2010年11月11日木曜日

2010/11/11(Thu)OP

P/C0.8-0.211.21.10.71.10.70.91.1
先物9862.5459817.59687.597259637.59357.59167.59152.59190
基準20.70.320.420.220.720.220.623.122.721.5
期近35.312.223.121.92320.220.924.423.921.5
期先120.50.220.320.120.420.220.522.42221.4
期先219.60.219.519.719.519.82021.721.421.1
当/先1.70.61.11.11.1111.11.11
先/先21011111111

02863











80008250850087509000925095009750975097501000010250105001075011000
11P80011P82511P85011P87511P90011P92511P95011P975986011C97511C100011C102511C105011C107511C1100
11111118.9128119.16.31111
000000-3.4-18.21129.2-3.60000
252.8219185.8153.1120.788.355.435.534.732.336.156.585.8113.2139.3
124.4108.192.276.560.945.422.212.812.511.89.924.238.551.864.4
00-0.01-0.01-0.01-0.01-0.02-0.15
0.870.110.020.010.010.01
0.0010.0020.0030.0040.0060.010.0230.213
0.210.1710.0230.0110.0070.005
0.040.040.050.060.070.090.130.74
0.660.60.120.090.070.06
-12.75-12.46-12.11-11.7-11.19-10.51-9.49-35.76
-29.25-29.8-9.62-10.58-11.24-11.74
12P80012P82512P85012P87512P90012P92512P95012P975986012C97512C100012C102512C105012C107512C1100
2.63.96.71223.747.593.1173.5459.9286.4162.482.638.716.97.6
-0.4-0.9-1.3-2.5-2.9-8-12.6-21.15.426.517.710.55.92.71.2
32.229.427.325.323.722.521.420.720.720.720.320.120.220.521.1
0.60.30.30.30.60.20.30.20.20.40.30.30.40.30.3
-0.01-0.01-0.02-0.04-0.08-0.15-0.26-0.41
0.590.410.260.140.070.03
0.0030.0040.0070.0130.0220.0370.0550.068
0.0680.070.0580.040.0240.013
0.650.941.522.444.026.288.8310.68
10.6810.728.846.123.672.07
-0.37-0.49-0.73-1.09-1.68-2.48-3.33-3.89
-3.9-3.84-3.14-2.19-1.32-0.77
1P8001P8251P8501P8751P9001P9251P9501P97598501C9751C10001C10251C10501C10751C1100
1319.930.448.276.4119.6184.2276.8655.5378.7252157.593.653.129.8
-2-1.5-3.9-4.3-8.1-10.1-13.6-16.711.227.92215.710.76.94.8
27.325.924.623.522.521.620.820.320.119.519.118.818.618.518.7
00.40.10.20.10.20.20.30.30.30.30.30.20.20.3
-0.03-0.04-0.07-0.1-0.15-0.22-0.32-0.43
0.570.450.330.220.140.09
0.0060.0090.0130.0180.0260.0340.0420.047
0.0490.050.0470.0390.0290.021
2.713.825.277.279.6812.2814.6316.13
16.1216.2514.812.219.26.5
-0.58-0.78-1.02-1.34-1.71-2.09-2.4-2.57
-2.5-2.46-2.2-1.8-1.35-0.96

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.24.3241211.2111750





-0.10.3-0.1099.20





18.98.223.11.9188.1111500





0.21.300.188.10





18.715.6223.6164.2111250





0.12.10.30.676.50





18.729.821.17.6139.3111000





0.34.80.31.264.40





18.553.120.516.9113.2110750





0.26.90.32.751.80





18.693.620.238.785.8110500





0.210.70.45.938.50





18.8157.520.182.656.5110250391.370.4468.820.155519.5
0.315.70.310.524.20-41.939.2-38.2-0.1-35-0.2
19.125220.3162.436.16.310000148.943.6298.920.3398.219.7
0.3220.317.79.9-3.6-49.712.9-29.60.1-24.70.2
19.5378.720.7286.432.3119.197508.935.5173.520.7276.820.3
0.327.90.426.511.829.2-18.212.8-21.10.2-16.70.3
20.153821.4456.20360.69500155.493.121.4184.220.8
0.434.30.534.2-32.239.3-3.422.2-12.60.3-13.60.2
20.9724.722.5660.90605.79250188.347.522.5119.621.6
0.539.70.740.3044.7045.4-80.2-10.10.2






90001120.723.723.776.422.5






060.9-2.90.6-8.10.1






87501153.11225.348.223.5






076.5-2.50.3-4.30.2






85001185.86.727.330.424.6






092.2-1.30.3-3.90.1






825012193.929.419.925.9






0108.1-0.90.3-1.50.4






80001252.82.632.21327.3






0124.4-0.40.6-20






77501287.41.734.58.828.9






0141-0.7-0.2-1.30






75001322.7136.76.430.8






0158-0.5-0.5-0.70.2






72501359140.800






0175.501.200






70001396.3145.13.334.4






0193.401.3-0.50.1






67501434.80000






02120000






6250000000






000000

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