2010年8月26日木曜日

2010/8/27(Fri) OP

P/C0.7-0.311.11.11.11.10.80.70.6
先物8977.5858892.588208972.59102.591659362.59237.59162.5
基準26.6-1.42828.926.825.824.823.724.525.8
期近27.4-1.428.830.127.526.524.823.924.726
期先126-1.327.227.525.824.624.522.823.925.1
期先225.6-126.626.825.524.524.622.923.924.9
当/先1.101.11.11.11.111.111
先/先21011111111

134176











72507500775080008250850087509000900090009250950097501000010250
9P7259P7509P7759P8009P8259P8509P8759P90089809C9009C9259C9509C9759C10009C1025
1.52.25.411.223.950.4102.1199374.1175.177.229.8113.41.4
-1.1-2.7-5.1-9.5-16.3-26.6-42.7-57.4-3126.5137.730.60.2
45.240.538.735.933.431.128.927.327.227.126.126.126.827.228.8
0.5-1.2-0.9-1.1-1-0.9-1-0.7-0.7-0.8-0.70.20.2-0.2-0.3
-0.01-0.01-0.02-0.04-0.09-0.17-0.31-0.51
0.490.280.130.060.020.01
0.0020.0040.0080.0150.0280.0480.0710.085
0.0860.0750.0480.0250.010.005
0.290.430.881.582.744.376.076.85
6.855.823.721.960.840.41
-0.49-0.64-1.28-2.13-3.42-5.08-6.54-7
-6.96-5.7-3.64-1.97-0.85-0.44
10P72510P75010P77510P80010P82510P85010P87510P900892010C90010C92510C95010C97510C100010C1025
24.936.453.378.5114.3168.9245.7352.1624.3272.2164.391.247.123.911.4
-8.6-10.7-14.6-19.4-26.6-35.2-44.4-55.2-2332.221.612.77.73.91.6
39.737.635.733.83230.629.228.325.623.422.822.422.122.322.4
-0.7-0.5-0.5-0.5-0.5-0.6-0.6-0.6-0.5-0.4-0.4-0.4-0.3-0.3-0.4
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0.50.360.240.140.080.04
0.0080.0120.0160.0220.0290.0360.0430.047
0.0560.0540.0460.0340.0220.013
34.015.286.818.4810.1711.4912.05
12.0611.349.366.84.522.74
-1.44-1.82-2.27-2.78-3.27-3.75-4.05-4.11
-3.43-3.14-2.53-1.82-1.22-0.74
11P72511P75011P77511P80011P82511P85011P87511P900892011C90011C92511C95011C97511C100011C1025
67.189117.2155204.1268.9351.8457.5836.1378.6261.4170.510763.236
-13-16.9-19.9-25.3-31.6-36.9-44.3-50-16.633.426.518.8138.45.8
3735.433.832.330.829.528.327.325.323.72322.221.821.421.1
-0.5-0.5-0.4-0.4-0.5-0.4-0.4-0.3-0.3-0.4-0.3-0.3-0.3-0.2-0.1
-0.09-0.12-0.15-0.2-0.25-0.32-0.4-0.48
0.510.410.310.220.150.09
0.0110.0130.0170.0210.0250.0290.0330.036
0.0410.0410.0380.0330.0260.019
6.618.059.6411.3613.0814.6415.8216.37
16.3715.9514.4312.129.416.82
-1.6-1.86-2.13-2.4-2.63-2.82-2.92-2.91
-2.55-2.41-2.11-1.73-1.32-0.94

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
21623.21.140.31110002020.88495575221




-0.50.3-0.70-0.20-89.0097810898931




21.211.823.22.836.2110750





0.12.6-0.20.5-0.40





2120.322.4532110500





03.7-0.60.5-0.60





21.13622.411.428.81.410250





-0.15.8-0.41.6-0.30.2





21.463.222.323.927.23.410000





-0.28.4-0.33.9-0.20.6





21.810722.147.126.8119750





-0.313-0.37.70.23





22.2170.522.491.226.129.8950055326.4672.728.4747.526.1
-0.318.8-0.412.70.27.7-80-0.6-70-0.5-67.5-0.5
23261.422.8164.326.177.2925035026.2494.327.959026.6
-0.326.5-0.421.6-0.713-73-0.9-63.6-0.6-57.5-0.3
23.7378.623.4272.227.1175.1900019927.3352.128.3457.527.3
-0.433.4-0.432.2-0.826.5-57.4-0.7-55.2-0.6-50-0.3
24.6522.524.1415.228.93308750102.128.9245.729.2351.828.3
-0.835.5-0.741.2-0.744.5-42.7-1-44.4-0.6-44.3-0.4
25.569024.5587.530.8526.9850050.431.1168.930.6268.929.5
-0.942.5-1.148.9-0.759.4-26.6-0.9-35.2-0.6-36.9-0.4






825023.933.4114.332204.130.8






-16.3-1-26.6-0.5-31.6-0.5






800011.235.978.533.815532.3






-9.5-1.1-19.4-0.5-25.3-0.4






77505.438.753.335.7117.233.8






-5.1-0.9-14.6-0.5-19.9-0.4






75002.240.536.437.68935.4






-2.7-1.2-10.7-0.5-16.9-0.5






72501.545.224.939.767.137






-1.10.5-8.6-0.7-13-0.5






7000149.51741.750.638.7






-0.70.7-6.7-0.9-10-0.4

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