2010/9/24(Fri) OP
| P/C | 0.9 | -0.3 | 1.1 | 1 | 1 | 0.9 | 0.6 | 1.1 | 0.8 | 0.7 |
| 先物 | 9410 | -112.5 | 9522.5 | 9532.5 | 9572.5 | 9437.5 | 9462.5 | 9252.5 | 9260 | 9172.5 |
| 基準 | 23.3 | 0.3 | 23 | 23.6 | 22.6 | 23.8 | 24.6 | 25.1 | 25.2 | 24.8 |
| 期近 | 23.1 | 0.4 | 22.7 | 23.6 | 22.5 | 23.8 | 24.7 | 25.2 | 25.2 | 24.8 |
| 期先1 | 23.4 | 0.1 | 23.2 | 23.7 | 23 | 23.9 | 23.9 | 24.8 | 25 | 24.9 |
| 期先2 | 24 | 0.3 | 23.7 | 23.8 | 23.3 | 23.9 | 24 | 24.8 | 25.1 | 8 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 3.1 |
| 13 | 48 | 76 |
|
|
|
|
|
|
|
|
|
|
|
|
| 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9500 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9410 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 1.4 | 2.4 | 4.4 | 9.1 | 19.8 | 45.6 | 103.5 | 212.8 | 333.9 | 121.1 | 47.4 | 15 | 4.7 | 1.9 | 1 |
| -0.1 | 0.4 | 1.1 | 1.9 | 4.3 | 10.1 | 23.5 | 46.2 | -21 | -67.2 | -36.9 | -17.2 | -6.6 | -2 | -0.4 |
| 40.9 | 37.3 | 33.8 | 30.9 | 28.1 | 25.9 | 24.1 | 22.7 | 22.5 | 22.4 | 22.5 | 22.5 | 23.4 | 25.2 | 27.6 |
| 0.6 | 1.3 | 1.3 | 0.7 | 0.4 | 0.1 | 0 | -0.1 | -0.2 | -0.2 | 0.3 | 0.3 | 0.6 | 1.6 | 3 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.08 | -0.18 | -0.35 | -0.58 |
| 0.42 | 0.21 | 0.08 | 0.03 | 0.01 | 0.01 |
| 0.002 | 0.004 | 0.008 | 0.015 | 0.03 | 0.056 | 0.085 | 0.096 |
| 0.097 | 0.071 | 0.038 | 0.016 | 0.007 | 0.004 |
| 0.3 | 0.49 | 0.85 | 1.55 | 2.77 | 4.68 | 6.64 | 7.05 |
| 7.04 | 5.2 | 2.74 | 1.21 | 0.57 | 0.32 |
| -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 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9410 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 17.9 | 27.6 | 44.9 | 70 | 110.1 | 168.6 | 250.8 | 363.3 | 636.8 | 273.5 | 169.8 | 98.9 | 53.2 | 27.8 | 13.2 |
| 2.4 | 2.8 | 7 | 10 | 15.6 | 24.2 | 33.8 | 46.4 | -20.4 | -66.8 | -51.1 | -35.8 | -23.6 | -13.5 | -8.2 |
| 31.4 | 29.8 | 28.6 | 27.2 | 26.1 | 25.1 | 24 | 23.1 | 23 | 23 | 22.3 | 21.8 | 21.4 | 21.4 | 21.1 |
| 0 | -0.3 | 0.1 | -0.1 | -0.1 | -0.1 | -0.2 | -0.2 | -0.3 | -0.3 | -0.2 | -0.1 | -0.1 | 0.1 | -0.1 |
| -0.04 | -0.06 | -0.09 | -0.14 | -0.21 | -0.3 | -0.4 | -0.53 |
| 0.47 | 0.35 | 0.23 | 0.15 | 0.09 | 0.05 |
| 0.008 | 0.012 | 0.017 | 0.024 | 0.032 | 0.04 | 0.047 | 0.05 |
| 0.05 | 0.048 | 0.041 | 0.031 | 0.021 | 0.013 |
| 2.93 | 4.09 | 5.74 | 7.65 | 9.82 | 11.84 | 13.27 | 13.63 |
| 13.63 | 12.64 | 10.52 | 7.83 | 5.35 | 3.28 |
| -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 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9420 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 48.1 | 67.2 | 95.2 | 132.7 | 184.2 | 251.9 | 341.9 | 450.4 | 816.4 | 366 | 251.9 | 168.5 | 107.2 | 65.2 | 38.2 |
| 5.5 | 7.1 | 11.9 | 15.9 | 21 | 27.6 | 37.9 | 45.2 | -17.3 | -62.5 | -54.4 | -41.9 | -31.7 | -21.7 | -15.7 |
| 31.1 | 29.8 | 28.7 | 27.5 | 26.4 | 25.4 | 24.6 | 23.5 | 23.6 | 23.7 | 22.8 | 22.3 | 21.9 | 21.5 | 21.2 |
| 0 | -0.1 | 0 | 0 | -0.1 | -0.2 | -0.1 | -0.3 | -0.1 | 0 | -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 |
| 0.49 | 0.39 | 0.29 | 0.21 | 0.14 | 0.09 |
| 0.011 | 0.014 | 0.018 | 0.023 | 0.028 | 0.033 | 0.037 | 0.039 |
| 0.039 | 0.039 | 0.036 | 0.031 | 0.024 | 0.018 |
| 6.13 | 7.75 | 9.68 | 11.73 | 13.78 | 15.57 | 16.79 | 17.16 |
| 17.16 | 16.48 | 14.82 | 12.43 | 9.75 | 7.17 |
| -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 |
| IV | Price | IV | Price | IV | Price |
| Price | IV | Price | IV | Price | IV |
| 21.1 | 7 | 22.2 | 1.8 | 39.6 | 1 | 11500 |
|
|
|
|
|
|
| -0.1 | -4.1 | 0.4 | -1.1 | 4.7 | 0 |
|
|
|
|
|
|
| 21.1 | 12.4 | 21.1 | 2.7 | 35.8 | 1 | 11250 |
|
|
|
|
|
|
| -0.2 | -6.5 | -0.2 | -2.5 | 4.4 | 0 |
|
|
|
|
|
|
| 21.2 | 22.2 | 21.2 | 6.4 | 31.8 | 1 | 11000 |
|
|
|
|
|
|
| -0.1 | -10.1 | 0 | -4.3 | 4.2 | 0 |
|
|
|
|
|
|
| 21.2 | 38.2 | 21.1 | 13.2 | 27.6 | 1 | 10750 |
|
|
|
|
|
|
| -0.2 | -15.7 | -0.1 | -8.2 | 3 | -0.4 |
|
|
|
|
|
|
| 21.5 | 65.2 | 21.4 | 27.8 | 25.2 | 1.9 | 10500 |
|
|
|
|
|
|
| -0.1 | -21.7 | 0.1 | -13.5 | 1.6 | -2 |
|
|
|
|
|
|
| 21.9 | 107.2 | 21.4 | 53.2 | 23.4 | 4.7 | 10250 |
|
|
|
|
|
|
| -0.1 | -31.7 | -0.1 | -23.6 | 0.6 | -6.6 |
|
|
|
|
|
|
| 22.3 | 168.5 | 21.8 | 98.9 | 22.5 | 15 | 10000 | 606.5 | 23.2 | 686.3 | 21.7 | 755 | 22.2 |
| -0.1 | -41.9 | -0.1 | -35.8 | 0.3 | -17.2 | 95.6 | 0.6 | 76.3 | -0.2 | 70 | -0.2 |
| 22.8 | 251.9 | 22.3 | 169.8 | 22.5 | 47.4 | 9750 | 385.6 | 22.2 | 507.4 | 22.2 | 590 | 22.8 |
| -0.2 | -54.4 | -0.2 | -51.1 | 0.3 | -36.9 | 73.2 | -0.1 | 60.3 | -0.3 | 57.5 | -0.2 |
| 23.7 | 366 | 23 | 273.5 | 22.4 | 121.1 | 9500 | 212.8 | 22.7 | 363.3 | 23.1 | 450.4 | 23.5 |
| 0 | -62.5 | -0.3 | -66.8 | -0.2 | -67.2 | 46.2 | -0.1 | 46.4 | -0.2 | 45.2 | -0.3 |
| 24.5 | 502.5 | 24 | 411.6 | 23.9 | 262.3 | 9250 | 103.5 | 24.1 | 250.8 | 24 | 341.9 | 24.6 |
| -0.1 | -75 | 0 | -76.2 | -0.2 | -90.7 | 23.5 | 0 | 33.8 | -0.2 | 37.9 | -0.1 |
| 25.5 | 665 | 24.9 | 577.8 | 26.1 | 456.9 | 9000 | 45.6 | 25.9 | 168.6 | 25.1 | 251.9 | 25.4 |
| 0 | -82.5 | -0.2 | -89.9 | 0.6 | -100.5 | 10.1 | 0.1 | 24.2 | -0.1 | 27.6 | -0.2 |
|
|
|
|
|
| 8750 | 19.8 | 28.1 | 110.1 | 26.1 | 184.2 | 26.4 |
|
|
|
|
|
| 4.3 | 0.4 | 15.6 | -0.1 | 21 | -0.1 |
|
|
|
|
|
| 8500 | 9.1 | 30.9 | 70 | 27.2 | 132.7 | 27.5 |
|
|
|
|
|
| 1.9 | 0.7 | 10 | -0.1 | 15.9 | 0 |
|
|
|
|
|
| 8250 | 4.4 | 33.8 | 44.9 | 28.6 | 95.2 | 28.7 |
|
|
|
|
|
| 1.1 | 1.3 | 7 | 0.1 | 11.9 | 0 |
|
|
|
|
|
| 8000 | 2.4 | 37.3 | 27.6 | 29.8 | 67.2 | 29.8 |
|
|
|
|
|
| 0.4 | 1.3 | 2.8 | -0.3 | 7.1 | -0.1 |
|
|
|
|
|
| 7750 | 1.4 | 40.9 | 17.9 | 31.4 | 48.1 | 31.1 |
|
|
|
|
|
| -0.1 | 0.6 | 2.4 | 0 | 5.5 | 0 |
|
|
|
|
|
| 7500 | 1 | 45.3 | 11.2 | 32.9 | 35.2 | 32.7 |
|
|
|
|
|
| 0 | 1.1 | 0.7 | -0.4 | 5.2 | 0.3 |
|
|
|
|
|
| 7250 | 1 | 51.4 | 6.9 | 34.4 | 24.7 | 34 |
|
|
|
|
|
| 0 | 1.5 | 0.5 | -0.2 | 2.5 | 0 |
|
|
|
|
|
| 7000 | 1 | 57.6 | 4.3 | 36 | 17.8 | 35.6 |
|
|
|
|
|
| 0 | 2 | 0.2 | -0.3 | 1.9 | 0 |
|
|
|
|
|
| 6750 | 1 | 64.1 | 2.8 | 37.7 | 0 | 0 |
|
|
|
|
|
| 0 | 2.4 | -0.2 | -0.6 | 0 | 0 |
|
|
|
|
|
| 6500 | 1 | 70.7 | 2 | 40 | 8.3 | 38.1 |
|
|
|
|
|
| 0 | 2.9 | 0 | -0.2 | 0.3 | -0.3 |
|
|
|
|
|
| 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