2010年10月8日金曜日

2010/10/08(Fri)OP

P/C1.20.30.90.90.90.811.50.91.2
先物9587.5-97.5968596959522.59362.59380937595689498
基準22.50.621.821.922.423.122.323.922.222.7
期近22.5-21.343.831.227.527.722.425.222.122.8
期先123.51.921.621.421.922.522.323.422.222.7
期先223.50.922.522.422.823.523.524.223.123.4
当/先1-1.121.51.31.211.111
先/先21011110.9111

346297











7750800082508500875090009250950095009500975010000102501050010750
11P77511P80011P82511P85011P87511P90011P92511P950959011C95011C97511C100011C102511C105011C1075
6.210.517.228.349.284.3139.9225.7537.5311.8185.399.848.922.39.2
1.32.44.16.411.319.53043.7-13.1-56.8-39.6-25.3-15.2-8.1-4.5
33.531.729.92826.625.32422.922.822.721.821.220.920.820.7
0.30.40.50.40.50.60.70.70.60.40.60.60.50.50.3
-0.02-0.03-0.05-0.07-0.12-0.2-0.3-0.43
0.570.410.270.160.080.04
0.0040.0070.0110.0170.0260.0370.0490.058
0.0590.0610.0530.0390.0250.014
1.241.92.834.135.988.1510.2311.57
11.5711.469.737.054.452.46
-0.6-0.88-1.23-1.68-2.31-3-3.57-3.85
-3.84-3.65-3.01-2.15-1.35-0.74
12P77512P80012P82512P85012P87512P90012P92512P950959012C95012C97512C100012C102512C105012C1075
27.939.557.783.1119.5169.9239.8332.1750.9418.8289.8190117.869.839.3
5.67.411.61622.329.639.647.1-2.4-49.5-38.6-27.2-17.2-10.3-5.7
32.530.929.628.327.125.924.923.823.823.722.922.221.721.321.1
0.60.50.70.70.70.70.70.60.60.60.60.70.80.80.8
-0.05-0.07-0.1-0.14-0.19-0.26-0.34-0.44
0.560.450.340.240.160.1
0.0080.0110.0150.020.0250.0320.0370.042
0.0420.0440.0420.0360.0290.021
4.045.286.898.7510.812.8414.5815.65
15.6515.6814.5312.399.747.08
-1.05-1.31-1.63-1.98-2.34-2.66-2.9-2.98
-2.98-2.89-2.6-2.16-1.67-1.2
1P7751P8001P8251P8501P8751P9001P9251P95095801C9501C9751C10001C10251C10501C1075
62.584.3110145.6194.4255331.8430935505376.7270185124.880.3
40.352.26478.597.2114.7131.6145181.836.748.452.85044.735.2
31.530.42927.926.925.924.924.123.923.322.722.121.521.220.8
-0.4-0.10.10.20.50.60.80.80.70.30.50.60.60.60.5
-0.08-0.11-0.14-0.18-0.23-0.29-0.37-0.45
0.560.470.380.290.220.16
0.010.0120.0160.0190.0230.0270.030.033
0.0340.0350.0350.0320.0280.023
7.529.2311.0413.0515.1417.0618.6119.57
19.5719.6918.8317.0314.6311.86
-1.21-1.44-1.64-1.86-2.09-2.26-2.37-2.41
-2.36-2.31-2.14-1.88-1.59-1.27

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.62021.36.6231.211500





012.40.7-10.3-0.7





20.33021.111.821.8211250





016.50.8-1.80.4-1





20.5502121.621.24.211000





0.325.10.8-3.30.5-1.8





20.880.321.139.320.79.210750





0.535.20.8-5.70.3-4.5





21.2124.821.369.820.822.310500





0.644.70.8-10.30.5-8.1





21.518521.7117.820.948.910250





0.6500.8-17.20.5-15.2





22.127022.219021.299.810000513.321.4601.422.269022.6
0.652.80.7-27.20.6-25.370.50.568.30.61570.9
22.7376.722.9289.821.8185.39750349.922.1452.52355023.4
0.548.40.6-38.60.6-39.656.50.559.40.7156.91.1
23.350523.7418.822.7311.89500225.722.9332.123.843024.1
0.336.70.6-49.50.4-56.843.70.747.10.61450.8
24.366024.657524477.69250139.924239.824.9331.824.9
0.427.10.8-57.90.9-64.9300.739.60.7131.60.8
2583025.9758.224.6667.3900084.325.3169.925.925525.9
0.28.31-63.50.2-81.319.50.629.60.7114.70.6






875049.226.6119.527.1194.426.9






11.30.522.30.797.20.5






850028.32883.128.3145.627.9






6.40.4160.778.50.2






825017.229.957.729.611029






4.10.511.60.7640.1






800010.531.739.530.984.330.4






2.40.47.40.552.2-0.1






77506.233.527.932.562.531.5






1.30.35.60.640.3-0.4






75004.135.82034.247.632.9






0.80.34.10.631.8-0.7






72502.738.114.135.800






0.40.13.10.7-11-35.1






70001.840.310.437.827.635.8






0.2-0.12.20.719.4-1.3






6750141.90000






0-0.50000






6500146.15.941.915.938.9






0-0.41.81.311.8-1.7






6250000000






000000

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