2010年9月29日水曜日

2010/9/29(Wed) OP

P/C0.9-0.41.20.80.91.1110.90.6
先物9567.5709497.59547.594109522.59532.59572.59437.59462.5
基準22.2-0.522.723.323.32323.622.623.824.6
期近22.1-0.622.823.523.122.723.622.523.824.7
期先122.2-0.522.723.123.423.223.72323.923.9
期先223.1-0.323.423.52423.723.823.323.924
当/先1011111111
先/先21011111111

84371











7750800082508500875090009250950095009500975010000102501050010750
10P77510P80010P82510P85010P87510P90010P92510P950956010C95010C97510C100010C102510C105010C1075
111.52.751334.898.8262.3163.555.213.93.61.31
00-0.2-0.2-2-7-20.8-42.6-13.728.910.42.80.7-0.10
53.446.140.936.231.327.924.622.622.42221.62223.626.331
4.54.13.43.421.10-0.6-0.5-0.3-0.4-0.10.1-0.60.1
00-0.01-0.01-0.03-0.07-0.18-0.41
0.590.290.090.030.010.01
0.0020.0020.0040.0070.0140.0340.0730.119
0.1220.1090.0530.0190.0070.004
0.170.20.310.530.941.973.775.63
5.634.942.440.930.40.28
-0.56-0.54-0.75-1.14-1.75-3.28-5.54-7.58
-7.42-6.37-3.21-1.32-0.63-0.52
11P77511P80011P82511P85011P87511P90011P92511P950956011C95011C97511C100011C102511C105011C1075
9.815.925.341.467108.6170.2262.7589.5326.8205.5115.460.528.113.1
-1.6-2.3-4.1-7.9-13.7-19.2-29.2-38.6-9.129.621.510.15.81.31.1
31.830.228.627.225.824.623.422.622.422.221.620.820.419.920
0.40.50.40.200-0.2-0.2-0.3-0.3-0.3-0.6-0.5-0.7-0.4
-0.02-0.04-0.06-0.09-0.15-0.22-0.32-0.45
0.550.410.280.170.090.05
0.0050.0080.0130.0190.0270.0370.0460.053
0.0540.0550.0490.0380.0250.015
1.862.743.935.577.589.8311.8413.04
13.0412.8611.128.445.533.35
-0.68-0.96-1.29-1.74-2.25-2.79-3.19-3.38
-3.35-3.22-2.68-1.99-1.27-0.77
12P77512P80012P82512P85012P87512P90012P92512P950957012C95012C97512C100012C102512C105012C1075
32.446.365.694133.7187.4260.5359.1786.9427.7300.7200.3126.67644.5
-4.2-5.9-8.9-11.2-16.3-23.2-30-36.4-2.234.129.520.3128.55.5
31.229.828.527.326.225.124.123.423.423.322.621.921.320.920.7
0.20.20.10.20.1-0.1-0.1-0.1-0.100.10-0.2-0.1-0.1
-0.05-0.08-0.11-0.15-0.2-0.27-0.36-0.45
0.550.450.340.250.170.11
0.0080.0110.0150.020.0250.0310.0360.04
0.040.0410.040.0350.0290.021
4.76.127.829.8111.9614.0315.7516.75
16.7516.7215.5413.3710.647.93
-1.02-1.28-1.56-1.87-2.19-2.46-2.65-2.73
-2.75-2.65-2.39-2-1.56-1.15

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.3720.51.146.3111500





-0.50.1-0.5010





20.413.7202.341.4111250





-0.11.7-0.7-0.20.70





20.524.820.15.936.3111000





-0.22.7-0.40.50.40





20.744.52013.131110750





-0.15.5-0.41.10.10





20.97619.928.126.31.310500





-0.18.5-0.71.3-0.6-0.1





21.3126.620.460.523.63.610250





-0.212-0.55.80.10.7





21.9200.320.8115.42213.910000445.521.755021.163021.8
020.3-0.610.1-0.12.8-72.3-2.3-58.4-0.4-55-0.4
22.6300.721.6205.521.655.29750239.822387.821.7480.222.5
0.129.5-0.321.5-0.410.4-62.6-1-50.9-0.4-44.8-0.1
23.3427.722.2326.822163.5950098.822.6262.722.6359.123.4
034.1-0.329.6-0.328.9-42.6-0.6-38.6-0.2-36.4-0.1
24.1579.823.3487.523.9349.9925034.824.6170.223.4260.524.1
0.143.3-0.141.60.753.1-20.80-29.2-0.2-30-0.1
25.2758.124.5675.726.8578.490001327.9108.624.6187.425.1
0.453.10.3542.166.2-71.1-19.20-23.2-0.1






8750531.36725.8133.726.2






-22-13.70-16.30.1






85002.736.241.427.29427.3






-0.23.4-7.90.2-11.20.2






82501.540.925.328.665.628.5






-0.23.4-4.10.4-8.90.1






8000146.115.930.246.329.8






04.1-2.30.5-5.90.2






7750153.49.831.832.431.2






04.5-1.60.4-4.20.2






7500160.96.633.822.432.5






04.9-0.80.7-3.30.1






7250168.6435.416.434.2






05.3-0.50.6-2.20.2






7000176.42.637.311.735.8






05.7-0.40.5-1.20.3






6750184.51.939.800






06.1-0.10.900






6500192.91.642.75.638.8






06.601.2-10






6250000000






000000

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