2010/10/13(Wed)OP
| P/C | 0.7 | -0.2 | 0.9 | 1.2 | 0.9 | 0.9 | 0.9 | 0.8 | 1 | 1.5 |
| 先物 | 9407.5 | 7.5 | 9400 | 9587.5 | 9685 | 9695 | 9522.5 | 9362.5 | 9380 | 9375 |
| 基準 | 22.2 | -1.2 | 23.5 | 22.5 | 21.8 | 21.9 | 22.4 | 23.1 | 22.3 | 23.9 |
| 期近 | 22.2 | -1.2 | 23.5 | 22.5 | 43.8 | 31.2 | 27.5 | 27.7 | 22.4 | 25.2 |
| 期先1 | 23.5 | -0.8 | 24.3 | 23.5 | 21.6 | 21.4 | 21.9 | 22.5 | 22.3 | 23.4 |
| 期先2 | 23.5 | -0.6 | 24.1 | 23.5 | 22.5 | 22.4 | 22.8 | 23.5 | 23.5 | 24.2 |
| 当/先 | 0.9 | 0 | 1 | 1 | 2 | 1.5 | 1.3 | 1.2 | 1 | 1.1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 0.9 | 1 |
| 29 | 57 | 92 |
|
|
|
|
|
|
|
|
|
|
|
|
| 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9500 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9410 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 4.7 | 8.3 | 15.4 | 28.6 | 53.6 | 98.4 | 170.1 | 282.6 | 473.9 | 191.3 | 98.8 | 46.1 | 18.9 | 6.9 | 2.7 |
| -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 |
| 32.2 | 30.2 | 28.4 | 26.8 | 25.4 | 24.2 | 22.8 | 21.9 | 21.9 | 21.9 | 21.3 | 21 | 20.8 | 20.7 | 21.1 |
| -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 |
| 0.45 | 0.29 | 0.16 | 0.08 | 0.03 | 0.01 |
| 0.004 | 0.008 | 0.013 | 0.022 | 0.034 | 0.049 | 0.063 | 0.068 |
| 0.068 | 0.06 | 0.043 | 0.026 | 0.013 | 0.006 |
| 1.01 | 1.63 | 2.64 | 4.14 | 6.18 | 8.44 | 10.19 | 10.56 |
| 10.56 | 9.09 | 6.5 | 3.87 | 1.95 | 0.95 |
| -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 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9410 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 28.5 | 42.4 | 62.2 | 91.9 | 135.4 | 197.1 | 281.3 | 394.9 | 697.7 | 302.8 | 196.4 | 119.8 | 69 | 37.8 | 19.8 |
| -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 |
| 31.7 | 30.3 | 28.8 | 27.5 | 26.3 | 25.1 | 24.1 | 23.2 | 23.2 | 23.2 | 22.5 | 21.9 | 21.5 | 21.2 | 21.1 |
| -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 |
| 0.48 | 0.36 | 0.26 | 0.17 | 0.1 | 0.06 |
| 0.009 | 0.013 | 0.018 | 0.024 | 0.031 | 0.038 | 0.043 | 0.046 |
| 0.046 | 0.045 | 0.039 | 0.031 | 0.023 | 0.015 |
| 4.1 | 5.49 | 7.17 | 9.14 | 11.24 | 13.16 | 14.5 | 14.85 |
| 14.85 | 13.97 | 11.98 | 9.37 | 6.71 | 4.46 |
| -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 |
| 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 9400 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 |
| 65.4 | 89.5 | 119.9 | 160.7 | 216.3 | 287.9 | 377.8 | 491.2 | 881.3 | 390.2 | 279.6 | 190.1 | 125 | 79.9 | 48.4 |
| -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 |
| 30.7 | 29.5 | 28.3 | 27.1 | 26.1 | 25.2 | 24.2 | 23.4 | 23.1 | 22.9 | 22.3 | 21.6 | 21.2 | 20.9 | 20.5 |
| -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 |
| 0.49 | 0.4 | 0.31 | 0.23 | 0.16 | 0.11 |
| 0.011 | 0.014 | 0.018 | 0.022 | 0.027 | 0.031 | 0.034 | 0.036 |
| 0.037 | 0.037 | 0.034 | 0.03 | 0.025 | 0.019 |
| 7.74 | 9.55 | 11.49 | 13.55 | 15.59 | 17.32 | 18.5 | 18.87 |
| 18.87 | 18.25 | 16.62 | 14.25 | 11.55 | 8.78 |
| -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 |
| IV | Price | IV | Price | IV | Price |
| Price | IV | Price | IV | Price | IV |
| 20.3 | 10 | 21.6 | 2.9 | 26.8 | 1 | 11500 |
|
|
|
|
|
|
| -0.3 | -1.1 | -0.7 | -1 | 0.4 | 0 |
|
|
|
|
|
|
| 20.2 | 16.5 | 21 | 4.9 | 24.2 | 1 | 11250 |
|
|
|
|
|
|
| -0.5 | -2.6 | -0.9 | -1.7 | 0.3 | 0 |
|
|
|
|
|
|
| 20.5 | 29.4 | 21 | 10 | 22.6 | 1.6 | 11000 |
|
|
|
|
|
|
| -0.3 | -2.3 | -0.6 | -2.1 | -0.1 | -0.3 |
|
|
|
|
|
|
| 20.5 | 48.4 | 21.1 | 19.8 | 21.1 | 2.7 | 10750 |
|
|
|
|
|
|
| -0.6 | -5.9 | -0.7 | -3.5 | -0.6 | -0.9 |
|
|
|
|
|
|
| 20.9 | 79.9 | 21.2 | 37.8 | 20.7 | 6.9 | 10500 |
|
|
|
|
|
|
| -0.4 | -4.7 | -0.6 | -4.3 | -1.2 | -3.1 |
|
|
|
|
|
|
| 21.2 | 125 | 21.5 | 69 | 20.8 | 18.9 | 10250 |
|
|
|
|
|
|
| -0.6 | -9.2 | -0.7 | -6.9 | -1.2 | -5.9 |
|
|
|
|
|
|
| 21.6 | 190.1 | 21.9 | 119.8 | 21 | 46.1 | 10000 | 637.7 | 21 | 711.3 | 21.9 | 790 | 22.2 |
| -0.6 | -10.1 | -0.7 | -8.9 | -1 | -7.9 | -15.8 | -1.1 | -13.9 | -0.5 | -1.7 | 0.3 |
| 22.3 | 279.6 | 22.5 | 196.4 | 21.3 | 98.8 | 9750 | 440.1 | 21.2 | 537.6 | 22.5 | 630 | 22.9 |
| -0.5 | -8.1 | -0.7 | -9.8 | -1.1 | -11.6 | -17 | -0.9 | -14.9 | -0.5 | 0 | 0.4 |
| 22.9 | 390.2 | 23.2 | 302.8 | 21.9 | 191.3 | 9500 | 282.6 | 21.9 | 394.9 | 23.2 | 491.2 | 23.4 |
| -0.6 | -9.5 | -0.8 | -10.8 | -1.2 | -13.7 | -20.9 | -1.2 | -17.1 | -0.7 | -17.6 | -0.6 |
| 23.6 | 525 | 24.1 | 440.7 | 23.1 | 331.2 | 9250 | 170.1 | 22.8 | 281.3 | 24.1 | 377.8 | 24.2 |
| -0.6 | -10 | -0.8 | -11.1 | -0.9 | -8.8 | -18.8 | -1.1 | -17.7 | -0.8 | -17.1 | -0.6 |
| 24.4 | 685 | 25.1 | 605.9 | 24.1 | 506.3 | 9000 | 98.4 | 24.2 | 197.1 | 25.1 | 287.9 | 25.2 |
| -1.3 | -20 | -0.8 | -8.3 | -1.1 | -7.6 | -13 | -0.9 | -14.8 | -0.7 | -15.6 | -0.6 |
|
|
|
|
|
| 8750 | 53.6 | 25.4 | 135.4 | 26.3 | 216.3 | 26.1 |
|
|
|
|
|
| -10.4 | -1 | -13.5 | -0.8 | -13.6 | -0.6 |
|
|
|
|
|
| 8500 | 28.6 | 26.8 | 91.9 | 27.5 | 160.7 | 27.1 |
|
|
|
|
|
| -6.8 | -0.9 | -11 | -0.8 | -13.9 | -0.7 |
|
|
|
|
|
| 8250 | 15.4 | 28.4 | 62.2 | 28.8 | 119.9 | 28.3 |
|
|
|
|
|
| -4.8 | -1 | -8 | -0.7 | -10.6 | -0.6 |
|
|
|
|
|
| 8000 | 8.3 | 30.2 | 42.4 | 30.3 | 89.5 | 29.5 |
|
|
|
|
|
| -3.3 | -1.2 | -6 | -0.7 | -6.9 | -0.5 |
|
|
|
|
|
| 7750 | 4.7 | 32.2 | 28.5 | 31.7 | 65.4 | 30.7 |
|
|
|
|
|
| -1.7 | -0.9 | -4.8 | -0.8 | -7 | -0.6 |
|
|
|
|
|
| 7500 | 2.9 | 34.5 | 20.2 | 33.5 | 49.6 | 32.2 |
|
|
|
|
|
| -1.1 | -0.8 | -3.3 | -0.6 | -5.4 | -0.6 |
|
|
|
|
|
| 7250 | 1.6 | 36.5 | 13.8 | 35.2 | 0 | 0 |
|
|
|
|
|
| -0.6 | -0.6 | -2.7 | -0.7 | 0 | 0 |
|
|
|
|
|
| 7000 | 1 | 38.9 | 9.8 | 37.1 | 27.4 | 35 |
|
|
|
|
|
| -0.3 | -0.4 | -2.1 | -0.7 | -3.3 | -0.5 |
|
|
|
|
|
| 6750 | 1 | 43.2 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0.8 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 6500 | 1 | 47.7 | 4.8 | 40.8 | 15.4 | 38.2 |
|
|
|
|
|
| 0 | 0.9 | -1 | -0.6 | -2.6 | -0.7 |
|
|
|
|
|
| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
0 件のコメント:
コメントを投稿