2010年10月1日金曜日

2010/10/01(Fri) OP

P/C1-0.41.50.91.20.80.91.111
先物9380593759567.59497.59547.594109522.59532.59572.5
基準22.3-1.623.922.222.723.323.32323.622.6
期近22.4-2.825.222.122.823.523.122.723.622.5
期先122.3-1.123.422.222.723.123.423.223.723
期先223.5-0.724.223.123.423.52423.723.823.3
当/先1-0.11.11111111
先/先20.9011111111

64169











7750800082508500875090009250950095009500975010000102501050010750
10P77510P80010P82510P85010P87510P90010P92510P950938010C95010C97510C100010C102510C105010C1075
111.536.719.761.5180.5236.956.311.931.511
-0.6-1.6-2.4-4.1-7.7-14.8-24.1-26.1-43.3-17.3-10.2-3.5-0.800
56.147.741.336.130.926.923.422.221.521.22224.729.534.640.9
1.4-2.1-2.4-2.5-2.8-2.9-3-3.1-2.6-2.4-2.6-1.80.32.32.7
0-0.01-0.01-0.02-0.04-0.12-0.32-0.66
0.330.090.030.010.010.01
0.0020.0030.0050.010.0240.060.1230.133
0.1380.0620.020.0090.0050.003
0.160.190.290.551.122.464.434.53
4.492.090.750.390.250.22
-0.72-0.7-0.94-1.57-2.7-5.19-8.16-7.88
-7.49-3.61-1.45-0.91-0.67-0.7
11P77511P80011P82511P85011P87511P90011P92511P950938011C95011C97511C100011C102511C105011C1075
12.821.233.755.289.4144.4225.4342.9562.6219.612261.728.4125.1
-3.2-5.9-6.4-9.7-13.3-16.5-19.9-20.9-34-13.1-12.6-9.4-6.2-3.5-1.9
31.529.928.226.725.224.122.92221.821.720.820.219.919.719.8
-0.9-1.2-0.9-1-1.1-1.1-1.2-1.2-1-1-1-1-0.9-0.9-0.9
-0.03-0.05-0.08-0.13-0.19-0.29-0.41-0.55
0.450.30.180.10.050.02
0.0070.0110.0170.0250.0350.0450.0540.057
0.0580.0530.0410.0280.0160.008
2.253.334.716.568.6910.8212.2912.49
12.4811.028.375.483.141.68
-0.86-1.2-1.6-2.11-2.65-3.14-3.39-3.31
-3.28-2.78-2.05-1.32-0.75-0.4
12P77512P80012P82512P85012P87512P90012P92512P950938012C95012C97512C100012C102512C105012C1075
41.459.384.4119.7169.6236.3328441.5761.5320214134.380.544.924.7
-5.7-6.6-8.4-10.6-11.9-15.3-14-16.2-28.5-12.3-9.8-9.6-8.5-4.8-3.9
31.129.728.427.226.124.924.123.12322.922.221.521.120.620.5
-0.7-0.6-0.6-0.7-0.6-0.7-0.6-0.7-0.7-0.7-0.6-0.7-0.7-0.5-0.6
-0.07-0.1-0.14-0.19-0.25-0.33-0.43-0.53
0.470.360.260.180.110.07
0.0110.0140.0190.0240.030.0360.040.042
0.0420.0410.0370.030.0230.016
5.487.078.9210.9613.0314.8316.0316.27
16.2715.3513.3510.717.875.44
-1.23-1.51-1.82-2.14-2.44-2.66-2.77-2.7
-2.7-2.47-2.08-1.63-1.17-0.8

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.73.922.8158.3111500





-0.7-1.2-0.3-0.240





20.46.921.31.452.7111250





-0.7-2-0.3-0.33.60





20.212.420.52.646.9111000





-0.6-2.7-0.6-0.83.20





20.524.719.85.140.9110750





-0.6-3.9-0.9-1.92.70





20.644.919.71234.6110500





-0.5-4.8-0.9-3.52.30





21.180.519.928.429.51.510250





-0.7-8.5-0.9-6.20.3-0.8





21.5134.320.261.724.7310000626.728.6682.720.575521.7
-0.7-9.6-1-9.4-1.8-3.5-11.5-2.2-20-1.6-17.2-0.8
22.221420.81222211.99750383.422.8492.820.958522.4
-0.6-9.8-1-12.6-2.6-10.2-21.3-4.4-20.3-1.2-17.5-0.8
22.932021.7219.621.256.39500180.522.2342.922441.523.1
-0.7-12.3-1-13.1-2.4-17.3-26.1-3.1-20.9-1.2-16.2-0.7
23.845522.6352.922.6188.1925061.523.4225.422.932824.1
-0.6-9.8-1-13-2.1-14.4-24.1-3-19.9-1.2-14-0.6
24.761523.8522.524.2393.7900019.726.9144.424.1236.324.9
-0.4-5-1-10.1-2.5-6.5-14.8-2.9-16.5-1.1-15.3-0.7






87506.730.989.425.2169.626.1






-7.7-2.8-13.3-1.1-11.9-0.6






8500336.155.226.7119.727.2






-4.1-2.5-9.7-1-10.6-0.7






82501.541.333.728.284.428.4






-2.4-2.4-6.4-0.9-8.4-0.6






8000147.721.229.959.329.7






-1.6-2.1-5.9-1.2-6.6-0.6






7750156.112.831.541.431.1






-0.61.4-3.2-0.9-5.7-0.7






7500164.8833.328.732.5






04.7-2-0.8-5.3-0.9






7250173.6535.120.834.2






05.3-1.3-0.7-3.2-0.7






7000182.73.337.114.935.8






05.9-0.9-0.7-2-0.5






67501922.139.100






06.6-0.9-1.200






65001101.71.541.57.138.8






07.3-0.6-0.9-1.9-1






6250000000






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