2010/10/14(Thu)OP
| P/C | 0.8 | 0 | 0.7 | 0.9 | 1.2 | 0.9 | 0.9 | 0.9 | 0.8 | 1 |
| 先物 | 9575 | 167.5 | 9407.5 | 9400 | 9587.5 | 9685 | 9695 | 9522.5 | 9362.5 | 9380 |
| 基準 | 22.1 | -0.1 | 22.2 | 23.5 | 22.5 | 21.8 | 21.9 | 22.4 | 23.1 | 22.3 |
| 期近 | 22.1 | -0.1 | 22.2 | 23.5 | 22.5 | 43.8 | 31.2 | 27.5 | 27.7 | 22.4 |
| 期先1 | 22.9 | -0.6 | 23.5 | 24.3 | 23.5 | 21.6 | 21.4 | 21.9 | 22.5 | 22.3 |
| 期先2 | 22.9 | -0.6 | 23.5 | 24.1 | 23.5 | 22.5 | 22.4 | 22.8 | 23.5 | 23.5 |
| 当/先 | 1 | 0 | 0.9 | 1 | 1 | 2 | 1.5 | 1.3 | 1.2 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 0.9 |
| 28 | 56 | 91 |
|
|
|
|
|
|
|
|
|
|
|
|
| 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9500 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9580 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 3 | 5.7 | 10 | 18 | 34.1 | 64 | 115.6 | 200.8 | 477.8 | 277 | 155.6 | 77.5 | 33.3 | 12.7 | 4.4 |
| -1.7 | -2.6 | -5.4 | -10.6 | -19.6 | -34.5 | -54.4 | -81.8 | 3.9 | 85.7 | 56.8 | 31.5 | 14.4 | 5.8 | 1.7 |
| 33.2 | 31.5 | 29.4 | 27.6 | 26 | 24.7 | 23.4 | 22.3 | 22.3 | 22.4 | 21.6 | 21.1 | 20.7 | 20.4 | 20.3 |
| 1 | 1.3 | 1 | 0.8 | 0.6 | 0.5 | 0.6 | 0.5 | 0.5 | 0.5 | 0.4 | 0.1 | -0.1 | -0.3 | -0.8 |
| -0.01 | -0.02 | -0.03 | -0.06 | -0.1 | -0.17 | -0.29 | -0.44 |
| 0.56 | 0.39 | 0.24 | 0.12 | 0.06 | 0.02 |
| 0.003 | 0.005 | 0.009 | 0.015 | 0.025 | 0.039 | 0.055 | 0.066 |
| 0.066 | 0.067 | 0.055 | 0.037 | 0.021 | 0.01 |
| 0.7 | 1.19 | 1.9 | 3.01 | 4.7 | 6.87 | 9.09 | 10.51 |
| 10.52 | 10.27 | 8.3 | 5.48 | 3 | 1.41 |
| -0.41 | -0.66 | -0.98 | -1.46 | -2.15 | -2.99 | -3.74 | -4.13 |
| -4.16 | -3.93 | -3.1 | -2 | -1.08 | -0.51 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9580 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 20.3 | 29.7 | 44.6 | 65.8 | 99.7 | 145.9 | 214.8 | 308.1 | 693.3 | 385.2 | 260.1 | 165 | 99.2 | 54.9 | 29.9 |
| -8.2 | -12.7 | -17.6 | -26 | -35.8 | -51.2 | -66.5 | -86.8 | -4.4 | 82.4 | 63.7 | 45.2 | 30.2 | 17.1 | 10.1 |
| 31.9 | 30.3 | 28.9 | 27.4 | 26.3 | 25 | 24 | 23.1 | 23.1 | 23.1 | 22.4 | 21.9 | 21.5 | 21 | 20.9 |
| 0.2 | 0 | 0.1 | 0 | 0 | -0.1 | -0.1 | -0.2 | -0.1 | -0.1 | 0 | 0 | 0 | -0.2 | -0.2 |
| -0.04 | -0.06 | -0.09 | -0.12 | -0.18 | -0.25 | -0.34 | -0.45 |
| 0.55 | 0.44 | 0.32 | 0.22 | 0.14 | 0.09 |
| 0.007 | 0.01 | 0.014 | 0.02 | 0.026 | 0.034 | 0.04 | 0.046 |
| 0.045 | 0.047 | 0.044 | 0.037 | 0.028 | 0.02 |
| 3.24 | 4.37 | 5.87 | 7.66 | 9.79 | 11.9 | 13.78 | 14.88 |
| 14.88 | 14.82 | 13.5 | 11.21 | 8.42 | 5.89 |
| -0.92 | -1.17 | -1.5 | -1.86 | -2.28 | -2.63 | -2.93 | -3.03 |
| -3.06 | -2.96 | -2.62 | -2.14 | -1.57 | -1.09 |
| 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 9570 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 |
| 50.4 | 68.6 | 94.2 | 127 | 172.2 | 231.5 | 308.7 | 407.5 | 882.5 | 475 | 347.5 | 241.4 | 163.1 | 105 | 65.4 |
| -14.9 | -21 | -25.7 | -33.7 | -44.1 | -56.4 | -69.1 | -83.7 | 1.2 | 84.8 | 67.9 | 51.3 | 38.2 | 25.1 | 17 |
| 30.6 | 29.4 | 28.3 | 27.1 | 26 | 25.1 | 24.2 | 23.4 | 23.2 | 22.9 | 22.2 | 21.5 | 21 | 20.6 | 20.3 |
| 0 | -0.1 | 0 | 0 | -0.1 | -0.1 | -0.1 | -0.1 | 0 | 0 | -0.1 | -0.2 | -0.1 | -0.3 | -0.3 |
| -0.07 | -0.1 | -0.13 | -0.17 | -0.22 | -0.29 | -0.36 | -0.45 |
| 0.55 | 0.46 | 0.36 | 0.28 | 0.2 | 0.14 |
| 0.009 | 0.012 | 0.016 | 0.02 | 0.024 | 0.028 | 0.032 | 0.035 |
| 0.036 | 0.037 | 0.036 | 0.033 | 0.028 | 0.023 |
| 6.61 | 8.24 | 10.15 | 12.19 | 14.34 | 16.35 | 17.99 | 18.96 |
| 18.96 | 19.01 | 17.99 | 16.03 | 13.41 | 10.58 |
| -1.11 | -1.32 | -1.57 | -1.8 | -2.04 | -2.24 | -2.37 | -2.42 |
| -2.39 | -2.32 | -2.12 | -1.85 | -1.52 | -1.18 |
| 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 | 14 | 21.2 | 4.2 | 25.1 | 1 | 11500 |
|
|
|
|
|
|
| -0.3 | 4 | -0.5 | 1.3 | -1.7 | 0 |
|
|
|
|
|
|
| 20 | 23.4 | 20.9 | 7.9 | 22.4 | 1 | 11250 |
|
|
|
|
|
|
| -0.2 | 6.9 | -0.2 | 3 | -1.8 | 0 |
|
|
|
|
|
|
| 20.1 | 40 | 20.8 | 15.4 | 21.2 | 1.9 | 11000 |
|
|
|
|
|
|
| -0.3 | 10.5 | -0.2 | 5.5 | -1.4 | 0.3 |
|
|
|
|
|
|
| 20.3 | 65.4 | 20.9 | 29.9 | 20.3 | 4.4 | 10750 |
|
|
|
|
|
|
| -0.3 | 17 | -0.2 | 10.1 | -0.8 | 1.7 |
|
|
|
|
|
|
| 20.6 | 105 | 21 | 54.9 | 20.4 | 12.7 | 10500 |
|
|
|
|
|
|
| -0.3 | 25.1 | -0.2 | 17.1 | -0.3 | 5.8 |
|
|
|
|
|
|
| 21 | 163.1 | 21.5 | 99.2 | 20.7 | 33.3 | 10250 |
|
|
|
|
|
|
| -0.1 | 38.2 | 0 | 30.2 | -0.1 | 14.4 |
|
|
|
|
|
|
| 21.5 | 241.4 | 21.9 | 165 | 21.1 | 77.5 | 10000 | 496.9 | 20.5 | 587.8 | 21.8 | 675 | 22.1 |
| -0.2 | 51.3 | 0 | 45.2 | 0.1 | 31.5 | -140.8 | -0.5 | -123.5 | -0.1 | -115 | -0.1 |
| 22.2 | 347.5 | 22.4 | 260.1 | 21.6 | 155.6 | 9750 | 326.8 | 21.3 | 433 | 22.4 | 530 | 22.7 |
| -0.1 | 67.9 | 0 | 63.7 | 0.4 | 56.8 | -113.3 | 0.1 | -104.6 | -0.1 | -100 | -0.1 |
| 22.9 | 475 | 23.1 | 385.2 | 22.4 | 277 | 9500 | 200.8 | 22.3 | 308.1 | 23.1 | 407.5 | 23.4 |
| 0 | 84.8 | -0.1 | 82.4 | 0.5 | 85.7 | -81.8 | 0.5 | -86.8 | -0.2 | -83.7 | -0.1 |
| 23.7 | 627.5 | 24.2 | 543.2 | 23.5 | 442.4 | 9250 | 115.6 | 23.4 | 214.8 | 24 | 308.7 | 24.2 |
| 0.2 | 102.5 | 0.1 | 102.4 | 0.4 | 111.3 | -54.4 | 0.6 | -66.5 | -0.1 | -69.1 | -0.1 |
| 24.4 | 797.5 | 25 | 721.8 | 25.2 | 642.9 | 9000 | 64 | 24.7 | 145.9 | 25 | 231.5 | 25.1 |
| -0.1 | 112.5 | -0.2 | 115.9 | 1 | 136.7 | -34.5 | 0.5 | -51.2 | -0.1 | -56.4 | -0.1 |
|
|
|
|
|
| 8750 | 34.1 | 26 | 99.7 | 26.3 | 172.2 | 26 |
|
|
|
|
|
| -19.6 | 0.6 | -35.8 | 0 | -44.1 | -0.1 |
|
|
|
|
|
| 8500 | 18 | 27.6 | 65.8 | 27.4 | 127 | 27.1 |
|
|
|
|
|
| -10.6 | 0.8 | -26 | 0 | -33.7 | 0 |
|
|
|
|
|
| 8250 | 10 | 29.4 | 44.6 | 28.9 | 94.2 | 28.3 |
|
|
|
|
|
| -5.4 | 1 | -17.6 | 0.1 | -25.7 | 0 |
|
|
|
|
|
| 8000 | 5.7 | 31.5 | 29.7 | 30.3 | 68.6 | 29.4 |
|
|
|
|
|
| -2.6 | 1.3 | -12.7 | 0 | -21 | -0.1 |
|
|
|
|
|
| 7750 | 3 | 33.2 | 20.3 | 31.9 | 50.4 | 30.6 |
|
|
|
|
|
| -1.7 | 1 | -8.2 | 0.2 | -14.9 | 0 |
|
|
|
|
|
| 7500 | 2.1 | 36 | 14.6 | 33.8 | 36.8 | 31.9 |
|
|
|
|
|
| -0.8 | 1.4 | -5.6 | 0.3 | -12.8 | -0.3 |
|
|
|
|
|
| 7250 | 1.1 | 37.7 | 9.8 | 35.4 | 0 | 0 |
|
|
|
|
|
| -0.5 | 1.1 | -4 | 0.2 | 0 | 0 |
|
|
|
|
|
| 7000 | 1 | 41.6 | 6.9 | 37.3 | 19.8 | 34.6 |
|
|
|
|
|
| 0 | 2.8 | -2.8 | 0.2 | -7.6 | -0.4 |
|
|
|
|
|
| 6750 | 1 | 46 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 2.8 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 6500 | 1 | 50.6 | 3.5 | 41.1 | 11.1 | 37.8 |
|
|
|
|
|
| 0 | 2.9 | -1.3 | 0.4 | -4.3 | -0.3 |
|
|
|
|
|
| 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