2010年8月12日木曜日

2010/8/12(Thu) OP

P/C1.3-0.11.41.61.211.11.210.8
先物
-82.59277.59537.59552.59652.5962594909672.59557.5
基準28.20.727.525.825.223.423.324.823.324.1
期近50.115.13532.328.223.12325.623.624.4
期先127.90.827.125.224.723.523.424.523.123.9
期先226.7125.72423.623.323.523.822.723.3
当/先1.80.51.31.31.111111
先/先2101.11111111

02856











750077508000825085008750900092509250925095009750100001025010500
8P7508P7758P8008P8258P8508P8758P9008P92592008C9258C9508C9758C10008C10258C1050
1111117.784.9121.236.32.21111
0000-0.1-2.2-6.123.9-38-61.9-14.6-3.2000
249.7213.2177.4142.1106.971.65445.649.251.556.682.1112.1140.4167.4
115.79880.663.445.620.711.812.813.814.419.135.959.673.286.2
0-0.01-0.01-0.01-0.01-0.01-0.1-0.66
0.360.030.010.010.010.01
0.0020.0020.0030.0050.0080.0170.1140.278
0.250.0460.0130.0080.0050.004
0.040.040.050.060.070.10.521.07
1.090.220.090.070.060.05
-12.67-12.34-11.95-11.47-10.85-9.97-38.55-66.85
-76.97-17.24-10.4-11.14-11.69-12.13
9P7509P7759P8009P8259P8509P8759P9009P92592009C9259C9509C9759C10009C10259C1050
18.627.14060.491.1138.5209.6309.4564.7255.3148.478.437.417.98.2
2.33.84.97.911.918.728.938.4-6.7-45.2-30.7-18.3-11.9-5.1-2
43.240.63835.733.431.329.427.427.527.526.425.62525.225.4
0.40.50.20.20.20.30.40.30.20.20.40.60.30.70.9
-0.04-0.06-0.09-0.13-0.19-0.27-0.38-0.52
0.480.340.220.120.070.03
0.0080.0110.0160.0230.0310.0410.0510.057
0.0570.0540.0450.0310.020.011
2.22.984.015.336.878.479.7710.22
10.229.427.525.183.261.88
-1.67-2.13-2.68-3.35-4.04-4.67-5.05-4.93
-4.96-4.39-3.4-2.29-1.45-0.84
10P75010P77510P80010P82510P85010P87510P90010P925914010C92510C95010C97510C100010C102510C1050
58.977.8103.2137.9184.9248.6331437.7762.9325.2214130.174.44020
6.67.912.316.820.728.135.243.85.5-38.3-29.2-20.6-14.5-7.8-4.6
39.937.935.934.132.53129.628.425.924.323.522.722.121.721.3
0.40.20.40.50.40.50.50.50.50.50.50.40.30.50.4
-0.08-0.11-0.15-0.19-0.25-0.32-0.4-0.5
0.490.380.270.180.110.06
0.0110.0140.0180.0220.0270.0320.0360.039
0.0450.0450.040.0330.0240.016
5.566.818.249.8211.4312.9113.9914.41
14.4113.7611.969.446.774.41
-1.96-2.28-2.62-2.97-3.29-3.54-3.66-3.62
-3.12-2.88-2.42-1.86-1.31-0.84

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
222.927.41242.2111250





0.6-0.51.60122.10





21.65.426.51.9218.2111000





0.7-0.70.8-0.5110.50





21.29.825.53.5193.3110750





0.5-2.20.6-1.398.60





21.32025.48.2167.4110500





0.4-4.60.9-286.20





21.74025.217.9140.4110250





0.5-7.80.7-5.173.20





22.174.42537.4112.1110000





0.3-14.50.3-11.959.70





22.7130.125.678.482.119750549.50629.925.2741.327.4
0.4-20.60.6-18.335.9-3.284.5068.1165.81
23.521426.4148.456.62.29500302.30450.926.2570.227.3
0.5-29.20.4-30.719.1-14.673.2-28.654.40.651.20.5
24.3325.227.5255.351.536.3925084.945.6309.427.4437.728.4
0.5-38.30.2-45.214.4-61.923.912.838.40.343.80.5
25.446829.6407.568.2211.490007.754209.629.433129.6
0.4-49.50.3-54.716.7-91.6-6.111.828.90.435.20.5
26.5636.931.3584.3105.54548750171.6138.531.3248.631
0.7-53.1-0.2-67.333.4-90.5-2.220.718.70.328.10.5






85001106.991.133.4184.932.5






-0.145.611.90.220.70.4






82501142.160.435.7137.934.1






063.47.90.216.80.5






80001177.44038103.235.9






080.64.90.212.30.4






77501213.227.140.677.837.9






0983.80.57.90.2






75001249.718.643.258.939.9






0115.72.30.46.60.4






7250128712.745.800






0133.82.4100






70001325.38.548.333.844






0152.41.20.74.30.6

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