2010年8月4日水曜日

2010/8/4(Wed) OP

P/C1.20.210.81.210.70.90.90.5
先物9490-182.59672.59557.59532.59692.5973595009492.59435
基準24.81.623.324.124.423.62324.325.125
期近25.6223.624.424.423.322.924.12524.9
期先124.51.423.123.924.323.923.224.625.125.4
期先223.81.122.723.323.723.322.423.724.224.8
当/先1011111111
先/先21011111111


83664











80008250850087509000925095009750975097501000010250105001075011000
8P8008P8258P8508P8758P9008P9258P9508P97596808C9758C10008C10258C10508C10758C1100
1.83.45.810.219.737.380.1180.5291110.435.89.62.91.31
-0.2-0.4-1.3-4-10.1-22.9-48.8-80.8-45.735.111.92.70.70.30
4945.641.33733.128.524.622.323.123.522.923.324.927.731.9
4.44.43.82.92.11.20.3-0.100-0.4-0.7-0.6-0.3-0.9
-0.01-0.01-0.02-0.04-0.08-0.16-0.32-0.58
0.420.190.060.020.010.01
0.0030.0050.0090.0160.030.0550.0930.113
0.1080.0760.0340.0130.0060.004
0.30.530.861.412.363.745.526.05
6.074.171.90.780.390.28
-0.79-1.29-1.9-2.78-4.16-5.67-7.25-7.2
-7.62-5.1-2.36-1.04-0.57-0.47
9P8009P8259P8509P8759P9009P9259P9509P97596709C9759C10009C10259C10509C10759C1100
19.62841.96295143.4216.7320.2565.1244.9140.171.633.815.97.1
-5.7-9.2-13.1-20.6-28.9-41.3-54.4-72.3-28.244.129.214.86.530.3
35.533.231.329.227.525.724.122.622.722.721.72120.620.720.8
0.40.10.1-0.1-0.1-0.2-0.2-0.3-0.3-0.2-0.2-0.5-0.7-0.7-1.2
-0.04-0.06-0.09-0.13-0.19-0.28-0.39-0.53
0.470.330.20.110.060.03
0.0080.0120.0170.0240.0320.0420.0510.057
0.0570.0540.0440.030.0180.01
2.783.715.016.598.4910.411.912.31
12.3111.198.755.913.652.06
-1.32-1.65-2.1-2.57-3.12-3.57-3.83-3.71
-3.75-3.26-2.46-1.63-1.01-0.57
10P80010P82510P85010P87510P90010P92510P95010P975961010C97510C100010C102510C105010C107510C1100
54.470.795.5129.2175.3238.7321.9434.8732.1297.3191.1114.262.733.917.5
-12.9-18.9-23.7-30.3-36.2-48-60.3-70.7-28.542.230.920.312.78.53.5
33.931.930.428.827.426.124.924.121.720.419.819.318.818.618.6
-0.2-0.4-0.4-0.4-0.2-0.4-0.5-0.4-0.4-0.5-0.4-0.4-0.3-0.1-0.4
-0.08-0.11-0.14-0.19-0.25-0.32-0.41-0.51
0.480.360.250.160.10.06
0.0110.0140.0180.0230.0280.0340.0380.04
0.0480.0460.040.0320.0230.015
6.167.529.211.0412.9514.6815.9216.32
16.3115.3413.069.997.044.6
-1.59-1.83-2.13-2.43-2.7-2.92-3.02-3
-2.55-2.33-1.93-1.44-1.01-0.66

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.42.623.1148.2111500





0.3-2.31.2-0.76.70





19.35.422.5243.3111250





0.6-3.61.5-16.50





19.411.422.44.938.2111000





0.7-6.11.6-2.26.30





18.920.321.99.832.9110750





0.3-13.61.2-6.15.2-0.3





19.240.221.219.129.31.710500





0.4-22.50.6-14.74.4-1.2





19.87921.84526.64.310250





0.6-35.20.9-26.53.4-5.3





20.2136.422.289.824.813.610000516.521.2602.622.670524.6
0.4-54.70.4-50.21.9-22.1165.81.4136.80.91301
21224.723.217024.347.99750303.623.443223.454525
0.6-72.60.5-74.90.8-62.51231.1111.80.8110.20.9
21.8341.924.3285.525.7142.79500149.725.2298.724.6414.325.8
0.5-96.90.2-103.5-0.1-116.969.70.6820.592.30.9
22.849125.944129.2312.5925069.728.7204.426.3308.826.7
0.2-120.50.2-125.9-0.6-152.832.40.260.90.670.10.6
23.866527.9627.334.7529.8900034.233137.128230.127.9
0.6-132.30.4-141.1-0.9-169.114.5-0.142.20.554.80.5






875017.337.392.329.9171.329.3






7.10.230.30.742.10.5






85009.141.562.331.9126.330.7






3.20.220.40.630.70.4






82504.545.14133.695.232.5






1.1-0.5130.424.50.5






80002.749.828.235.870.634.1






0.90.88.50.316.20.2






77501.453.620.138.354.836.1






0.40.86.30.514.20.6






7500159.113.940.54037.7






0-0.74.50.68.90.2






7250166.89.442.600






0-0.32.70.300






7000174.7745.323.941.8






00.22.10.64.5-0.1

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