2010年10月18日月曜日

2010/10/18(Mon)OP

P/C0.9-0.110.80.70.91.20.90.90.9
先物9492.5-27.5952095759407.594009587.5968596959522.5
基準21.40.221.222.122.223.522.521.821.922.4
期近21.30.121.222.122.223.522.543.831.227.5
期先122.2-0.122.222.923.524.323.521.621.421.9
期先222.2-0.322.522.923.524.123.522.522.422.8
当/先10110.91121.51.3
先/先21011111111

245287











7750800082508500875090009250950095009500975010000102501050010750
11P77511P80011P82511P85011P87511P90011P92511P950949011C95011C97511C100011C102511C105011C1075
2.146.913.828.258.8115.5212.7416.8204.1100.542.916.15.52.3
-0.8-0.9-1.4-2.2-4.2-5.2-3.91-24.9-25.9-18.1-11-6-2.8-1
32.930.928.426.524.823.522.321.421.321.220.520.220.220.321.3
0.10.50.30.2-0.1-0.2-0.1000.10.20.30.20.20.6
-0.01-0.01-0.03-0.05-0.1-0.18-0.32-0.49
0.510.320.170.070.030.01
0.0030.0050.0090.0160.0280.0460.0650.076
0.0770.0710.050.0280.0130.006
0.510.91.462.514.186.488.739.78
9.788.736.123.441.620.82
-0.35-0.57-0.85-1.36-2.13-3.12-3.99-4.28
-4.27-3.69-2.55-1.43-0.68-0.36
12P77512P80012P82512P85012P87512P90012P92512P950949012C95012C97512C100012C102512C105012C1075
16.925.339.861.394.9145.1219.1321.8635313.1199.7119.265.434.217
-2.8-4.5-4.4-4-5.1-4.8-1.51.4-23.7-25.1-20.9-15-11.3-6.8-4.4
30.929.227.926.525.224.123.122.222.12221.42120.520.320.2
-0.4-0.6-0.4-0.3-0.3-0.3-0.2-0.2-0.2-0.1-0.10-0.100
-0.04-0.05-0.08-0.12-0.18-0.26-0.37-0.49
0.510.390.270.170.10.06
0.0070.0110.0150.0220.0290.0380.0450.05
0.050.050.0440.0350.0240.016
2.883.975.517.389.5511.7513.5314.34
14.3413.7611.879.156.394.08
-0.85-1.1-1.46-1.86-2.29-2.69-2.97-3.03
-3.03-2.82-2.38-1.8-1.24-0.79
1P7751P8001P8251P8501P8751P9001P9251P95094901C9501C9751C10001C10251C10501C1075
45.363.687.8120.8169.1230.3310.2415.2820404.8283.3189.8121.575.545.1
-5-4.3-5.9-7.5-6.3-6.3-9.5-5.8-31-25.3-23-19.9-14.5-9.9-6.4
29.628.427.22625.1242322.322.12221.220.620.119.919.7
-0.6-0.4-0.5-0.6-0.5-0.5-0.7-0.6-0.4-0.2-0.3-0.3-0.2-0.10
-0.07-0.1-0.13-0.18-0.23-0.3-0.39-0.48
0.520.420.320.230.160.11
0.010.0130.0170.0210.0260.0310.0360.039
0.0390.040.0370.0330.0270.02
6.257.959.8611.9814.2316.2417.7818.5
18.5118.1516.6414.2111.388.56
-1.06-1.29-1.53-1.78-2.04-2.23-2.33-2.35
-2.34-2.21-1.97-1.64-1.3-0.97

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.4821.52.628.2111500





-0.3-2.50.4-0.520





19.514.920.54.125.3111250





-0.1-30.2-1.11.80





19.425.120.48.622.3111000





-0.2-50.1-2.10.8-0.4





19.745.120.21721.32.310750





0-6.40-4.40.6-1





19.975.520.334.220.35.510500





-0.1-9.90-6.80.2-2.8





20.1121.520.565.420.216.110250





-0.2-14.5-0.1-11.30.2-6





20.6189.821119.220.242.910000551.420.5627.721.270521.2
-0.3-19.90-150.3-1114.7011.3-0.15-0.4
21.2283.321.4199.720.5100.5975035820.6457.721.5545.221.6
-0.3-23-0.1-20.90.2-18.14.5-0.35.4-0.2-4.7-0.7
22404.822313.121.2204.19500212.721.4321.822.2415.222.3
-0.2-25.3-0.1-25.10.1-25.9101.4-0.2-5.8-0.6
22.8549.823461.922.5359.99250115.522.3219.123.1310.223
-0.1-25.20-260.5-26.5-3.9-0.1-1.5-0.2-9.5-0.7
23.471523.9636.623.6552.5900058.823.5145.124.1230.324
-0.3-30-0.2-30.30.4-29-5.2-0.2-4.8-0.3-6.3-0.5






875028.224.894.925.2169.125.1






-4.2-0.1-5.1-0.3-6.3-0.5






850013.826.561.326.5120.826






-2.20.2-4-0.3-7.5-0.6






82506.928.439.827.987.827.2






-1.40.3-4.4-0.4-5.9-0.5






8000430.925.329.263.628.4






-0.90.5-4.5-0.6-4.3-0.4






77502.132.916.930.945.329.6






-0.80.1-2.8-0.4-5-0.6






75001.636.511.832.933.431.1






-0.21.2-1.40-1.9-0.1






7250139.27.834.600






01.9-1.5-0.300






7000143.85.536.51834.1






02.1-1.5-0.5-1.9-0.3






6750148.60000






02.40000






6500153.52.94110.337.6






02.7-0.40.2-0.80






6250000000






000000

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