2010年9月10日金曜日

2010/9/10(Fri) OP

P/C0.7-0.411.41.20.90.810.91.3
先物9172.5809092.590159217.59287.591059037.58922.58802.5
基準24.8-0.625.427.326.425.525.326.62829.6
期近24.8-27.452.238.335.432.127.228.429.932
期先124.9-0.22526.725.524.624.825.927.328.4
期先28-172526.12524.224.725.726.827.6
当/先1-1.12.11.41.41.31.11.11.11.1
先/先23.12.111111111

276290











750077508000825085008750900092509250925095009750100001025010500
10P75010P77510P80010P82510P85010P87510P90010P925917010C92510C95010C97510C100010C102510C1050
8.113.121.637.363.3108180.1287.9494.7206.8109.250.620.98.43.2
7.112.120.636.362.3105.2151126.2327.1200.9108.249.619.97.42.2
37.635.232.93129.127.425.924.624.324.223.322.722.322.522.7
-199.3-165.1-131.5-97.8-64.3-40.4-31.2-14.3-16.9-18.3-40.5-72.7-102.5-130.3-156.8
-0.02-0.04-0.06-0.1-0.16-0.25-0.38-0.54
0.460.30.170.080.040.02
0.0060.0090.0140.0220.0330.0460.0580.064
0.0650.060.0450.0270.0150.007
1.331.992.954.356.098.029.579.98
9.988.776.383.862.081.01
-0.92-1.28-1.77-2.46-3.23-4.01-4.53-4.47
-4.42-3.74-2.65-1.58-0.86-0.42
11P75011P77511P80011P82511P85011P87511P90011P925917011C92511C95011C97511C100011C102511C1050
40.357.180.6114.9159.8221.2304.5412.5747334.5221136.679.744.823.1
27.436.445.757.264.966.158.739.2218.8179.6143.7101.764.938.620.6
34.132.631.129.828.326.925.724.624.524.523.522.62221.621.2
-4.4-3.7-3.4-2.9-2.8-2.9-3.1-3.70.32.41.70.90.1-0.6-1.6
-0.07-0.09-0.13-0.18-0.24-0.32-0.41-0.51
0.490.380.270.180.120.07
0.010.0140.0180.0230.0290.0350.040.043
0.0430.0430.0390.0320.0240.016
4.926.337.999.8711.7513.4814.7215.12
15.1214.4112.5910.057.44.95
-1.35-1.65-1.99-2.35-2.66-2.9-3.03-2.97
-2.97-2.72-2.29-1.78-1.29-0.84
12P75012P77512P80012P82512P85012P87512P90012P925925012C92512C95012C97512C100012C102512C1050
77.7013502300384.4000294.20130.5049.7
24.3-7530-145.230-273.616.2-491.9-767.3-275.4116.9-108.868.8-34.131.8
33.7031028.3025.900023.6022.1021.3
-1.5-33.7-1.4-31-1.4-28.6-1.6-26.9-24.2-22.81.4-21.80.8-21.10.3
-0.10-0.170-0.270-0.420
00.4100.2300.11
0.01100.01800.02600.0330
00.03600.0300.019
7.97011.42015.09017.80
017.7013.9708.62
-1.480-1.950-2.360-2.540
0-2.320-1.720-1.02

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
0021.33.128.2111250





-21.7-2.9-7.52.1-225.40





20.917.121.36.425.4111000





-0.312.1-4.85.4-204.40





0021.21223.21.310750





-20.9-9.1-3.310.5-181.90.3





21.349.721.223.122.73.210500





0.331.8-1.620.6-156.82.2





0021.644.822.58.410250





-21.1-34.1-0.638.6-130.37.4





22.1130.52279.722.320.910000





0.868.80.164.9-102.519.9





0022.6136.622.750.69750633.223.6718.12300
-21.8-108.80.9101.7-72.749.6-27.1-86.9-36.8-8.2-825-26.7
23.6294.223.522123.3109.29500439.123.7549.123.6622.523.8
1.4116.91.7143.7-40.5108.230.5-40.61.6-5.6-20-2.6
0024.5334.524.2206.89250287.924.6412.524.600
-22.8-275.42.4179.6-18.3200.9126.2-14.339.2-3.7-491.9-26.9
25.8557.325.6476.425.5348.79000180.125.9304.525.7384.425.9
2.3154.73.1200.9-34.3224.4151-31.258.7-3.116.2-1.6
0026.8643.827.2529.2875010827.4221.226.900
-24.3-557.54.7210.9-41.4183.7105.2-40.466.1-2.9-273.6-28.6






850063.329.1159.828.323028.3






62.3-64.364.9-2.830-1.4






825037.331114.929.800






36.3-97.857.2-2.9-145.2-31






800021.632.980.631.113531






20.6-131.545.7-3.430-1.4






775013.135.257.132.600






12.1-165.136.4-3.7-75-33.7






75008.137.640.334.177.733.7






7.1-199.327.4-4.424.3-1.5






72505.340.228.735.800






4.3-23420.5-5.2-37.9-36.7






70003.342.72037.44536.8






2.3-269.914.6-6.118.7-1.4






6750000000






000000






65001.648.79.840.82539.7






0.6-343.87.7-7.312-1.7

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