2010年9月6日月曜日

2010/9/06(Mon) OP

P/C0.90.10.810.91.30.80.711.1
先物9287.5182.591059037.58922.58802.59127.58977.58892.58820
基準25.50.125.326.62829.626.726.62828.9
期近32.14.927.228.429.93227.727.428.830.1
期先124.6-0.224.825.927.328.426.22627.227.5
期先224.2-0.424.725.726.827.625.625.626.626.8
当/先1.30.21.11.11.11.11.11.11.11.1
先/先21011111111

33166











750077508000825085008750900092509250925095009750100001025010500
9P7509P7759P8009P8259P8509P8759P9009P92592909C9259C9509C9759C10009C10259C1050
1111.53.4829.397230.2133.237.582.411
00-0.7-2.1-7.5-21.9-55.2-115.2-51.363.918.430.900
85.673.761.953.146.33935.232.332.231.931.532.837.142.351.3
28.525.319.715.812.28.87.86.15.75.24.54.266.18.6
00-0.01-0.01-0.02-0.05-0.17-0.44
0.560.230.060.020.010.01
0.0020.0020.0030.0050.0130.0310.0810.137
0.1390.1090.0430.0150.0060.004
0.110.120.140.230.470.972.273.52
3.522.721.110.430.20.17
-1.38-1.35-1.31-1.79-3.2-5.62-11.85-16.9
-16.71-12.75-5.43-2.36-1.24-1.29
10P75010P77510P80010P82510P85010P87510P90010P925923010C92510C95010C97510C100010C102510C1050
11.517.827.944.670.2113.7181280.2535.9255.7145.876.436.916.77.6
-7.3-11.9-17.7-26.9-40.9-59.1-79.5-107.5-37.769.842.924.111.64.62.4
39.136.934.832.93129.628.427.625.121.821.621.621.621.822.3
1.20.90.80.70.40.30.40-0.3-0.6-0.6-0.5-0.6-0.8-0.5
-0.03-0.04-0.06-0.1-0.15-0.23-0.34-0.46
0.540.370.230.130.070.03
0.0060.0090.0130.020.0280.0380.0470.053
0.0670.0640.0520.0360.0220.012
1.712.443.454.816.448.319.9410.82
10.8110.38.285.723.481.99
-1.06-1.43-1.91-2.52-3.18-3.91-4.49-4.74
-3.77-3.55-2.85-1.98-1.21-0.71
11P75011P77511P80011P82511P85011P87511P90011P925923011C92511C95011C97511C100011C102511C1050
44.761.484.7115.1160.1217.2295.3394.8769.3374.5253.3161.299.656.832
-17.5-23.2-30.1-40.6-50.2-66.2-79-98.4-2078.458.540.629.216.59.4
35.533.932.430.829.728.327.326.324.722.521.821.22120.620.6
0.20.20.20.10.30.10.20.1-0.1-0.3-0.3-0.3-0.1-0.3-0.3
-0.07-0.09-0.13-0.17-0.22-0.29-0.37-0.46
0.540.420.310.220.140.09
0.0090.0120.0160.020.0250.030.0350.038
0.0450.0450.0420.0350.0270.02
5.26.568.159.8911.7913.5414.9615.73
15.7315.514.0111.678.876.33
-1.39-1.67-1.99-2.3-2.63-2.89-3.07-3.1
-2.68-2.56-2.25-1.85-1.38-0.98

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.8524.9176111250





-0.21.7-1.1015.60





20.69.1241.968.1111000





-0.42.6-0.60.413.40





20.51722.63.259.8110750





-0.45-0.80.711.10





20.63222.37.651.3110500





-0.39.4-0.52.48.60





20.656.821.816.742.3110250





-0.316.5-0.84.66.10





2199.621.636.937.12.410000





-0.129.2-0.611.660.9





21.2161.221.676.432.889750473.535.460228.769926.6
-0.340.6-0.524.14.23-174.49-151.1-0.6-1161.1
21.8253.321.6145.831.537.59500249.331.3421.527.7524.225.7
-0.358.5-0.642.94.518.4-163.84.6-131.4-0.2-115.80.1
22.5374.521.8255.731.9133.292509732.3280.227.6394.826.3
-0.378.4-0.669.85.263.9-115.26.1-107.50-98.40.1
23520.722407.333312900029.335.218128.4295.327.3
-0.693.2-0.996.55.1119.9-55.27.8-79.50.4-790.2
23.9696.821.7591.932.4540.58750839113.729.6217.228.3
-0.7111.8-1.7119.61.4153.4-21.98.8-59.10.3-66.20.1






85003.446.370.231160.129.7






-7.512.2-40.90.4-50.20.3






82501.553.144.632.9115.130.8






-2.115.8-26.90.7-40.60.1






8000161.927.934.884.732.4






-0.719.7-17.70.8-30.10.2






7750173.717.836.961.433.9






025.3-11.90.9-23.20.2






7500185.611.539.144.735.5






028.5-7.31.2-17.50.2






7250197.87.441.332.337






031.7-4.91.3-12.50.4






70001110.35.143.923.338.7






035.1-3.31.5-9.70.3






6750000000






000000






65001136.52.649.611.741.8






042.1-1.22.4-5.30.3

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