2010年9月16日木曜日

2010/9/16(Thu) OP

P/C0.90.20.61.10.80.711.41.20.9
先物9437.5-259462.59252.592609172.59092.590159217.59287.5
基準23.8-0.724.625.125.224.825.427.326.425.5
期近23.8-0.924.725.225.224.852.238.335.432.1
期先123.9023.924.82524.92526.725.524.6
期先223.9-0.12424.825.182526.12524.2
当/先1011112.11.41.41.3
先/先2101113.11111

215684











7750800082508500875090009250950095009500975010000102501050010750
10P77510P80010P82510P85010P87510P90010P92510P950944010C95010C97510C100010C102510C105010C1075
2.94.99.419.638.575.9140.6247.3433.1185.890.439.215.25.62.6
-1.4-2.8-3.9-5.3-7-7.6-7.1-3.5-27.6-24.1-19.5-11-6.5-2.6-0.7
35.73330.929.327.526.124.623.523.523.622.722.522.522.824.1
-1.6-2.1-1.8-1.6-1.5-1.3-1.3-1.3-1-0.8-1-0.7-0.8-0.50.2
-0.01-0.02-0.03-0.07-0.12-0.22-0.36-0.53
0.470.290.150.070.030.01
0.0030.0060.010.0190.0320.0490.0660.074
0.0740.0660.0450.0260.0130.006
0.610.991.692.94.596.78.519.08
9.087.775.343.011.490.81
-0.51-0.76-1.22-1.99-2.95-4.08-4.9-4.98
-5.02-4.14-2.82-1.59-0.8-0.46
11P77511P80011P82511P85011P87511P90011P92511P950944011C95011C97511C100011C102511C105011C1075
26.639.76089.9131191.3273.1380.8702.4321.7210.2129.974.741.221.7
-1.7-2.3-1.2-0.20.72.24.24.5-10.4-14.9-12.6-9.3-6.3-4.2-3
31.930.529.22826.725.624.623.523.623.722.922.321.721.521.3
-0.5-0.5-0.3-0.2-0.2-0.2-0.2-0.3-0.100000-0.1
-0.05-0.07-0.11-0.16-0.22-0.3-0.4-0.51
0.490.380.270.180.110.07
0.0090.0120.0170.0230.030.0370.0420.046
0.0450.0450.040.0320.0240.016
3.895.246.948.9110.9612.914.3114.79
14.7914.0712.249.677.014.71
-1.1-1.41-1.8-2.21-2.59-2.93-3.11-3.08
-3.12-2.86-2.42-1.87-1.34-0.89
12P77512P80012P82512P85012P87512P90012P92512P950944012C95012C97512C100012C102512C105012C1075
58.180107.6145.7196.3265.7350.8460.4859.4399.1282194125.779.749.2
-1.50-1.6-1.2-1.42.63.94.8-13.6-18.4-16.4-11.1-9.8-5.9-5.4
31.430.228.927.626.525.624.523.723.623.622.822.321.721.421.2
-0.3-0.1-0.3-0.3-0.4-0.2-0.2-0.3-0.2-0.2-0.2-0.1-0.10-0.2
-0.08-0.11-0.15-0.2-0.25-0.33-0.41-0.5
0.50.40.310.230.160.11
0.0110.0140.0180.0220.0270.0310.0350.037
0.0370.0370.0350.0310.0250.02
6.988.6910.5412.5614.5616.3617.6218.1
18.117.5816.113.811.168.55
-1.3-1.55-1.8-2.05-2.28-2.47-2.55-2.53
-2.54-2.38-2.13-1.78-1.42-1.08

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.99.921.52.930.9111500





-0.6-30.2-0.21.10





21.11821.35.627.9111250





0.1-1.50-0.910





21.230.221.210.9261.611000





0-2.90-1.70.7-0.1





21.249.221.321.724.12.610750





-0.2-5.4-0.1-30.2-0.7





21.479.721.541.222.85.610500





0-5.90-4.2-0.5-2.6





21.7125.721.774.722.515.210250





-0.1-9.80-6.3-0.8-6.5





22.319422.3129.922.539.210000602.722.8692.422.4753.122.2
-0.1-11.10-9.3-0.7-1111-1.116.40.110.6-0.3
22.828222.9210.222.790.49750402.722.8522.422.9594.822.9
-0.2-16.40-12.6-1-19.52.9-1.310-0.29.8-0.1
23.6399.123.7321.723.6185.89500247.323.5380.823.5460.423.7
-0.2-18.40-14.9-0.8-24.1-3.5-1.34.5-0.34.8-0.3
24.554024.6462.524.5327.99250140.624.6273.124.6350.824.5
-0.1-200-17.6-1-29.8-7.1-1.34.2-0.23.9-0.2
25.670525.4627.525.9512.5900075.926.1191.325.6265.725.6
0-20-0.1-21.7-1-30.2-7.6-1.32.2-0.22.6-0.2






875038.527.513126.7196.326.5






-7-1.50.7-0.2-1.4-0.4






850019.629.389.928145.727.6






-5.3-1.6-0.2-0.2-1.2-0.3






82509.430.96029.2107.628.9






-3.9-1.8-1.2-0.3-1.6-0.3






80004.93339.730.58030.2






-2.8-2.1-2.3-0.50-0.1






77502.935.726.631.958.131.4






-1.4-1.6-1.7-0.5-1.5-0.3






75001.838.71833.542.432.8






-0.8-1.2-1.8-0.6-1.4-0.3






72501.542.711.834.930.734.1






-0.3-0.4-1.3-0.6-1.8-0.5






70001467.936.523.335.8






-0.2-0.4-0.9-0.5-0.6-0.2






6750151.15.13800






00.8-0.9-0.700






6500156.33.740.11238.6






00.9-0.6-0.7-0.8-0.4






6250000000






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