2010年9月13日月曜日

2010/9/13(Mon) OP

P/C0.80.10.711.41.20.90.810.9
先物926087.59172.59092.590159217.59287.591059037.58922.5
基準25.20.324.825.427.326.425.525.326.628
期近25.20.424.852.238.335.432.127.228.429.9
期先1250.124.92526.725.524.624.825.927.3
期先21-7.182526.12524.224.725.726.8
当/先1012.11.41.41.31.11.11.1
先/先22622.93.11111111

245987











750077508000825085008750900092509250925095009750100001025010500
10P75010P77510P80010P82510P85010P87510P90010P925925010C92510C95010C97510C100010C102510C1050
5.18.815.52747.583.9143.9239.2481.5242.3130.362.4279.93.6
-3-4.3-6.2-10.3-15.9-24.2-36.2-48.7-13.235.521.111.86.11.40.3
38.636.334.232.130.228.526.925.625.324.823.923.323.122.822.9
11.11.31.11.11.1110.80.70.50.60.80.30.2
-0.02-0.03-0.04-0.08-0.13-0.21-0.33-0.48
0.520.350.20.10.050.02
0.0040.0070.0110.0190.0290.0420.0560.065
0.0670.0650.0510.0330.0170.008
0.911.442.253.424.996.898.649.53
9.538.876.794.342.271.07
-0.72-1.07-1.58-2.25-3.09-4.02-4.76-5
-4.87-4.35-3.26-2.06-1.06-0.5
11P75011P77511P80011P82511P85011P87511P90011P925926011C92511C95011C97511C100011C102511C1050
33.847.76997.4139.5194.5270.4368.9745.4376.5254.2160.396.854.729.5
-6.5-9.4-11.6-17.5-20.3-26.7-34-43.6-1.64233.223.717.1106.4
34.833.131.730.22927.626.425.22524.923.92322.52221.7
0.60.50.60.40.70.60.60.60.50.50.50.40.50.40.5
-0.06-0.08-0.11-0.16-0.21-0.29-0.37-0.47
0.520.410.310.210.140.08
0.0090.0120.0160.0210.0270.0330.0380.042
0.0430.0440.0410.0340.0270.019
4.315.587.188.9410.8812.6914.1414.87
14.8714.5613.110.828.175.68
-1.26-1.55-1.91-2.27-2.65-2.94-3.13-3.14
-3.13-2.94-2.55-2.06-1.52-1.04
12P75012P77512P80012P82512P85012P87512P90012P925925012C92512C95012C97512C100012C102512C1050
69.40119.50205.90350.5000330.90152.3060.6
-8.20-15.50-24.10-33.900036.7021.8010.8
34.3031.3028.7026.400024022.5021.7
0.600.400.400.50000.400.400.4
-0.090-0.150-0.250-0.390
00.4400.2600.13
0.0100.01600.02400.0320
00.03600.03200.021
7.35010.61014.33017.350
017.85014.7209.54
-1.440-1.90-2.350-2.610
0-2.460-1.90-1.19

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
0021.53.828.6111250





000.20.70.40





21.321.621.47.525.7111000





0.44.50.11.10.20





0021.51523.41.310750





000.330.10





21.760.621.729.522.93.610500





0.410.80.56.40.20.3





002254.722.89.910250





000.4100.31.4





22.5152.322.596.823.12710000





0.421.80.517.10.86.1





0023160.323.362.49750557.424.1654.623.500
000.423.70.611.8-75.70.6-63.50.400
24330.923.9254.223.9130.39500377.224.7497.324.2574.824.4
0.436.70.533.20.521.1-61.91-51.90.6-47.70.6
0024.9376.524.8242.39250239.225.6368.925.200
000.5420.735.5-48.71-43.60.600
26.1607.426.1527.826.1397.79000143.926.9270.426.4350.526.4
0.350.10.551.40.649-36.21-340.6-33.90.5
0027.1699.827.5587.6875083.928.5194.527.600
000.356.10.358.4-24.21.1-26.70.600






850047.530.2139.529205.928.7






-15.91.1-20.30.7-24.10.4






82502732.197.430.200






-10.31.1-17.50.400






800015.534.26931.7119.531.3






-6.21.3-11.60.6-15.50.4






77508.836.347.733.100






-4.31.1-9.40.500






75005.138.633.834.869.434.3






-31-6.50.6-8.20.6






72503.441.52336.200






-1.91.3-5.80.300






70002.544.916.137.939.537.3






-0.82.2-3.80.5-5.50.5






6750000000






000000






6500150.47.641.221.440.1






-0.61.7-2.20.4-3.60.4






6250000000






000000






6250000000






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