2010年9月21日火曜日

2010/9/17(Fri) OP

P/C10.10.90.61.10.80.711.41.2
先物9572.51359437.59462.59252.592609172.59092.590159217.5
基準22.6-1.223.824.625.125.224.825.427.326.4
期近22.5-1.323.824.725.225.224.852.238.335.4
期先123-0.823.923.924.82524.92526.725.5
期先223.3-0.623.92424.825.182526.125
当/先10111112.11.41.4
先/先21011113.1111

205583











7750800082508500875090009250950095009500975010000102501050010750
10P77510P80010P82510P85010P87510P90010P92510P950957010C95010C97510C100010C102510C105010C1075
1.82.84.59.720.743.588.1170411.1241.1124.454.621.58.43.1
-1.1-2.1-4.9-9.9-17.8-32.4-52.5-77.3-2255.334.115.46.32.80.5
36.633.530.528.626.925.323.922.822.722.52221.621.722.322.8
0.90.4-0.5-0.6-0.6-0.8-0.8-0.8-0.9-1-0.7-0.9-0.8-0.5-1.3
-0.01-0.01-0.02-0.04-0.07-0.14-0.26-0.43
0.570.370.20.10.040.02
0.0020.0040.0060.0120.0230.040.060.076
0.0770.0760.0580.0350.0180.008
0.410.630.991.813.185.137.368.89
8.898.556.43.832.020.95
-0.37-0.52-0.74-1.28-2.1-3.19-4.31-4.96
-4.93-4.64-3.41-2.04-1.11-0.53
11P77511P80011P82511P85011P87511P90011P92511P950957011C95011C97511C100011C102511C105011C1075
17.627.84264.698.1145.9215309.1692.2383.1254.8160.295.15328.6
-9-11.9-18-25.3-33-45.5-58.1-71.7-10.361.444.630.320.411.86.8
31.330.128.727.526.325.224.223.323.323.322.421.721.32120.9
-0.6-0.4-0.5-0.5-0.4-0.5-0.4-0.3-0.3-0.4-0.5-0.5-0.4-0.5-0.4
-0.04-0.06-0.08-0.12-0.18-0.25-0.34-0.45
0.550.430.320.220.140.08
0.0070.010.0140.020.0260.0340.0410.046
0.0460.0470.0440.0370.0280.02
2.974.195.677.549.6611.8113.6614.75
14.7514.6713.3110.978.225.7
-0.84-1.14-1.47-1.87-2.29-2.68-2.98-3.09
-3.11-2.97-2.62-2.12-1.56-1.08
12P77512P80012P82512P85012P87512P90012P92512P950957012C95012C97512C100012C102512C105012C1075
4560.785.2115.9160219.2294.5392856.4464.3335.4233.915599.962.5
-13.1-19.3-22.4-29.8-36.2-46.4-56.3-68.3-365.353.439.929.320.213.3
31.229.728.627.326.325.424.423.623.523.422.722.121.521.221
-0.3-0.5-0.2-0.3-0.2-0.2-0.1-0.1-0.1-0.2-0.1-0.2-0.2-0.2-0.2
-0.07-0.09-0.12-0.16-0.22-0.28-0.36-0.45
0.550.450.360.270.190.13
0.0090.0120.0160.020.0240.0290.0340.037
0.0370.0380.0370.0340.0280.023
5.987.479.3511.3313.4815.5117.1418.11
18.1118.1317.1115.1412.619.92
-1.12-1.33-1.6-1.85-2.12-2.36-2.5-2.55
-2.56-2.48-2.28-1.96-1.61-1.25

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.813.421.2429.6111500





-0.13.6-0.31.1-1.30





20.822.820.97.426.5111250





-0.34.8-0.41.8-1.40





20.837.820.914.924.61.711000





-0.47.6-0.34-1.40.1





2162.520.928.622.83.110750





-0.213.3-0.46.8-1.30.5





21.299.9215322.38.410500





-0.220.2-0.511.8-0.52.8





21.515521.395.121.721.510250





-0.229.3-0.420.4-0.86.3





22.1233.921.7160.221.654.610000483.521.9587.521.8668.322.6
-0.239.9-0.530.3-0.915.4-119.2-0.9-104.9-0.6-84.70.4
22.7335.422.4254.822124.49750302.922.2433.122.5512.522.8
-0.153.4-0.544.6-0.734.1-99.8-0.6-89.3-0.4-82.3-0.2
23.4464.323.3383.122.5241.1950017022.8309.123.339223.6
-0.265.3-0.461.4-155.3-77.3-0.8-71.7-0.3-68.3-0.1
24.461824.2538.723.2406.5925088.123.921524.2294.524.4
-0.178-0.476.2-1.378.6-52.5-0.8-58.1-0.4-56.3-0.1
25.3791.925717.524.6612.5900043.525.3145.925.2219.225.4
-0.386.9-0.490-1.3100-32.4-0.8-45.5-0.5-46.4-0.2






875020.726.998.126.316026.3






-17.8-0.6-33-0.4-36.2-0.2






85009.728.664.627.5115.927.3






-9.9-0.6-25.3-0.5-29.8-0.3






82504.530.54228.785.228.6






-4.9-0.5-18-0.5-22.4-0.2






80002.833.527.830.160.729.7






-2.10.4-11.9-0.4-19.3-0.5






77501.836.617.631.34531.2






-1.10.9-9-0.6-13.1-0.3






75001.24011.832.932.632.5






-0.61.2-6.2-0.6-9.8-0.3






72501447.834.424.534.1






-0.51.3-4-0.5-6.20






7000149.15.336.216.935.2






03.1-2.6-0.3-6.4-0.6






6750154.33.537.900






03.2-1.6-0.100






6500159.62.740.28.838.2






03.3-10.1-3.3-0.4






6250000000






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