2010年8月25日水曜日

2010/8/25(Wed) OP

P/C1.101.11.11.10.80.70.610.7
先物8820-152.58972.59102.591659362.59237.59162.59177.59262.5
基準28.92.126.825.824.823.724.525.826.326
期近30.12.627.526.524.823.924.72626.426
期先127.51.725.824.624.522.823.925.125.525.3
期先226.81.325.524.524.622.923.924.925.325.2
当/先1.101.11.111.11111
先/先21011111111

154378











7000725075007750800082508500875087508750900092509500975010000
9P7009P7259P7509P7759P8009P8259P8509P87588209C8759C9009C9259C9509C9759C1000
2.54.59.117.532.659.4106.6185.2443.1257.9133.758.42393
0.61.73.26.51222.637.860-31.7-91.7-59.2-32.6-15.1-4.5-1.5
48.145.142.940.537.935.332.830.430.530.72927.827.628.228.4
0.210.9111.41.31.21.21.31.81.91.92.72.6
-0.01-0.02-0.03-0.05-0.1-0.17-0.28-0.44
0.560.380.210.10.040.02
0.0030.0050.0090.0150.0250.0390.0570.072
0.0710.0720.0570.0350.0180.008
0.410.691.222.013.124.556.097.13
7.136.885.223.171.680.75
-0.64-1.01-1.7-2.64-3.85-5.23-6.5-7.04
-7.14-6.51-4.73-2.85-1.54-0.69
10P70010P72510P75010P77510P80010P82510P85010P875877010C87510C90010C92510C95010C97510C1000
30.443.260.284.9119.9168.6236.5330.9677.6346.7221.113070.535.117.6
9.413.117.124.732.743.555.471-5.9-76.9-58.5-37.3-22.8-13.1-5.8
43.241.23936.93533.231.530.328.625.724.723.923.322.822.9
1.41.41.21.41.21.2111.11.41.31.41.31.21.4
-0.05-0.07-0.1-0.14-0.19-0.26-0.35-0.45
0.550.420.30.190.110.06
0.0080.0110.0150.020.0260.0320.0380.043
0.0510.0520.0480.0380.0270.017
3.234.225.386.778.319.8711.2212.03
12.0211.910.58.215.663.64
-1.61-2-2.41-2.88-3.35-3.77-4.07-4.18
-3.57-3.4-2.9-2.21-1.49-0.96
11P70011P72511P75011P77511P80011P82511P85011P875877011C87511C90011C92511C95011C97511C1000
7091.5119.6155.3204.9262338.8433.5883.5450321216.913884.148.6
14.917.525.130.440.647.66172.6-9.9-82.5-62.3-46.6-34.5-23.2-14.2
39.437.736.134.533.231.530.228.927.625.524.523.622.822.221.8
0.70.50.80.60.80.60.70.70.60.50.80.90.80.70.8
-0.09-0.11-0.15-0.19-0.24-0.3-0.37-0.45
0.550.450.350.260.180.12
0.010.0120.0160.0190.0230.0270.0310.034
0.0380.040.0380.0350.0290.022
6.497.849.3610.9612.6414.1515.4116.17
16.1716.1915.1813.2210.698.01
-1.63-1.89-2.15-2.41-2.67-2.84-2.96-2.97
-2.64-2.54-2.3-1.93-1.52-1.11

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
217.423.82.136.81107501927.72486772487




0.5-3.42-0.13.90150.670604158976




21.415.123.2432.9110500





0.8-4.91.7-0.73.90





21.426.823.18.730.21.510250





0.8-8.21.8-1.83.4-0.3





21.848.622.917.628.4310000





0.8-14.21.4-5.82.6-1.5





22.284.122.835.128.299750





0.7-23.21.2-13.12.7-4.5





22.813823.370.527.6239500





0.8-34.51.3-22.81.9-15.1





23.6216.923.913027.858.49250487.927.8613.528.9695.126.9
0.9-46.61.4-37.31.9-32.61201.9112.71.7103.10.9
24.532124.7221.129133.79000311.228.7456.329.4551.527.8
0.8-62.31.3-58.51.8-59.289.31.395.61.687.70.8
25.545025.7346.730.7257.98750185.230.4330.930.3433.528.9
0.5-82.51.4-76.91.3-91.7601.271172.60.7
26.7607.526.7503.833428.18500106.632.8236.531.5338.830.2
0.8-92.51.9-921.1-115.337.81.355.41610.7
27.9783.327.3683.636.1633.5825059.435.3168.633.226231.5
0.9-104.22.1-108.12.3-125.822.61.443.51.247.60.6






800032.637.9119.935204.933.2






12132.71.240.60.8






775017.540.584.936.9155.334.5






6.5124.71.430.40.6






75009.142.960.239119.636.1






3.20.917.11.225.10.8






72504.545.143.241.291.537.7






1.7113.11.417.50.5






70002.548.130.443.27039.4






0.60.29.41.414.90.7

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