2010年9月27日月曜日

2010/9/27(Mon) OP

P/C0.800.91.1110.90.61.10.8
先物9547.5137.594109522.59532.59572.59437.59462.59252.59260
基準23.3023.32323.622.623.824.625.125.2
期近23.50.423.122.723.622.523.824.725.225.2
期先123.1-0.323.423.223.72323.923.924.825
期先223.5-0.52423.723.823.323.92424.825.1
当/先1011111111
先/先21011111111

104573











7750800082508500875090009250950095009500975010000102501050010750
10P77510P80010P82510P85010P87510P90010P92510P950955010C95010C97510C100010C102510C105010C1075
11.523.88.822.854.4129.7304.6174.969.621.65.921
-0.4-0.9-2.5-5.3-11.1-22.8-49.1-83.1-29.353.822.26.61.20.10
47.643.137.433.730.628.325.623.823.623.4232323.725.428.3
6.65.83.62.82.52.41.41.1110.60.50.30.30.7
0-0.01-0.01-0.02-0.04-0.1-0.22-0.44
0.560.30.120.040.010.01
0.0020.0030.0040.0090.0190.0390.0730.103
0.1050.0940.0540.0220.0090.004
0.20.30.410.741.462.894.826.35
6.355.63.231.360.570.31
-0.45-0.62-0.74-1.21-2.16-3.94-5.94-7.28
-7.18-6.24-3.59-1.56-0.7-0.42
11P77511P80011P82511P85011P87511P90011P92511P950955011C95011C97511C100011C102511C105011C1075
11.81930.448.978.5125191.4287.9624.1336.2215.2128.469.935.117
-6.1-8.6-14.5-21.1-31.6-43.7-59.3-75.4-12.762.745.429.616.77.33.8
31.830.328.827.526.325.224.123.323.323.222.52221.42120.9
0.40.60.30.30.10.20.10.20.20.20.20.10-0.3-0.2
-0.03-0.04-0.07-0.11-0.16-0.24-0.34-0.46
0.540.410.290.180.110.06
0.0060.0090.0140.020.0280.0370.0450.051
0.0510.0510.0460.0370.0260.017
2.143.124.436.168.2310.4412.3113.36
13.3613.111.58.956.193.91
-0.75-1.04-1.41-1.86-2.38-2.9-3.27-3.41
-3.43-3.26-2.79-2.12-1.44-0.9
12P77512P80012P82512P85012P87512P90012P92512P950955012C95012C97512C100012C102512C105012C1075
36.852.174.4105.3145.8204.1280.6378806.1428.1303205.2131.88148.8
-11.3-15.1-20.8-27.5-38.4-47.8-61.3-72.4-10.362.151.136.724.615.710.6
31.430.128.927.726.525.524.623.623.623.722.922.321.821.321.2
0.30.30.20.200.100.10.100.10-0.1-0.10
-0.06-0.08-0.12-0.16-0.21-0.28-0.37-0.46
0.540.440.340.250.170.11
0.0090.0120.0160.020.0260.0310.0360.039
0.0390.040.0380.0340.0280.021
5.116.588.3810.3812.4514.4816.116.99
16.9916.8815.6913.5810.938.3
-1.09-1.35-1.65-1.96-2.24-2.51-2.69-2.72
-2.75-2.65-2.39-2.02-1.59-1.2

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.98.621.7242111500





-0.31.6-0.50.22.40





21.116.420.93.437.6111250





04-0.30.71.90





2128.321.18.333111000





-0.16-0.21.91.30





21.248.820.91728.3110750





010.6-0.23.80.70





21.3812135.125.4210500





-0.115.7-0.37.30.30.1





21.8131.821.469.923.75.910250





-0.124.6016.70.31.2





22.3205.222128.42321.61000047523.4578.921.9655.822.3
036.70.129.60.56.6-131.50.2-107.40.2-99.20.1
22.930322.5215.22369.69750272.623.2417.422.6502.622.9
0.151.10.245.40.622.2-1131-90.10.4-87.40.1
23.7428.123.3336.223.4174.99500129.723.8287.923.337823.6
062.10.262.7153.8-83.11.1-75.40.2-72.40.1
24.4577.524488.425349.6925054.425.6191.424.1280.624.6
075076.81.187.3-49.11.4-59.30.1-61.30
25.375025.2672.626.9566.6900022.828.312525.2204.125.5
-0.2850.394.80.8109.7-22.82.4-43.70.2-47.80.1






87508.830.678.526.3145.826.5






-11.12.5-31.60.1-38.40






85003.833.748.927.5105.327.7






-5.32.8-21.10.3-27.50.2






8250237.430.428.874.428.9






-2.53.6-14.50.3-20.80.2






80001.543.11930.352.130.1






-0.95.8-8.60.6-15.10.3






7750147.611.831.836.831.4






-0.46.6-6.10.4-11.30.3






7500154.37.633.625.732.7






09-3.60.7-9.60






7250161.24.735.21934.4






09.8-2.20.8-5.70.4






7000168.33.537.51335.7






010.6-0.91.6-4.90.1






6750175.6238.900






011.5-0.81.100






6500183.11.641.66.839.1






012.4-0.41.6-1.50.9






6250000000






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