2010年11月1日月曜日

2010/11/01(Mon)OP

P/C0.9-0.21.1110.910.80.81.1
先物9152.5-37.591909367.59397.59367.594259427.59367.59375
基準22.71.221.520.219.9202019.720.721.5
期近23.92.421.519.919.719.719.719.420.521.3
期先1220.521.420.420.320.320.520.621.422.2
期先221.40.321.120.420.520.520.620.821.622.4
当/先1.10.1111110.911
先/先21011111111

103873











750077508000825085008750900092509250925095009750100001025010500
11P75011P77511P80011P82511P85011P87511P90011P925915011C92511C95011C97511C100011C102511C1050
112.14.411.633.186.6198.3299100.733.5103.31.11
0-0.5-0.6-0.6-1.10.85.918.1-1.4-19.5-8.3-3-0.7-0.60
45.83935.431.528.726.624.723.423.323.323.324.225.927.532.3
4.72.12.32.31.8222.32.32.22.52.73.32.84.6
0-0.01-0.01-0.02-0.06-0.15-0.34-0.6
0.40.180.060.020.010.01
0.0020.0020.0050.0110.0270.0570.0960.107
0.1080.0720.0330.0130.0050.004
0.20.230.450.861.833.635.625.97
5.963.991.90.820.330.27
-0.44-0.43-0.77-1.31-2.53-4.66-6.69-6.71
-6.71-4.49-2.22-1.02-0.44-0.43
12P75012P77512P80012P82512P85012P87512P90012P925915012C92512C95012C97512C100012C102512C1050
9.314.123.939.969.3117.1194.5308.2519.7211.5116.459.52813.36.2
0.3-0.31.40.72.14.38.716.5-6.9-23.4-16.1-8.5-5.6-1.9-1.1
32.229.828.126.324.923.622.521.621.621.62120.820.72121.4
0.80.40.80.40.40.30.30.50.40.30.40.60.50.80.8
-0.02-0.04-0.06-0.1-0.17-0.26-0.39-0.55
0.450.30.180.10.050.03
0.0060.0090.0150.0230.0340.0470.0580.062
0.0620.0560.0430.0280.0170.01
1.732.473.75.347.499.7211.4211.76
11.7610.387.875.183.161.8
-0.73-0.96-1.35-1.83-2.43-2.98-3.34-3.3
-3.32-2.84-2.13-1.4-0.87-0.5
1P7501P7751P8001P8251P8501P8751P9001P92591501C9251C9501C9751C10001C10251C1050
30.144.765.295139.4200.6288.1400.6697.6296.9191.2115.768.63820.6
-0.3-0.31.11.54.46.31115.8-6.7-22.6-17.9-14.9-6.9-4.2-1.7
29.227.926.525.224.12322.221.32120.820.219.719.519.419.3
0.100.10.10.20.10.20.20.20.10.100.40.40.5
-0.06-0.08-0.12-0.16-0.23-0.31-0.41-0.52
0.470.360.250.170.10.06
0.0090.0130.0180.0240.0310.0380.0430.046
0.0470.0450.0390.0310.0230.015
4.646.198.0310.1612.4514.5215.9816.34
16.3415.3213.0610.277.415.02
-0.92-1.17-1.45-1.74-2.04-2.27-2.41-2.36
-2.33-2.11-1.76-1.37-0.98-0.66

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
203.324.81.346.3111250





0.3-0.61.2-0.16.30





19.55.623.5241.8111000





0.2-1.11-0.35.70





19.410.922.23.237.1110750





0.5-10.8-0.65.20





19.320.621.46.232.3110500





0.5-1.70.8-1.14.60





19.4382113.327.51.110250





0.4-4.20.8-1.92.8-0.6





19.568.620.72825.93.310000





0.4-6.90.5-5.63.3-0.7





19.7115.720.859.524.2109750606.924658.22172020.3
0-14.90.6-8.52.7-338.54.429.70.725.80.3
20.2191.221116.423.333.59500379.823463.82154520.7
0.1-17.90.4-16.12.5-8.3312.823.50.621.40.3
20.8296.921.6211.523.3100.79250198.323.4308.221.6400.621.3
0.1-22.60.3-23.42.2-19.518.12.316.50.515.80.2
21.7434.822.4346.424.8239.9900086.624.7194.522.5288.122.2
0.1-27.30.2-30.41.7-33.35.928.70.3110.2
22.5597.123.8523.126.2434.6875033.126.6117.123.6200.623
0.2-30.40.4-32.61.6-38.20.824.30.36.30.1






850011.628.769.324.9139.424.1






-1.11.82.10.44.40.2






82504.431.539.926.39525.2






-0.62.30.70.41.50.1






80002.135.423.928.165.226.5






-0.62.31.40.81.10.1






775013914.129.844.727.9






-0.52.1-0.30.4-0.30






7500145.89.332.230.129.2






04.70.30.8-0.30.1






7250152.85.934.300






05.6-0.40.400






70001603.936.615.232.6






06.4-0.10.7-0.40.1






6750167.40000






07.30000






6500175241.97.936.2






08.2-0.30.40.50.7






6250000000






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6250000000






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