2010年8月20日金曜日

2010/8/20(Fri) OP

P/C1.10.30.80.70.610.71.41.61.2
先物9165-197.59362.59237.59162.59177.59262.59277.59537.59552.5
基準24.81.123.724.525.826.32627.525.825.2
期近24.80.923.924.72626.4263532.328.2
期先124.51.822.823.925.125.525.327.125.224.7
期先224.61.722.923.924.925.325.225.72423.6
当/先101.111111.31.31.1
先/先210111111.111

204883











750077508000825085008750900092509250925095009750100001025010500
9P7509P7759P8009P8259P8509P8759P9009P92591709C9259C9509C9759C10009C10259C1050
4.88.314.725.647.584.9149.8255.1425.8170.679.232.511.841.8
1.22.34.68.615.931.755.286.9-22.5-109.4-70.9-37-15.8-6.3-2
4037.43532.330.328.12624.224.224.223.22322.923.224.5
-0.9-0.9-0.8-0.7-0.8-0.3-0.2-0.3-0.2-0.100.40.70.81.6
-0.02-0.03-0.05-0.08-0.14-0.23-0.37-0.55
0.450.270.130.060.020.01
0.0040.0070.0130.0210.0340.050.0670.075
0.0750.0650.0430.0230.010.005
0.821.312.083.174.776.68.198.56
8.567.14.652.471.140.59
-0.81-1.2-1.78-2.52-3.55-4.55-5.23-5.08
-5.1-4.06-2.63-1.39-0.65-0.35
10P75010P77510P80010P82510P85010P87510P90010P925911010C92510C95010C97510C100010C102510C1050
33.546.866.995.1137.7197.2281390.6642.1251.6149.880.740.518.88.2
8.611.918.526.438.255.874.694-4.8-98.7-73.8-49.3-29.6-16.1-7.9
373533.131.329.828.327.12623.221.821.120.520.219.919.8
-0.1-0.20.10.10.20.50.50.30.50.60.40.40.40.40.5
-0.06-0.08-0.12-0.16-0.23-0.31-0.41-0.52
0.470.330.210.130.070.03
0.010.0130.0180.0240.030.0370.0430.046
0.0550.0520.0430.0310.0190.011
3.975.126.578.2310.0511.7312.9513.29
13.2712.159.746.874.32.42
-1.52-1.85-2.25-2.66-3.09-3.43-3.62-3.56
-3-2.66-2.07-1.44-0.89-0.5
11P75011P77511P80011P82511P85011P87511P90011P925911011C92511C95011C97511C100011C102511C1050
79.1101.5135.2175.3226.8295.1382491.8846.5354.7241155.895.65530
19.624.634.942.552.165.480.197.9-0.4-98.3-77.6-58-39.7-26-16.3
35.233.432.130.629.127.826.625.623.522.521.62120.42019.6
0.50.40.70.60.40.40.40.40.50.50.50.50.50.50.5
-0.1-0.13-0.17-0.21-0.27-0.34-0.42-0.51
0.490.380.290.20.130.08
0.0110.0140.0180.0220.0260.030.0330.036
0.040.040.0370.0310.0240.017
7.739.2210.9912.7514.4916.0217.117.47
17.4716.7414.912.279.36.52
-1.63-1.85-2.11-2.34-2.52-2.67-2.72-2.67
-2.37-2.18-1.88-1.51-1.12-0.77

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.64.921.3132.8111250





0.9-2.12.1-0.13.80





19.58.920.61.929.6111000





0.9-4.11.2-1.23.80





19.61720.13.726.3110750





0.7-8.40.8-3.23.2-0.2





19.63019.88.224.51.810500





0.5-16.30.5-7.91.6-2





205519.918.823.2410250





0.5-260.4-16.10.8-6.3





20.495.620.240.522.911.810000





0.5-39.70.4-29.60.7-15.8





21155.820.580.72332.59750615.522.6721.525.979524.6
0.5-580.4-49.30.4-37158.40144.70.91400.9
21.624121.1149.823.279.29500410.122.7537.125.563025
0.5-77.60.4-73.80-70.9121.9-0.6119.50.5122.50.8
22.5354.721.8251.624.2170.69250255.124.2390.626491.825.6
0.5-98.30.6-98.7-0.1-109.486.9-0.3940.397.90.4
23.5496.322.6388.826.1315.69000149.82628127.138226.6
0.9-1110.7-123.7-0.2-142.555.2-0.274.60.580.10.4
24.666023.5557.628.3502.1875084.928.1197.228.3295.127.8
1.3-122.51.3-1400.8-159.731.7-0.355.80.565.40.4






850047.530.3137.729.8226.829.1






15.9-0.838.20.252.10.4






825025.632.395.131.3175.330.6






8.6-0.726.40.142.50.6






800014.73566.933.1135.232.1






4.6-0.818.50.134.90.7






77508.337.446.835101.533.4






2.3-0.911.9-0.224.60.4






75004.84033.53779.135.2






1.2-0.98.6-0.119.60.5






72502.942.923.9396036.7






0.6-0.95.2-0.414.70.4






70001.845.916.84145.238.2






0.2-1.43.8-0.310.40.2

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