2010/10/25(Mon)OP
| P/C | 1 | 0.2 | 0.8 | 0.8 | 1.1 | 0.8 | 0.9 | 1 | 0.8 | 0.7 |
| 先物 | 9425 | -2.5 | 9427.5 | 9367.5 | 9375 | 9532.5 | 9492.5 | 9520 | 9575 | 9407.5 |
| 基準 | 20 | 0.3 | 19.7 | 20.7 | 21.5 | 21.2 | 21.4 | 21.2 | 22.1 | 22.2 |
| 期近 | 19.7 | 0.4 | 19.4 | 20.5 | 21.3 | 21 | 21.3 | 21.2 | 22.1 | 22.2 |
| 期先1 | 20.5 | -0.1 | 20.6 | 21.4 | 22.2 | 21.9 | 22.2 | 22.2 | 22.9 | 23.5 |
| 期先2 | 20.6 | -0.3 | 20.8 | 21.6 | 22.4 | 21.7 | 22.2 | 22.5 | 22.9 | 23.5 |
| 当/先 | 1 | 0 | 0.9 | 1 | 1 | 1 | 1 | 1 | 1 | 0.9 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 17 | 45 | 80 |
|
|
|
|
|
|
|
|
|
|
|
|
| 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9500 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9420 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 1.2 | 1.8 | 3 | 6.3 | 15.7 | 39.9 | 94.2 | 202.3 | 325.8 | 123.5 | 45.5 | 14.2 | 4.2 | 1.5 | 1 |
| -0.3 | -0.1 | -0.7 | -1.7 | -3.4 | -5.1 | -7.1 | -5.7 | -19.3 | -13.6 | -10.1 | -4.1 | -1.4 | -0.1 | 0 |
| 35.3 | 31.6 | 28.3 | 25.7 | 23.6 | 22.1 | 20.6 | 19.7 | 19.4 | 19.2 | 18.9 | 19.1 | 19.8 | 21.2 | 24 |
| 1.8 | 2.1 | 1.3 | 0.9 | 0.7 | 0.7 | 0.6 | 0.7 | 0.3 | 0 | 0 | 0.4 | 0.7 | 1.4 | 1.9 |
| 0 | -0.01 | -0.01 | -0.03 | -0.07 | -0.16 | -0.33 | -0.56 |
| 0.43 | 0.21 | 0.08 | 0.03 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.013 | 0.028 | 0.054 | 0.085 | 0.097 |
| 0.1 | 0.075 | 0.038 | 0.015 | 0.006 | 0.004 |
| 0.29 | 0.45 | 0.74 | 1.41 | 2.8 | 5.06 | 7.44 | 8.09 |
| 8.09 | 5.95 | 3.08 | 1.29 | 0.56 | 0.37 |
| -0.3 | -0.41 | -0.6 | -1.04 | -1.9 | -3.21 | -4.41 | -4.58 |
| -4.48 | -3.23 | -1.7 | -0.74 | -0.34 | -0.25 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9420 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 10 | 16.1 | 25.5 | 43.5 | 72.9 | 121.4 | 199.4 | 310 | 541.3 | 231.3 | 132.3 | 69.8 | 33.4 | 15.5 | 6.8 |
| -1.2 | -1.8 | -3.2 | -4.2 | -6.1 | -7.5 | -5.7 | -6.9 | -20.7 | -13.8 | -12.6 | -7.6 | -5.4 | -3.2 | -1.8 |
| 29.4 | 27.7 | 25.8 | 24.5 | 23.2 | 22 | 21.2 | 20.4 | 20.2 | 20 | 19.5 | 19.3 | 19 | 19.1 | 19.2 |
| 0.3 | 0.3 | 0.1 | 0.1 | 0 | 0 | 0.2 | 0 | -0.2 | -0.3 | -0.3 | -0.1 | -0.1 | -0.1 | -0.1 |
| -0.03 | -0.04 | -0.07 | -0.11 | -0.17 | -0.26 | -0.39 | -0.53 |
| 0.47 | 0.32 | 0.2 | 0.11 | 0.06 | 0.03 |
| 0.006 | 0.01 | 0.015 | 0.023 | 0.033 | 0.045 | 0.054 | 0.059 |
| 0.06 | 0.055 | 0.044 | 0.03 | 0.018 | 0.01 |
| 2.01 | 2.96 | 4.24 | 6.14 | 8.42 | 10.84 | 12.71 | 13.22 |
| 13.22 | 11.94 | 9.34 | 6.33 | 3.87 | 2.16 |
| -0.65 | -0.9 | -1.21 | -1.65 | -2.15 | -2.62 | -2.96 | -2.96 |
| -2.93 | -2.58 | -1.99 | -1.33 | -0.82 | -0.46 |
| 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 9410 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 |
| 35 | 49.3 | 70.1 | 101 | 145.7 | 207.2 | 292 | 405.7 | 722.2 | 316.5 | 207.7 | 130 | 75.5 | 42.6 | 22.8 |
| -3 | -4.8 | -5.1 | -7.8 | -9.3 | -9.1 | -10.6 | -7.1 | -22.7 | -15.6 | -14.3 | -10 | -9.5 | -4.7 | -2 |
| 28.3 | 26.8 | 25.5 | 24.3 | 23.3 | 22.2 | 21.4 | 20.8 | 20.2 | 19.9 | 19.3 | 18.9 | 18.5 | 18.3 | 18.2 |
| -0.1 | -0.2 | -0.1 | -0.3 | -0.3 | -0.2 | -0.3 | -0.1 | -0.3 | -0.4 | -0.4 | -0.3 | -0.4 | -0.2 | 0 |
| -0.06 | -0.09 | -0.12 | -0.17 | -0.23 | -0.31 | -0.41 | -0.51 |
| 0.49 | 0.37 | 0.27 | 0.18 | 0.11 | 0.07 |
| 0.01 | 0.013 | 0.018 | 0.023 | 0.03 | 0.036 | 0.041 | 0.043 |
| 0.045 | 0.044 | 0.039 | 0.032 | 0.024 | 0.016 |
| 5.37 | 6.93 | 8.85 | 11.08 | 13.45 | 15.6 | 17.15 | 17.64 |
| 17.63 | 16.72 | 14.54 | 11.52 | 8.45 | 5.74 |
| -0.94 | -1.16 | -1.4 | -1.67 | -1.94 | -2.15 | -2.27 | -2.27 |
| -2.19 | -2.01 | -1.71 | -1.33 | -0.96 | -0.65 |
| 期先2 | 期先1 | 期近 |
| 期近 | 期先1 | 期先1 |
| IV | Price | IV | Price | IV | Price |
| Price | IV | Price | IV | Price | IV |
| 18.3 | 3.2 | 21.3 | 1 | 34.5 | 1 | 11500 |
|
|
|
|
|
|
| -0.1 | -0.7 | 0.1 | -0.3 | 2.7 | 0 |
|
|
|
|
|
|
| 18.3 | 6.5 | 20.7 | 1.9 | 31.1 | 1 | 11250 |
|
|
|
|
|
|
| -0.2 | -1.3 | 0.6 | -0.1 | 2.4 | 0 |
|
|
|
|
|
|
| 18.1 | 11.7 | 19.7 | 3.2 | 27.6 | 1 | 11000 |
|
|
|
|
|
|
| 0 | -1.4 | -0.2 | -1.1 | 2.2 | 0 |
|
|
|
|
|
|
| 18.2 | 22.8 | 19.2 | 6.8 | 24 | 1 | 10750 |
|
|
|
|
|
|
| 0 | -2 | -0.1 | -1.8 | 1.9 | 0 |
|
|
|
|
|
|
| 18.3 | 42.6 | 19.1 | 15.5 | 21.2 | 1.5 | 10500 |
|
|
|
|
|
|
| -0.2 | -4.7 | -0.1 | -3.2 | 1.4 | -0.1 |
|
|
|
|
|
|
| 18.5 | 75.5 | 19 | 33.4 | 19.8 | 4.2 | 10250 |
|
|
|
|
|
|
| -0.4 | -9.5 | -0.1 | -5.4 | 0.7 | -1.4 |
|
|
|
|
|
|
| 18.9 | 130 | 19.3 | 69.8 | 19.1 | 14.2 | 10000 | 590.4 | 19.6 | 646.4 | 19.5 | 720 | 20 |
| -0.3 | -10 | -0.1 | -7.6 | 0.4 | -4.1 | -1.8 | 0.4 | -0.2 | 0.4 | 0 | 0.2 |
| 19.3 | 207.7 | 19.5 | 132.3 | 18.9 | 45.5 | 9750 | 375.1 | 19.7 | 462.8 | 20.1 | 549.8 | 20.4 |
| -0.4 | -14.3 | -0.3 | -12.6 | 0 | -10.1 | -0.7 | 1.1 | -1.3 | 0.4 | -0.2 | 0.3 |
| 19.9 | 316.5 | 20 | 231.3 | 19.2 | 123.5 | 9500 | 202.3 | 19.7 | 310 | 20.4 | 405.7 | 20.8 |
| -0.4 | -15.6 | -0.3 | -13.8 | 0 | -13.6 | -5.7 | 0.7 | -6.9 | 0 | -7.1 | -0.1 |
| 20.6 | 455 | 21 | 372.9 | 20.3 | 267 | 9250 | 94.2 | 20.6 | 199.4 | 21.2 | 292 | 21.4 |
| -0.4 | -15 | -0.1 | -10.9 | -0.1 | -15 | -7.1 | 0.6 | -5.7 | 0.2 | -10.6 | -0.3 |
| 21.3 | 620 | 21.7 | 543.5 | 21.1 | 460.5 | 9000 | 39.9 | 22.1 | 121.4 | 22 | 207.2 | 22.2 |
| -0.4 | -15 | -0.3 | -13.2 | -0.4 | -13.1 | -5.1 | 0.7 | -7.5 | 0 | -9.1 | -0.2 |
|
|
|
|
|
| 8750 | 15.7 | 23.6 | 72.9 | 23.2 | 145.7 | 23.3 |
|
|
|
|
|
| -3.4 | 0.7 | -6.1 | 0 | -9.3 | -0.3 |
|
|
|
|
|
| 8500 | 6.3 | 25.7 | 43.5 | 24.5 | 101 | 24.3 |
|
|
|
|
|
| -1.7 | 0.9 | -4.2 | 0.1 | -7.8 | -0.3 |
|
|
|
|
|
| 8250 | 3 | 28.3 | 25.5 | 25.8 | 70.1 | 25.5 |
|
|
|
|
|
| -0.7 | 1.3 | -3.2 | 0.1 | -5.1 | -0.1 |
|
|
|
|
|
| 8000 | 1.8 | 31.6 | 16.1 | 27.7 | 49.3 | 26.8 |
|
|
|
|
|
| -0.1 | 2.1 | -1.8 | 0.3 | -4.8 | -0.2 |
|
|
|
|
|
| 7750 | 1.2 | 35.3 | 10 | 29.4 | 35 | 28.3 |
|
|
|
|
|
| -0.3 | 1.8 | -1.2 | 0.3 | -3 | -0.1 |
|
|
|
|
|
| 7500 | 1 | 40 | 6.9 | 31.6 | 25 | 29.8 |
|
|
|
|
|
| 0 | 3 | -0.2 | 0.9 | -2.3 | 0 |
|
|
|
|
|
| 7250 | 1 | 45.3 | 4.5 | 33.5 | 0 | 0 |
|
|
|
|
|
| 0 | 3.4 | -0.4 | 0.7 | 0 | 0 |
|
|
|
|
|
| 7000 | 1 | 50.8 | 3.5 | 36.3 | 12.1 | 32.6 |
|
|
|
|
|
| 0 | 3.8 | 0.1 | 1.3 | -1.9 | -0.2 |
|
|
|
|
|
| 6750 | 1 | 56.4 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 4.3 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 6500 | 1 | 62.3 | 1.6 | 40.5 | 6.5 | 36 |
|
|
|
|
|
| 0 | 4.7 | 0 | 1.3 | -1 | -0.1 |
|
|
|
|
|
| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
0 件のコメント:
コメントを投稿