2010年9月15日水曜日

2010/9/15(Wed) OP

P/C0.6-0.51.10.80.711.41.20.90.8
先物9462.52109252.592609172.59092.590159217.59287.59105
基準24.6-0.625.125.224.825.427.326.425.525.3
期近24.7-0.525.225.224.852.238.335.432.127.2
期先123.9-0.924.82524.92526.725.524.624.8
期先224-0.824.825.182526.12524.224.7
当/先101112.11.41.41.31.1
先/先210113.111111

225785











7750800082508500875090009250950095009500975010000102501050010750
10P77510P80010P82510P85010P87510P90010P92510P950946010C95010C97510C100010C102510C105010C1075
4.37.713.324.945.683.5147.6250.8460.7209.9109.950.221.78.23.4
-2.7-5.2-10.7-18.5-33-55.9-86.7-122.7-39.183.65026.412.85.12.1
37.335.132.730.92927.425.924.824.524.323.723.223.423.323.9
1.81.611.10.90.70.60.50.30.200.20.40.30.1
-0.01-0.02-0.04-0.07-0.13-0.22-0.35-0.51
0.490.320.180.090.040.02
0.0040.0070.0120.0190.0310.0460.0610.069
0.070.0640.0480.0290.0150.007
0.821.332.083.34.956.938.679.34
9.348.336.063.741.940.98
-0.68-1.04-1.52-2.28-3.21-4.24-5.01-5.16
-5.09-4.42-3.15-1.96-1.01-0.53
11P77511P80011P82511P85011P87511P90011P92511P950946011C95011C97511C100011C102511C105011C1075
28.34261.290.1130.3189.2268.9376.2712.8336.6222.8139.28145.424.7
-16-22.4-31.1-42.3-58.2-75.1-95.4-116.3-2690.267.746.929.418.410.6
32.43129.528.226.925.824.723.923.723.622.922.321.721.421.4
-0.2-0.2-0.2-0.2-0.3-0.2-0.10.1-0.1-0.2-0.1-0.2-0.2-0.1-0.2
-0.05-0.08-0.11-0.15-0.22-0.29-0.39-0.5
0.50.390.280.190.120.07
0.0090.0120.0170.0220.0290.0360.0410.045
0.0450.0450.040.0330.0250.017
4.035.397.018.9310.9612.9214.3814.96
14.9614.3812.6510.137.465.13
-1.14-1.45-1.8-2.19-2.56-2.9-3.09-3.1
-3.09-2.87-2.46-1.92-1.4-0.96
12P77512P80012P82512P85012P87512P90012P92512P950946012C95012C97512C100012C102512C105012C1075
59.679.9109.2146.9197.6263346.9455.6873.1417.5298.5205135.485.654.6
-25.8-34.6-41.4-52.7-63.9-78.7-96.3-111.9-17.294.775.25840.928.719.5
31.830.429.22826.925.824.723.923.923.82322.421.921.421.4
-0.5-0.6-0.3-0.3-0.2-0.1-0.10.10-0.1-0.10-0.1-0.1-0.1
-0.08-0.11-0.15-0.19-0.25-0.32-0.4-0.49
0.510.420.320.240.170.12
0.0110.0140.0170.0210.0260.030.0340.036
0.0370.0370.0350.0310.0260.02
7.068.6910.5912.5914.5916.3817.6918.25
18.2517.8516.4614.2711.629.09
-1.31-1.54-1.81-2.06-2.29-2.46-2.55-2.55
-2.55-2.41-2.16-1.83-1.46-1.14

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
21.512.921.33.129.9111500





0.25.9-0.41.4-2.40





21.119.521.36.526.9111250





080.13.4-2.50





21.23321.212.625.31.711000





0.113.4-0.15.8-10.7





21.454.621.424.723.93.410750





-0.119.5-0.210.60.12.1





21.485.621.445.423.38.210500





-0.128.7-0.118.40.35.1





21.9135.421.78123.421.710250





-0.140.9-0.229.40.412.8





22.420522.3139.223.250.210000591.724675.922.3742.522.5
058-0.246.90.226.4-180.30.6-161.60-1500.1
23298.522.9222.823.7109.99750399.824.1512.423.158523.1
-0.175.2-0.167.7050-157.70.3-1400-132.50
23.8417.523.6336.624.3209.99500250.824.8376.223.9455.623.9
-0.194.7-0.290.20.283.6-122.70.5-116.30.1-111.90.1
24.656024.6480.125.6357.79250147.625.9268.924.7346.924.7
-0.2112.5-0.2112.60.4121.3-86.70.6-95.4-0.1-96.3-0.1
25.672525.5649.226.8542.7900083.527.4189.225.826325.8
-0.2129.6-0.4131.70.7154.5-55.90.7-75.1-0.2-78.7-0.1






875045.629130.326.9197.626.9






-330.9-58.2-0.3-63.9-0.2






850024.930.990.128.2146.928






-18.51.1-42.3-0.2-52.7-0.3






825013.332.761.229.5109.229.2






-10.71-31.1-0.2-41.4-0.3






80007.735.1423179.930.4






-5.21.6-22.4-0.2-34.6-0.6






77504.337.328.332.459.631.8






-2.71.8-16-0.2-25.8-0.5






75002.639.919.734.143.833.1






-1.61.7-10.30-20.8-0.6






72501.843.113.135.532.534.6






-0.92.1-7.4-0.1-15.8-0.6






70001.246.48.73723.936






-0.62-5.2-0.1-12.4-0.7






6750150.3638.700






-0.42.5-3.5000






6500155.44.340.712.839






04.1-2.50-6.9-0.7






6250000000






000000

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