2010年9月8日水曜日

2010/9/08(Wed) OP

P/C1.40.21.20.90.810.91.30.80.7
先物9015-202.59217.59287.591059037.58922.58802.59127.58977.5
基準27.30.926.425.525.326.62829.626.726.6
期近38.32.935.432.127.228.429.93227.727.4
期先126.71.225.524.624.825.927.328.426.226
期先226.11.12524.224.725.726.827.625.625.6
当/先1.401.41.31.11.11.11.11.11.1
先/先21011111111

12964











72507500775080008250850087509000900090009250950097501000010250
9P7259P7509P7759P8009P8259P8509P8759P90090109C9009C9259C9509C9759C10009C1025
11111.84.515.977.4168.490.915.33.41.211
00000.31.87.842.9-118.3-161.2-73.1-16-2.400
137.2117.898.880.166.554.443.838.638.237.938.846.756.269.884.1
23.618.814.19.46.65.11.80.60.3-0.13.711.518.426.930.1
00-0.01-0.01-0.01-0.04-0.13-0.47
0.530.140.030.010.010.01
0.0020.0020.0030.0040.010.0270.0880.187
0.190.1050.030.010.0060.004
0.070.080.090.110.190.451.162.19
2.191.230.420.170.120.1
-3.4-3.31-3.21-3.09-4.75-8.91-18.7-30.98
-30.43-17.54-7.17-3.49-3.08-3.2
10P72510P75010P77510P80010P82510P85010P87510P900895010C90010C92510C95010C97510C100010C1025
12.519.530.149.177.6124.1194.3296.1545.5249.4140.571.834.5167
4.36.29.416.225.540.96288.9-26-114.9-83.7-52.3-27.5-13.5-5.9
41.939.637.235.533.632.130.829.826.923.723.222.92323.423.7
0.30-0.10.10.10.40.60.80.80.80.60.71.11.21.4
-0.03-0.04-0.07-0.11-0.16-0.24-0.35-0.47
0.520.360.220.120.060.03
0.0060.0090.0140.020.0290.0380.0470.052
0.0660.0630.050.0340.0210.011
1.692.423.394.746.318.029.4710.18
10.189.577.575.173.171.76
-1.21-1.63-2.15-2.86-3.6-4.37-4.95-5.16
-4.12-3.79-2.96-2.03-1.26-0.71
11P72511P75011P77511P80011P82511P85011P87511P900896011C90011C92511C95011C97511C100011C1025
47.565.791.5125171.3234.1314.5416.2788.1372254.7164.9100.758.432.8
12.215.823.130.541.758.474.591.8-18.8-110.5-87.8-63.8-43.8-28.2-17.2
37.435.834.432.931.530.429.228.126.224.123.522.922.422.121.9
0.200.20.10.20.50.50.50.50.50.50.70.70.80.8
-0.07-0.1-0.13-0.17-0.23-0.3-0.38-0.47
0.530.420.310.220.140.09
0.010.0130.0160.0210.0250.030.0340.037
0.0440.0440.0410.0350.0270.019
5.146.498.069.7511.5113.1514.4115.06
15.0714.7713.3711.128.526.09
-1.49-1.8-2.15-2.49-2.82-3.1-3.26-3.28
-2.83-2.71-2.39-1.94-1.46-1.04

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
225.126.71123.8111000





0.9-2.92.2-0.439.20





221025.51.8111110750





1.1-4.92.2-0.836.30





21.717.424.23.197.8110500





0.7-10.31.6-2.433.30





21.932.823.7784.1110250





0.8-17.21.4-5.930.10





22.158.423.41669.8110000





0.8-28.21.2-13.526.90





22.4100.72334.556.21.29750





0.7-43.81.1-27.518.4-2.4





22.9164.922.971.846.73.49500491.652.8618.630.5706.827.2
0.7-63.80.7-52.311.5-1618917.2150.82.1139.11.1
23.5254.723.2140.538.815.39250252.140.3436.829.6548.827.6
0.5-87.80.6-83.73.7-73.1131.45.3120.81.3117.60.9
24.137223.7249.437.990.9900077.438.6296.129.8416.228.1
0.5-110.50.8-114.9-0.1-161.242.90.688.90.891.80.5
25.2522.324.1397.439.7276.4875015.943.8194.330.8314.529.2
0.6-130.21.1-144.1-4-200.87.81.8620.674.50.5
25.869123.7577.544.1516.385004.554.4124.132.1234.130.4
0.8-146.52-166.10.6-202.41.85.140.90.458.40.5






82501.866.577.633.6171.331.5






0.36.625.50.141.70.2






8000180.149.135.512532.9






09.416.20.130.50.1






7750198.830.137.291.534.4






014.19.4-0.123.10.2






75001117.819.539.665.735.8






018.86.2015.80






72501137.212.541.947.537.4






023.64.30.312.20.2






70001157.17.944.134.339






028.52.3-0.19.10.3






6750000000






000000






65001198.6348.417.542.4






038.60.7-0.34.70.3

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