2010年10月15日金曜日

2010/10/15(Fri)OP

P/C10.30.80.70.91.20.90.90.90.8
先物9520-5595759407.594009587.5968596959522.59362.5
基準21.2-0.922.122.223.522.521.821.922.423.1
期近21.2-0.922.122.223.522.543.831.227.527.7
期先122.2-0.722.923.524.323.521.621.421.922.5
期先222.5-0.422.923.524.123.522.522.422.823.5
当/先1010.91121.51.31.2
先/先21011111111

275590











7750800082508500875090009250950095009500975010000102501050010750
11P77511P80011P82511P85011P87511P90011P92511P950952011C95011C97511C100011C102511C105011C1075
2.94.88.31632.464119.4211.7441.7230118.753.922.18.33.3
-0.1-0.9-1.6-2-1.60.13.810.9-36.1-47.1-37-23.7-11.2-4.4-1.1
32.830.428.126.324.923.722.421.421.321.120.3202020.120.7
-0.4-1-1.3-1.2-1.1-1-1-1-1.1-1.2-1.3-1.2-0.7-0.30.4
-0.01-0.02-0.03-0.05-0.1-0.18-0.31-0.47
0.530.340.190.090.040.02
0.0030.0050.0090.0160.0270.0430.060.071
0.0720.0690.0520.0320.0160.008
0.681.071.712.854.646.949.1810.38
10.389.67.124.342.251.12
-0.41-0.6-0.88-1.37-2.11-3-3.75-4.04
-4.02-3.58-2.61-1.58-0.83-0.42
12P77512P80012P82512P85012P87512P90012P92512P950952012C95012C97512C100012C102512C105012C1075
19.629.844.265.499.9150220.6320.5658.7338.2220.6134.276.74121.4
-0.70.1-0.4-0.50.24.15.812.3-34.6-46.9-39.5-30.8-22.5-13.9-8.5
31.329.828.326.725.524.423.322.422.322.221.52120.620.320.3
-0.6-0.5-0.6-0.7-0.8-0.6-0.8-0.7-0.8-1-0.9-0.9-0.9-0.7-0.6
-0.04-0.06-0.09-0.13-0.18-0.26-0.36-0.47
0.530.40.290.190.120.07
0.0070.0110.0150.0210.0280.0360.0430.048
0.0480.0490.0440.0350.0260.017
3.24.415.897.79.8812.0513.8414.76
14.7614.3712.6510.057.214.81
-0.9-1.19-1.5-1.85-2.27-2.65-2.9-2.97
-2.97-2.8-2.4-1.87-1.32-0.88
1P7751P8001P8251P8501P8751P9001P9251P95095101C9501C9751C10001C10251C10501C1075
50.367.993.6128.3175.4236.6319.7420.9851430.1306.3209.8135.985.451.5
-0.1-0.6-0.61.33.25.11113.4-31.5-44.9-41.2-31.6-27.2-19.6-13.9
30.228.827.726.625.524.523.822.922.622.221.520.920.32019.7
-0.5-0.6-0.6-0.5-0.5-0.5-0.4-0.5-0.6-0.7-0.8-0.6-0.7-0.6-0.6
-0.07-0.1-0.13-0.18-0.23-0.3-0.38-0.47
0.530.430.340.250.180.12
0.010.0130.0160.0210.0250.030.0340.037
0.0380.0390.0370.0330.0270.021
6.648.2610.212.3114.4916.4818.0418.84
18.8418.6317.3115.0212.229.33
-1.11-1.31-1.56-1.8-2.04-2.23-2.36-2.37
-2.33-2.22-2.01-1.69-1.36-1.02

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.710.521.13.226.2111500





-0.3-3.5-0.1-1.11.20





19.61820.35.123.5111250





-0.4-5.5-0.6-2.81.10





19.530.120.210.721.51.411000





-0.6-9.9-0.5-4.80.4-0.5





19.751.520.321.420.73.310750





-0.6-13.9-0.6-8.50.4-1.1





2085.420.34120.18.310500





-0.6-19.6-0.7-13.9-0.3-4.4





20.3135.920.676.72022.110250





-0.7-27.2-0.9-22.5-0.7-11.2





20.9209.821134.22053.910000536.720.5616.421.370021.6
-0.6-31.6-0.9-30.8-1.2-23.739.8-0.128.7-0.525-0.5
21.5306.321.5220.620.3118.79750353.520.9452.421.7549.922.3
-0.8-41.2-0.9-39.5-1.3-3726.7-0.419.4-0.719.9-0.4
22.2430.122.2338.221.12309500211.721.4320.522.4420.922.9
-0.7-44.9-1-46.9-1.2-47.110.9-112.3-0.713.4-0.5
22.857523487.922386.39250119.422.4220.623.3319.723.8
-0.9-52.5-1.2-55.2-1.5-56.13.8-15.8-0.811-0.4
23.774524666.923.2581.590006423.715024.4236.624.5
-0.7-52.5-0.9-54.9-1.9-61.40.1-14.1-0.65.1-0.5






875032.424.999.925.5175.425.5






-1.6-1.10.2-0.83.2-0.5






85001626.365.426.7128.326.6






-2-1.2-0.5-0.71.3-0.5






82508.328.144.228.393.627.7






-1.6-1.3-0.4-0.6-0.6-0.6






80004.830.429.829.867.928.8






-0.9-10.1-0.5-0.6-0.6






77502.932.819.631.350.330.2






-0.1-0.4-0.7-0.6-0.1-0.5






75001.835.313.232.935.331.2






-0.3-0.7-1.3-0.9-1.5-0.7






7250137.39.334.800






-0.1-0.3-0.5-0.600






7000141.76.93719.934.4






00.10-0.30.2-0.3






6750146.20000






00.10000






6500150.83.340.711.137.6






00.2-0.2-0.40.1-0.2






6250000000






000000

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