2010年9月24日金曜日

2010/9/24(Fri) OP

P/C0.9-0.31.1110.90.61.10.80.7
先物9410-112.59522.59532.59572.59437.59462.59252.592609172.5
基準23.30.32323.622.623.824.625.125.224.8
期近23.10.422.723.622.523.824.725.225.224.8
期先123.40.123.223.72323.923.924.82524.9
期先2240.323.723.823.323.92424.825.18
当/先1011111111
先/先21011111113.1

134876











7750800082508500875090009250950095009500975010000102501050010750
10P77510P80010P82510P85010P87510P90010P92510P950941010C95010C97510C100010C102510C105010C1075
1.42.44.49.119.845.6103.5212.8333.9121.147.4154.71.91
-0.10.41.11.94.310.123.546.2-21-67.2-36.9-17.2-6.6-2-0.4
40.937.333.830.928.125.924.122.722.522.422.522.523.425.227.6
0.61.31.30.70.40.10-0.1-0.2-0.20.30.30.61.63
-0.01-0.01-0.02-0.04-0.08-0.18-0.35-0.58
0.420.210.080.030.010.01
0.0020.0040.0080.0150.030.0560.0850.096
0.0970.0710.0380.0160.0070.004
0.30.490.851.552.774.686.647.05
7.045.22.741.210.570.32
-0.46-0.69-1.08-1.78-2.92-4.52-5.99-5.98
-5.92-4.38-2.31-1.06-0.53-0.33
11P77511P80011P82511P85011P87511P90011P92511P950941011C95011C97511C100011C102511C105011C1075
17.927.644.970110.1168.6250.8363.3636.8273.5169.898.953.227.813.2
2.42.871015.624.233.846.4-20.4-66.8-51.1-35.8-23.6-13.5-8.2
31.429.828.627.226.125.12423.1232322.321.821.421.421.1
0-0.30.1-0.1-0.1-0.1-0.2-0.2-0.3-0.3-0.2-0.1-0.10.1-0.1
-0.04-0.06-0.09-0.14-0.21-0.3-0.4-0.53
0.470.350.230.150.090.05
0.0080.0120.0170.0240.0320.040.0470.05
0.050.0480.0410.0310.0210.013
2.934.095.747.659.8211.8413.2713.63
13.6312.6410.527.835.353.28
-0.95-1.26-1.69-2.15-2.65-3.06-3.28-3.24
-3.25-2.92-2.38-1.74-1.18-0.72
12P77512P80012P82512P85012P87512P90012P92512P950942012C95012C97512C100012C102512C105012C1075
48.167.295.2132.7184.2251.9341.9450.4816.4366251.9168.5107.265.238.2
5.57.111.915.92127.637.945.2-17.3-62.5-54.4-41.9-31.7-21.7-15.7
31.129.828.727.526.425.424.623.523.623.722.822.321.921.521.2
0-0.100-0.1-0.2-0.1-0.3-0.10-0.2-0.1-0.1-0.1-0.2
-0.08-0.1-0.14-0.19-0.25-0.33-0.42-0.51
0.490.390.290.210.140.09
0.0110.0140.0180.0230.0280.0330.0370.039
0.0390.0390.0360.0310.0240.018
6.137.759.6811.7313.7815.5716.7917.16
17.1616.4814.8212.439.757.17
-1.25-1.51-1.81-2.11-2.38-2.58-2.69-2.62
-2.67-2.47-2.17-1.78-1.37-1

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
21.1722.21.839.6111500





-0.1-4.10.4-1.14.70





21.112.421.12.735.8111250





-0.2-6.5-0.2-2.54.40





21.222.221.26.431.8111000





-0.1-10.10-4.34.20





21.238.221.113.227.6110750





-0.2-15.7-0.1-8.23-0.4





21.565.221.427.825.21.910500





-0.1-21.70.1-13.51.6-2





21.9107.221.453.223.44.710250





-0.1-31.7-0.1-23.60.6-6.6





22.3168.521.898.922.51510000606.523.2686.321.775522.2
-0.1-41.9-0.1-35.80.3-17.295.60.676.3-0.270-0.2
22.8251.922.3169.822.547.49750385.622.2507.422.259022.8
-0.2-54.4-0.2-51.10.3-36.973.2-0.160.3-0.357.5-0.2
23.736623273.522.4121.19500212.822.7363.323.1450.423.5
0-62.5-0.3-66.8-0.2-67.246.2-0.146.4-0.245.2-0.3
24.5502.524411.623.9262.39250103.524.1250.824341.924.6
-0.1-750-76.2-0.2-90.723.5033.8-0.237.9-0.1
25.566524.9577.826.1456.9900045.625.9168.625.1251.925.4
0-82.5-0.2-89.90.6-100.510.10.124.2-0.127.6-0.2






875019.828.1110.126.1184.226.4






4.30.415.6-0.121-0.1






85009.130.97027.2132.727.5






1.90.710-0.115.90






82504.433.844.928.695.228.7






1.11.370.111.90






80002.437.327.629.867.229.8






0.41.32.8-0.37.1-0.1






77501.440.917.931.448.131.1






-0.10.62.405.50






7500145.311.232.935.232.7






01.10.7-0.45.20.3






7250151.46.934.424.734






01.50.5-0.22.50






7000157.64.33617.835.6






020.2-0.31.90






6750164.12.837.700






02.4-0.2-0.600






6500170.72408.338.1






02.90-0.20.3-0.3






6250000000






000000

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