2010年10月28日木曜日

2010/10/28(Thu)OP

P/C1010.910.80.81.10.80.9
先物9367.5-309397.59367.594259427.59367.593759532.59492.5
基準20.20.219.9202019.720.721.521.221.4
期近19.90.219.719.719.719.420.521.32121.3
期先120.40.220.320.320.520.621.422.221.922.2
期先220.4-0.120.520.520.620.821.622.421.722.2
当/先101110.91111
先/先21011111111

144277











750077508000825085008750900092509250925095009750100001025010500
11P75011P77511P80011P82511P85011P87511P90011P925937011C92511C95011C97511C100011C102511C1050
11.21.836.616.141.799.5315.521687.128.38.52.61.3
00.2000.20.72.16.3-17.7-24-14.3-5.8-1.3-0.3-0.1
42.937.933.729.92724.522.620.520.520.319.219.420.221.523.9
0.91.40.50.40.30.20.10.10.100.30.50.811.2
0-0.01-0.01-0.01-0.03-0.08-0.18-0.37
0.630.360.150.050.020.01
0.0010.0020.0040.0070.0150.0320.0620.099
0.10.1050.0660.0290.0110.005
0.220.280.420.71.362.684.877.02
7.016.984.42.040.830.43
-0.33-0.37-0.5-0.73-1.28-2.29-3.82-5
-4.97-4.68-2.97-1.44-0.62-0.36
12P75012P77512P80012P82512P85012P87512P90012P925937012C92512C95012C97512C100012C102512C1050
6.5101625.744.174.7126.5208.9536.9328.1195107.153.925.811.6
0.20.70.912.34.46.610.1-9.4-19.4-16.1-11.4-6.3-2.7-1.4
31.729.627.725.824.42321.820.920.920.919.919.519.319.419.5
0.20.30.20.10.10.20.10.10.10.1000.10.30.2
-0.02-0.03-0.04-0.07-0.11-0.18-0.28-0.42
0.580.430.290.170.090.05
0.0040.0070.010.0160.0250.0360.0490.059
0.0580.0620.0550.0410.0270.016
1.371.982.94.26.18.410.7812.44
12.4412.5510.848.045.273.09
-0.51-0.69-0.95-1.28-1.75-2.27-2.76-3.05
-3.08-2.96-2.5-1.84-1.21-0.71
1P7501P7751P8001P8251P8501P8751P9001P92593601C9251C9501C9751C10001C10251C1050
22.832.747.769.4100.3148.9215.2302.6715412.3281.2179.6109.461.434.3
-0.1-0.10.4-0.10.33.95.68.5-14.1-22.7-17-14.5-9.9-8.5-3.1
29.227.726.425.123.822.9222120.920.419.819.218.818.418.3
-0.2-0.2-0.2-0.3-0.3-0.1-0.1-0.1-0.1-0.2-0.1-0.1-0.1-0.20.1
-0.04-0.06-0.09-0.12-0.17-0.24-0.33-0.43
0.570.460.340.240.150.1
0.0070.010.0140.0190.0250.0320.0380.043
0.0440.0460.0440.0380.030.021
3.895.166.818.7911.0313.4615.5716.93
16.9217.1115.8313.3810.247.33
-0.73-0.92-1.16-1.42-1.69-1.99-2.21-2.29
-2.25-2.2-1.97-1.63-1.22-0.87

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.54.921.71.635.3111250





-0.1-10.4-0.11.70





18.49.820.72.831.4111000





0.1-1.20.4-0.21.60





18.31819.85.227.4110750





0.1-1.60.2-0.71.50





18.334.319.511.623.91.310500





0.1-3.10.2-1.41.2-0.1





18.461.419.425.821.52.610250





-0.2-8.50.3-2.71-0.3





18.8109.419.353.920.28.510000





-0.1-9.90.1-6.30.8-1.3





19.2179.619.5107.119.428.39750408.719486.719.357019.8
-0.1-14.50-11.40.5-5.820.6-0.315.5-0.315-0.1
19.8281.219.919519.287.1950022019.3327.520419.820.2
-0.1-170-16.10.3-14.313.2-0.115.20.110.1-0.2
20.4412.320.9328.120.3216925099.520.5208.920.9302.621
-0.2-22.70.1-19.40-246.30.110.10.18.5-0.1
21.4574.321.9496.121.9406.5900041.722.6126.521.8215.222
-0.2-25.50.4-20.30.6-25.62.10.16.60.15.6-0.1
22.1757.522.9692.323.9632.3875016.124.574.723148.922.9
-0.2-27.50.2-250.2-29.40.70.24.40.23.9-0.1






85006.62744.124.4100.323.8






0.20.32.30.10.3-0.3






8250329.925.725.869.425.1






00.410.1-0.1-0.3






80001.833.71627.747.726.4






00.50.90.20.4-0.2






77501.237.91029.632.727.7






0.21.40.70.3-0.1-0.2






7500142.96.531.722.829.2






00.90.20.2-0.1-0.2






7250148.84.233.700






01.10.10.100






7000154.83.536.811.732.5






01.30.50.80.20






6750161.10000






01.50000






6500167.51.641.26.236






01.70.10.5-0.2-0.2






6250000000






000000






6250000000






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