2010年10月4日月曜日

2010/10/04(Mon) OP

P/C0.8-0.211.50.91.20.80.91.11
先物9362.5-17.5938093759567.59497.59547.594109522.59532.5
基準23.10.822.323.922.222.723.323.32323.6
期近27.85.322.425.222.122.823.523.122.723.6
期先122.50.122.323.422.222.723.123.423.223.7
期先223.5023.524.223.123.423.52423.723.8
当/先1.20.211.1111111
先/先2100.91111111

33866











750077508000825085008750900092509250925095009750100001025010500
10P75010P77510P80010P82510P85010P87510P90010P925936010C92510C95010C97510C100010C102510C1050
11111.84.816.655.1222166.843.48.91.911
000-0.5-1.2-1.9-3.1-6.4-27.6-21.3-12.9-3.1-1.1-0.50
88.576.664.953.545.439.134.128.528.528.326.929.232.639.348.3
23.720.517.312.19.48.27.25.15.25.65.77.27.99.813.7
00-0.01-0.01-0.01-0.03-0.11-0.32
0.680.290.080.020.010.01
0.0010.0020.0030.0040.0080.0220.0620.14
0.1410.1420.0550.0150.0070.005
0.110.120.140.160.290.681.693.23
3.223.081.290.40.210.18
-1.39-1.36-1.32-1.28-1.97-3.97-8.58-13.72
-13.59-12.33-5.59-1.96-1.23-1.28
11P75011P77511P80011P82511P85011P87511P90011P925936011C92511C95011C97511C100011C102511C1050
7.412.120.731.753.887.5141.8224.1559.7335.6203.3109.85323.310
-0.7-0.7-0.4-1.9-1.4-1.9-2.6-1.3-18.5-17.3-16.4-12.2-8.8-5.1-2
33.932.130.628.527.125.624.2232322.921.820.920.319.920
0.60.60.70.30.40.30.20.20.20.30.10.100.10.3
-0.02-0.03-0.05-0.08-0.13-0.2-0.29-0.42
0.580.430.290.170.090.04
0.0050.0070.0110.0170.0250.0360.0470.056
0.0560.0590.0540.0410.0260.015
1.412.113.194.446.298.3810.4511.87
11.8711.9410.337.584.762.7
-0.62-0.88-1.27-1.65-2.22-2.79-3.29-3.55
-3.55-3.4-2.82-2.01-1.24-0.7
12P75012P77512P80012P82512P85012P87512P90012P925936012C92512C95012C97512C100012C102512C1050
28.140.359.184.5119.6169.5235.8325.3762.3437303200124.972.640
-0.6-1.1-0.20.1-0.2-0.1-0.5-2.7-20.7-18-17-14.1-9.3-7.9-4.9
32.831.330.128.827.526.325.1242423.822.922.221.621.120.7
0.40.30.40.40.30.20.1-0.1-0.10000.100.1
-0.05-0.07-0.1-0.14-0.19-0.25-0.34-0.43
0.570.460.350.250.170.1
0.0080.0110.0140.0190.0250.0310.0360.041
0.0410.0430.0420.0370.030.022
4.045.316.938.7610.7612.814.5515.69
15.6915.8514.8212.7610.047.26
-1-1.25-1.57-1.9-2.22-2.53-2.74-2.83
-2.83-2.74-2.49-2.09-1.6-1.13

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.65.921.81.173.2111250





0.2-0.90.5-0.320.50





20.711.920.8265.2111000





0.5-0.50.3-0.618.30





20.320.520.24.256.9110750





-0.1-4.20.4-0.916.10





20.740201048.3110500





0.1-4.90.3-213.70





21.172.619.923.339.3110250





0-7.90.1-5.19.8-0.5





21.6124.920.35332.61.910000





0.1-9.30-8.87.9-1.1





22.220020.9109.829.28.99750397.330498.321.1587.522.3
0-14.10.1-12.27.2-3.113.97.25.50.22.5-0.1
22.930321.8203.326.943.49500184.127.9342.922.1442.523.1
0-170.1-16.45.7-12.93.55.70010
23.843722.9335.628.3166.8925055.128.5224.123325.324
0-180.3-17.35.6-21.3-6.45.1-1.30.2-2.7-0.1
25.160023.9501.933.5378.1900016.634.1141.824.2235.825.1
0.3-150.1-20.69.3-15.6-3.17.2-2.60.2-0.50.1
2678025.2697.327.861387504.839.187.525.6169.526.3
0-200.2-20.20.3-20.6-1.98.2-1.90.3-0.10.2






85001.845.453.827.1119.627.5






-1.29.4-1.40.4-0.20.3






8250153.531.728.584.528.8






-0.512.1-1.90.30.10.4






8000164.920.730.659.130.1






017.3-0.40.7-0.20.4






7750176.612.132.140.331.3






020.5-0.70.6-1.10.3






7500188.57.433.928.132.8






023.7-0.70.6-0.60.4






72501100.74.535.619.834.4






027.1-0.50.6-0.90.3






70001113.23.138.114.136.1






030.5-0.21-0.80.3






67501126.1240.100






034-0.1100






65001139.31.2426.739.2






037.7-0.30.5-0.40.4






6250000000






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6250000000






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