2010年8月9日月曜日

2010/8/6(Fri) OP

P/C1-0.11.11.210.81.210.70.9
先物9652.527.5962594909672.59557.59532.59692.597359500
基準23.40.123.324.823.324.124.423.62324.3
期近23.10.12325.623.624.424.423.322.924.1
期先123.50.123.424.523.123.924.323.923.224.6
期先223.3-0.223.523.822.723.323.723.322.423.7
当/先1011111111
先/先21011111111

63462











80008250850087509000925095009750975097501000010250105001075011000
8P8008P8258P8508P8758P9008P9258P9508P97596608C9758C10008C10258C10508C10758C1100
11.72.95.411.223.759.6166.6241.775.219.85.31.711
-0.3-0.6-1.1-2.9-4-6.8-14.4-21.3-20.40.90.50.6000
55.149.944.539.334.328.82421.822.62323.725.828.633.139.2
3.22.620.81.110.50.80.1-0.10.61.41.31.62
0-0.01-0.01-0.03-0.06-0.13-0.3-0.63
0.380.130.040.010.010.01
0.0020.0030.0060.0130.0270.0570.1140.136
0.130.0710.0260.010.0050.004
0.170.270.460.811.492.664.444.81
4.842.731.10.450.260.23
-0.72-1.08-1.6-2.48-4.02-6.02-8.36-8.2
-8.75-5.08-2.24-1.01-0.67-0.7
9P8009P8259P8509P8759P9009P9259P9509P97596609C9759C10009C10259C10509C10759C1100
1928.641.36193.3140.6214.9321.8549.3227.5128.965.33114.26.5
-1.3-1.4-4.2-4.2-6.6-9.4-12.1-16.1-5.510.68.852.920.7
36.534.532.129.9282624.322.822.92322.221.621.321.421.7
0.50.60.10.30.30.20.30.20.20.20.30.30.30.50.3
-0.04-0.06-0.09-0.13-0.19-0.28-0.4-0.54
0.460.310.190.110.050.03
0.0080.0120.0170.0240.0330.0440.0540.059
0.0580.0540.0430.0290.0170.01
2.633.624.816.328.1710.0111.4511.75
11.7510.518.075.43.251.85
-1.4-1.82-2.24-2.74-3.32-3.77-4.04-3.88
-3.94-3.41-2.54-1.68-1.01-0.58
10P80010P82510P85010P87510P90010P92510P95010P975960010C97510C100010C102510C105010C107510C1100
54.370.295.5130.5177.6240.7327.2439.6727.7288.1181.3108.259.330.416
-4.1-6-7-8.5-8-14-13.8-14.1-3.810.36.65.23.90.91.9
34.432.330.729.327.826.425.324.421.920.920.119.719.218.819
0-0.1-0.1-0.10.1-0.10.10.20.10000.1-0.10.3
-0.08-0.11-0.14-0.19-0.25-0.33-0.42-0.52
0.470.350.240.150.090.05
0.0110.0140.0180.0230.0290.0340.0390.041
0.0480.0460.040.0310.0220.014
6.047.359.0210.8712.7414.4115.5815.9
15.8814.7912.499.466.474.24
-1.66-1.9-2.22-2.55-2.83-3.04-3.15-3.09
-2.67-2.39-1.97-1.46-0.98-0.64

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
0024.2156.3111750





00003.30





19.34.222.51.350.8111500





0.30.60.40.22.90





18.97.821.72.645.1111250





-0.2-0.20.10.12.50





191621.76.539.2111000





0.31.90.30.720





18.830.421.414.233.1110750





-0.10.90.521.60





19.259.321.33128.61.710500





0.13.90.32.91.30





19.7108.221.665.325.85.310250591.60657.321757.523.7
05.20.351.40.6-29.80-23.40.2-200.2
20.1181.322.2128.923.719.810000361.421.4472.121.958023.6
06.60.38.80.60.5-20.13.9-190.3-19.90
20.9288.123227.52375.29750166.621.8321.822.8439.624.4
010.30.210.6-0.10.9-21.30.8-16.10.2-14.10.2
21.7424.624.3368.425.6219.4950059.624214.924.3327.225.3
-0.111.7-0.111.30.511.7-14.40.5-12.10.3-13.80.1
22.659026.5549.531.8434.8925023.728.8140.626240.726.4
-0.213.80.3191.721.2-6.81-9.40.2-14-0.1






900011.234.393.328177.627.8






-41.1-6.60.3-80.1






87505.439.36129.9130.529.3






-2.90.8-4.20.3-8.5-0.1






85002.944.541.332.195.530.7






-1.12-4.20.1-7-0.1






82501.749.928.634.570.232.3






-0.62.6-1.40.6-6-0.1






8000155.11936.554.334.4






-0.33.2-1.30.5-4.10






7750163.513.53940.436.1






05.1-1.50.3-4-0.2






75001728.94130.538






05.7-1.6-0.1-4-0.4






7250180.8643.100






06.3-1000






7000189.84.746.218.342.2






07-0.30.7-1.70

0 件のコメント:

コメントを投稿