2010年9月21日火曜日

2010/9/21(Tue) OP

P/C10.110.90.61.10.80.711.4
先物9532.5-409572.59437.59462.59252.592609172.59092.59015
基準23.6122.623.824.625.125.224.825.427.3
期近23.61.122.523.824.725.225.224.852.238.3
期先123.70.62323.923.924.82524.92526.7
期先223.80.623.323.92424.825.182526.1
当/先101111112.11.4
先/先210111113.111

165179











7750800082508500875090009250950095009500975010000102501050010750
10P77510P80010P82510P85010P87510P90010P92510P950953010C95010C97510C100010C102510C105010C1075
1.7248.218.140.988.1174.9381206.197.639.313.74.61.8
-0.1-0.8-0.5-1.5-2.6-2.604.9-30.2-35-26.8-15.3-7.7-3.8-1.2
39.835.132.630.128.126.42523.723.723.522.922.722.723.324.5
3.21.62.11.51.11.11.11110.811.111.7
-0.01-0.01-0.02-0.03-0.07-0.15-0.28-0.46
0.540.330.170.070.030.01
0.0020.0030.0060.0120.0240.0430.0660.083
0.0840.0780.0540.0290.0130.006
0.360.460.831.512.734.616.748.02
8.027.315.022.681.230.59
-0.43-0.49-0.83-1.38-2.34-3.72-5.14-5.8
-5.78-5.12-3.48-1.87-0.88-0.44
11P77511P80011P82511P85011P87511P90011P92511P950953011C95011C97511C100011C102511C105011C1075
17.126.741.663.2100150.5224.7322.4676.5354.1235.4146.88647.124.8
-0.5-1.1-0.4-1.31.94.69.813.3-15.6-29-19.4-13.4-9.1-6-3.8
31.830.429.127.726.825.624.823.823.823.72322.522.121.721.6
0.50.30.40.20.40.50.60.50.50.40.70.70.70.70.7
-0.04-0.06-0.08-0.12-0.18-0.26-0.36-0.47
0.530.410.30.20.130.07
0.0070.010.0150.0210.0280.0350.0420.047
0.0470.0470.0430.0360.0270.018
2.8545.57.299.4811.5713.3214.22
14.2213.9412.4410.087.415.03
-0.88-1.18-1.55-1.96-2.46-2.88-3.21-3.28
-3.29-3.14-2.73-2.17-1.57-1.06
12P77512P80012P82512P85012P87512P90012P92512P950953012C95012C97512C100012C102512C105012C1075
45.162.786.6120.6165.8226.7306.6407.1847.1440316.4218.21459357.6
0.121.54.75.87.512.115.1-9.2-24.3-19-15.7-10-6.9-4.9
31.530.228.927.826.825.824.92423.923.923.222.622.121.821.5
0.30.50.30.50.40.40.40.40.40.40.50.50.60.60.6
-0.07-0.09-0.13-0.17-0.23-0.29-0.37-0.46
0.540.440.340.260.180.13
0.0090.0120.0160.0210.0250.030.0340.037
0.0370.0380.0370.0330.0280.022
5.897.469.2611.313.3815.3316.8517.66
17.6617.5316.3714.3511.849.21
-1.17-1.42-1.69-1.98-2.25-2.48-2.63-2.66
-2.67-2.57-2.33-2-1.63-1.25

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
21.512.421.93.333.7111500





0.6-10.7-0.74.10





21.421.121.66.430.2111250





0.6-1.70.8-13.70





21.435.121.512.7271.211000





0.6-2.70.7-2.22.4-0.5





21.557.621.624.824.51.810750





0.6-4.90.7-3.81.7-1.2





21.89321.747.123.34.610500





0.6-6.90.7-61-3.8





22.114522.18622.713.710250





0.6-100.7-9.11.1-7.7





22.6218.222.5146.822.739.310000508.623.1612.122.4687.422.8
0.5-15.70.7-13.41-15.325.11.224.60.6190.2
23.2316.423235.422.997.69750317.423.3451.523536.823.4
0.5-190.7-19.40.8-26.814.5118.40.524.30.7
23.944023.7354.123.5206.19500174.923.7322.423.8407.124
0.4-24.30.4-291-354.9113.30.515.10.4
24.8589.924.5504.924.5367.5925088.125224.724.8306.624.9
0.4-28.10.3-33.81.2-3901.19.80.612.10.4
25.6757.925.5682.526.1572.2900040.926.4150.525.6226.725.8
0.3-340.5-351.5-40.4-2.61.14.60.57.50.4






875018.128.110026.8165.826.8






-2.61.11.90.45.80.4






85008.230.163.227.7120.627.8






-1.51.5-1.30.24.70.5






8250432.641.629.186.628.9






-0.52.1-0.40.41.50.3






8000235.126.730.462.730.2






-0.81.6-1.10.320.5






77501.739.817.131.845.131.5






-0.13.2-0.50.50.10.3






750014311.233.433.233






-0.23-0.60.50.60.5






7250148.47.234.92434.4






04.4-0.60.5-0.50.3






7000154.14.836.716.935.7






05-0.50.500.5






6750159.93.138.300






05.6-0.40.500






6500165.92.340.68.738.8






06.2-0.40.400.6






6250000000






000000

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