2010年9月22日水曜日

2010/9/22(Wed) OP

P/C1.10.1110.90.61.10.80.71
先物9522.5-109532.59572.59437.59462.59252.592609172.59092.5
基準23-0.623.622.623.824.625.125.224.825.4
期近22.7-0.823.622.523.824.725.225.224.852.2
期先123.2-0.423.72323.923.924.82524.925
期先223.7-0.223.823.323.92424.825.1825
当/先1011111112.1
先/先2101111113.11

155078











7750800082508500875090009250950095009500975010000102501050010750
10P77510P80010P82510P85010P87510P90010P92510P950952010C95010C97510C100010C102510C105010C1075
1.523.37.315.535.580166.5354.8188.384.332.211.33.81.4
-0.20-0.7-0.9-2.6-5.4-8.1-8.3-26.1-17.8-13.3-7.1-2.4-0.8-0.4
40.43632.530.227.725.724.122.822.822.722.222.222.823.524.6
0.60.9-0.10.1-0.4-0.7-0.9-0.9-0.9-0.8-0.7-0.500.30.1
-0.01-0.01-0.01-0.03-0.06-0.14-0.27-0.47
0.530.310.150.060.020.01
0.0020.0030.0060.0120.0230.0440.070.089
0.090.0810.0530.0270.0120.005
0.320.440.711.372.464.276.467.77
7.776.894.492.341.050.47
-0.42-0.52-0.75-1.34-2.21-3.57-5.07-5.76
-5.75-4.98-3.25-1.73-0.81-0.38
11P77511P80011P82511P85011P87511P90011P92511P950952011C95011C97511C100011C102511C105011C1075
15.524.837.96094.5144.4217316.9657.2340.3220.9134.776.841.321.4
-1.6-1.9-3.7-3.2-5.4-6.1-7.8-5.5-19.4-13.9-14.5-12.1-9.2-5.8-3.4
31.430.128.527.326.225.124.223.323.323.322.52221.521.321.2
-0.4-0.3-0.6-0.3-0.5-0.5-0.6-0.5-0.4-0.4-0.5-0.5-0.5-0.4-0.4
-0.03-0.05-0.08-0.12-0.18-0.26-0.36-0.47
0.530.410.290.190.120.07
0.0070.010.0150.0210.0280.0360.0440.048
0.0480.0490.0440.0360.0260.017
2.673.825.237.19.2611.4113.1814.08
14.0813.7112.089.66.914.59
-0.83-1.14-1.48-1.92-2.41-2.84-3.16-3.25
-3.27-3.07-2.64-2.06-1.46-0.97
12P77512P80012P82512P85012P87512P90012P92512P950952012C95012C97512C100012C102512C105012C1075
42.660.183.3116.9163.1224.3304405.2833.7428.5306.3210.4138.986.953.9
-2.5-2.5-3.3-3.8-2.7-2.4-2.6-1.9-13.4-11.5-10.1-7.8-6.1-6.1-3.7
31.129.928.627.526.525.624.623.723.723.72322.42221.621.4
-0.3-0.3-0.3-0.3-0.2-0.2-0.2-0.2-0.2-0.2-0.2-0.1-0.1-0.2-0.1
-0.07-0.09-0.13-0.17-0.23-0.3-0.38-0.47
0.530.430.340.250.180.12
0.0090.0130.0160.0210.0260.0310.0350.038
0.0380.0390.0370.0330.0270.021
5.717.39.0911.1513.2815.2416.7617.55
17.5517.3616.1414.0711.468.87
-1.13-1.39-1.66-1.95-2.24-2.48-2.63-2.65
-2.66-2.56-2.32-1.98-1.58-1.21

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
21.311.121.82.935111500





-0.2-1.3-0.1-0.41.30





21.21921.35.231.3111250





-0.2-2.1-0.3-1.21.10





21.332.421.210.727.6111000





-0.2-2.8-0.3-1.90.6-0.2





21.453.921.221.424.61.410750





-0.1-3.7-0.4-3.40.1-0.4





21.686.921.341.323.53.810500





-0.2-6.1-0.4-5.80.3-0.8





22138.921.576.822.811.310250





-0.1-6.1-0.5-9.20-2.4





22.4210.422134.722.232.210000510.922.661021.968522.4
-0.1-7.8-0.5-12.1-0.5-7.12.3-0.5-2.1-0.5-2.4-0.4
23306.322.5220.922.284.39750312.422.3447.222.5532.523
-0.2-10.1-0.5-14.5-0.7-13.3-5-0.9-4.4-0.5-4.3-0.4
23.7428.523.3340.322.7188.39500166.522.8316.923.3405.223.7
-0.2-11.5-0.4-13.9-0.8-17.8-8.3-0.9-5.5-0.5-1.9-0.2
24.6577.524487.824.235392508024.121724.230424.6
-0.2-12.4-0.6-17.1-0.3-14.5-8.1-0.9-7.8-0.6-2.6-0.2
25.5747.525.1667.725.5557.5900035.525.7144.425.1224.325.6
-0.1-10.4-0.4-14.8-0.6-14.7-5.4-0.7-6.1-0.5-2.4-0.2






875015.527.794.526.2163.126.5






-2.6-0.4-5.4-0.5-2.7-0.2






85007.330.26027.3116.927.5






-0.90.1-3.2-0.3-3.8-0.3






82503.332.537.928.583.328.6






-0.7-0.1-3.7-0.6-3.3-0.3






800023624.830.160.129.9






00.9-1.9-0.3-2.5-0.3






77501.540.415.531.442.631.1






-0.20.6-1.6-0.4-2.5-0.3






7500144.210.533.330.132.4






01.2-0.7-0.1-3.1-0.6






7250149.86.434.622.234






01.4-0.8-0.3-1.8-0.4






7000155.64.236.31635.5






01.6-0.7-0.5-0.9-0.2






6750161.6338.400






01.7-0.2000






6500167.8240.2838.5






01.9-0.3-0.4-0.7-0.3






6250000000






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