2010年9月14日火曜日

2010/9/14(Tue) OP

P/C1.10.30.80.711.41.20.90.81
先物9252.5-7.592609172.59092.590159217.59287.591059037.5
基準25.1025.224.825.427.326.425.525.326.6
期近25.2025.224.852.238.335.432.127.228.4
期先124.8-0.22524.92526.725.524.624.825.9
期先224.8-0.325.182526.12524.224.725.7
当/先10112.11.41.41.31.11.1
先/先21013.1111111

235886











750077508000825085008750900092509250925095009750100001025010500
10P75010P77510P80010P82510P85010P87510P90010P925925010C92510C95010C97510C100010C102510C1050
4.2712.92443.478.5139.4234.3470.7236.3126.359.923.88.93.1
-0.9-1.8-2.5-3.1-4-5.3-4.5-4.8-10.8-6-4.1-2.5-3.1-1-0.5
38.235.633.631.729.828.126.725.325.225.224.223.7232323
-0.4-0.8-0.6-0.4-0.4-0.4-0.3-0.400.30.30.3-0.10.20.1
-0.01-0.02-0.04-0.07-0.12-0.21-0.33-0.49
0.510.340.20.10.040.02
0.0040.0060.0110.0180.0290.0430.0580.067
0.0680.0650.050.0320.0170.007
0.791.2323.174.746.668.469.33
9.338.626.5442.080.95
-0.65-0.93-1.43-2.15-3.02-3.99-4.82-5.03
-5.03-4.47-3.32-1.97-1.03-0.47
11P75011P77511P80011P82511P85011P87511P90011P925925011C92511C95011C97511C100011C102511C1050
3044.364.492.3132.5188.5264.3364.3731.8367.5246.4155.292.351.627
-3.8-3.4-4.6-5.2-7-6-6.1-4.6-13.6-9-7.9-5.1-4.5-3.1-2.5
3432.731.229.728.427.22624.824.824.823.82322.42221.6
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-0.05-0.08-0.11-0.15-0.21-0.28-0.37-0.48
0.520.410.30.210.130.08
0.0090.0120.0160.0210.0270.0340.0390.043
0.0430.0440.0410.0340.0260.018
4.035.366.948.7310.6812.5514.0214.74
14.7414.3812.8810.557.885.38
-1.17-1.5-1.85-2.22-2.59-2.91-3.11-3.12
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12P75012P77512P80012P82512P85012P87512P90012P925925012C92512C95012C97512C100012C102512C1050
64.685.4114.5150.6199.6261.5341.7443.2890.7447.5322.8223.314794.656.9
-4.9-5.1-5-5.3-6.3-8.1-8.8-7.8-17.5-9.6-8.1-4.9-5.3-5-3.7
33.732.230.929.528.32725.924.824.824.823.923.122.42221.5
-0.6-0.5-0.4-0.4-0.4-0.5-0.5-0.5-0.3-0.2-0.10-0.1-0.2-0.2
-0.09-0.11-0.15-0.19-0.25-0.31-0.39-0.47
0.530.430.340.260.180.12
0.010.0130.0170.0210.0250.0290.0330.036
0.0360.0370.0350.0320.0270.021
7.098.6310.4212.2814.1815.9117.2417.92
17.9217.7116.5214.4811.979.22
-1.38-1.61-1.86-2.09-2.32-2.48-2.57-2.56
-2.59-2.46-2.22-1.88-1.53-1.15

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
21.111.521.23.129.3111250





-0.3-1.7-0.3-0.70.70





21.119.621.36.726.3111000





-0.2-2-0.1-0.70.70





21.435.121.514.123.91.310750





0-1.60-0.90.5-0.1





21.556.921.627233.110500





-0.2-3.7-0.2-2.50.1-0.5





2294.62251.6238.910250





-0.2-5-0.1-3.10.2-1





22.414722.492.32323.810000





-0.1-5.3-0.1-4.5-0.1-3.1





23.1223.323155.223.759.99750557.523.8652.423.1717.523
0-4.90-5.10.3-2.50.1-0.4-2.2-0.4-4.3-0.4
23.9322.823.8246.424.2126.39500373.424.2492.523.8567.523.9
-0.1-8.1-0.1-7.90.3-4.1-3.8-0.5-4.8-0.4-7.3-0.5
24.8447.524.8367.525.2236.39250234.325.3364.324.8443.224.8
-0.2-9.6-0.1-90.3-6-4.8-0.4-4.6-0.3-7.8-0.5
25.8595.425.9517.526.2388.39000139.426.7264.326341.725.9
-0.3-12.1-0.2-10.30-9.4-4.5-0.3-6.1-0.4-8.8-0.5
2776527.2692.527.7579.2875078.528.1188.527.2261.527
-0.3-130.1-7.30.2-8.4-5.3-0.4-6-0.4-8.1-0.5






850043.429.8132.528.4199.628.3






-4-0.4-7-0.6-6.3-0.4






82502431.792.329.7150.629.5






-3.1-0.4-5.2-0.5-5.3-0.4






800012.933.664.431.2114.530.9






-2.5-0.6-4.6-0.5-5-0.4






7750735.644.332.785.432.2






-1.8-0.8-3.4-0.4-5.1-0.5






75004.238.2303464.633.7






-0.9-0.4-3.8-0.7-4.9-0.6






72502.74120.535.648.335.2






-0.7-0.5-2.4-0.6-3.8-0.5






70001.944.31437.236.236.7






-0.6-0.6-2.2-0.7-3.3-0.6






67501.447.89.438.700






-0.10.4-1.9-0.900






6500151.36.840.819.739.7






01-0.9-0.4-1.7-0.4






6250000000






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