2010年10月27日水曜日

2010/10/27(Wed)OP

P/C10.10.910.80.81.10.80.91
先物9397.5309367.594259427.59367.593759532.59492.59520
基準19.90202019.720.721.521.221.421.2
期近19.7019.719.719.420.521.32121.321.2
期先120.3020.320.520.621.422.221.922.222.2
期先220.5020.520.620.821.622.421.722.222.5
当/先10110.911111
先/先21011111111

154378











7750800082508500875090009250950095009500975010000102501050010750
11P77511P80011P82511P85011P87511P90011P92511P950939011C95011C97511C100011C102511C105011C1075
11.836.415.439.693.2206.7308.1101.334.19.82.91.31
-0.1-0.1-0.2-0.4-1.8-4.8-12.8-23.4-18.84.5-0.1-1-0.4-0.10
36.433.229.526.724.322.520.519.419.11918.919.420.422.726
1.41.31.31.20.90.80.4-0.1-0.3-0.3-0.5-0.6-0.4-0.10.3
0-0.01-0.01-0.03-0.07-0.17-0.35-0.6
0.40.180.060.020.010.01
0.0020.0040.0060.0140.0290.0580.0930.103
0.1050.0710.0330.0120.0060.004
0.250.440.711.362.664.847.17.45
7.4452.350.940.470.34
-0.3-0.47-0.68-1.19-2.1-3.53-4.72-4.69
-4.6-3.08-1.48-0.62-0.35-0.29
12P77512P80012P82512P85012P87512P90012P92512P950940012C95012C97512C100012C102512C105012C1075
9.315.124.741.870.3119.9198.8312.3523.5211.1118.560.228.5135.9
-0.6-0.9-1.6-3.1-6.6-10-14.3-19.9-8.8117.73.61.510.4
29.327.525.824.322.821.720.819.919.919.919.519.219.119.319.6
0.40.40.40.30.10.10.1000.10.1000.10.1
-0.03-0.04-0.07-0.11-0.17-0.27-0.4-0.55
0.450.30.180.10.050.03
0.0060.010.0150.0230.0340.0470.0570.061
0.0610.0550.0430.0280.0170.009
1.892.824.125.978.2410.6812.512.83
12.8311.338.595.683.391.9
-0.64-0.89-1.22-1.67-2.16-2.67-2.99-2.93
-2.96-2.56-1.91-1.26-0.75-0.43
1P7751P8001P8251P8501P8751P9001P9251P95093901C9501C9751C10001C10251C10501C1075
32.847.469.5100145209.6294.1409.7707.9298.2194119.369.937.419.6
-2.2-2.4-3.2-4.9-9.4-10.4-15.7-20-9.610.59.35.24.82.30.8
27.926.525.424.12322.121.120.52019.819.318.918.618.218.1
0.10.20.20.200.10-0.1-0.1-0.1000.10-0.1
-0.06-0.08-0.12-0.17-0.23-0.32-0.42-0.53
0.470.360.250.170.10.06
0.010.0130.0180.0240.0310.0370.0420.045
0.0460.0440.0390.0310.0220.015
5.166.778.7710.9913.3615.5216.9817.33
17.3316.2513.9310.947.785.16
-0.92-1.14-1.42-1.69-1.96-2.18-2.28-2.25
-2.2-2.01-1.68-1.3-0.91-0.6

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.73.122.1137.2111500





0.30.5-0.100.60





18.65.921.31.833.6111250





0.30.90.30.20.50





18.410.920.3329.8111000





0.41.800.20.40





18.119.619.65.926110750





-0.10.80.10.40.30





18.237.419.31322.71.310500





02.30.11-0.1-0.1





18.669.919.128.520.42.910250





0.14.801.5-0.4-0.4





18.9119.319.260.219.49.810000613.219.9663.219.473019.6
05.203.6-0.6-1-33.3-1.4-25.50.1-25-0.1
19.319419.5118.518.934.19750388.119.3471.319.655519.9
09.30.17.7-0.5-0.1-30.2-0.5-20.60.3-19.70.1
19.8298.219.9211.119101.39500206.719.4312.319.9409.720.5
-0.110.50.111-0.34.5-23.4-0.1-19.90-20-0.1
20.643520.8347.520.3240925093.220.5198.820.8294.121.1
014.80.115.80.518-12.80.4-14.30.1-15.70
21.5599.821.5516.421.3432.1900039.622.5119.921.7209.622.1
0.119.8-0.118.40.122.3-4.80.8-100.1-10.40.1






875015.424.370.322.814523






-1.80.9-6.60.1-9.40






85006.426.741.824.310024.1






-0.41.2-3.10.3-4.90.2






8250329.524.725.869.525.4






-0.21.3-1.60.4-3.20.2






80001.833.215.127.547.426.5






-0.11.3-0.90.4-2.40.2






7750136.49.329.332.827.9






-0.11.4-0.60.4-2.20.1






75001426.331.522.929.3






01.8-0.20.6-2.10






7250147.74.133.600






02-0.20.500






7000153.5336.111.532.5






02.200.7-10.1






6750159.50000






02.30000






6500165.71.540.76.336.1






02.5-0.10.40.10.5






6250000000






000000

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