2010年8月31日火曜日

2010/8/31(Tue) OP

P/C1.30.50.80.711.11.11.11.10.8
先物8802.5-3259127.58977.58892.588208972.59102.591659362.5
基準29.62.926.726.62828.926.825.824.823.7
期近324.327.727.428.830.127.526.524.823.9
期先128.42.226.22627.227.525.824.624.522.8
期先227.62.125.625.626.626.825.524.524.622.9
当/先1.10.11.11.11.11.11.11.111.1
先/先21011111111

93772











7000725075007750800082508500875087508750900092509500975010000
9P7009P7259P7509P7759P8009P8259P8509P87588009C8759C9009C9259C9509C9759C1000
11.83.77.317.33778.6156364.3208.394.834.711.93.61.6
00.82.65.312.726.454.1101.5-123.7-225.2-150.6-77.7-30.7-10.3-2.7
5550.747.143.240.737.73532.332.332.33130.230.831.333.9
-4.5-1.61.21.51.81.61.51.51.31.12.43.34.24.46.2
0-0.01-0.02-0.03-0.07-0.13-0.26-0.44
0.560.340.160.060.020.01
0.0020.0030.0060.0110.0230.0410.0650.087
0.0870.0840.0570.0290.0120.006
0.170.290.540.961.833.054.555.57
5.575.143.411.770.740.38
-0.5-0.79-1.36-2.22-3.98-6.14-8.5-9.6
-9.6-8.52-5.5-2.92-1.25-0.69
10P70010P72510P75010P77510P80010P82510P85010P875874010C87510C90010C92510C95010C97510C1000
23.935.350.775.2110.1159.6229.5324.9643.4318.5197.9111.95929.213.8
12.318.32437.153.874.7104.3139.1-48.9-188-145.3-101.7-61.4-35.4-18.2
4441.939.737.83634.332.731.329.22625.124.42423.823.8
1.31.50.81.31.41.41.61.71.821.71.61.91.81.8
-0.04-0.06-0.09-0.13-0.19-0.26-0.35-0.46
0.550.410.280.170.10.05
0.0080.0110.0150.020.0270.0340.040.045
0.0540.0550.0490.0370.0250.016
2.653.574.666.047.589.1110.4211.17
11.1610.939.47.124.82.93
-1.56-2-2.47-3.06-3.65-4.18-4.56-4.67
-3.89-3.69-3.07-2.28-1.53-0.93
11P70011P72511P75011P77511P80011P82511P85011P875875011C87511C90011C92511C95011C97511C1000
65.488.4116.7154.2201.9262.9340.4436.6870.5433.9305.8205130.879.245.5
25.734.746.459.47797.7120.4146.4-32.2-178.6-147.8-114.6-83.7-55.8-34.8
4038.63735.433.932.531.129.728.326.125.124.223.52322.5
0.911.21.21.31.31.31.31.31.41.31.31.31.41.4
-0.08-0.11-0.15-0.19-0.24-0.3-0.37-0.46
0.540.440.340.250.170.11
0.010.0130.0160.0190.0230.0270.0310.034
0.0390.040.0390.0340.0280.021
6.077.468.9510.5512.1613.6414.8415.54
15.5415.4814.4112.469.997.43
-1.68-1.99-2.28-2.58-2.84-3.05-3.18-3.18
-2.81-2.69-2.42-2.03-1.59-1.16

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
21.9725.31.847.51107501950.04784688995




1.3-6.92.7-1.59.80328.434943664146




22.414.824.3342.6110500





1.9-10.31.9-4.29.70





22.225.124.26.937.4110250





1.3-21.92.2-8.47.4-0.8





22.545.523.813.833.91.610000





1.4-34.81.8-18.26.2-2.7





2379.223.829.231.33.69750





1.4-55.81.8-35.44.4-10.3





23.5130.8245930.811.99500





1.3-83.71.9-61.44.2-30.7





24.220524.4111.930.234.79250481.730.1618.430.570527.9
1.3-114.61.6-101.73.3-77.7247.33.2225.82.8208.21.5
25.1305.825.1197.93194.89000291.730.9453.830.555828.7
1.3-147.81.7-145.32.4-150.6174.42.4180.92.1176.71.4
26.1433.926318.532.3208.3875015632.3324.931.3436.629.7
1.4-178.62-1881.1-225.2101.51.5139.11.7146.41.3
29613.326.9472.534.9380.9850078.635229.532.7340.431.1
3.6-176.72.7-223.51-272.554.11.5104.31.6120.41.3
29.778027.4652.536.8587.182503737.7159.634.3262.932.5
4.7-196.74.6-250.90.6-301.326.41.674.71.497.71.3






800017.340.7110.136201.933.9






12.71.853.81.4771.3






77507.343.275.237.8154.235.4






5.31.537.11.359.41.2






75003.747.150.739.7116.737






2.61.2240.846.41.2






72501.850.735.341.988.438.6






0.8-1.618.31.534.71






700015523.94465.440






0-4.512.31.325.70.9






6750000000






000000






6500170.911.148.437.443.7






0-3.561.6151

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