2010年11月2日火曜日

2010/11/02(Tue)OP

P/C0.7-0.10.91.1110.910.80.8
先物9167.5159152.591909367.59397.59367.594259427.59367.5
基準23.10.522.721.520.219.9202019.720.7
期近24.40.623.921.519.919.719.719.719.420.5
期先122.40.52221.420.420.320.320.520.621.4
期先221.70.321.421.120.420.520.520.620.821.6
当/先1.101.1111110.91
先/先21011111111

93772











750077508000825085008750900092509250925095009750100001025010500
11P75011P77511P80011P82511P85011P87511P90011P925917011C92511C95011C97511C100011C102511C1050
111.93.69.428.479.2186.2289.1102.934.3102.811
00-0.2-0.8-2.2-4.8-7.4-12.1-9.92.20.70-0.5-0.10
48.641.43732.529.327.225.52423.923.82424.926.228.333.6
2.72.41.610.70.60.80.60.60.50.70.70.30.81.3
0-0.01-0.01-0.02-0.05-0.14-0.32-0.58
0.410.180.060.020.010.01
0.0020.0020.0050.010.0240.0550.0950.111
0.1110.0750.0340.0130.0050.004
0.190.220.390.711.553.235.245.73
5.723.881.830.710.30.26
-0.49-0.48-0.77-1.24-2.42-4.68-7.14-7.32
-7.29-4.97-2.44-1-0.46-0.47
12P75012P77512P80012P82512P85012P87512P90012P925917012C92512C95012C97512C100012C102512C1050
914.323.239.867.8115.1191.7302523.9221.812565.131.715.17.4
-0.30.2-0.7-0.1-1.5-2-2.7-6.14.210.38.65.63.61.91.2
32.630.528.526.925.424.123.122.122.122.221.621.421.421.622.1
0.50.70.40.60.50.50.60.50.50.60.70.60.70.60.7
-0.02-0.04-0.06-0.1-0.17-0.26-0.39-0.54
0.460.320.190.110.060.03
0.0060.0090.0150.0230.0330.0460.0570.061
0.0610.0560.0440.030.0180.011
1.662.443.585.237.299.511.2311.65
11.6610.438.055.453.372
-0.73-1-1.36-1.88-2.47-3.05-3.46-3.43
-3.47-3.03-2.31-1.56-0.98-0.59
1P7501P7751P8001P8251P8501P8751P9001P92591601C9251C9501C9751C10001C10251C1050
3043.663.593.3136200283.7398.1704.5306.4199.9123.7734123.1
-0.1-1.1-1.7-1.6-3.4-0.6-4.4-2.579.58.884.432.5
29.528.126.725.524.323.422.421.821.321.120.520.119.919.719.8
0.40.20.20.30.20.40.30.50.30.30.40.40.30.30.4
-0.06-0.08-0.11-0.16-0.23-0.31-0.41-0.52
0.480.370.260.170.110.07
0.0090.0130.0180.0240.030.0370.0420.045
0.0460.0450.040.0320.0230.016
4.586.057.869.9912.2514.3715.8416.27
16.2715.3613.2610.57.665.33
-0.93-1.17-1.45-1.75-2.05-2.32-2.45-2.44
-2.38-2.19-1.85-1.44-1.04-0.73

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.5424.61.248.3111250





0.50.7-0.1-0.12.10





20.16.923.82.143.6111000





0.61.20.30.21.80





19.812.422.83.738.7110750





0.41.40.50.51.60





19.823.122.17.433.6110500





0.42.50.71.21.30





19.74121.615.128.3110250





0.330.61.90.8-0.1





19.97321.431.726.22.810000





0.34.40.73.60.3-0.5





20.1123.721.465.124.9109750595.626.6645.421.271520.9
0.480.65.60.70-11.32.6-12.80.2-50.6
20.5199.921.61252434.39500366.824.1456.421.6542.521.3
0.48.80.78.60.70.7-131-7.40.6-2.50.6
21.1306.422.2221.823.8102.99250186.22430222.1398.121.8
0.39.50.610.30.52.2-12.10.6-6.10.5-2.50.5
21.8442.522.8357.324.7242.3900079.225.5191.723.1283.722.4
0.17.70.510.9-0.22.4-7.40.8-2.70.6-4.40.3
22.460524533.126.6444.1875028.427.2115.124.120023.4
07.90.210.10.39.5-4.80.6-20.5-0.60.4






85009.429.367.825.413624.3






-2.20.7-1.50.5-3.40.2






82503.632.539.826.993.325.5






-0.81-0.10.6-1.60.3






80001.93723.228.563.526.7






-0.21.6-0.70.4-1.70.2






7750141.414.330.543.628.1






02.40.20.7-1.10.2






7500148.6932.63029.5






02.7-0.30.5-0.10.4






7250155.95.93500






03.10.10.700






7000163.43.937.314.932.9






03.500.7-0.20.3






6750171.20000






03.80000






6500179.21.942.47.936.6






04.2-0.10.500.4






6250000000






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6250000000






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