2010年11月5日金曜日

2010/11/05(Fri)OP

P/C0.7-0.31.10.70.91.1110.91
先物9637.52809357.59167.59152.591909367.59397.59367.59425
基準20.2-0.420.623.122.721.520.219.92020
期近20.2-0.720.924.423.921.519.919.719.719.7
期先120.2-0.220.522.42221.420.420.320.320.5
期先219.8-0.22021.721.421.120.420.520.520.6
当/先1011.11.111111
先/先21011111111

63469











80008250850087509000925095009750975097501000010250105001075011000
11P80011P82511P85011P87511P90011P92511P95011P975964011C97511C100011C102511C105011C107511C1100
11124.813.950165.7220.554.911.42.8111
00-1-4.2-15.1-53.1-148.6-240.5-196.643.98.61.5000
54.746.538.533.328.624.120.819.519.719.820.923.627.133.539.7
1110.67.55.84.52.7-0.5-2.8-1.6-1.2-2.6-4-5.6-5-4.5
0-0.01-0.01-0.01-0.03-0.1-0.3-0.67
0.330.090.030.010.010.01
0.0020.0030.0040.0080.020.0550.1310.146
0.1440.0630.0190.0070.0050.003
0.170.190.220.430.952.164.394.61
4.632.120.740.30.260.22
-0.72-0.7-0.68-1.13-2.13-4.07-7.16-7.05
-7.22-3.48-1.38-0.64-0.67-0.7
12P80012P82512P85012P87512P90012P92512P95012P975964012C97512C100012C102512C105012C107512C1100
5.58.915.627.652.799.1177.5298.2483184.9100.248.823.710.75.2
-5.5-9.5-17.4-32.3-56-91.2-134.8-181.9-86.395.757.829.814.76.62.8
29.327.125.323.522.321.320.520.12019.919.919.820.220.521.2
1.21.10.90.60.50.50.50.30.20.10.1-0.1-0.4-0.6-1.2
-0.02-0.03-0.05-0.08-0.15-0.25-0.4-0.56
0.440.280.160.090.040.02
0.0050.0080.0130.0220.0350.0510.0640.066
0.0670.0580.0420.0270.0150.009
1.251.92.984.576.899.4811.411.65
11.6510.017.264.732.761.59
-0.53-0.75-1.1-1.56-2.23-2.93-3.39-3.39
-3.39-2.9-2.09-1.39-0.82-0.49
1P8001P8251P8501P8751P9001P9251P9501P97596301C9751C10001C10251C10501C10751C1100
23.334.952.279.8122.1185.6273.2392.4662.3270169.9101.15932.217
-14.4-21.8-33.5-50-73.1-101.3-136.6-172.5-62.1110.475.747.829.917.79.2
26.625.323.922.821.821.120.319.819.319.118.618.418.418.318.4
0.70.70.50.50.30.30.1-0.10.10.10-0.2-0.2-0.1-0.4
-0.05-0.07-0.1-0.15-0.22-0.31-0.42-0.54
0.460.340.230.150.090.05
0.0090.0130.0180.0250.0320.040.0460.048
0.0490.0470.040.030.0220.014
4.25.77.599.9312.4714.8316.416.69
16.6815.412.869.896.974.58
-0.81-1.04-1.31-1.63-1.96-2.24-2.39-2.37
-2.31-2.08-1.71-1.31-0.92-0.61

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.42.924.4156.7111750





-1.41-2.90-3.10





18.94.923.71.951.2111500





-1.12.1-1.30.9-3.50





18.69.3222.745.5111250





-0.74.6-2.10.9-40





18.41721.25.239.7111000





-0.49.2-1.22.8-4.50





18.332.220.510.733.5110750





-0.117.7-0.66.6-50





18.45920.223.727.1110500





-0.229.9-0.414.7-5.60





18.4101.119.848.823.62.81025061725.766019.772519.4
-0.247.8-0.129.8-41.5-277-2.7-251-0.3-232.5-0.6
18.6169.919.9100.220.911.410000372.920.5459.919.7544.219.5
075.70.157.8-2.68.6-274.7-5.6-225.1-0.2-203.3-0.2
19.127019.9184.919.854.99750165.719.5298.220.1392.419.8
0.1110.40.195.7-1.243.9-240.5-2.8-181.90.3-172.5-0.1
19.7401.620.5315.220.8187.695005020.8177.520.5273.220.3
0.3147.30.5145.20.4135.5-148.6-0.5-134.80.5-136.60.1
20.1560.821.3487.923.4400.2925013.924.199.121.3185.621.1
0.3180.70.61902.6228.1-53.12.7-91.20.5-101.30.3






90004.828.652.722.3122.121.8






-15.14.5-560.5-73.10.3






8750233.327.623.579.822.8






-4.25.8-32.30.6-500.5






8500138.515.625.352.223.9






-17.5-17.40.9-33.50.5






8250146.58.927.134.925.3






010.6-9.51.1-21.80.7






8000154.75.529.323.326.6






011-5.51.2-14.40.7






7750163.13.531.516.828.4






011.5-3.31.2-8.41.1






7500171.62.734.512.130.2






012-1.71.8-6.30.9






7250180.41.836.900






012.5-1.11.900






7000189.4138.56.734






013.1-0.91.1-2.61.3






6750198.70000






013.70000






6250000000






000000

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