2010/8/5(Thu) OP
| P/C | 1.1 | -0.1 | 1.2 | 1 | 0.8 | 1.2 | 1 | 0.7 | 0.9 | 0.9 |
| 先物 | 9625 | 135 | 9490 | 9672.5 | 9557.5 | 9532.5 | 9692.5 | 9735 | 9500 | 9492.5 |
| 基準 | 23.3 | -1.5 | 24.8 | 23.3 | 24.1 | 24.4 | 23.6 | 23 | 24.3 | 25.1 |
| 期近 | 23 | -2.6 | 25.6 | 23.6 | 24.4 | 24.4 | 23.3 | 22.9 | 24.1 | 25 |
| 期先1 | 23.4 | -1.1 | 24.5 | 23.1 | 23.9 | 24.3 | 23.9 | 23.2 | 24.6 | 25.1 |
| 期先2 | 23.5 | -0.4 | 23.8 | 22.7 | 23.3 | 23.7 | 23.3 | 22.4 | 23.7 | 24.2 |
| 当/先 | 1 | -0.1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 7 | 35 | 63 |
|
|
|
|
|
|
|
|
|
|
|
|
| 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 9750 | 9750 | 10000 | 10250 | 10500 | 10750 | 11000 |
| 8P800 | 8P825 | 8P850 | 8P875 | 8P900 | 8P925 | 8P950 | 8P975 | 9640 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 | 8C1100 |
| 1.3 | 2.2 | 3.9 | 8.2 | 15.2 | 30.6 | 74.1 | 187.9 | 262.1 | 74.2 | 19.3 | 4.7 | 1.7 | 1 | 1 |
| -1.4 | -2.2 | -5.1 | -9 | -18.9 | -39.1 | -75.6 | -115.6 | -89.3 | 26.3 | 5.6 | 0.4 | 0 | 0 | 0 |
| 51.9 | 47.3 | 42.5 | 38.5 | 33.2 | 27.8 | 23.4 | 20.9 | 22.6 | 23.1 | 23 | 24.4 | 27.3 | 31.5 | 37.2 |
| 2.1 | 2.2 | 0.9 | 1.2 | 0.2 | -0.9 | -1.8 | -2.5 | -1.5 | -1.2 | -1.8 | -2.2 | -2 | -1.4 | -1 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.07 | -0.15 | -0.34 | -0.66 |
| 0.35 | 0.12 | 0.04 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.004 | 0.008 | 0.016 | 0.031 | 0.062 | 0.115 | 0.128 |
| 0.118 | 0.065 | 0.024 | 0.009 | 0.005 | 0.003 |
| 0.21 | 0.36 | 0.61 | 1.14 | 1.91 | 3.22 | 5.01 | 5 |
| 5.08 | 2.81 | 1.08 | 0.46 | 0.27 | 0.24 |
| -0.75 | -1.17 | -1.76 | -2.97 | -4.3 | -6.06 | -7.97 | -7.09 |
| -7.99 | -4.41 | -1.79 | -0.86 | -0.58 | -0.6 |
| 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9P975 | 9630 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 | 9C1100 |
| 20.3 | 30 | 45.4 | 65.2 | 99.9 | 150 | 227.1 | 337.9 | 554.8 | 216.9 | 120.1 | 60.3 | 28.1 | 12.2 | 5.7 |
| -7.8 | -11 | -16.9 | -27.1 | -37.2 | -54.4 | -71.7 | -94.1 | -47.2 | 47 | 30.3 | 15.2 | 8.9 | 2.4 | 0.9 |
| 36 | 33.9 | 32 | 29.5 | 27.7 | 25.7 | 24.1 | 22.6 | 22.8 | 22.8 | 21.9 | 21.3 | 21 | 20.9 | 21.4 |
| 0.2 | 0.3 | 0.1 | -0.3 | -0.3 | -0.6 | -0.6 | -0.9 | -0.5 | -0.4 | -0.3 | -0.6 | -0.2 | -1 | -1 |
| -0.04 | -0.06 | -0.1 | -0.14 | -0.21 | -0.3 | -0.42 | -0.56 |
| 0.44 | 0.3 | 0.18 | 0.1 | 0.05 | 0.02 |
| 0.009 | 0.012 | 0.018 | 0.025 | 0.034 | 0.045 | 0.054 | 0.058 |
| 0.058 | 0.053 | 0.041 | 0.027 | 0.016 | 0.009 |
| 2.79 | 3.79 | 5.13 | 6.64 | 8.52 | 10.34 | 11.68 | 11.82 |
| 11.83 | 10.41 | 7.86 | 5.15 | 2.99 | 1.71 |
| -1.42 | -1.82 | -2.32 | -2.77 | -3.33 | -3.75 | -3.96 | -3.76 |
| -3.83 | -3.23 | -2.37 | -1.53 | -0.89 | -0.52 |
| 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 10P975 | 9570 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 | 10C1100 |
| 58.4 | 76.2 | 102.5 | 139 | 185.7 | 254.7 | 341 | 453.8 | 731.5 | 277.8 | 174.6 | 103 | 55.3 | 29.4 | 14.1 |
| -12.2 | -19 | -23.8 | -32.3 | -44.5 | -54 | -73.3 | -91.3 | -38.2 | 53 | 38.2 | 24 | 15.1 | 9.2 | 2.7 |
| 34.4 | 32.5 | 30.8 | 29.3 | 27.7 | 26.5 | 25.2 | 24.2 | 21.7 | 20.9 | 20.1 | 19.6 | 19 | 18.9 | 18.7 |
| 0.4 | 0 | 0.1 | 0 | -0.3 | -0.1 | -0.5 | -0.8 | -0.3 | -0.1 | -0.1 | -0.2 | -0.1 | 0 | -0.7 |
| -0.09 | -0.11 | -0.15 | -0.2 | -0.26 | -0.34 | -0.43 | -0.53 |
| 0.46 | 0.34 | 0.23 | 0.15 | 0.09 | 0.05 |
| 0.011 | 0.015 | 0.019 | 0.024 | 0.029 | 0.034 | 0.039 | 0.041 |
| 0.047 | 0.045 | 0.039 | 0.03 | 0.021 | 0.013 |
| 6.33 | 7.71 | 9.38 | 11.22 | 13.02 | 14.67 | 15.75 | 15.95 |
| 15.91 | 14.7 | 12.28 | 9.17 | 6.35 | 3.93 |
| -1.72 | -1.97 | -2.28 | -2.59 | -2.84 | -3.06 | -3.13 | -3.03 |
| -2.63 | -2.34 | -1.9 | -1.38 | -0.95 | -0.58 |
| 期先2 | 期先1 | 期近 |
| 期近 | 期先1 | 期先1 |
| IV | Price | IV | Price | IV | Price |
| Price | IV | Price | IV | Price | IV |
| 0 | 0 | 24.2 | 1 | 53 | 1 | 11750 |
|
|
|
|
|
|
| 0 | 0 | -1.2 | 0 | 0.1 | 0 |
|
|
|
|
|
|
| 19.1 | 3.7 | 22.1 | 1.1 | 47.9 | 1 | 11500 |
|
|
|
|
|
|
| -0.3 | 1 | -1 | 0.1 | -0.3 | 0 |
|
|
|
|
|
|
| 19.1 | 7.9 | 21.6 | 2.4 | 42.7 | 1 | 11250 |
|
|
|
|
|
|
| -0.1 | 2.5 | -0.9 | 0.4 | -0.6 | 0 |
|
|
|
|
|
|
| 18.7 | 14.1 | 21.4 | 5.7 | 37.2 | 1 | 11000 |
|
|
|
|
|
|
| -0.7 | 2.7 | -1 | 0.9 | -1 | 0 |
|
|
|
|
|
|
| 18.9 | 29.4 | 20.9 | 12.2 | 31.5 | 1 | 10750 |
|
|
|
|
|
|
| 0 | 9.2 | -1 | 2.4 | -1.4 | 0 |
|
|
|
|
|
|
| 19 | 55.3 | 21 | 28.1 | 27.3 | 1.7 | 10500 |
|
|
|
|
|
|
| -0.1 | 15.1 | -0.2 | 8.9 | -2 | 0 |
|
|
|
|
|
|
| 19.6 | 103 | 21.3 | 60.3 | 24.4 | 4.7 | 10250 | 621.4 | 0 | 680.7 | 20.8 | 777.5 | 23.6 |
| -0.2 | 24 | -0.6 | 15.2 | -2.2 | 0.4 | -139.3 | -21.2 | -125.3 | -1.3 | -120 | -1.4 |
| 20.1 | 174.6 | 21.9 | 120.1 | 23 | 19.3 | 10000 | 381.5 | 17.5 | 491.1 | 21.6 | 599.9 | 23.6 |
| -0.1 | 38.2 | -0.3 | 30.3 | -1.8 | 5.6 | -135.1 | -3.6 | -111.5 | -1 | -105.1 | -1 |
| 20.9 | 277.8 | 22.8 | 216.9 | 23.1 | 74.2 | 9750 | 187.9 | 20.9 | 337.9 | 22.6 | 453.8 | 24.2 |
| -0.1 | 53 | -0.4 | 47 | -1.2 | 26.3 | -115.6 | -2.5 | -94.1 | -0.9 | -91.3 | -0.8 |
| 21.8 | 412.9 | 24.4 | 357.1 | 25.1 | 207.7 | 9500 | 74.1 | 23.4 | 227.1 | 24.1 | 341 | 25.2 |
| 0 | 71 | 0.2 | 71.6 | -0.6 | 65 | -75.6 | -1.8 | -71.7 | -0.6 | -73.3 | -0.5 |
| 22.8 | 576.3 | 26.2 | 530.5 | 30.1 | 413.6 | 9250 | 30.6 | 27.8 | 150 | 25.7 | 254.7 | 26.5 |
| 0 | 85.2 | 0.3 | 89.5 | 0.9 | 101.2 | -39.1 | -0.9 | -54.4 | -0.6 | -54 | -0.1 |
|
|
|
|
|
| 9000 | 15.2 | 33.2 | 99.9 | 27.7 | 185.7 | 27.7 |
|
|
|
|
|
| -18.9 | 0.2 | -37.2 | -0.3 | -44.5 | -0.3 |
|
|
|
|
|
| 8750 | 8.2 | 38.5 | 65.2 | 29.5 | 139 | 29.3 |
|
|
|
|
|
| -9 | 1.2 | -27.1 | -0.3 | -32.3 | 0 |
|
|
|
|
|
| 8500 | 3.9 | 42.5 | 45.4 | 32 | 102.5 | 30.8 |
|
|
|
|
|
| -5.1 | 0.9 | -16.9 | 0.1 | -23.8 | 0.1 |
|
|
|
|
|
| 8250 | 2.2 | 47.3 | 30 | 33.9 | 76.2 | 32.5 |
|
|
|
|
|
| -2.2 | 2.2 | -11 | 0.3 | -19 | 0 |
|
|
|
|
|
| 8000 | 1.3 | 51.9 | 20.3 | 36 | 58.4 | 34.4 |
|
|
|
|
|
| -1.4 | 2.1 | -7.8 | 0.2 | -12.2 | 0.4 |
|
|
|
|
|
| 7750 | 1 | 58.4 | 15 | 38.7 | 44.4 | 36.3 |
|
|
|
|
|
| -0.4 | 4.7 | -5.1 | 0.4 | -10.4 | 0.2 |
|
|
|
|
|
| 7500 | 1 | 66.3 | 10.5 | 41.1 | 34.5 | 38.4 |
|
|
|
|
|
| 0 | 7.2 | -3.4 | 0.6 | -5.6 | 0.7 |
|
|
|
|
|
| 7250 | 1 | 74.5 | 7 | 43.1 | 0 | 0 |
|
|
|
|
|
| 0 | 7.7 | -2.4 | 0.5 | 0 | 0 |
|
|
|
|
|
| 7000 | 1 | 82.8 | 4.9 | 45.5 | 20 | 42.2 |
|
|
|
|
|
| 0 | 8.2 | -2.1 | 0.1 | -4 | 0.4 |
0 件のコメント:
コメントを投稿