0.08-0.1-0.13-0.17-0.22-0.28-0.35-0.44
0.570.460.360.260.180.11
0.0090.0120.0150.0190.0230.0270.0310.035
0.040.0420.0410.0360.030.023
6.6189.6211.4413.3415.1616.7217.72
17.717.8816.8314.6511.758.73
-1.36-1.56-1.79-2.03-2.26-2.45-2.59-2.63
-2.32-2.25-2.05-1.73-1.36-0.99

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.7719.21.129111250





-0.41.5-0.90.1-1.20





18.61319.53.125.8111000





-0.32.9-0.21-1.30





18.925.419.36.923.11.210750





-0.35.7-0.32-0.80.2





19.146.319.416.122.93.910500





-0.210.2-0.44.201.6





19.48119.534.922.310.310250





-0.316-0.29.5-0.23.7





19.9135.319.870.122.227.610000





-0.324.8-0.416.4-0.48.7





20.5213.820.113022.669.59750457.222.7576.92565523.8
-0.236.8-0.428-0.121.6-104.9-0.4-95.6-0.6-83.3-0.1
21.2318.620.7223.623.3150.29500288.223.4417.625507.524.1
-0.248.7-0.343.6-0.239.4-82.60.1-83.1-0.6-72.5-0.1
2245321.2350.324.42809250168.224.5296.625.7393.925.2
-0.262.6-0.459-0.261.8-62.1-0.1-64.7-0.3-64.2-0.2
22.7607.322512.526.3458.1900094.726.2206.426.7301.926.2
-0.666.6-0.377.70.285.2-42.6-0.1-48.8-0.1-51.9-0.2
23.2782.522.2697.527.6661.8875053.228.4141.427.9229.727.4
-0.680-0.590-0.596.3-26.70-37.4-0.2-40.9-0.1






850031.631.199.529.6174.728.7






-13.70.7-250.2-31.10






82501733.168.731.2132.830.1






-8.40.5-18.10.2-23.30.1






800010.135.748.433.1100.331.4






-5.60.4-12.40.3-20.20






7750638.334.935.176.933






-3.40.4-9.20.3-13.30.2






75003.640.924.937.159.534.7






-2.30.2-5.90.5-10.30.2






72502.343.918.639.445.336.3






-1.10.9-4.30.5-8.60.1






70001.647.31341.334.938






-0.51.5-3.50.3-5.80.3

0 件のコメント:

コメントを投稿