2010年8月31日火曜日

2010/8/30(Mon) OP

P/C0.80.10.711.11.11.11.10.80.7
先物9127.51508977.58892.588208972.59102.591659362.59237.5
基準26.70.126.62828.926.825.824.823.724.5
期近27.70.327.428.830.127.526.524.823.924.7
期先126.20.22627.227.525.824.624.522.823.9
期先225.6-0.125.626.626.825.524.524.622.923.9
当/先1.101.11.11.11.11.111.11
先/先21011111111

103873











750077508000825085008750900092509250925095009750100001025010500
9P7509P7759P8009P8259P8509P8759P9009P92591309C9259C9509C9759C10009C10259C1050
1.124.610.624.554.4117.3234.4346.7112.342.713.94.31.81
-1.1-3.4-6.6-13.3-25.9-47.7-81.7-115.6-80.535.112.92.90.90.40
45.841.738.936.133.530.828.526.926.926.926.626.927.73032.9
5.3332.72.421.20.70.80.80.50.10.61.20.9
0-0.01-0.02-0.05-0.1-0.2-0.38-0.61
0.390.190.080.030.010.01
0.0020.0040.0080.0170.0340.0590.0860.093
0.0930.0670.0350.0150.0070.003
0.220.380.761.462.674.315.835.91
5.914.212.20.950.470.27
-0.48-0.75-1.43-2.55-4.31-6.41-8.02-7.66
-7.7-5.41-2.86-1.27-0.68-0.43
10P75010P77510P80010P82510P85010P87510P90010P925907010C92510C95010C97510C100010C102510C1050
26.738.156.384.9125.2185.9272.9392.7606.3213.6120.464.73215.37.2
-9.7-15.2-22.2-29.4-43.7-59.8-79.2-101.7-52.349.329.217.58.13.82.2
38.936.634.632.931.129.628.427.62422.722.12221.92222.3
1.30.90.70.90.50.40.2-0.3-0.1-0.1-0.3-0.1-0.3-0.30
-0.05-0.07-0.11-0.16-0.22-0.31-0.42-0.54
0.440.30.190.110.060.03
0.0090.0130.0180.0250.0330.040.0460.049
0.0590.0530.0410.0280.0170.01
3.174.185.527.158.8610.4811.5711.74
11.6910.37.965.423.361.95
-1.61-1.99-2.49-3.06-3.58-4.04-4.28-4.22
-3.47-2.97-2.29-1.55-0.97-0.57
11P75011P77511P80011P82511P85011P87511P90011P925907011C92511C95011C97511C100011C102511C1050
70.494.8124.9165.3220290.2381.3496.8816.4319.6214.513580.34725.1
-18.6-22.4-30.1-38.8-48.9-61.6-76.2-93.2-3558.243.928.117.110.94.7
35.834.332.631.129.828.527.326.423.822.922.321.621.120.920.5
0.40.50.40.30.30.20.1-0.2000-0.2-0.3-0.2-0.5
-0.1-0.13-0.16-0.21-0.27-0.35-0.43-0.52
0.470.360.260.180.120.07
0.0120.0150.0190.0230.0270.0320.0350.037
0.0420.0410.0370.030.0230.016
6.968.510.1511.913.6215.0916.0716.3
16.2815.3613.3810.728.035.49
-1.69-1.98-2.25-2.52-2.76-2.92-2.98-2.92
-2.56-2.34-1.97-1.54-1.15-0.77

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.7424.4146.8111250





-0.50.7-0.702.60





20.77.723.51.842.4111000





-0.31.70.40.72.10





20.613.922.73.337.7110750





-0.62.1-0.60.51.50





20.525.122.37.232.9110500





-0.54.702.20.90





20.9472215.3301.810250





-0.210.9-0.33.81.20.4





21.180.321.93227.74.310000





-0.317.1-0.38.10.60.9





21.61352264.726.913.99750637.327.474228.4812.525.7
-0.228.1-0.117.50.12.9-145.70.7-135.8-1.2-122.5-0.6
22.3214.522.1120.426.642.7950041225.9551.527.7638.625.7
043.9-0.329.20.512.9-141-0.5-121.2-0.7-108.9-0.4
22.9319.622.7213.626.9112.39250234.426.9392.727.6496.826.4
058.2-0.149.30.835.1-115.60.7-101.7-0.3-93.2-0.2
23.8453.623.4343.228.6245.49000117.328.5272.928.4381.327.3
0.1750711.570.3-81.71.2-79.20.2-76.20.1
24.7612.524506.531.1433.5875054.430.8185.929.6290.228.5
0.190-0.191.32.3103.5-47.72-59.80.4-61.60.2






850024.533.5125.231.122029.8






-25.92.4-43.70.5-48.90.3






825010.636.184.932.9165.331.1






-13.32.7-29.40.9-38.80.3






80004.638.956.334.6124.932.6






-6.63-22.20.7-30.10.4






7750241.738.136.694.834.3






-3.43-15.20.9-22.40.5






75001.145.826.738.970.435.8






-1.15.3-9.71.3-18.60.4






7250152.31740.553.737.6






-0.57.1-80.8-13.40.5






7000159.511.542.639.639.1






010-5.50.9-10.90.4

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