2010年11月16日火曜日

2010/11/16(Tue)OP

P/C1.1011.60.811.21.10.71.1
先物9782.5-42.598259732.59862.59817.59687.597259637.59357.5
基準21.50.52120.620.720.420.220.720.220.6
期近21.70.621.120.635.323.121.92320.220.9
期先120.30.419.92020.520.320.120.420.220.5
期先22.6-3.35.91.519.619.519.719.519.820
当/先1.101.111.71.11.11.111
先/先27.74.33.413.2111111

235885











80008250850087509000925095009750975097501000010250105001075011000
12P80012P82512P85012P87512P90012P92512P95012P975978012C97512C100012C102512C105012C107512C1100
23.66.913.527.255.7108.7199.5430.2230.8119.454.523.48.53.4
-0.7-0.20.31.33.67.713.619.5-3.1-22.6-15.7-8.9-2.7-2-0.7
33.230.828.82725.32422.821.921.821.721.120.821.121.121.8
-1.1-0.30.10.30.50.60.70.50.50.50.40.40.80.40.6
-0.01-0.01-0.02-0.05-0.09-0.17-0.3-0.46
0.540.350.20.10.040.02
0.0020.0040.0080.0150.0260.0430.0610.073
0.0740.0710.0540.0330.0170.008
0.50.831.442.464.056.278.559.83
9.839.176.834.252.171.08
-0.36-0.55-0.89-1.42-2.19-3.22-4.17-4.59
-4.58-4.14-3.05-1.92-0.98-0.5
1P8001P8251P8501P8751P9001P9251P9501P97597701C9751C10001C10251C10501C10751C1100
16.525.137.757.389.6137208.1305.9635.9330211.2126.171.23920.9
1.42.53.458.611.716.920.4-1.2-21.5-16.6-11.7-7.5-3-1
28.827.425.924.523.422.421.520.720.420.119.51918.818.819
0.20.30.20.20.30.30.40.20.30.30.20.20.20.40.5
-0.04-0.05-0.08-0.12-0.17-0.25-0.35-0.47
0.530.40.280.180.110.07
0.0070.010.0150.0210.0280.0360.0440.049
0.0510.0510.0450.0360.0260.017
3.054.255.767.6910.0512.4514.4915.55
15.5515.1613.2410.47.485.03
-0.75-0.99-1.28-1.61-2.01-2.38-2.66-2.75
-2.69-2.54-2.17-1.68-1.21-0.82
2P8002P8252P8502P8752P9002P9252P9502P97597502C9752C10002C10252C10502C10752C1100
38.4075.50149.50282.7000289.90122.7045.2
3.506.7014.4017.7000-10.20-80-3.8
28.4026023.902200020.4019.3018.9
0.300.300.500.30000.600.300.2
-0.060-0.120-0.220-0.370
00.4300.2400.11
0.00900.01600.02600.0360
00.04100.03400.021
5.8109.38013.93017.870
018.6014.6808.83
-0.970-1.420-1.950-2.30
0-2.230-1.660-0.98

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
0019.72.927.6111750





000.3-0.41.20





1915.519.35.424.7111500





0.3-0.90.5-0.11.10





0019.210.923.31.811250





000.5-0.51.20





18.945.21920.921.83.411000





0.2-3.80.5-10.6-0.7





0018.83921.18.510750





000.4-30.4-2





19.3122.718.871.221.123.410500





0.3-80.2-7.50.8-2.7





0019126.120.854.510250523.421.1602.219.800
000.2-11.70.4-8.9370.930.70.200
20.4289.919.5211.221.1119.410000338.121.3437.520.2514.920.9
0.6-10.20.2-16.60.4-15.727.90.526.30.331.40.5
0020.133021.7230.89750199.521.9305.920.700
000.3-21.50.5-22.619.50.520.40.200
21.7561.220.7480.822.8391.69500108.722.8208.121.5282.722
0.6-18.80.2-27.50.6-29.513.60.716.90.417.70.3
0021.6661.223.8587.4925055.72413722.400
000.3-31.50.4-36.47.70.611.70.300






900027.225.389.623.4149.523.9






3.60.58.60.314.40.5






875013.52757.324.500






1.30.350.200






85006.928.837.725.975.526






0.30.13.40.26.70.3






82503.630.825.127.400






-0.2-0.32.50.300






8000233.216.528.838.428.4






-0.7-1.11.40.23.50.3






77501.436.211.730.600






-0.5-11.50.500






7500139.48.232.419.931.1






00.30.90.41.20.1






7250143.95.63400






00.40.1000






7000148.64.13610.434






00.50.10.10.30






6750000000






000000






6250000000






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