2010年10月5日火曜日

2010/10/05(Tue) OP

P/C0.90.10.811.50.91.20.80.91.1
先物9522.51609362.5938093759567.59497.59547.594109522.5
基準22.4-0.723.122.323.922.222.723.323.323
期近27.5-0.227.822.425.222.122.823.523.122.7
期先121.9-0.522.522.323.422.222.723.123.423.2
期先222.8-0.723.523.524.223.123.423.52423.7
当/先1.301.211.111111
先/先21010.9111111

23765











7750800082508500875090009250950095009500975010000102501050010750
10P77510P80010P82510P85010P87510P90010P92510P950952010C95010C97510C100010C102510C105010C1075
1111.32.6617.773.1167.994.818.83.7111
000-0.5-2.3-10.5-37.4-110.9-59.651.39.91.8000
98.684.871.259.850.741.933.327.527.427.229.233.739.25060.4
2219.817.714.411.57.84.7-0.4-0.10.301.1-0.11.73.5
00-0.01-0.01-0.02-0.05-0.14-0.45
0.550.160.040.010.010.01
0.0020.0020.0030.0050.0110.030.0860.188
0.190.1090.0310.0090.0060.004
0.090.110.120.180.340.731.673.03
3.031.870.610.210.170.14
-1.96-1.92-1.86-2.25-3.64-6.46-11.77-17.66
-17.49-11.58-4.36-1.73-1.78-1.85
11P77511P80011P82511P85011P87511P90011P92511P950952011C95011C97511C100011C102511C105011C1075
8.714.722.736.959.3100162.9257.1534.7277.6160.184.939.4176.9
-3.4-6-9.1-16.9-28.1-41.7-61.2-85.8-11.574.450.331.916.272.6
3331.429.327.525.824.523.322.12221.92120.52019.819.8
0.90.80.80.40.20.30.20.10.10.100.20.1-0.2-0.4
-0.02-0.04-0.06-0.09-0.14-0.22-0.33-0.47
0.530.380.240.130.070.03
0.0050.0080.0130.020.0290.040.0510.059
0.060.0590.050.0350.0210.011
1.632.473.54.996.869.111.0912.12
12.1211.569.446.523.912.07
-0.72-1.04-1.37-1.84-2.36-2.98-3.44-3.58
-3.56-3.25-2.6-1.75-1.04-0.55
12P77512P80012P82512P85012P87512P90012P92512P950952012C95012C97512C100012C102512C105012C1075
30.344.963.789.7129.6183.6257.5355734.8379.8256.2164.499.555.230
-10-14.2-20.9-29.9-39.9-52.1-67.8-87.5-10.776.856.339.526.815.29.5
31.530.328.927.426.22523.922.922.922.92221.420.920.320.1
0.20.20.1-0.1-0.10-0.1-0.2-0.10-0.2-0.2-0.2-0.4-0.2
-0.05-0.08-0.11-0.15-0.21-0.28-0.37-0.47
0.530.420.310.220.140.08
0.0090.0120.0160.0210.0270.0330.0390.043
0.0430.0440.0410.0350.0270.019
4.395.847.489.3611.4913.5315.1816.03
16.0315.7414.2311.88.876.21
-1.06-1.35-1.65-1.96-2.3-2.58-2.77-2.79
-2.82-2.66-2.34-1.89-1.38-0.96

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20422.4189.2111500





-0.80.8-1.508.40





20.18.220.41.280111250





-0.52.3-1.40.16.80





20.116.320.12.870.4111000





-0.54.5-0.80.95.20





20.13019.86.960.4110750





-0.29.5-0.42.63.50





20.355.219.81750110500





-0.415.2-0.271.70





20.999.52039.439.2110250





-0.226.80.116.2-0.10





21.4164.420.584.933.73.710000487.641.4561.620.564021.4
-0.239.50.231.91.11.8-1544.4-128.40.2-118.4-0.1
22256.221160.129.318.89750249.631389.121.2484.822.2
-0.256.3050.309.9-147.71-109.20.1-102.7-0.1
22.9379.821.9277.627.294.8950073.127.5257.122.135522.9
076.80.174.40.351.3-110.9-0.4-85.80.1-87.5-0.2
23.8529.522.9432.731.7287.8925017.733.3162.923.3257.523.9
-0.192.50.197.13.4120.9-37.44.7-61.20.2-67.8-0.1
24.870524.56230521.89000641.910024.5183.625
-0.21050.5121.1-33.5143.7-10.57.8-41.70.3-52.10






87502.650.759.325.8129.626.2






-2.311.5-28.10.2-39.9-0.1






85001.359.836.927.589.727.4






-0.514.4-16.90.4-29.9-0.1






8250171.222.729.363.728.9






017.7-9.10.8-20.90.1






8000184.814.731.444.930.3






019.8-60.8-14.20.2






7750198.68.73330.331.5






022-3.40.9-100.2






75001112.75.935.321.733.2






024.2-1.51.4-6.50.4






72501127.13.837.31635.1






026.4-0.61.7-3.90.7






700011422.639.710.936.5






028.8-0.51.6-3.20.4






67501157.31.84200






031.2-0.21.900






65001173143.55.940.4






033.7-0.21.5-0.71.2






6250000000






000000

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