2010/9/17(Fri) OP
| P/C | 1 | 0.1 | 0.9 | 0.6 | 1.1 | 0.8 | 0.7 | 1 | 1.4 | 1.2 |
| 先物 | 9572.5 | 135 | 9437.5 | 9462.5 | 9252.5 | 9260 | 9172.5 | 9092.5 | 9015 | 9217.5 |
| 基準 | 22.6 | -1.2 | 23.8 | 24.6 | 25.1 | 25.2 | 24.8 | 25.4 | 27.3 | 26.4 |
| 期近 | 22.5 | -1.3 | 23.8 | 24.7 | 25.2 | 25.2 | 24.8 | 52.2 | 38.3 | 35.4 |
| 期先1 | 23 | -0.8 | 23.9 | 23.9 | 24.8 | 25 | 24.9 | 25 | 26.7 | 25.5 |
| 期先2 | 23.3 | -0.6 | 23.9 | 24 | 24.8 | 25.1 | 8 | 25 | 26.1 | 25 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 2.1 | 1.4 | 1.4 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 3.1 | 1 | 1 | 1 |
| 20 | 55 | 83 |
|
|
|
|
|
|
|
|
|
|
|
|
| 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9500 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9570 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 1.8 | 2.8 | 4.5 | 9.7 | 20.7 | 43.5 | 88.1 | 170 | 411.1 | 241.1 | 124.4 | 54.6 | 21.5 | 8.4 | 3.1 |
| -1.1 | -2.1 | -4.9 | -9.9 | -17.8 | -32.4 | -52.5 | -77.3 | -22 | 55.3 | 34.1 | 15.4 | 6.3 | 2.8 | 0.5 |
| 36.6 | 33.5 | 30.5 | 28.6 | 26.9 | 25.3 | 23.9 | 22.8 | 22.7 | 22.5 | 22 | 21.6 | 21.7 | 22.3 | 22.8 |
| 0.9 | 0.4 | -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 |
| 0.57 | 0.37 | 0.2 | 0.1 | 0.04 | 0.02 |
| 0.002 | 0.004 | 0.006 | 0.012 | 0.023 | 0.04 | 0.06 | 0.076 |
| 0.077 | 0.076 | 0.058 | 0.035 | 0.018 | 0.008 |
| 0.41 | 0.63 | 0.99 | 1.81 | 3.18 | 5.13 | 7.36 | 8.89 |
| 8.89 | 8.55 | 6.4 | 3.83 | 2.02 | 0.95 |
| -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 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9570 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 17.6 | 27.8 | 42 | 64.6 | 98.1 | 145.9 | 215 | 309.1 | 692.2 | 383.1 | 254.8 | 160.2 | 95.1 | 53 | 28.6 |
| -9 | -11.9 | -18 | -25.3 | -33 | -45.5 | -58.1 | -71.7 | -10.3 | 61.4 | 44.6 | 30.3 | 20.4 | 11.8 | 6.8 |
| 31.3 | 30.1 | 28.7 | 27.5 | 26.3 | 25.2 | 24.2 | 23.3 | 23.3 | 23.3 | 22.4 | 21.7 | 21.3 | 21 | 20.9 |
| -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 |
| 0.55 | 0.43 | 0.32 | 0.22 | 0.14 | 0.08 |
| 0.007 | 0.01 | 0.014 | 0.02 | 0.026 | 0.034 | 0.041 | 0.046 |
| 0.046 | 0.047 | 0.044 | 0.037 | 0.028 | 0.02 |
| 2.97 | 4.19 | 5.67 | 7.54 | 9.66 | 11.81 | 13.66 | 14.75 |
| 14.75 | 14.67 | 13.31 | 10.97 | 8.22 | 5.7 |
| -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 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9570 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 45 | 60.7 | 85.2 | 115.9 | 160 | 219.2 | 294.5 | 392 | 856.4 | 464.3 | 335.4 | 233.9 | 155 | 99.9 | 62.5 |
| -13.1 | -19.3 | -22.4 | -29.8 | -36.2 | -46.4 | -56.3 | -68.3 | -3 | 65.3 | 53.4 | 39.9 | 29.3 | 20.2 | 13.3 |
| 31.2 | 29.7 | 28.6 | 27.3 | 26.3 | 25.4 | 24.4 | 23.6 | 23.5 | 23.4 | 22.7 | 22.1 | 21.5 | 21.2 | 21 |
| -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 |
| 0.55 | 0.45 | 0.36 | 0.27 | 0.19 | 0.13 |
| 0.009 | 0.012 | 0.016 | 0.02 | 0.024 | 0.029 | 0.034 | 0.037 |
| 0.037 | 0.038 | 0.037 | 0.034 | 0.028 | 0.023 |
| 5.98 | 7.47 | 9.35 | 11.33 | 13.48 | 15.51 | 17.14 | 18.11 |
| 18.11 | 18.13 | 17.11 | 15.14 | 12.61 | 9.92 |
| -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 |
| IV | Price | IV | Price | IV | Price |
| Price | IV | Price | IV | Price | IV |
| 20.8 | 13.4 | 21.2 | 4 | 29.6 | 1 | 11500 |
|
|
|
|
|
|
| -0.1 | 3.6 | -0.3 | 1.1 | -1.3 | 0 |
|
|
|
|
|
|
| 20.8 | 22.8 | 20.9 | 7.4 | 26.5 | 1 | 11250 |
|
|
|
|
|
|
| -0.3 | 4.8 | -0.4 | 1.8 | -1.4 | 0 |
|
|
|
|
|
|
| 20.8 | 37.8 | 20.9 | 14.9 | 24.6 | 1.7 | 11000 |
|
|
|
|
|
|
| -0.4 | 7.6 | -0.3 | 4 | -1.4 | 0.1 |
|
|
|
|
|
|
| 21 | 62.5 | 20.9 | 28.6 | 22.8 | 3.1 | 10750 |
|
|
|
|
|
|
| -0.2 | 13.3 | -0.4 | 6.8 | -1.3 | 0.5 |
|
|
|
|
|
|
| 21.2 | 99.9 | 21 | 53 | 22.3 | 8.4 | 10500 |
|
|
|
|
|
|
| -0.2 | 20.2 | -0.5 | 11.8 | -0.5 | 2.8 |
|
|
|
|
|
|
| 21.5 | 155 | 21.3 | 95.1 | 21.7 | 21.5 | 10250 |
|
|
|
|
|
|
| -0.2 | 29.3 | -0.4 | 20.4 | -0.8 | 6.3 |
|
|
|
|
|
|
| 22.1 | 233.9 | 21.7 | 160.2 | 21.6 | 54.6 | 10000 | 483.5 | 21.9 | 587.5 | 21.8 | 668.3 | 22.6 |
| -0.2 | 39.9 | -0.5 | 30.3 | -0.9 | 15.4 | -119.2 | -0.9 | -104.9 | -0.6 | -84.7 | 0.4 |
| 22.7 | 335.4 | 22.4 | 254.8 | 22 | 124.4 | 9750 | 302.9 | 22.2 | 433.1 | 22.5 | 512.5 | 22.8 |
| -0.1 | 53.4 | -0.5 | 44.6 | -0.7 | 34.1 | -99.8 | -0.6 | -89.3 | -0.4 | -82.3 | -0.2 |
| 23.4 | 464.3 | 23.3 | 383.1 | 22.5 | 241.1 | 9500 | 170 | 22.8 | 309.1 | 23.3 | 392 | 23.6 |
| -0.2 | 65.3 | -0.4 | 61.4 | -1 | 55.3 | -77.3 | -0.8 | -71.7 | -0.3 | -68.3 | -0.1 |
| 24.4 | 618 | 24.2 | 538.7 | 23.2 | 406.5 | 9250 | 88.1 | 23.9 | 215 | 24.2 | 294.5 | 24.4 |
| -0.1 | 78 | -0.4 | 76.2 | -1.3 | 78.6 | -52.5 | -0.8 | -58.1 | -0.4 | -56.3 | -0.1 |
| 25.3 | 791.9 | 25 | 717.5 | 24.6 | 612.5 | 9000 | 43.5 | 25.3 | 145.9 | 25.2 | 219.2 | 25.4 |
| -0.3 | 86.9 | -0.4 | 90 | -1.3 | 100 | -32.4 | -0.8 | -45.5 | -0.5 | -46.4 | -0.2 |
|
|
|
|
|
| 8750 | 20.7 | 26.9 | 98.1 | 26.3 | 160 | 26.3 |
|
|
|
|
|
| -17.8 | -0.6 | -33 | -0.4 | -36.2 | -0.2 |
|
|
|
|
|
| 8500 | 9.7 | 28.6 | 64.6 | 27.5 | 115.9 | 27.3 |
|
|
|
|
|
| -9.9 | -0.6 | -25.3 | -0.5 | -29.8 | -0.3 |
|
|
|
|
|
| 8250 | 4.5 | 30.5 | 42 | 28.7 | 85.2 | 28.6 |
|
|
|
|
|
| -4.9 | -0.5 | -18 | -0.5 | -22.4 | -0.2 |
|
|
|
|
|
| 8000 | 2.8 | 33.5 | 27.8 | 30.1 | 60.7 | 29.7 |
|
|
|
|
|
| -2.1 | 0.4 | -11.9 | -0.4 | -19.3 | -0.5 |
|
|
|
|
|
| 7750 | 1.8 | 36.6 | 17.6 | 31.3 | 45 | 31.2 |
|
|
|
|
|
| -1.1 | 0.9 | -9 | -0.6 | -13.1 | -0.3 |
|
|
|
|
|
| 7500 | 1.2 | 40 | 11.8 | 32.9 | 32.6 | 32.5 |
|
|
|
|
|
| -0.6 | 1.2 | -6.2 | -0.6 | -9.8 | -0.3 |
|
|
|
|
|
| 7250 | 1 | 44 | 7.8 | 34.4 | 24.5 | 34.1 |
|
|
|
|
|
| -0.5 | 1.3 | -4 | -0.5 | -6.2 | 0 |
|
|
|
|
|
| 7000 | 1 | 49.1 | 5.3 | 36.2 | 16.9 | 35.2 |
|
|
|
|
|
| 0 | 3.1 | -2.6 | -0.3 | -6.4 | -0.6 |
|
|
|
|
|
| 6750 | 1 | 54.3 | 3.5 | 37.9 | 0 | 0 |
|
|
|
|
|
| 0 | 3.2 | -1.6 | -0.1 | 0 | 0 |
|
|
|
|
|
| 6500 | 1 | 59.6 | 2.7 | 40.2 | 8.8 | 38.2 |
|
|
|
|
|
| 0 | 3.3 | -1 | 0.1 | -3.3 | -0.4 |
|
|
|
|
|
| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
0 件のコメント:
コメントを投稿