2010年10月13日水曜日

2010/10/13(Wed)OP

P/C0.7-0.20.91.20.90.90.90.811.5
先物9407.57.594009587.5968596959522.59362.593809375
基準22.2-1.223.522.521.821.922.423.122.323.9
期近22.2-1.223.522.543.831.227.527.722.425.2
期先123.5-0.824.323.521.621.421.922.522.323.4
期先223.5-0.624.123.522.522.422.823.523.524.2
当/先0.901121.51.31.211.1
先/先2101111110.91

295792











7750800082508500875090009250950095009500975010000102501050010750
11P77511P80011P82511P85011P87511P90011P92511P950941011C95011C97511C100011C102511C105011C1075
4.78.315.428.653.698.4170.1282.6473.9191.398.846.118.96.92.7
-1.7-3.3-4.8-6.8-10.4-13-18.8-20.9-34.6-13.7-11.6-7.9-5.9-3.1-0.9
32.230.228.426.825.424.222.821.921.921.921.32120.820.721.1
-0.9-1.2-1-0.9-1-0.9-1.1-1.2-1.2-1.2-1.1-1-1.2-1.2-0.6
-0.02-0.03-0.05-0.08-0.15-0.25-0.38-0.55
0.450.290.160.080.030.01
0.0040.0080.0130.0220.0340.0490.0630.068
0.0680.060.0430.0260.0130.006
1.011.632.644.146.188.4410.1910.56
10.569.096.53.871.950.95
-0.55-0.84-1.28-1.89-2.67-3.47-3.95-3.92
-3.95-3.3-2.33-1.37-0.69-0.34
12P77512P80012P82512P85012P87512P90012P92512P950941012C95012C97512C100012C102512C105012C1075
28.542.462.291.9135.4197.1281.3394.9697.7302.8196.4119.86937.819.8
-4.8-6-8-11-13.5-14.8-17.7-17.1-27.9-10.8-9.8-8.9-6.9-4.3-3.5
31.730.328.827.526.325.124.123.223.223.222.521.921.521.221.1
-0.8-0.7-0.7-0.8-0.8-0.7-0.8-0.7-0.7-0.8-0.7-0.7-0.7-0.6-0.7
-0.05-0.08-0.11-0.16-0.23-0.31-0.41-0.52
0.480.360.260.170.10.06
0.0090.0130.0180.0240.0310.0380.0430.046
0.0460.0450.0390.0310.0230.015
4.15.497.179.1411.2413.1614.514.85
14.8513.9711.989.376.714.46
-1.13-1.45-1.8-2.18-2.57-2.88-3.03-3
-3.01-2.74-2.29-1.76-1.25-0.82
1P7751P8001P8251P8501P8751P9001P9251P95094001C9501C9751C10001C10251C10501C1075
65.489.5119.9160.7216.3287.9377.8491.2881.3390.2279.6190.112579.948.4
-7-6.9-10.6-13.9-13.6-15.6-17.1-17.6-27-9.5-8.1-10.1-9.2-4.7-5.9
30.729.528.327.126.125.224.223.423.122.922.321.621.220.920.5
-0.6-0.5-0.6-0.7-0.6-0.6-0.6-0.6-0.6-0.6-0.5-0.6-0.6-0.4-0.6
-0.09-0.12-0.16-0.21-0.27-0.34-0.42-0.51
0.490.40.310.230.160.11
0.0110.0140.0180.0220.0270.0310.0340.036
0.0370.0370.0340.030.0250.019
7.749.5511.4913.5515.5917.3218.518.87
18.8718.2516.6214.2511.558.78
-1.28-1.52-1.75-1.98-2.2-2.35-2.42-2.38
-2.35-2.21-1.95-1.64-1.31-0.98

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.31021.62.926.8111500





-0.3-1.1-0.7-10.40





20.216.5214.924.2111250





-0.5-2.6-0.9-1.70.30





20.529.4211022.61.611000





-0.3-2.3-0.6-2.1-0.1-0.3





20.548.421.119.821.12.710750





-0.6-5.9-0.7-3.5-0.6-0.9





20.979.921.237.820.76.910500





-0.4-4.7-0.6-4.3-1.2-3.1





21.212521.56920.818.910250





-0.6-9.2-0.7-6.9-1.2-5.9





21.6190.121.9119.82146.110000637.721711.321.979022.2
-0.6-10.1-0.7-8.9-1-7.9-15.8-1.1-13.9-0.5-1.70.3
22.3279.622.5196.421.398.89750440.121.2537.622.563022.9
-0.5-8.1-0.7-9.8-1.1-11.6-17-0.9-14.9-0.500.4
22.9390.223.2302.821.9191.39500282.621.9394.923.2491.223.4
-0.6-9.5-0.8-10.8-1.2-13.7-20.9-1.2-17.1-0.7-17.6-0.6
23.652524.1440.723.1331.29250170.122.8281.324.1377.824.2
-0.6-10-0.8-11.1-0.9-8.8-18.8-1.1-17.7-0.8-17.1-0.6
24.468525.1605.924.1506.3900098.424.2197.125.1287.925.2
-1.3-20-0.8-8.3-1.1-7.6-13-0.9-14.8-0.7-15.6-0.6






875053.625.4135.426.3216.326.1






-10.4-1-13.5-0.8-13.6-0.6






850028.626.891.927.5160.727.1






-6.8-0.9-11-0.8-13.9-0.7






825015.428.462.228.8119.928.3






-4.8-1-8-0.7-10.6-0.6






80008.330.242.430.389.529.5






-3.3-1.2-6-0.7-6.9-0.5






77504.732.228.531.765.430.7






-1.7-0.9-4.8-0.8-7-0.6






75002.934.520.233.549.632.2






-1.1-0.8-3.3-0.6-5.4-0.6






72501.636.513.835.200






-0.6-0.6-2.7-0.700






7000138.99.837.127.435






-0.3-0.4-2.1-0.7-3.3-0.5






6750143.20000






00.80000






6500147.74.840.815.438.2






00.9-1-0.6-2.6-0.7






6250000000






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