2010年10月26日火曜日

2010/10/26(Tue)OP

P/C0.9-0.110.80.81.10.80.910.8
先物9367.5-57.594259427.59367.593759532.59492.595209575
基準20-0.12019.720.721.521.221.421.222.1
期近19.7-0.119.719.420.521.32121.321.222.1
期先120.3-0.220.520.621.422.221.922.222.222.9
期先220.5020.620.821.622.421.722.222.522.9
当/先1010.9111111
先/先21011111111

164479











7750800082508500875090009250950095009500975010000102501050010750
11P77511P80011P82511P85011P87511P90011P92511P950942011C95011C97511C100011C102511C105011C1075
1.21.836.315.739.994.2202.3325.8123.545.514.24.21.51
-0.3-0.1-0.7-1.7-3.4-5.1-7.1-5.7-19.3-13.6-10.1-4.1-1.4-0.10
35.331.628.325.723.622.120.619.719.419.218.919.119.821.224
1.82.11.30.90.70.70.60.70.3000.40.71.41.9
0-0.01-0.01-0.03-0.07-0.16-0.33-0.56
0.430.210.080.030.010.01
0.0020.0030.0060.0130.0280.0540.0850.097
0.10.0750.0380.0150.0060.004
0.290.450.741.412.85.067.448.09
8.095.953.081.290.560.37
-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
12P77512P80012P82512P85012P87512P90012P92512P950942012C95012C97512C100012C102512C105012C1075
1016.125.543.572.9121.4199.4310541.3231.3132.369.833.415.56.8
-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
29.427.725.824.523.22221.220.420.22019.519.31919.119.2
0.30.30.10.1000.20-0.2-0.3-0.3-0.1-0.1-0.1-0.1
-0.03-0.04-0.07-0.11-0.17-0.26-0.39-0.53
0.470.320.20.110.060.03
0.0060.010.0150.0230.0330.0450.0540.059
0.060.0550.0440.030.0180.01
2.012.964.246.148.4210.8412.7113.22
13.2211.949.346.333.872.16
-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
1P7751P8001P8251P8501P8751P9001P9251P95094101C9501C9751C10001C10251C10501C1075
3549.370.1101145.7207.2292405.7722.2316.5207.713075.542.622.8
-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
28.326.825.524.323.322.221.420.820.219.919.318.918.518.318.2
-0.1-0.2-0.1-0.3-0.3-0.2-0.3-0.1-0.3-0.4-0.4-0.3-0.4-0.20
-0.06-0.09-0.12-0.17-0.23-0.31-0.41-0.51
0.490.370.270.180.110.07
0.010.0130.0180.0230.030.0360.0410.043
0.0450.0440.0390.0320.0240.016
5.376.938.8511.0813.4515.617.1517.64
17.6316.7214.5411.528.455.74
-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
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.35211.533.1111250





-0.1-1.50.3-0.41.90





189.220.22.829.4111000





0-2.50.5-0.41.80





18.218.819.55.525.7110750





0-4.10.3-1.31.70





18.235.119.21222.81.410500





-0.1-7.60.1-3.51.6-0.1





18.565.119.227.120.83.210250





0.1-10.40.1-6.41-0.9





18.9114.119.256.62010.910000





0-15.9-0.1-13.20.9-3.3





19.2184.719.4110.819.434.39750418.419.8491.919.4574.719.8
0-23-0.1-21.50.5-11.343.30.129.1-0.724.9-0.6
19.9287.819.9200.119.396.89500230.119.5332.219.9429.720.6
0-28.7-0.2-31.20.1-26.727.8-0.222.3-0.524-0.2
20.6420.220.7331.719.8221.9925010620.1213.120.7309.821.2
0.1-34.8-0.3-41.2-0.4-45.111.9-0.513.6-0.517.9-0.2
21.458021.649821.2409.8900044.421.7129.921.622022
0.1-40-0.1-45.50.1-50.74.5-0.48.5-0.412.8-0.2
22.2762.522.769523.7636875017.223.476.922.7154.423
0.1-45-0.4-52.71.7-50.71.6-0.34-0.58.7-0.2






85006.825.544.924104.923.9






0.5-0.21.4-0.54-0.4






82503.128.226.325.472.725.1






0.2-0.10.8-0.42.6-0.3






80001.931.91627.149.726.3






0.20.3-0.1-0.50.4-0.5






77501.1359.928.93527.8






-0.1-0.3-0.2-0.50-0.5






7500140.26.53124.929.3






00.2-0.4-0.60-0.4






7250145.74.33300






00.4-0.2-0.500






7000151.4335.312.532.4






00.6-0.5-0.90.4-0.2






6750157.20000






00.80000






6500163.21.640.36.335.6






00.90-0.2-0.2-0.4






6250000000






000000






6250000000






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