2010年10月7日木曜日

2010/10/07(Thu)OP

P/C0.900.90.90.811.50.91.20.8
先物9685-1096959522.59362.593809375956894989548
基準21.8021.922.423.122.323.922.222.723.3
期近43.612.431.227.527.722.425.222.122.823.5
期先121.60.221.421.922.522.323.422.222.723.1
期先222.50.122.422.823.523.524.223.123.423.5
当/先20.61.51.31.211.1111
先/先2101110.91111

03563











80008250850087509000925095009750975097501000010250105001075011000
10P80010P82510P85010P87510P90010P92510P95010P975968010C97510C100010C102510C105010C107510C1100
1111115.794.511924.511111
0000-0.9-3.9-15.7-9.7-29.5-19.8-4.7-0.5000
234.1199.9166.313399.966.445.545.842.941.248.579.1107.6134.6160.3
112.59679.763.642.821.18.814.813.312.41536.552.665.678
0-0.01-0.01-0.01-0.01-0.01-0.09-0.68
0.310.020.010.010.010.01
0.0020.0020.0030.0050.0080.0170.1150.257
0.2780.0310.0130.0070.0050.004
0.040.040.050.060.080.110.491.1
1.070.140.10.080.060.06
-12.62-12.29-11.9-11.42-10.79-9.9-30.71-69.21
-60.71-9.28-10.41-11.14-11.68-12.11
11P80011P82511P85011P87511P90011P92511P95011P975968011C97511C100011C102511C105011C107511C1100
8.113.22237.964.8109.8181.9293.4518.4225125.164.130.413.76
-1-1.6-0.8-1.3-1.8-1.2-1.63.5-2.1-5.6-4.9-0.91.60.70.7
31.329.427.726.124.723.422.221.621.321.220.620.320.320.420.7
-0.3-0.40-0.1-0.1-0.1-0.20.20.20.20.10.40.80.70.8
-0.02-0.04-0.06-0.1-0.16-0.25-0.38-0.53
0.470.320.190.110.050.03
0.0060.0090.0140.0220.0330.0450.0570.061
0.0620.0580.0450.030.0180.01
1.592.393.565.237.339.6111.4512
1210.798.295.533.291.82
-0.71-0.99-1.39-1.93-2.55-3.17-3.59-3.64
-3.61-3.15-2.39-1.59-0.95-0.53
12P80012P82512P85012P87512P90012P92512P95012P975969012C97512C100012C102512C105012C107512C1100
32.1466797.2140.3200.2285393.1721.5328.4217.113580.145.124.9
-0.210.50.910.92.92.6-2.5-5.1-2.8-1.6-0.2-0.40.6
30.52927.726.425.224.123.322.322.322.221.520.920.520.320.2
0.10.30.10.10.100.100.10.20.20.20.30.30.4
-0.06-0.08-0.12-0.16-0.23-0.31-0.4-0.51
0.490.380.270.180.120.07
0.0090.0130.0180.0230.030.0360.0410.044
0.0440.0440.0390.0320.0240.017
4.696.127.929.9712.1414.1415.6116.09
16.0915.3413.410.747.925.49
-1.13-1.4-1.73-2.07-2.41-2.68-2.85-2.82
-2.84-2.61-2.22-1.75-1.27-0.88

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
21.14.723.51231.6111750





0.80.70.40112.50





20.67.622.71.8208.7111500





0.60.70.90.3101.40





20.313.621.43184.9111250





0.30.20.80.489.90





20.224.920.76160.3111000





0.40.60.80.7780





20.345.120.413.7134.6110750





0.3-0.40.70.765.60





20.580.120.330.4107.6110500





0.3-0.20.81.652.60





20.913520.364.179.1110250570101.8632.920.970021
0.2-1.60.4-0.936.5-0.59.749.310.40.63.3-0.1
21.5217.120.6125.148.5110000315.746.5442.820.953321.7
0.2-2.80.1-4.915-4.707.45.40.260.2
22.2328.421.222541.224.5975094.545.8293.421.6393.122.3
0.2-5.10.2-5.612.4-19.8-9.714.83.50.22.60
23.1468.322.3368.723.1185.195005.745.5181.922.228523.3
0.3-4.20.2-8.1-8.5-23.9-15.78.8-1.6-0.22.90.1
23.8632.923542.50430.39250166.4109.823.4200.224.1
0-9.9-0.1-11.70-13.2-3.921.1-1.2-0.10.90






9000199.964.824.7140.325.2






-0.942.8-1.8-0.110.1






8750113337.926.197.226.4






063.6-1.3-0.10.90.1






85001166.32227.76727.7






079.7-0.800.50.1






82501199.913.229.44629






096-1.6-0.410.3






80001234.18.131.332.130.5






0112.5-1-0.3-0.20.1






77501269533.322.331.9






0129.4-0.6-0.2-0.40






75001304.73.335.515.933.6






0146.6-0.3-0.1-0.7-0.1






72501341.22.3381135.1






0164.3-0.3-0.1-0.7-0.2






70001378.91.640.38.237.1






0182.5-0.2-0.10.10.2






67501417.6142.400






0201.200.500






6250000000






000000

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