2010年10月20日水曜日

2010/10/20(Wed)OP

P/C1.10.40.80.910.80.70.91.20.9
先物9375-157.59532.59492.5952095759407.594009587.59685
基準21.50.321.221.421.222.122.223.522.521.8
期近21.30.32121.321.222.122.223.522.543.8
期先122.20.421.922.222.222.923.524.323.521.6
期先222.40.721.722.222.522.923.524.123.522.5
当/先1011110.9112
先/先21011111111

225085











7750800082508500875090009250950095009500975010000102501050010750
11P77511P80011P82511P85011P87511P90011P92511P950937011C95011C97511C100011C102511C105011C1075
2.54.17.916.434.974145.7264.7399.713558.822.87.32.71.2
0.71.32.85.412.225.146.777-6.5-83.4-49.6-22.5-9.3-2.3-0.6
33.330.428.126.224.523.22221.120.620.520.120.320.221.122.3
-0.4-0.4-0.2-0.4-0.3-0.3-0.3-0.2-0.4-0.5-0.20.30.31.31.8
-0.01-0.02-0.03-0.06-0.12-0.23-0.39-0.59
0.410.220.10.040.020.01
0.0030.0060.0110.020.0350.0560.0750.08
0.0820.0640.0380.0180.0080.004
0.580.931.62.84.687.048.929.02
9.016.934.181.970.930.46
-0.44-0.63-1.01-1.64-2.56-3.65-4.37-4.23
-4.13-3.13-1.9-0.89-0.44-0.23
12P77512P80012P82512P85012P87512P90012P92512P950937012C95012C97512C100012C102512C105012C1075
18.528.644.869.9109.9169.4254.5372.5617.5245147.282.843.322.211.2
3.97.21116.426.339.455.576-8.5-84.5-62.1-42-25.4-13.8-5.8
30.528.927.42624.923.822.721.921.721.72120.620.320.420.6
-0.4-0.1-0.1-0.2-0.1-0.1-0.1-0.1-0.2-0.3-0.2-0.100.20.7
-0.04-0.06-0.1-0.14-0.21-0.31-0.42-0.55
0.450.320.210.130.070.04
0.0080.0120.0180.0250.0340.0420.0490.052
0.0520.0490.040.0290.0190.012
3.084.35.927.910.1312.2113.6113.79
13.7912.4910.077.244.82.99
-0.93-1.23-1.61-2.04-2.49-2.87-3.06-2.99
-2.98-2.61-2.07-1.46-0.97-0.61
1P7751P8001P8251P8501P8751P9001P9251P95093601C9501C9751C10001C10251C10501C1075
51.871.399.7139.6190.3262.9353.8470804.9334.9226.6146.690.55530
10.713.919.8283647.762.479.8-0.2-80.1-63.6-48.4-34.5-21.1-14.9
29.628.227.12624.82423.122.321.821.620.920.319.919.819.3
0.1000.1000.10.20.10.10.10.10.10.30.1
-0.08-0.11-0.15-0.2-0.26-0.34-0.43-0.53
0.470.370.270.190.130.08
0.0110.0150.0190.0240.0290.0340.0380.039
0.0410.040.0360.030.0230.017
6.768.4710.4912.6814.7716.6217.818.05
18.0417.0915.0612.329.496.65
-1.17-1.4-1.66-1.93-2.14-2.33-2.39-2.34
-2.29-2.1-1.8-1.44-1.1-0.76

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.55.322.3231.1111500





0.2-3.21.2-0.62.90





19.29.121.22.828.2111250





0.2-50.8-1.42.90





19.517.920.65.225.1111000





0.5-7.20.6-32.90





19.33020.611.222.31.210750





0.1-14.90.7-5.81.8-0.6





19.85520.422.221.12.710500





0.3-21.10.2-13.81.3-2.3





19.990.520.343.320.27.310250





0.1-34.50-25.40.3-9.3





20.3146.620.682.820.322.810000652.321.4712.221.2782.521.2
0.1-48.4-0.1-420.3-22.5138.71.3119.90.4112.50.4
20.9226.621147.220.158.89750437.720.8526.421.461521.8
0.1-63.6-0.2-62.1-0.2-49.6110.40.299.70.297.50.3
21.6334.921.724520.51359500264.721.1372.521.947022.3
0.1-80.1-0.3-84.5-0.5-83.477-0.276-0.179.80.2
22.246522.537721.62689250145.722254.522.7353.823.1
-0.2-99.8-0.2-103.6-0.6-114.246.7-0.355.5-0.162.40.1
23.162523.4541.822.2442.390007423.2169.423.8262.924
-0.1-112.5-0.3-121-0.7-13625.1-0.339.4-0.147.70






875034.924.5109.924.9190.324.8






12.2-0.326.3-0.1360






850016.426.269.926139.626






5.4-0.416.4-0.2280.1






82507.928.144.827.499.727.1






2.8-0.211-0.119.80






80004.130.428.628.971.328.2






1.3-0.47.2-0.113.90






77502.533.318.530.551.829.6






0.7-0.43.9-0.410.70.1






75001.736.612.232.337.631






0.2-0.82.4-0.47.50






7250139.28.334.200






0-1.31.5-0.400






7000144.15.836.219.433.8






0-1.21.1-0.23.90






67501490000






0-1.10000






6500154.22.940.510.537.1






0-10.5-0.31.90






6250000000






000000

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