2010年10月6日水曜日

2010/10/06(Wed)OP

P/C0.900.90.811.50.91.20.80.9
先物9695172.59522.59362.5938093759568949895489410
基準21.9-0.522.423.122.323.922.222.723.323.3
期近31.23.727.527.722.425.222.122.823.523.1
期先121.4-0.521.922.522.323.422.222.723.123.4
期先222.4-0.422.823.523.524.223.123.423.524
当/先1.50.21.31.211.11111
先/先210110.911111

13664











80008250850087509000925095009750975097501000010250105001075011000
10P80010P82510P85010P87510P90010P92510P95010P975969010C97510C100010C102510C105010C107510C1100
11111.94.921.4104.2148.544.35.71.5111
00-0.3-1.6-4.1-12.9-51.7-145.4-119.925.520.5000
121.5103.886.569.357.145.336.73129.628.833.442.55568.982.2
36.832.726.718.715.212.19.20-0.3-0.5-0.23.458.511.8
0-0.01-0.01-0.01-0.02-0.04-0.18-0.61
0.380.070.020.010.010.01
0.0020.0020.0030.0050.0120.0340.120.208
0.2230.0650.0160.0080.0050.004
0.080.090.10.120.230.551.552.27
2.250.760.250.150.120.11
-3.37-3.28-3.18-3.05-4.91-9.12-20.89-25.73
-23.75-9.31-3.85-2.97-3.11-3.23
11P80011P82511P85011P87511P90011P92511P95011P975969011C97511C100011C102511C105011C107511C1100
914.822.839.366.6111183.6289.9520.5230.61306528.7135.4
-5.7-7.9-14.1-20.1-33.4-51.9-73.5-99.2-28.870.445.125.511.76.12.5
31.629.827.626.224.823.422.421.421.12120.519.919.519.719.9
0.20.50.10.50.30.20.20.20.10-0.1-0.1-0.30-0.2
-0.02-0.04-0.06-0.1-0.16-0.25-0.37-0.52
0.480.330.20.10.050.02
0.0060.0090.0140.0220.0320.0440.0550.061
0.0620.0580.0450.030.0180.009
1.732.583.665.377.479.7311.5812.19
12.1911.058.55.513.261.72
-0.75-1.05-1.39-1.93-2.54-3.12-3.55-3.57
-3.53-3.12-2.33-1.48-0.89-0.47
12P80012P82512P85012P87512P90012P92512P95012P975969012C97512C100012C102512C105012C107512C1100
32.34566.696.3139.3199.3282.1390.6724333.4219.9136.680.345.424.4
-12.5-18.7-23.1-33.4-44.3-58.3-72.9-94.3-17.177.255.537.225.115.48
30.428.727.526.325.124.123.222.322.222.121.320.720.22019.8
0.1-0.10.200.10.10.30.10.10.1-0.1-0.2-0.1-0.1-0.3
-0.06-0.08-0.12-0.16-0.22-0.3-0.4-0.5
0.490.380.280.190.120.07
0.0090.0130.0170.0230.0290.0360.0410.044
0.0440.0440.040.0320.0240.017
4.736.097.949.9912.1814.2115.7116.24
16.2415.5313.610.898.045.49
-1.11-1.36-1.69-2.03-2.37-2.65-2.81-2.8
-2.8-2.58-2.19-1.72-1.25-0.85

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.43.923.11119.1111750





01.7-1.60210





206.921.71.5107.2111500





02.9-0.70.5180





2013.320.62.694.9111250





-0.15.10.21.5150





19.824.419.95.482.2111000





-0.38-0.22.511.80





2045.419.71368.9110750





-0.115.406.18.50





20.280.319.528.755110500





-0.125.1-0.311.750





20.7136.619.96542.51.510250560.352.4622.520.3696.721.2
-0.237.2-0.125.53.40.5-169.97.5-1450.1-128.30.3
21.3219.920.513033.45.710000315.839.1437.420.8527.121.5
-0.155.5-0.145.1-0.22-171.8-2.3-124.20.2-112.90.1
22.1333.421230.628.844.39750104.231289.921.4390.622.3
0.177.2070.4-0.525.5-145.40-99.20.2-94.30.1
22.8472.522.1376.831.6209950021.436.7183.622.4282.123.2
-0.192.70.299.14.4114.3-51.79.2-73.50.2-72.90.3
23.9642.823.1554.20443.592504.945.311123.4199.324.1
0.1113.30.2121.6-31.7155.7-12.912.1-51.90.2-58.30.1






90001.957.166.624.8139.325.1






-4.115.2-33.40.3-44.30.1






8750169.339.326.296.326.3






-1.618.7-20.10.5-33.40






8500186.522.827.666.627.5






-0.326.7-14.10.1-23.10.2






82501103.814.829.84528.7






032.7-7.90.5-18.7-0.1






80001121.5931.632.330.4






036.8-5.70.2-12.50.1






77501139.55.633.522.731.9






041-3.20.5-7.60.4






75001157.93.635.616.633.7






045.4-2.30.3-5.10.5






72501176.82.638.111.735.3






049.8-1.20.7-4.30.2






70001196.21.840.48.136.8






054.4-0.80.7-2.90.3






67501216.2141.900






059.1-0.8-0.100






6250000000






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