2010年9月7日火曜日

2010/9/07(Tue) OP

P/C1.20.30.90.810.91.30.80.71
先物9217.5-709287.591059037.58922.58802.59127.58977.58892.5
基準26.40.925.525.326.62829.626.726.628
期近35.43.332.127.228.429.93227.727.428.8
期先125.5124.624.825.927.328.426.22627.2
期先2250.724.224.725.726.827.625.625.626.6
当/先1.40.11.31.11.11.11.11.11.11.1
先/先21011111111

23065











750077508000825085008750900092509250925095009750100001025010500
9P7509P7759P8009P8259P8509P8759P9009P92592209C9259C9509C9759C10009C10259C1050
1111.52.78.134.5120.7209.188.419.53.7111
0000-0.70.15.323.7-21.1-44.8-18-4.4-1.400
9984.770.759.949.3423835353535.237.842.85464.6
13.4118.76.83.132.82.62.93.13.755.711.613.3
00-0.01-0.01-0.02-0.06-0.21-0.54
0.460.150.030.010.010.01
0.0020.0020.0030.0060.0130.0380.1030.153
0.1530.0880.0270.0080.0050.004
0.090.110.120.20.350.882.152.94
2.941.70.550.190.160.14
-1.95-1.9-1.84-2.51-3.68-7.8-17.31-21.77
-21.82-12.7-4.43-1.71-1.79-1.86
10P75010P77510P80010P82510P85010P87510P90010P925916010C92510C95010C97510C100010C102510C1050
13.320.732.952.183.2132.3207.1316540.2224.2124.16229.412.85.5
1.82.957.51318.626.135.84.3-31.5-21.7-14.4-7.5-3.8-2.1
39.637.435.433.431.730.22928.22522.622.22222.122.322.6
0.50.50.60.50.70.60.60.60.70.80.70.40.50.50.3
-0.03-0.05-0.07-0.12-0.18-0.26-0.37-0.5
0.490.330.20.110.050.02
0.0070.010.0150.0220.0310.040.0490.053
0.0660.0610.0470.0310.0180.01
1.862.663.765.176.878.6310.0510.61
10.69.647.374.92.861.53
-1.21-1.63-2.19-2.84-3.58-4.29-4.79-4.92
-3.95-3.53-2.67-1.79-1.05-0.57
11P75011P77511P80011P82511P85011P87511P90011P925916011C92511C95011C97511C100011C102511C1050
49.968.494.6129.6175.7239.9324.4431.2773.7342.5228.7144.586.65027.7
5.379.914.515.622.829.136.44.3-32-24.6-16.7-13-6.8-4.3
35.834.232.731.329.928.727.726.724.62322.321.721.321.121
0.30.30.30.50.20.30.40.40.40.50.40.50.30.50.4
-0.08-0.1-0.14-0.18-0.24-0.31-0.4-0.49
0.510.390.290.20.130.08
0.010.0130.0170.0220.0270.0320.0360.038
0.0450.0440.040.0330.0250.018
5.536.928.5610.3412.1313.815.0315.56
15.561513.2710.788.15.67
-1.51-1.81-2.14-2.47-2.76-3.02-3.17-3.16
-2.74-2.56-2.21-1.76-1.31-0.91

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
21.14.126.2194111250





0.3-0.91.30180





21.1824.41.484.5111000





0.5-1.10.5-0.516.50





2114.923.32.574.8110750





0.5-2.10.6-0.714.90





2127.722.65.564.6110500





0.4-4.30.3-2.113.30





21.15022.312.854110250





0.5-6.80.5-3.811.60





21.386.622.129.442.8110000





0.3-130.5-7.55.7-1.4





21.7144.5226237.83.79750538.641.7651.529.173526.1
0.5-16.70.4-14.45-4.465.16.349.50.436-0.5
22.3228.722.2124.135.219.59500302.535.6467.828.5567.726.1
0.4-24.60.7-21.73.7-1853.34.346.30.843.60.4
23342.522.6224.23588.49250120.73531628.2431.226.7
0.5-320.8-31.53.1-44.823.72.635.80.636.40.4
23.6482.522.9364.338252.1900034.538207.129324.427.7
0.6-38.20.8-435-59.95.32.826.10.629.10.4
24.5652.523541.543.6477.187508.142132.330.2239.928.7
0.7-44.31.3-50.411.3-63.40.1318.60.622.80.3






85002.749.383.231.7175.729.9






-0.73.1130.715.60.2






82501.559.952.133.4129.631.3






06.87.50.514.50.5






8000170.732.935.494.632.7






08.750.69.90.3






7750184.720.737.468.434.2






0112.90.570.3






750019913.339.649.935.8






013.41.80.55.30.3






72501113.68.241.635.337.2






015.80.80.33.10.1






70001128.65.644.225.238.7






018.30.40.21.90.1






6750000000






000000






65001159.92.348.712.842.1






023.4-0.3-0.91.20.2

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