2010年9月30日木曜日

2010/9/30(Thu) OP

P/C1.50.60.91.20.80.91.1110.9
先物9375-192.59567.59497.59547.594109522.59532.59572.59437.5
基準23.91.722.222.723.323.32323.622.623.8
期近25.23.122.122.823.523.122.723.622.523.8
期先123.41.222.222.723.123.423.223.72323.9
期先224.2123.123.423.52423.723.823.323.9
当/先1.10.111111111
先/先21011111111

74270











7750800082508500875090009250950095009500975010000102501050010750
10P77510P80010P82510P85010P87510P90010P92510P950937010C95010C97510C100010C102510C105010C1075
1.62.63.97.114.434.585.6206.6280.273.622.26.52.311
0.61.62.44.49.421.550.8107.817.9-89.9-33-7.4-1.3-0.30
54.749.843.738.533.729.826.425.32423.624.726.529.232.338.1
1.33.72.82.32.31.81.82.71.91.63.14.65.667.1
-0.01-0.01-0.02-0.03-0.07-0.16-0.35-0.64
0.350.140.050.020.010.01
0.0020.0040.0080.0150.030.0620.1060.111
0.1180.0660.0270.0110.0050.003
0.240.40.61.021.813.264.955
4.952.91.260.550.270.23
-0.89-1.34-1.77-2.66-4.13-6.59-8.86-8.56
-7.94-4.86-2.28-1.1-0.58-0.6
11P77511P80011P82511P85011P87511P90011P92511P950937011C95011C97511C100011C102511C105011C1075
1627.140.164.9102.7161245.3363.9596.6232.7134.671.134.515.57
6.211.214.723.535.752.475.1101.27.1-94.1-70.9-44.3-25.9-12.6-6.1
32.331.12927.726.325.12423.222.822.721.821.220.820.520.7
0.60.90.40.50.50.50.60.70.50.40.20.40.40.60.7
-0.04-0.06-0.09-0.14-0.21-0.3-0.42-0.55
0.450.310.20.110.060.03
0.0080.0120.0170.0250.0340.0430.0510.053
0.0550.0510.0410.0280.0170.01
2.63.835.177.069.1411.1312.4712.64
12.6311.38.836.043.642.08
-0.99-1.41-1.77-2.3-2.83-3.29-3.53-3.45
-3.39-2.91-2.21-1.48-0.88-0.51
12P77512P80012P82512P85012P87512P90012P92512P950937012C95012C97512C100012C102512C105012C1075
47.165.992.8130.4181.6251.6342457.6790332.3223.8143.98949.728.6
14.719.627.236.447.864.281.598.53.1-95.4-76.9-56.5-37.6-26.4-15.9
31.830.429.127.826.725.724.723.823.723.722.822.221.821.121.1
0.60.50.60.50.50.60.60.40.40.30.20.30.50.30.4
-0.08-0.1-0.14-0.19-0.26-0.34-0.43-0.53
0.470.370.270.190.120.08
0.0110.0140.0190.0240.0290.0350.0390.041
0.0410.040.0360.030.0230.017
5.877.459.2911.3113.315.0316.1616.38
16.3815.513.6211.128.265.9
-1.32-1.6-1.92-2.23-2.52-2.73-2.82-2.75
-2.76-2.52-2.15-1.73-1.24-0.88

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
21.45.123.11.254.3111500





1.1-1.92.60.180





21.18.921.71.749.1111250





0.7-4.81.7-0.67.70





20.815.121.13.443.7111000





0.3-9.71-2.57.40





21.128.620.7738.1110750





0.4-15.90.7-6.17.10





21.149.720.515.532.3110500





0.3-26.40.6-12.66-0.3





21.88920.834.529.22.310250





0.5-37.60.4-25.95.6-1.3





22.2143.921.271.126.56.510000638.130.9702.722772.222.6
0.3-56.50.4-44.34.6-7.4192.69.2152.71142.20.8
22.8223.821.8134.624.722.29750404.727.2513.122.2602.523.2
0.2-76.90.2-70.93.1-331655.1125.30.5122.30.7
23.7332.322.7232.723.673.69500206.625.3363.923.2457.623.8
0.3-95.40.4-94.11.6-89.9107.82.7101.20.798.50.4
24.4464.823.6365.924.7202.5925085.626.4245.32434224.7
0.3-1150.3-121.60.8-147.350.81.875.10.681.50.6
25.162024.8532.626.7400.1900034.529.816125.1251.625.7
-0.1-138.10.2-143.1-0.1-178.321.51.852.40.564.20.6






875014.433.7102.726.3181.626.7






9.42.335.70.547.80.5






85007.138.564.927.7130.427.8






4.42.323.50.536.40.5






82503.943.740.12992.829.1






2.42.814.70.427.20.6






80002.649.827.131.165.930.4






1.63.711.20.919.60.5






77501.654.71632.347.131.8






0.61.36.20.614.70.6






7500160.110.13434.133.4






0-0.83.50.211.60.9






7250168.36.335.72434.8






0-0.22.30.47.60.6






7000176.84.237.816.936.3






00.31.60.55.20.5






6750185.4340.300






00.91.10.500






6500194.4242.4939.9






01.50.5-0.33.41.1






6250000000






000000

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