2010年10月21日木曜日

2010/10/21(Thu)OP

P/C0.8-0.41.10.80.910.80.70.91.2
先物9367.5-7.593759532.59492.5952095759407.594009587.5
基準20.7-0.821.521.221.421.222.122.223.522.5
期近20.5-0.821.32121.321.222.122.223.522.5
期先121.4-0.822.221.922.222.222.923.524.323.5
期先221.6-0.922.421.722.222.522.923.524.123.5
当/先10111110.911
先/先21011111111

214984











750077508000825085008750900092509250925095009750100001025010500
11P75011P77511P80011P82511P85011P87511P90011P925937011C92511C95011C97511C100011C102511C1050
1.51.835.612.628.664.9135.5387.8252.312451.317.95.41.9
-0.3-0.7-1.1-2.4-3.8-6.3-9.2-10.1-25.9-15.7-11-7.5-4.9-1.8-0.9
36.732.729.626.925.123.422.2212120.92019.719.719.820.6
0-0.7-0.8-1.2-1-1.1-1.1-1-0.9-0.8-0.4-0.4-0.6-0.4-0.4
-0.01-0.01-0.01-0.02-0.05-0.11-0.22-0.39
0.610.40.210.090.030.01
0.0020.0030.0050.0090.0190.0350.0590.081
0.0810.0850.0640.0360.0160.007
0.350.460.741.272.44.236.78.71
8.78.736.53.641.610.7
-0.3-0.35-0.51-0.8-1.41-2.32-3.47-4.27
-4.26-4.1-3-1.68-0.75-0.34
12P75012P77512P80012P82512P85012P87512P90012P925937012C92512C95012C97512C100012C102512C1050
9.915.12438.261.899.5156.2242602.1360.1230.2135.174.738.419
-2.3-3.5-4.5-6.6-8-10.4-13.2-12.5-29.4-16.9-14.8-12-8.1-4.9-3.2
31.429.52826.425.123.922.721.821.821.82120.420.22020
-0.9-1-0.9-1-0.9-1-1-0.9-0.9-0.7-0.6-0.6-0.5-0.4-0.4
-0.02-0.04-0.06-0.09-0.14-0.21-0.3-0.42
0.580.440.310.20.120.07
0.0050.0080.0120.0170.0250.0350.0440.052
0.0520.0540.050.040.0290.018
1.912.723.95.487.59.8111.9913.47
13.4713.6112.179.636.794.37
-0.61-0.81-1.1-1.46-1.91-2.37-2.75-2.96
-2.98-2.91-2.52-1.97-1.38-0.89
1P7501P7751P8001P8251P8501P8751P9001P92593601C9251C9501C9751C10001C10251C1050
34.646.665.292129.8180.2250.6340.2790.2450317.2210.2135.483.148.7
-3.1-5.1-6-7.8-9.9-10.2-12.2-13.6-28.6-15-17.7-16.4-11.2-7.4-6.3
30.528.927.626.425.324.123.222.322.121.72120.219.819.519.3
-0.5-0.7-0.7-0.7-0.8-0.7-0.8-0.8-0.7-0.5-0.7-0.7-0.5-0.4-0.5
-0.06-0.08-0.1-0.14-0.19-0.26-0.34-0.43
0.570.470.360.260.180.12
0.0080.0110.0150.0190.0240.030.0350.039
0.040.0420.0410.0370.030.023
5.076.418.1410.1612.3914.5716.4817.7
17.6917.916.8314.6811.888.94
-0.92-1.1-1.33-1.58-1.85-2.08-2.26-2.32
-2.29-2.23-2.02-1.73-1.38-1.02

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.87.420.6228.9111250





-0.4-1.6-0.6-0.80.80





18.814.120.54.625.8111000





-0.7-3.8-0.1-0.60.70





1926.619.98.622.5110750





-0.3-3.4-0.6-2.60.2-0.2





19.348.7201920.61.910500





-0.5-6.3-0.4-3.2-0.4-0.9





19.583.12038.419.85.410250





-0.4-7.4-0.4-4.9-0.4-1.8





19.8135.420.274.719.717.910000





-0.5-11.2-0.5-8.1-0.6-4.9





20.2210.220.4135.119.751.39750430.119.2517.420.5600.220.7
-0.7-16.4-0.6-12-0.4-7.5-7.6-1.6-9-0.9-14.8-1
21317.221230.220124950025620363.121.2455.221.4
-0.7-17.7-0.6-14.8-0.4-11-8.7-1-9.4-0.8-14.8-0.9
21.745021.8360.120.9252.39250135.52124221.8340.222.3
-0.5-15-0.7-16.9-0.8-15.7-10.1-1-12.5-0.9-13.6-0.8
22.661022.6523.222.2433.2900064.922.2156.222.7250.623.2
-0.5-15-0.9-18.60-9.2-9.2-1.1-13.2-1-12.2-0.8
23.579023.4713.222.7643.4875028.623.499.523.9180.224.1
-0.5-15-1.1-18.8-0.1-9.3-6.3-1.1-10.4-1-10.2-0.7






850012.625.161.825.1129.825.3






-3.8-1-8-0.9-9.9-0.8






82505.626.938.226.49226.4






-2.4-1.2-6.6-1-7.8-0.7






8000329.6242865.227.6






-1.1-0.8-4.5-0.9-6-0.7






77501.832.715.129.546.628.9






-0.7-0.7-3.5-1-5.1-0.7






75001.536.79.931.434.630.5






-0.30-2.3-0.9-3.1-0.5






72501406.533.200






00.8-1.9-100






70001454.134.817.433.3






00.9-1.7-1.4-2-0.5






6750150.10000






010000






6500155.3239.1936.4






01.1-0.9-1.4-1.4-0.7






6250000000






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6250000000






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