2010年11月10日水曜日

2010/11/10(Wed)OP

P/C1-0.21.21.10.71.10.70.91.11
先物9817.51309687.597259637.59357.59167.59152.591909367.5
基準20.40.220.220.720.220.623.122.721.520.2
期近23.11.221.92320.220.924.423.921.519.9
期先120.30.220.120.420.220.522.42221.420.4
期先219.5-0.219.719.519.82021.721.421.120.4
当/先1.101.11.1111.11.111
先/先21011111111

12964











80008250850087509000925095009750975097501000010250105001075011000
11P80011P82511P85011P87511P90011P92511P95011P975981011C97511C100011C102511C105011C107511C1100
1111114.427.1117909.91111
0000-0.3-2.8-11.9-73.1-22.950.25.30000
128.4110.993.676.659.842.933.222.721.920.526.232.247.361.474.8
36.532.328.324.419.210.58.62.21.1-0.71.51.35.28.712.1
00-0.01-0.01-0.01-0.01-0.05-0.31
0.710.130.010.010.010.01
0.0020.0020.0030.0040.0060.0110.0530.257
0.2770.1320.0190.010.0060.004
0.070.080.090.110.140.180.642.11
2.051.250.220.170.140.12
-3.41-3.33-3.23-3.12-2.97-2.78-7.72-17.55
-15.42-12-2.64-2.88-3.04-3.17
12P80012P82512P85012P87512P90012P92512P95012P975982012C97512C100012C102512C105012C107512C1100
34.88.114.526.655.5105.7194.7454.5259.9144.672.132.814.26.4
-0.6-1-2.4-5.2-11.9-20.5-39.2-59.66.46644.524.511.25.12.2
31.629.2272523.222.221.120.520.420.22019.819.920.220.8
1.51.51.31.10.70.90.60.70.50.30.40.2-0.1-0.2-0.2
-0.01-0.02-0.03-0.05-0.09-0.16-0.28-0.44
0.560.380.230.120.060.03
0.0030.0050.0080.0140.0250.040.0570.069
0.070.0690.0550.0370.0210.011
0.741.111.762.814.426.99.3910.99
10.9810.638.475.663.321.85
-0.4-0.55-0.81-1.2-1.74-2.61-3.37-3.83
-3.8-3.63-2.87-1.92-1.14-0.66
1P8001P8251P8501P8751P9001P9251P9501P97598101C9751C10001C10251C10501C10751C1100
1521.434.252.584.4129.7197.9293.6644.4350.8230141.782.946.225
-4.1-6.5-8.8-14.8-20.3-33.4-46.5-62.7365.749.331.420.711.36.3
27.325.624.523.222.421.420.62019.719.218.818.518.318.318.4
0.40.30.50.30.50.20.20.10.100-0.2-0.1-0.3-0.3
-0.03-0.05-0.07-0.11-0.17-0.24-0.34-0.45
0.550.420.30.20.130.08
0.0060.0090.0140.020.0270.0350.0430.048
0.050.0510.0460.0370.0280.019
3.014.055.727.7110.2412.7915.0316.32
16.3116.1514.4111.648.585.88
-0.64-0.8-1.09-1.39-1.78-2.12-2.4-2.52
-2.45-2.37-2.08-1.66-1.22-0.84

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.2424.11112111750





-0.31.1-1.2021.20





18.76.923.11.8100111500





-0.41.6-1.10.118.30





18.613.521.6387.7111250





-0.23.7-0.80.615.20





18.42520.86.474.8111000





-0.36.3-0.22.212.10





18.346.220.214.261.4110750





-0.311.3-0.25.18.70





18.382.919.932.847.3110500





-0.120.7-0.111.25.20





18.5141.719.872.132.2110250433.231.150720.259019.7
-0.231.40.224.51.30-133.1-6.9-101.60.6-900.3
18.823020144.626.29.910000198.630.7328.520.2422.819.5
049.30.444.51.55.3-119.54.9-84.60.4-81.30
19.2350.820.2259.920.590975027.122.7194.720.5293.620
065.70.366-0.750.2-73.12.2-59.60.7-62.70.1
19.7503.620.942232.2321.395004.433.2105.721.1197.920.6
-0.1790.590.68.9119.9-11.98.6-39.20.6-46.50.2
20.368521.8620.605619250142.955.522.2129.721.4
094.30.6107.7-31.9120-2.810.5-20.50.9-33.40.2






9000159.826.623.284.422.4






-0.319.2-11.90.7-20.30.5






8750176.614.52552.523.2






024.4-5.21.1-14.80.3






8500193.68.12734.224.5






028.3-2.41.3-8.80.5






82501110.94.829.221.425.6






032.3-11.5-6.50.3






80001128.4331.61527.3






036.5-0.61.5-4.10.4






77501146.32.334.810.128.8






040.7-0.12-2.80.4






75001164.71.537.27.130.5






045-0.21.6-1.50.6






72501183.5139.600






049.5-0.40.700






70001202.8143.83.834.3






054.102.2-0.90.5






67501222.80000






058.90000






6250000000






000000

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