2010年8月26日木曜日

2010/8/26(Thu) OP

P/C1-0.11.11.11.11.10.80.70.61
先物8892.572.588208972.59102.591659362.59237.59162.59177.5
基準28-0.928.926.825.824.823.724.525.826.3
期近28.8-1.330.127.526.524.823.924.72626.4
期先127.2-0.327.525.824.624.522.823.925.125.5
期先226.6-0.126.825.524.524.622.923.924.925.3
当/先1.101.11.11.111.1111
先/先21011111111

144277











72507500775080008250850087509000900090009250950097501000010250
9P7259P7509P7759P8009P8259P8509P8759P90088909C9009C9259C9509C9759C10009C1025
2.64.910.520.740.277144.8256.4405.1148.764.222.182.81.3
-1.9-4.3-7.1-11.9-19.1-29.6-40.4-54.8-39.8155.8-0.9-1-0.2-0.2
44.741.739.63734.43229.9282827.926.825.926.627.329.2
-0.4-1.2-0.9-0.9-0.9-0.9-0.5-0.7-1-1.1-1-1.7-1.6-1-1
-0.01-0.02-0.04-0.07-0.13-0.23-0.38-0.57
0.430.240.10.040.020.01
0.0030.0060.0110.0210.0350.0540.0720.079
0.080.0650.0390.0190.0080.004
0.450.781.412.363.75.336.726.91
6.915.453.181.610.720.37
-0.7-1.13-1.95-3.05-4.44-5.93-6.98-6.73
-6.73-5.09-2.87-1.49-0.68-0.38
10P72510P75010P77510P80010P82510P85010P87510P900883010C90010C92510C95010C97510C100010C1025
33.547.167.997.9140.9204.1290407.3647.2240142.778.539.5209.9
-9.7-13-17-22-27.7-32.4-40.9-49.1-30.218.912.67.94.42.41.2
40.438.236.234.332.531.129.828.925.323.923.222.822.422.622.8
-0.8-0.8-0.8-0.7-0.6-0.4-0.4-0.5-0.7-0.8-0.6-0.5-0.4-0.3-0.3
-0.06-0.08-0.12-0.17-0.23-0.32-0.42-0.53
0.460.320.210.120.070.04
0.010.0130.0180.0240.0310.0380.0430.045
0.0550.0510.0420.030.0190.012
3.624.696.047.599.2410.7711.8212.05
12.0210.898.76.123.992.44
-1.73-2.11-2.58-3.07-3.54-3.95-4.15-4.1
-3.4-2.99-2.35-1.62-1.06-0.66
11P72511P75011P77511P80011P82511P85011P87511P900884011C90011C92511C95011C97511C100011C1025
80105.9137.1180.3235.7305.9396.1507.5852.8345.3234.9151.79454.830.2
-11.5-13.7-18.2-24.6-26.3-33-37.4-44-19.724.31813.79.96.23.4
37.535.934.232.731.329.928.727.625.124.123.222.522.121.621.2
-0.2-0.2-0.3-0.4-0.2-0.3-0.2-0.2-0.4-0.4-0.4-0.3-0.2-0.2-0.2
-0.1-0.13-0.17-0.22-0.28-0.35-0.42-0.51
0.480.380.280.20.130.08
0.0120.0150.0180.0220.0260.030.0330.035
0.040.040.0360.0310.0240.017
7.288.7910.3612.0613.6915.0916.0416.32
16.3115.5513.7811.348.636.08
-1.76-2.04-2.29-2.55-2.76-2.91-2.97-2.9
-2.55-2.34-2.01-1.62-1.21-0.83

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
21.65.723.91.240.51110002109.89473684211




0.31.4-0.20.200-67.739671760045




21.19.223.42.336.6110750





0.11.8-0.40.2-0.20





2116.622.94.532.6110500





-0.31.5-0.30.5-0.30





21.230.222.89.929.21.310250





-0.23.4-0.31.2-1-0.2





21.654.822.62027.32.810000





-0.26.2-0.32.4-1-0.2





22.19422.439.526.689750





-0.29.9-0.44.4-1.6-1





22.5151.722.878.525.922.1950063327742.828.981526.6
-0.313.7-0.57.9-1.7-0.9-69.2-0.4-60.2-0.3-46.70.4
23.2234.923.2142.726.864.2925042327.1557.928.5647.526.9
-0.418-0.612.6-15.8-64.9-0.7-55.6-0.4-47.60
24.1345.323.924027.9148.79000256.428407.328.9507.527.6
-0.424.3-0.818.9-1.115-54.8-0.7-49.1-0.5-44-0.2
25.448724.837429.6285.58750144.829.929029.8396.128.7
-0.137-0.927.3-1.227.6-40.4-0.5-40.9-0.4-37.4-0.2
26.4647.525.6538.631.5467.585007732204.131.1305.929.9
-0.340-1.134.8-1.539.4-29.6-0.9-32.4-0.4-33-0.3






825040.234.4140.932.5235.731.3






-19.1-0.9-27.7-0.6-26.3-0.2






800020.73797.934.3180.332.7






-11.9-0.9-22-0.7-24.6-0.4






775010.539.667.936.2137.134.2






-7.1-0.9-17-0.8-18.2-0.3






75004.941.747.138.2105.935.9






-4.3-1.2-13-0.8-13.7-0.2






72502.644.733.540.48037.5






-1.9-0.4-9.7-0.8-11.5-0.2






70001.748.823.842.760.539.1






-0.80.7-6.6-0.6-9.4-0.3






6750000000






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