2010年9月28日火曜日

2010/9/28(Tue) OP

P/C1.20.40.80.91.1110.90.61.1
先物9497.5-509547.594109522.59532.59572.59437.59462.59252.5
基準22.7-0.623.323.32323.622.623.824.625.1
期近22.7-0.823.523.122.723.622.523.824.725.2
期先122.7-0.423.123.423.223.72323.923.924.8
期先223.4-0.123.52423.723.823.323.92424.8
当/先1011111111
先/先21011111111

94472











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48.94237.532.829.326.824.723.122.722.42222.123.626.930.9
1.4-1.10-0.9-1.3-1.4-0.9-0.7-0.9-1.1-1.1-1-0.11.52.6
00-0.01-0.02-0.04-0.1-0.25-0.5
0.50.230.070.020.010.01
0.0020.0020.0040.0080.0190.0430.0840.113
0.1170.0920.0420.0150.0070.004
0.190.210.360.611.272.74.796.07
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11.418.229.549.380.7127.8199.4301.3598.6297.2184105.354.726.812
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0.0530.0530.0460.0350.0230.014
2.113.064.396.228.3610.5512.3713.2
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0.520.420.320.230.150.1
0.0090.0120.0170.0210.0270.0320.0370.04
0.040.0410.0380.0330.0270.02
5.126.638.4310.4412.614.616.1316.85
16.8516.515.0512.779.977.31
-1.09-1.36-1.65-1.95-2.27-2.53-2.69-2.72
-2.73-2.57-2.28-1.9-1.45-1.05

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.86.9211.145.4111500





-0.1-1.7-0.7-0.93.30





20.61220.82.440.7111250





-0.5-4.4-0.1-13.10





20.622.120.65.535.9111000





-0.4-6.2-0.5-2.92.90





20.73920.41230.9110750





-0.4-9.8-0.5-52.60





2167.620.726.826.91.510500





-0.4-13.4-0.4-8.31.5-0.5





21.5114.620.954.723.6310250





-0.2-17.1-0.5-15.1-0.1-2.9





21.918021.4105.322.111.110000517.723.9608.421.568522.2
-0.4-25.2-0.6-23.2-1-10.542.70.629.5-0.429.2-0.1
22.5271.221.91842244.89750302.423.1438.722.152522.6
-0.5-31.8-0.6-31.2-1.1-24.829.7-0.121.3-0.422.4-0.2
23.4393.622.6297.222.4134.59500141.423.1301.322.8395.523.4
-0.3-34.5-0.7-39-1.1-40.411.7-0.713.5-0.517.5-0.2
24536.523.5445.923.3296.8925055.724.7199.423.6290.524.2
-0.4-41-0.5-42.5-1.8-52.81.2-0.97.9-0.59.9-0.4
24.870524.2621.624.7512.390002026.8127.824.6210.725.2
-0.5-45-1-50.9-2.2-54.3-2.8-1.42.9-0.66.6-0.4






8750729.380.725.815026.1






-1.8-1.32.2-0.44.2-0.4






85002.932.849.327105.227.2






-0.9-0.90.4-0.5-0.1-0.6






82501.737.529.528.274.528.4






-0.30-1-0.70-0.5






800014218.229.752.229.7






-0.5-1.1-0.8-0.60.1-0.4






7750148.911.431.336.631






01.4-0.4-0.5-0.2-0.4






75001567.333.125.832.4






01.7-0.3-0.50.1-0.3






7250163.34.534.718.634






02.1-0.3-0.5-0.4-0.4






7000170.7336.812.935.4






02.5-0.4-0.8-0.1-0.3






6750178.42.138.900






02.90.1000






6500186.31.641.56.638.7






03.30-0.1-0.2-0.4






6250000000






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