2010年9月2日木曜日

2010/9/02(Thu) OP

P/C10.10.91.30.80.711.11.11.1
先物9037.51158922.58802.59127.58977.58892.588208972.59102.5
基準26.6-1.52829.626.726.62828.926.825.8
期近28.4-1.529.93227.727.428.830.127.526.5
期先125.9-1.427.328.426.22627.227.525.824.6
期先225.7-1.126.827.625.625.626.626.825.524.5
当/先1.101.11.11.11.11.11.11.11.1
先/先21011111111

73570











72507500775080008250850087509000900090009250950097501000010250
9P7259P7509P7759P8009P8259P8509P8759P90090409C9009C9259C9509C9759C10009C1025
1112.87.720.351.1128.9293.3164.459.717.14.61.31
00-0.9-2.8-8-19.3-42.7-71.9-30.441.416.94.81.70.30
59.751.343.240.137.133.930.628.828.628.327.227.428.730.335.6
6.56.12.51.91.10.5-0.6-0.7-0.8-1-0.9-0.80.1-0.3-0.8
00-0.01-0.02-0.04-0.1-0.22-0.45
0.550.280.10.030.010.01
0.0020.0020.0030.0070.0180.0390.0760.107
0.1090.0960.0510.020.0070.004
0.160.180.210.491.092.213.825.08
5.084.332.310.940.340.24
-0.63-0.61-0.6-1.33-2.75-5.07-7.91-9.91
-9.79-8.01-4.31-1.82-0.7-0.59
10P72510P75010P77510P80010P82510P85010P87510P900898010C90010C92510C95010C97510C100010C1025
16.825.238.75990.2136.9205.2303.9584.2280.3165.389.845.121.610.3
-6.6-9.7-14-19.6-28.9-38.4-53-65-20.144.930189.74.32.2
40.638.436.534.632.931.329.828.826.523.322.722.422.222.422.7
-0.2-0.3-0.3-0.2-0.4-0.3-0.5-0.4-0.6-0.8-0.7-0.6-0.6-0.7-0.6
-0.04-0.05-0.08-0.12-0.17-0.25-0.35-0.46
0.540.380.250.140.080.04
0.0070.010.0140.020.0280.0360.0440.049
0.0610.060.050.0360.0230.014
2.193.034.165.567.28.9110.3811.18
11.1710.758.96.44.112.46
-1.26-1.64-2.15-2.72-3.34-3.94-4.37-4.54
-3.69-3.46-2.82-2.02-1.3-0.79
11P72511P75011P77511P80011P82511P85011P87511P900898011C90011C92511C95011C97511C100011C1025
54.875.1100.7135.2180.4240.4319.3418.1815.9397.7274.9179.21106537.3
-15.2-17.9-24.3-29.7-35.7-45.3-53-63.7-16.247.53928.117.4117.9
37.435.934.332.831.43028.927.726.123.923.222.421.821.521.3
-0.6-0.4-0.5-0.5-0.4-0.4-0.3-0.3-0.4-0.6-0.3-0.3-0.5-0.4-0.2
-0.08-0.1-0.14-0.18-0.23-0.3-0.37-0.46
0.540.430.320.230.150.1
0.010.0130.0160.020.0250.0290.0330.036
0.0420.0430.040.0350.0280.02
5.727.138.6810.3712.1113.7415.0415.76
15.7615.5914.2712.029.376.82
-1.52-1.82-2.11-2.42-2.69-2.92-3.07-3.09
-2.69-2.58-2.28-1.87-1.43-1.03

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
21.56.424.21.152.7111000





-0.21.5-0.90.10.30





21.21123.42.147.2110750





-0.42-0.70.300





21.32123.14.741.5110500





-0.15-0.31.3-0.40





21.337.322.710.335.6110250





-0.27.9-0.62.2-0.80





21.56522.421.630.31.310000





-0.411-0.74.3-0.30.3





21.811022.245.128.74.69750





-0.517.4-0.69.70.11.7





22.4179.222.489.827.417.1950048228.5613.328.9697.526.4
-0.328.1-0.618-0.84.8-105.51.5-95.1-1-85.8-0.5
23.2274.922.7165.327.259.79250271.927.2437.528.2542.526.8
-0.339-0.730-0.916.9-101.6-1.8-85.7-1-76.1-0.5
23.9397.723.3280.328.3164.49000128.928.8303.928.8418.127.7
-0.647.5-0.844.9-141.4-71.9-0.7-65-0.4-63.7-0.3
24.8547.523.9433.230.3337.7875051.130.6205.229.8319.328.9
-0.658.7-0.863.1-0.572.7-42.7-0.6-53-0.5-53-0.3
25.672024.2615.133.8557.7850020.333.9136.931.3240.430
-0.867.5-1.374.90.395.2-19.30.5-38.4-0.3-45.3-0.4






82507.737.190.232.9180.431.4






-81.1-28.9-0.4-35.7-0.4






80002.840.15934.6135.232.8






-2.81.9-19.6-0.2-29.7-0.5






7750143.238.736.5100.734.3






-0.92.5-14-0.3-24.3-0.5






7500151.325.238.475.135.9






06.1-9.7-0.3-17.9-0.4






7250159.716.840.654.837.4






06.5-6.6-0.2-15.2-0.6






7000168.21142.740.639






07-4.10-9.8-0.3






6750000000






000000






65001864.947.321.842.4






08.1-1.90.1-7.2-0.7

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