2010年10月12日火曜日

2010/10/12(Tue)OP












P/C0.9-0.31.20.90.90.90.811.50.9
先物9400-187.59587.5968596959522.59362.5938093759568
基準23.5122.521.821.922.423.122.323.922.2
期近23.5122.543.831.227.527.722.425.222.1
期先124.30.823.521.621.421.922.522.323.422.2
期先224.10.723.522.522.422.823.523.524.223.1
当/先10121.51.31.211.11
先/先210111110.911

305893











7750800082508500875090009250950095009500975010000102501050010750
11P77511P80011P82511P85011P87511P90011P92511P950940011C95011C97511C100011C102511C105011C1075
6.411.620.235.464111.4188.9303.5508.5205110.35424.8103.6
0.21.13714.8274977.8-29-106.8-75-45.8-24.1-12.2-5.6
33.131.329.527.726.4252423.123.123.122.4222221.921.7
-0.5-0.4-0.4-0.3-0.2-0.300.20.30.40.60.81.11.11
-0.02-0.03-0.06-0.1-0.16-0.26-0.39-0.55
0.450.30.170.090.040.02
0.0050.0090.0140.0230.0340.0480.0590.063
0.0630.0570.0430.0280.0150.007
1.262.023.114.656.698.8210.4310.73
10.739.396.954.462.451.16
-0.69-1.04-1.51-2.12-2.9-3.63-4.11-4.06
-4.1-3.47-2.52-1.62-0.88-0.42
12P77512P80012P82512P85012P87512P90012P92512P950940012C95012C97512C100012C102512C105012C1075
33.348.370.2102.9149211.9299412725.6313.6206.2128.775.942.123.3
5.48.812.519.829.44259.280-25.3-105.2-83.6-61.3-41.9-27.7-16
32.530.929.528.327.125.924.923.923.923.923.222.622.221.821.8
-0.10-0.1-0.10-0.100.10.20.30.30.40.50.40.7
-0.06-0.09-0.12-0.17-0.24-0.32-0.42-0.52
0.480.360.260.180.110.07
0.010.0130.0180.0240.030.0370.0420.044
0.0440.0430.0380.0310.0230.016
4.495.97.69.5711.5913.414.6614.97
14.9714.1212.239.727.084.89
-1.25-1.56-1.92-2.31-2.68-2.96-3.11-3.05
-3.08-2.81-2.37-1.85-1.32-0.91
1P7751P8001P8251P8501P8751P9001P9251P95093901C9501C9751C10001C10251C10501C1075
72.496.4130.5174.5229.9303.5394.8508.7908.4399.6287.7200.2134.284.654.4
9.812.120.428.935.548.56378.7-26.6-105.4-89-69.8-50.9-40.3-25.9
31.33028.927.826.725.824.82423.623.522.822.321.821.321.2
-0.2-0.4-0.10-0.2-0.1-0.1-0.10.10.10.10.20.40.10.4
-0.1-0.13-0.17-0.22-0.27-0.34-0.42-0.51
0.490.40.310.230.170.12
0.0120.0150.0180.0220.0260.030.0330.035
0.0360.0360.0330.030.0250.019
8.149.8911.8813.9215.8417.518.6218.96
18.9618.3516.8114.5611.829.27
-1.36-1.58-1.83-2.07-2.26-2.41-2.47-2.43
-2.39-2.25-2.01-1.71-1.35-1.05

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.61122.33.926.4111500





0-8.91.1-2.73.4-0.2





20.719.121.96.723.8111250





0.4-10.90.8-5.12-1





20.831.821.61222.71.811000





0.3-18.30.6-9.61.5-2.3





21.254.421.823.321.73.610750





0.4-25.90.7-161-5.6





21.384.621.842.121.91010500





0.1-40.30.4-27.71.1-12.2





21.8134.222.275.92224.810250





0.4-50.90.5-41.91.1-24.1





22.3200.222.6128.7225410000653.522.1725.122.4791.721.9
0.2-69.80.4-61.30.8-45.8140.10.6123.80.2101.7-0.7
22.8287.723.2206.222.4110.39750457.122.1552.52363022.5
0.1-890.3-83.60.6-75107.10100080-0.9
23.5399.623.9313.623.12059500303.523.141223.9508.724
0.1-105.40.3-105.20.4-106.877.80.2800.178.7-0.1
24.253525451.9243409250188.92429924.9394.824.8
-0.1-1250.4-123.10.1-137.649059.2063-0.1
25.770525.9614.225.2513.99000111.425211.925.9303.525.8
0.7-1250.1-1440.6-153.427-0.342-0.148.5-0.1






87506426.414927.1229.926.7






14.8-0.229.4035.5-0.2






850035.427.7102.928.3174.527.8






7-0.319.8-0.128.90






825020.229.570.229.5130.528.9






3-0.412.5-0.120.4-0.1






800011.631.348.330.996.430






1.1-0.48.8012.1-0.4






77506.433.133.332.572.431.3






0.2-0.55.4-0.19.8-0.2






7500435.423.534.25532.8






-0.1-0.43.4-0.17.3-0.2






72502.237.216.535.900






-0.5-12.40.100






70001.339.311.837.830.735.6






-0.4-11.403.1-0.3






6750142.40000






00.50000






6500146.85.841.41838.9






00.7-0.1-0.62.10






6250000000






000000

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