2010年10月19日火曜日

2010/10/19(Tue)OP

P/C0.8-0.10.910.80.70.91.20.90.9
先物9532.5409492.5952095759407.594009587.596859695
基準21.2-0.321.421.222.122.223.522.521.821.9
期近21-0.321.321.222.122.223.522.543.831.2
期先121.9-0.322.222.222.923.524.323.521.621.4
期先221.7-0.522.222.522.923.524.123.522.522.4
当/先101110.91121.5
先/先21011111111

235186











7750800082508500875090009250950095009500975010000102501050010750
11P77511P80011P82511P85011P87511P90011P92511P950953011C95011C97511C100011C102511C105011C1075
1.82.95.110.922.748.999187.8406.2218.5108.445.316.651.8
-0.3-1.1-1.8-2.8-5.6-9.9-16.4-25-10.614.47.92.40.5-0.4-0.5
33.730.828.326.624.823.522.321.221.12120.42019.919.720.5
0.7-0.1-0.10.100-0.1-0.2-0.2-0.2-0.2-0.3-0.3-0.6-0.8
-0.01-0.01-0.02-0.04-0.08-0.16-0.29-0.46
0.540.340.180.080.030.01
0.0020.0040.0070.0140.0250.0430.0630.078
0.0790.0750.0540.030.0140.006
0.450.71.172.123.635.868.219.58
9.588.846.293.531.550.7
-0.33-0.46-0.71-1.21-1.92-2.94-3.91-4.34
-4.31-3.87-2.69-1.5-0.66-0.31
12P77512P80012P82512P85012P87512P90012P92512P950953012C95012C97512C100012C102512C105012C1075
14.621.433.853.483.6130199296.5626329.5209.3124.868.73617.1
-2.2-3.9-6-7.9-11.3-15.2-20.1-25.4-916.49.65.63.31.80.1
30.92927.626.32523.922.9222221.921.220.720.320.119.9
0-0.2-0.3-0.2-0.2-0.2-0.2-0.2-0.2-0.1-0.2-0.3-0.2-0.2-0.3
-0.03-0.05-0.07-0.11-0.17-0.25-0.35-0.47
0.530.40.280.180.110.06
0.0070.010.0140.020.0280.0370.0450.051
0.0510.0510.0460.0360.0260.016
2.63.564.996.838.9811.2513.1914.22
14.2213.8512.099.46.614.13
-0.78-1-1.34-1.74-2.18-2.61-2.93-3.03
-3.05-2.86-2.44-1.86-1.3-0.8
1P7751P8001P8251P8501P8751P9001P9251P95095201C9501C9751C10001C10251C10501C1075
41.157.480111.7154.4215.2291.4390.2805.2415290.2195124.97644.9
-4.2-6.3-7.8-9.1-14.7-15.1-18.7-25-14.810.26.95.23.50.6-0.2
29.528.32725.924.8242322.121.821.520.820.319.819.519.3
-0.1-0.2-0.10-0.3-0.1-0.1-0.2-0.3-0.5-0.4-0.4-0.3-0.4-0.4
-0.06-0.09-0.12-0.17-0.22-0.29-0.37-0.47
0.530.430.330.240.170.11
0.0090.0120.0160.0210.0260.0310.0360.039
0.040.0410.0390.0340.0280.021
5.887.499.3811.5113.7415.8717.5418.43
18.4318.2316.8314.4611.548.64
-1-1.22-1.47-1.72-1.97-2.2-2.32-2.34
-2.31-2.2-1.98-1.67-1.3-0.97

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.38.521.22.628.2111500





-0.10.5-0.3-0.100





1914.120.44.325.3111250





-0.5-0.9-0.10.200





1925.1208.222.2111000





-0.3-0.1-0.4-0.3-0.10





19.344.919.917.120.51.810750





-0.4-0.2-0.30.1-0.8-0.5





19.57620.13619.7510500





-0.40.6-0.21.8-0.6-0.4





19.8124.920.368.719.916.610250





-0.33.5-0.23.3-0.30.5





20.319520.7124.82045.310000513.520.2592.320.867020.8
-0.45.2-0.35.6-0.32.4-37.9-0.4-35.5-0.3-35-0.4
20.8290.221.2209.320.4108.49750327.320.6426.721.3517.521.4
-0.46.9-0.29.6-0.27.9-30.80-31-0.3-27.7-0.1
21.541521.9329.521218.59500187.821.2296.522390.222.1
-0.510.2-0.116.4-0.214.4-25-0.2-25.4-0.2-25-0.2
22.3564.822.7480.522.3382.292509922.319922.9291.423
-0.415-0.318.6-0.222.3-16.4-0.1-20.1-0.2-18.7-0.1
23.2737.523.8662.822.9578.3900048.923.513023.9215.224
-0.222.5-0.126.2-0.725.8-9.90-15.2-0.2-15.1-0.1






875022.724.883.625154.424.8






-5.60-11.3-0.2-14.7-0.3






850010.926.653.426.3111.725.9






-2.80.1-7.9-0.2-9.10






82505.128.333.827.68027






-1.8-0.1-6-0.3-7.8-0.1






80002.930.821.42957.428.3






-1.1-0.1-3.9-0.2-6.3-0.2






77501.833.714.630.941.129.5






-0.30.7-2.20-4.2-0.1






75001.537.59.832.730.131






-0.20.9-2-0.2-3.3-0.1






7250140.56.834.600






01.4-10.100






7000145.34.636.515.533.8






01.5-0.9-0.1-2.5-0.3






6750150.10000






01.60000






6500155.12.440.78.637.1






01.7-0.6-0.2-1.8-0.5






6250000000






000000

0 件のコメント:

コメントを投稿