2010年10月22日金曜日

2010/10/21(Fri)OP

P/C0.80.10.81.10.80.910.80.70.9
先物9427.5609367.593759532.59492.5952095759407.59400
基準19.7-1.120.721.521.221.421.222.122.223.5
期近19.4-1.220.521.32121.321.222.122.223.5
期先120.6-0.921.422.221.922.222.222.923.524.3
期先220.8-0.721.622.421.722.222.522.923.524.1
当/先0.901111110.91
先/先21011111111

204883











7750800082508500875090009250950095009500975010000102501050010750
11P77511P80011P82511P85011P87511P90011P92511P950943011C95011C97511C100011C102511C105011C1075
1.51.93.7819.145101.3207.9345.1137.155.618.35.51.61
-0.4-1.1-1.8-4.6-9.5-19.8-34.2-48.1-34.913.14.30.40.1-0.20
33.529.52724.82321.4201919.119.118.918.719.119.722.1
0.9-0.10.1-0.4-0.5-0.8-1-1-0.9-0.9-0.9-0.9-0.7-0.9-0.4
-0.01-0.01-0.02-0.04-0.08-0.17-0.33-0.56
0.440.230.10.030.010.01
0.0020.0030.0070.0140.0290.0540.0820.093
0.0930.0730.0410.0180.0070.004
0.380.510.931.763.325.688.118.79
8.796.83.771.670.650.4
-0.31-0.37-0.62-1.07-1.87-2.98-3.98-4.09
-4.14-3.15-1.74-0.78-0.31-0.22
12P77512P80012P82512P85012P87512P90012P92512P950943012C95012C97512C100012C102512C105012C1075
11.217.928.747.879128.9205.1316.9562245.114577.438.818.78.6
-3.9-6.1-9.5-14.1-20.5-27.3-36.9-46.2-31.314.99.82.70.4-0.30
2927.425.824.423.222.121.120.420.320.319.919.419.219.219.3
-0.5-0.6-0.7-0.7-0.7-0.7-0.7-0.8-0.7-0.7-0.6-0.8-0.8-0.8-0.6
-0.03-0.04-0.07-0.11-0.18-0.27-0.39-0.53
0.470.330.210.120.070.03
0.0060.010.0150.0230.0330.0430.0530.057
0.0570.0530.0440.0310.020.011
2.223.244.646.588.9111.313.1413.66
13.6612.499.956.974.432.57
-0.67-0.92-1.23-1.66-2.13-2.57-2.85-2.86
-2.88-2.57-2-1.39-0.88-0.51
1P7751P8001P8251P8501P8751P9001P9251P95094201C9501C9751C10001C10251C10501C1075
3854.175.2108.8155216.3302.6412.8744.9332.12221408547.324.8
-8.7-11.2-16.7-21-25.2-34.3-37.5-42.4-27.514.911.84.61.9-1.4-1.8
28.32725.624.623.622.521.720.920.520.319.719.218.918.518.1
-0.6-0.5-0.7-0.7-0.6-0.8-0.6-0.5-0.6-0.6-0.5-0.7-0.7-0.8-0.9
-0.06-0.09-0.12-0.17-0.24-0.31-0.41-0.51
0.490.380.280.190.120.07
0.010.0130.0180.0230.0290.0350.040.042
0.0440.0430.0390.0320.0240.017
5.697.359.2511.5313.8615.9617.4817.97
17.9717.1415.0512.29.016.1
-0.97-1.19-1.42-1.7-1.95-2.14-2.26-2.24
-2.2-2.03-1.74-1.39-1-0.67

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.43.921.21.331.8111500





-0.8-0.7-1-0.4-0.20





18.57.820.1228.7111250





-0.30.4-0.50-0.20





18.11319.94.325.5111000





-0.8-1-0.7-0.2-0.30





18.124.819.38.622.1110750





-0.9-1.8-0.60-0.40





18.547.319.218.719.71.610500





-0.8-1.4-0.8-0.3-0.9-0.2





18.98519.238.819.15.510250





-0.71.9-0.80.4-0.70.1





19.214019.477.418.718.310000592.219.2646.619.272019.8
-0.74.6-0.82.7-0.90.4-59.7-1-60.8-1.1-55-0.7
19.722219.914518.955.69750375.718.6464.119.755020.1
-0.511.8-0.69.8-0.94.3-54.4-0.7-53.3-0.8-50.2-0.6
20.3332.120.3245.119.1137.19500207.919316.920.4412.820.9
-0.614.9-0.714.9-0.913.1-48.1-1-46.2-0.8-42.4-0.5
2147021.1383.820.42829250101.320205.121.1302.621.7
-0.720-0.723.7-0.529.7-34.2-1-36.9-0.7-37.5-0.6
21.863522556.721.5473.790004521.4128.922.1216.322.5
-0.825-0.633.5-0.740.5-19.8-0.8-27.3-0.7-34.3-0.8






875019.1237923.215523.6






-9.5-0.5-20.5-0.7-25.2-0.6






8500824.847.824.4108.824.6






-4.6-0.4-14.1-0.7-21-0.7






82503.72728.725.875.225.6






-1.80.1-9.5-0.7-16.7-0.7






80001.929.517.927.454.127






-1.1-0.1-6.1-0.6-11.2-0.5






77501.533.511.2293828.3






-0.40.9-3.9-0.5-8.7-0.6






7500136.9730.727.329.8






-0.50.3-2.8-0.6-7.3-0.7






7250141.94.832.800






01.9-1.7-0.400






7000146.93.4351432.8






02-0.70.2-3.5-0.5






6750152.20000






02.10000






6500157.51.639.17.436.1






02.2-0.40.1-1.6-0.3






6250000000






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