2010/9/06(Mon) OP
| P/C | 0.9 | 0.1 | 0.8 | 1 | 0.9 | 1.3 | 0.8 | 0.7 | 1 | 1.1 |
| 先物 | 9287.5 | 182.5 | 9105 | 9037.5 | 8922.5 | 8802.5 | 9127.5 | 8977.5 | 8892.5 | 8820 |
| 基準 | 25.5 | 0.1 | 25.3 | 26.6 | 28 | 29.6 | 26.7 | 26.6 | 28 | 28.9 |
| 期近 | 32.1 | 4.9 | 27.2 | 28.4 | 29.9 | 32 | 27.7 | 27.4 | 28.8 | 30.1 |
| 期先1 | 24.6 | -0.2 | 24.8 | 25.9 | 27.3 | 28.4 | 26.2 | 26 | 27.2 | 27.5 |
| 期先2 | 24.2 | -0.4 | 24.7 | 25.7 | 26.8 | 27.6 | 25.6 | 25.6 | 26.6 | 26.8 |
| 当/先 | 1.3 | 0.2 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 3 | 31 | 66 |
|
|
|
|
|
|
|
|
|
|
|
|
| 7500 | 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9250 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 |
| 9P750 | 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9290 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 |
| 1 | 1 | 1 | 1.5 | 3.4 | 8 | 29.3 | 97 | 230.2 | 133.2 | 37.5 | 8 | 2.4 | 1 | 1 |
| 0 | 0 | -0.7 | -2.1 | -7.5 | -21.9 | -55.2 | -115.2 | -51.3 | 63.9 | 18.4 | 3 | 0.9 | 0 | 0 |
| 85.6 | 73.7 | 61.9 | 53.1 | 46.3 | 39 | 35.2 | 32.3 | 32.2 | 31.9 | 31.5 | 32.8 | 37.1 | 42.3 | 51.3 |
| 28.5 | 25.3 | 19.7 | 15.8 | 12.2 | 8.8 | 7.8 | 6.1 | 5.7 | 5.2 | 4.5 | 4.2 | 6 | 6.1 | 8.6 |
| 0 | 0 | -0.01 | -0.01 | -0.02 | -0.05 | -0.17 | -0.44 |
| 0.56 | 0.23 | 0.06 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.005 | 0.013 | 0.031 | 0.081 | 0.137 |
| 0.139 | 0.109 | 0.043 | 0.015 | 0.006 | 0.004 |
| 0.11 | 0.12 | 0.14 | 0.23 | 0.47 | 0.97 | 2.27 | 3.52 |
| 3.52 | 2.72 | 1.11 | 0.43 | 0.2 | 0.17 |
| -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 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9230 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 11.5 | 17.8 | 27.9 | 44.6 | 70.2 | 113.7 | 181 | 280.2 | 535.9 | 255.7 | 145.8 | 76.4 | 36.9 | 16.7 | 7.6 |
| -7.3 | -11.9 | -17.7 | -26.9 | -40.9 | -59.1 | -79.5 | -107.5 | -37.7 | 69.8 | 42.9 | 24.1 | 11.6 | 4.6 | 2.4 |
| 39.1 | 36.9 | 34.8 | 32.9 | 31 | 29.6 | 28.4 | 27.6 | 25.1 | 21.8 | 21.6 | 21.6 | 21.6 | 21.8 | 22.3 |
| 1.2 | 0.9 | 0.8 | 0.7 | 0.4 | 0.3 | 0.4 | 0 | -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 |
| 0.54 | 0.37 | 0.23 | 0.13 | 0.07 | 0.03 |
| 0.006 | 0.009 | 0.013 | 0.02 | 0.028 | 0.038 | 0.047 | 0.053 |
| 0.067 | 0.064 | 0.052 | 0.036 | 0.022 | 0.012 |
| 1.71 | 2.44 | 3.45 | 4.81 | 6.44 | 8.31 | 9.94 | 10.82 |
| 10.81 | 10.3 | 8.28 | 5.72 | 3.48 | 1.99 |
| -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 |
| 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 9230 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 44.7 | 61.4 | 84.7 | 115.1 | 160.1 | 217.2 | 295.3 | 394.8 | 769.3 | 374.5 | 253.3 | 161.2 | 99.6 | 56.8 | 32 |
| -17.5 | -23.2 | -30.1 | -40.6 | -50.2 | -66.2 | -79 | -98.4 | -20 | 78.4 | 58.5 | 40.6 | 29.2 | 16.5 | 9.4 |
| 35.5 | 33.9 | 32.4 | 30.8 | 29.7 | 28.3 | 27.3 | 26.3 | 24.7 | 22.5 | 21.8 | 21.2 | 21 | 20.6 | 20.6 |
| 0.2 | 0.2 | 0.2 | 0.1 | 0.3 | 0.1 | 0.2 | 0.1 | -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 |
| 0.54 | 0.42 | 0.31 | 0.22 | 0.14 | 0.09 |
| 0.009 | 0.012 | 0.016 | 0.02 | 0.025 | 0.03 | 0.035 | 0.038 |
| 0.045 | 0.045 | 0.042 | 0.035 | 0.027 | 0.02 |
| 5.2 | 6.56 | 8.15 | 9.89 | 11.79 | 13.54 | 14.96 | 15.73 |
| 15.73 | 15.5 | 14.01 | 11.67 | 8.87 | 6.33 |
| -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 |
| IV | Price | IV | Price | IV | Price |
| Price | IV | Price | IV | Price | IV |
| 20.8 | 5 | 24.9 | 1 | 76 | 1 | 11250 |
|
|
|
|
|
|
| -0.2 | 1.7 | -1.1 | 0 | 15.6 | 0 |
|
|
|
|
|
|
| 20.6 | 9.1 | 24 | 1.9 | 68.1 | 1 | 11000 |
|
|
|
|
|
|
| -0.4 | 2.6 | -0.6 | 0.4 | 13.4 | 0 |
|
|
|
|
|
|
| 20.5 | 17 | 22.6 | 3.2 | 59.8 | 1 | 10750 |
|
|
|
|
|
|
| -0.4 | 5 | -0.8 | 0.7 | 11.1 | 0 |
|
|
|
|
|
|
| 20.6 | 32 | 22.3 | 7.6 | 51.3 | 1 | 10500 |
|
|
|
|
|
|
| -0.3 | 9.4 | -0.5 | 2.4 | 8.6 | 0 |
|
|
|
|
|
|
| 20.6 | 56.8 | 21.8 | 16.7 | 42.3 | 1 | 10250 |
|
|
|
|
|
|
| -0.3 | 16.5 | -0.8 | 4.6 | 6.1 | 0 |
|
|
|
|
|
|
| 21 | 99.6 | 21.6 | 36.9 | 37.1 | 2.4 | 10000 |
|
|
|
|
|
|
| -0.1 | 29.2 | -0.6 | 11.6 | 6 | 0.9 |
|
|
|
|
|
|
| 21.2 | 161.2 | 21.6 | 76.4 | 32.8 | 8 | 9750 | 473.5 | 35.4 | 602 | 28.7 | 699 | 26.6 |
| -0.3 | 40.6 | -0.5 | 24.1 | 4.2 | 3 | -174.4 | 9 | -151.1 | -0.6 | -116 | 1.1 |
| 21.8 | 253.3 | 21.6 | 145.8 | 31.5 | 37.5 | 9500 | 249.3 | 31.3 | 421.5 | 27.7 | 524.2 | 25.7 |
| -0.3 | 58.5 | -0.6 | 42.9 | 4.5 | 18.4 | -163.8 | 4.6 | -131.4 | -0.2 | -115.8 | 0.1 |
| 22.5 | 374.5 | 21.8 | 255.7 | 31.9 | 133.2 | 9250 | 97 | 32.3 | 280.2 | 27.6 | 394.8 | 26.3 |
| -0.3 | 78.4 | -0.6 | 69.8 | 5.2 | 63.9 | -115.2 | 6.1 | -107.5 | 0 | -98.4 | 0.1 |
| 23 | 520.7 | 22 | 407.3 | 33 | 312 | 9000 | 29.3 | 35.2 | 181 | 28.4 | 295.3 | 27.3 |
| -0.6 | 93.2 | -0.9 | 96.5 | 5.1 | 119.9 | -55.2 | 7.8 | -79.5 | 0.4 | -79 | 0.2 |
| 23.9 | 696.8 | 21.7 | 591.9 | 32.4 | 540.5 | 8750 | 8 | 39 | 113.7 | 29.6 | 217.2 | 28.3 |
| -0.7 | 111.8 | -1.7 | 119.6 | 1.4 | 153.4 | -21.9 | 8.8 | -59.1 | 0.3 | -66.2 | 0.1 |
|
|
|
|
|
| 8500 | 3.4 | 46.3 | 70.2 | 31 | 160.1 | 29.7 |
|
|
|
|
|
| -7.5 | 12.2 | -40.9 | 0.4 | -50.2 | 0.3 |
|
|
|
|
|
| 8250 | 1.5 | 53.1 | 44.6 | 32.9 | 115.1 | 30.8 |
|
|
|
|
|
| -2.1 | 15.8 | -26.9 | 0.7 | -40.6 | 0.1 |
|
|
|
|
|
| 8000 | 1 | 61.9 | 27.9 | 34.8 | 84.7 | 32.4 |
|
|
|
|
|
| -0.7 | 19.7 | -17.7 | 0.8 | -30.1 | 0.2 |
|
|
|
|
|
| 7750 | 1 | 73.7 | 17.8 | 36.9 | 61.4 | 33.9 |
|
|
|
|
|
| 0 | 25.3 | -11.9 | 0.9 | -23.2 | 0.2 |
|
|
|
|
|
| 7500 | 1 | 85.6 | 11.5 | 39.1 | 44.7 | 35.5 |
|
|
|
|
|
| 0 | 28.5 | -7.3 | 1.2 | -17.5 | 0.2 |
|
|
|
|
|
| 7250 | 1 | 97.8 | 7.4 | 41.3 | 32.3 | 37 |
|
|
|
|
|
| 0 | 31.7 | -4.9 | 1.3 | -12.5 | 0.4 |
|
|
|
|
|
| 7000 | 1 | 110.3 | 5.1 | 43.9 | 23.3 | 38.7 |
|
|
|
|
|
| 0 | 35.1 | -3.3 | 1.5 | -9.7 | 0.3 |
|
|
|
|
|
| 6750 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 6500 | 1 | 136.5 | 2.6 | 49.6 | 11.7 | 41.8 |
|
|
|
|
|
| 0 | 42.1 | -1.2 | 2.4 | -5.3 | 0.3 |
0 件のコメント:
コメントを投稿