2010年11月4日木曜日

2010/11/04(Thu)OP

P/C1.10.30.70.91.1110.910.8
先物9357.51909167.59152.591909367.59397.59367.594259427.5
基準20.6-2.523.122.721.520.219.9202019.7
期近20.9-3.624.423.921.519.919.719.719.719.4
期先120.5-222.42221.420.420.320.320.520.6
期先220-1.721.721.421.120.420.520.520.620.8
当/先1-0.11.11.1111110.9
先/先21011111111

73570











750077508000825085008750900092509250925095009750100001025010500
11P75011P77511P80011P82511P85011P87511P90011P925936011C92511C95011C97511C100011C102511C1050
111126.12067239.1172.152.2112.81.31
00-0.9-2.6-7.5-22.2-59.2-119.2-5069.117.9100.30
59.651.643.73630.927.524.121.421.220.920.42123.527.632.8
11.110.26.73.51.60.3-1.4-2.6-2.7-3-3.6-3.9-2.7-0.7-0.9
00-0.01-0.01-0.01-0.04-0.12-0.35
0.660.310.090.020.010.01
0.0010.0020.0030.0040.0080.0240.0640.13
0.1330.130.0570.0180.0080.005
0.160.180.20.240.461.172.724.9
4.894.662.10.760.370.26
-0.63-0.62-0.6-0.58-0.97-2.17-4.45-7.11
-6.93-6.45-2.99-1.21-0.7-0.58
12P75012P77512P80012P82512P85012P87512P90012P925936012C92512C95012C97512C100012C102512C1050
4.46.81118.33359.9108.7190.3488.3297.9170.189.242.4199
-4.6-7.5-12.2-21.5-34.8-55.2-83-111.7-35.676.145.124.110.73.81.6
32.630.328.12624.422.921.720.820.820.82019.819.719.920.5
0-0.3-0.4-0.9-1-1.2-1.3-1.2-1.3-1.4-1.6-1.6-1.6-1.7-1.6
-0.01-0.02-0.03-0.06-0.1-0.16-0.27-0.42
0.580.420.260.150.070.04
0.0030.0060.0090.0150.0240.0370.0520.064
0.0640.0670.0570.040.0240.014
0.971.422.153.254.967.29.6411.36
11.3611.379.56.74.122.43
-0.45-0.61-0.85-1.19-1.71-2.33-2.96-3.34
-3.35-3.22-2.67-1.87-1.16-0.71
1P7501P7751P8001P8251P8501P8751P9001P92593401C9251C9501C9751C10001C10251C1050
18.425.237.856.785.7129.8195.1286.8667380.1254.3159.694.253.329
-11.6-18.4-25.7-36.6-50.3-70.2-88.5-111.3-37.573.754.335.921.212.35.9
29.227.325.924.623.422.321.520.820.519.819.41918.718.618.6
-0.3-0.8-0.8-0.9-0.9-1.1-0.9-1-1.1-1.3-1.2-1.1-1.2-1.1-1.2
-0.04-0.05-0.08-0.11-0.16-0.23-0.32-0.43
0.570.450.330.220.140.09
0.0070.0090.0130.0190.0250.0330.0410.046
0.0480.050.0460.0390.0290.02
3.34.325.857.7710.0512.5114.7316.14
16.1316.2514.8212.229.216.42
-0.68-0.84-1.07-1.35-1.67-1.98-2.24-2.37
-2.28-2.25-2.01-1.63-1.22-0.85

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.44.724.11.849.5111250





-1.10.7-0.50.61.20





18.77.822.42.444.2111000





-1.30.9-1.40.30.50





18.514.521.14.138.6110750





-1.32.2-1.70.4-0.10





18.62920.5932.8110500





-1.25.9-1.61.6-0.90





18.653.319.91927.61.310250





-1.112.3-1.73.8-0.70.3





18.794.219.742.423.52.810000





-1.221.2-1.610.7-2.70





19159.619.889.221119750406.222.3480.119.7564.819.9
-1.135.9-1.624.1-3.91-189.5-4.3-165.3-1.5-150.2-0.9
19.4254.320170.120.452.29500198.621.2312.320409.920.3
-1.254.3-1.645.1-3.617.9-168.3-2.8-144.2-1.6-132.6-1
19.8380.120.8297.920.9172.192506721.4190.320.8286.820.8
-1.373.7-1.476.1-369.1-119.2-2.6-111.7-1.2-111.3-1
20.554021.6465.523.4375.790002024.1108.721.7195.121.5
-1.397.5-1.2108.2-1.3133.4-59.2-1.4-83-1.3-88.5-0.9
21.2724.222.566521.9609.287506.127.559.922.9129.822.3
-1.3119.2-1.6131.9-4.7165.1-22.20.3-55.2-1.2-70.2-1.1






8500230.93324.485.723.4






-7.51.6-34.8-1-50.3-0.9






825013618.32656.724.6






-2.63.5-21.5-0.9-36.6-0.9






8000143.71128.137.825.9






-0.96.7-12.2-0.4-25.7-0.8






7750151.66.830.325.227.3






010.2-7.5-0.3-18.4-0.8






7500159.64.432.618.429.2






011.1-4.60-11.6-0.3






7250167.92.935.100






012-30.100






7000176.31.937.49.332.7






012.9-20.1-5.7-0.2






67501850000






013.80000






6500194142.94.936.5






014.8-0.90.5-2.9-0.1






6250000000






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6250000000






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