2010年8月24日火曜日

2010/8/24(Tue) OP

P/C1.10.11.11.10.80.70.610.71.4
先物8972.5-1309102.591659362.59237.59162.59177.59262.59277.5
基準26.8125.824.823.724.525.826.32627.5
期近27.5126.524.823.924.72626.42635
期先125.81.224.624.522.823.925.125.525.327.1
期先225.5124.524.622.923.924.925.325.225.7
当/先1.101.111.111111.3
先/先21011111111.1

164479











72507500775080008250850087509000900090009250950097501000010250
9P7259P7509P7759P8009P8259P8509P8759P90089709C9009C9259C9509C9759C10009C1025
2.95.911.120.636.868.8125.2221.9414.8192.9913813.44.61.7
0.21.42.24.59.518.13255.6-20.8-76.4-48-23.1-10-3.2-0.9
44.14239.436.833.931.529.227.427.327.22625.725.525.826.8
-0.80.2-0.3-0.20000.30.100.4111.51.9
-0.01-0.02-0.04-0.07-0.11-0.2-0.33-0.51
0.490.30.150.060.030.01
0.0030.0060.0110.0180.030.0470.0650.077
0.0770.070.0480.0260.0120.005
0.50.911.512.423.665.316.897.58
7.586.64.492.411.110.52
-0.67-1.16-1.81-2.73-3.79-5.11-6.15-6.34
-6.3-5.24-3.53-1.88-0.88-0.42
10P72510P75010P77510P80010P82510P85010P87510P900892010C90010C92510C95010C97510C100010C1025
30.143.160.287.3125.1181.1259.9360.7640.3279.6167.393.348.223.410.5
4.97.610.215.722.932.549.158.3-9.9-68.2-51.7-33.2-18.7-9.1-4.4
39.837.835.633.83230.529.327.825.423.422.521.921.621.521.3
00.1-0.10.10.10.20.60.20.30.40.30.40.60.80.8
-0.05-0.08-0.11-0.15-0.21-0.29-0.38-0.49
0.50.360.240.140.080.04
0.0090.0120.0170.0220.0290.0360.0420.046
0.0540.0530.0450.0340.0220.013
3.434.515.767.328.9910.6511.9412.48
12.4811.749.727.094.622.69
-1.54-1.92-2.31-2.79-3.24-3.66-3.93-3.9
-3.31-2.98-2.41-1.73-1.12-0.65
11P72511P75011P77511P80011P82511P85011P87511P900892011C90011C92511C95011C97511C100011C1025
7494.5124.8164.3214.4277.9360.9463.8847.1383.3263.5172.5107.462.835
9.81217.424.229.93848.259.1-10.1-69.3-56.3-41.3-27-17.5-9.9
37.335.333.832.430.929.428.22725.223.722.822.121.52120.6
0-0.100.20.10.10.10.10.20.20.20.30.40.50.6
-0.09-0.12-0.16-0.2-0.26-0.32-0.4-0.48
0.510.410.310.220.150.09
0.0110.0140.0170.0210.0250.0290.0330.035
0.040.0410.0380.0330.0260.019
7.038.410.0411.7613.4614.9916.1416.68
16.6816.2514.7112.349.556.84
-1.65-1.87-2.14-2.39-2.62-2.77-2.86-2.82
-2.5-2.34-2.05-1.68-1.27-0.89

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.25.122.2136.51110002026.22641509434




0.5-1.91.1-0.33.30129.049381601517




20.510.821.82.232.8110750





0.8-2.51.1-0.73.30





20.62021.54.729110500





0.7-5.20.8-22.1-0.4





20.63521.310.526.81.710250





0.6-9.90.8-4.41.9-0.9





2162.821.523.425.84.610000





0.5-17.50.8-9.11.5-3.2





21.5107.421.648.225.513.49750





0.4-270.6-18.71-10





22.1172.521.993.325.7389500562.625.1676.527.574525.2
0.3-41.30.4-33.21-23.1106.60.895.30.982.50.1
22.8263.522.5167.326919250367.925.9500.827.259226
0.2-56.30.3-51.70.4-48810.278.40.669.70
23.7383.323.4279.627.2192.99000221.927.4360.727.8463.827
0.2-69.30.4-68.20-76.455.60.358.30.259.10.1
24.9532.524.2423.629.5349.68750125.229.2259.929.3360.928.2
0.5-77.50.5-83.80.2-96.332049.10.648.20.1
25.970024.9595.831.9543.4850068.831.5181.130.5277.929.4
0.7-850.7-96.60.3-110.518.1032.50.2380.1






825036.833.9125.132214.430.9






9.5022.90.129.90.1






800020.636.887.333.8164.332.4






4.5-0.215.70.124.20.2






775011.139.460.235.6124.833.8






2.2-0.310.2-0.117.40






75005.94243.137.894.535.3






1.40.27.60.112-0.1






72502.944.130.139.87437.3






0.2-0.84.909.80






70001.947.92141.85538.7






0.1-0.53-0.25.5-0.3

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