2010年9月9日木曜日

2010/9/09(Thu) OP

P/C1-0.41.41.20.90.810.91.30.8
先物9092.577.590159217.59287.591059037.58922.58802.59127.5
基準25.4-1.927.326.425.525.326.62829.626.7
期近52.213.938.335.432.127.228.429.93227.7
期先125-1.726.725.524.624.825.927.328.426.2
期先225-1.126.12524.224.725.726.827.625.6
当/先2.10.71.41.41.31.11.11.11.11.1
先/先21011111111

02863











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
21.2526.11229.7111000





-0.7-0.1-0.60105.90





20.99.124.51.6205110750





-1.1-0.9-1-0.2940





2117.922.82.6179.4110500





-0.70.5-1.3-0.581.60





21.134.122.36.1152.7110250





-0.81.3-1.4-0.868.60





21.361.721.914.8124.8110000





-0.83.3-1.5-1.2550





21.8108.821.634.995.319750





-0.78.1-1.40.439.1-0.2





22.2177.321.777.363.819500408.564.3547.529.2642.526.4
-0.712.4-1.25.517.1-2.4-8311.4-71.1-1.4-64.3-0.8
22.8275.422154.942.55.99250161.738.9373.328.3491.926.9
-0.720.7-1.214.43.7-9.4-90.4-1.4-63.5-1.3-57-0.7
23.5402.622.5275.559.7124.3900029.157.1245.728.8368.227.5
-0.630.7-1.226.121.933.3-48.318.5-50.3-1-47.9-0.6
24.3557.522.2432.968.5345.587502.867.7155.129.8273.628.6
-0.935.2-1.935.528.869.1-13.123.9-39.2-1-40.9-0.7
24.7732.521.4627.278.4592.78500193.394.931.120029.7
-1.141.5-2.349.734.276.5-3.538.8-29.2-1-34.1-0.7






82501128.757.732.7145.231






-0.862.2-19.9-0.9-26-0.6






80001164.334.934.5104.932.4






084.2-14.2-1-20.1-0.5






77501200.220.736.37533.7






0101.4-9.4-0.9-16.5-0.7






75001236.812.938.553.435.2






0119-6.6-1-12.4-0.6






72501274.18.24137.936.7






0136.9-4.2-0.9-9.6-0.7






70001312.45.343.526.338.1






0155.3-2.6-0.6-8-0.9






6750000000






000000






65001392.2248.11341.4






0193.7-1-0.3-4.5-0.9

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