2010年8月9日月曜日

2010/8/9(Mon) OP

P/C1.20.211.11.210.81.210.7
先物9552.5-1009652.5962594909672.59557.59532.59692.59735
基準25.21.823.423.324.823.324.124.423.623
期近28.25.123.12325.623.624.424.423.322.9
期先124.71.323.523.424.523.123.924.323.923.2
期先223.60.423.323.523.822.723.323.723.322.4
当/先1.10.211111111
先/先21011111111

33159











7750800082508500875090009250950095009500975010000102501050010750
8P7758P8008P8258P8508P8758P9008P9258P95095608C9508C9758C10008C10258C10508C1075
111.424.69.924.975.3212.4137.133.86.51.811
00-0.3-0.8-0.8-1.31.215.7-66.6-82.3-41.3-13.3-3.5-0.70
83.772.163.254.34840.633.427.228.329.828.229.83440.749.5
20.21713.39.98.76.34.63.33.74.35.26.18.212.116.4
00-0.01-0.01-0.03-0.06-0.15-0.41
0.580.230.060.020.010.01
0.0020.0020.0030.0060.0140.0320.0770.156
0.1430.1170.0420.0130.0060.004
0.110.130.180.280.571.12.173.57
3.582.771.040.370.20.18
-1.38-1.35-1.72-2.27-4.07-6.66-10.8-14.44
-15.9-11.63-4.62-1.85-1.24-1.29
9P7759P8009P8259P8509P8759P9009P9259P95095509C9509C9759C10009C10259C10509C1075
14.320.630.94770.5109.7165.2253.6558.7305.118095.947.221.29.4
0.81.62.35.79.616.424.638.6-24.6-63.3-47.5-33-18.1-9.8-4.8
39.737.134.932.830.528.726.625.12524.923.722.822.422.222.3
0.70.60.40.70.70.70.60.80.70.60.70.60.90.80.9
-0.03-0.05-0.07-0.1-0.15-0.23-0.33-0.46
0.540.40.260.150.080.04
0.0060.0090.0140.020.0280.0370.0480.056
0.0570.0580.0510.0370.0230.013
1.992.73.715.036.68.4210.0811.1
11.110.89.046.524.072.32
-1.26-1.6-2.06-2.63-3.21-3.85-4.26-4.43
-4.42-4.08-3.29-2.33-1.44-0.83
10P77510P80010P82510P85010P87510P90010P92510P950950010C95010C97510C100010C102510C105010C1075
44.358.879.2106.6145199.1271.4368.4732.7364.3240.9148.58444.923
3.84.6911.114.521.430.741.2-19.1-60.3-47.2-32.8-24.3-14.3-7.4
36.534.632.831.129.528.126.825.824.32221.220.62019.619.4
0.40.20.50.30.20.30.40.50.40.30.40.50.30.40.6
-0.07-0.09-0.12-0.16-0.21-0.28-0.36-0.46
0.540.420.310.20.120.07
0.0090.0120.0160.020.0260.0310.0360.04
0.0470.0480.0440.0370.0270.018
5.036.257.719.3611.1712.9614.4415.28
15.2815.0813.5110.867.895.24
-1.55-1.82-2.13-2.45-2.77-3.06-3.25-3.31
-2.84-2.71-2.35-1.83-1.31-0.86

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.52.624.1173.6111500





0.2-1.71.6-0.322.80





19.7623.62.265.9111250





0.8-1.81.9-0.420.80





19.311.222.53.957.8111000





0.4-4.80.8-2.618.60





19.42322.39.449.5110750





0.6-7.40.9-4.816.40





19.644.922.221.240.7110500





0.4-14.30.8-9.812.1-0.7





208422.447.2341.810250





0.3-24.30.9-18.18.2-3.5





20.6148.522.895.929.86.510000445.10541.522.7648.724.5
0.5-32.80.6-336.1-13.383.7-21.469.40.868.70.9
21.2240.923.718028.233.89750223.825.4376.923.7491.924.9
0.4-47.20.7-47.55.2-41.357.23.755.10.952.30.5
22364.324.9305.129.8137.1950075.327.2253.625.1368.425.8
0.3-60.30.6-63.34.3-82.315.73.338.60.841.20.5
22.8517.626.5467.235.6332.3925024.933.4165.226.6271.426.8
0.2-72.4-0.1-82.43.7-102.51.24.624.60.630.70.4
23.6695.928.666246569.390009.940.6109.728.7199.128.1
0.2-81.60.4-86.88.8-99.2-1.36.316.40.721.40.3






87504.64870.530.514529.5






-0.88.79.60.714.50.2






8500254.34732.8106.631.1






-0.89.95.70.711.10.3






82501.463.230.934.979.232.8






-0.313.32.30.490.5






8000172.120.637.158.834.6






0171.60.64.60.2






7750183.714.339.744.336.5






020.20.80.73.80.4






7500195.59.842.133.838.6






023.50.81.13.40.6






72501107.66.844.600






026.80.81.400






700011204.546.82042.8






030.2-0.20.61.70.6

0 件のコメント:

コメントを投稿