2010年11月19日金曜日

2010/11/19(Fri)OP

P/C0.80.10.71.11.111.60.811.2
先物10042.5559987.59827.59782.598259732.59862.59817.59687.5
基準20.2-0.92121.221.52120.620.720.420.2
期近20.4-121.421.421.721.120.635.323.121.9
期先119.5-0.419.92020.319.92020.520.320.1
期先220.40.819.66.32.65.91.519.619.519.7
当/先101.11.11.11.111.71.11.1
先/先21-0.113.27.73.413.2111

205582











82508500875090009250950097501000010000100001025010500107501100011250
12P82512P85012P87512P90012P92512P95012P97512P10001004012C100012C102512C105012C107512C110012C1125
1.72.84.58.518.940.687173.3388214.6105.144.917.26.22.5
-0.7-0.6-1.5-3.8-8.1-15.7-25.7-40.4-23.4175.81.5-0.1-0.5-0.2
34.131.328.325.924.322.721.520.620.520.4202020.220.621.7
0.30.80.4-0.2-0.4-0.6-0.6-1-0.9-0.7-0.9-0.8-0.8-0.8-0.6
-0.01-0.01-0.02-0.03-0.07-0.14-0.27-0.46
0.550.340.180.080.030.01
0.0020.0040.0070.0120.0240.0420.0650.081
0.0820.0770.0550.0310.0150.007
0.430.681.051.83.255.377.869.4
9.48.76.23.541.730.86
-0.36-0.52-0.73-1.14-1.94-2.99-4.14-4.73
-4.72-4.28-3.04-1.76-0.88-0.46
1P8251P8501P8751P9001P9251P9501P9751P1000100301C10001C10251C10501C10751C11001C1125
14.522.833.250.379.9124.2193.2290611.9322203.8120.167.235.818.8
-2.4-2-4.9-9.5-12.5-19.8-25.4-33.8-10.723.216.410.36.22.41.3
28.226.925.223.722.621.520.72019.719.218.818.418.318.318.5
0.10.50.1-0.2-0.1-0.3-0.2-0.3-0.3-0.2-0.2-0.2-0.2-0.3-0.3
-0.03-0.05-0.07-0.11-0.16-0.24-0.34-0.46
0.540.40.280.180.110.06
0.0070.010.0140.020.0280.0370.0450.051
0.0530.0530.0470.0370.0260.017
2.834.035.417.279.6612.1614.3615.53
15.5315.1513.1610.247.224.76
-0.72-0.98-1.23-1.55-1.97-2.36-2.68-2.79
-2.71-2.58-2.19-1.69-1.2-0.8
2P8252P8502P8752P9002P9252P9502P9752P1000100302C10002C10252C10502C10752C11002C1125
36.350.170.8100.4140.8195.8273.3372.3779.6407.3283.9189120.875.445
36.3-6.470.8-11.4140.8-20.1273.3-32.1-5.326.9283.914.8120.88.345
27.926.525.424.323.322.321.520.820.620.319.719.218.918.818.7
27.9-0.125.4-0.123.3-0.121.5-0.2-0.1019.7018.90.118.7
-0.06-0.08-0.11-0.16-0.21-0.28-0.37-0.46
0.540.430.330.240.170.11
0.0090.0120.0160.0210.0260.0320.0370.04
0.0410.0420.040.0340.0280.021
5.697.259.2111.4513.8116.0917.9518.95
18.9518.7617.2714.7711.858.9
-0.96-1.17-1.41-1.69-1.95-2.17-2.34-2.38
-2.34-2.25-2.02-1.7-1.35-1.01

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.98.919.72.928.7112000





00.90.10.5-0.10





18.614.619525.7111750





18.614.6-0.40-0.20





18.625.618.69.222.5111500





-0.21.7-0.5-0.1-1-0.3





18.74518.518.821.72.511250





18.745-0.31.3-0.6-0.2





18.875.418.335.820.66.211000





0.18.3-0.32.4-0.8-0.5





18.9120.818.367.220.217.210750





18.9120.8-0.26.2-0.8-0.1





19.218918.4120.12044.910500502.520.1587.919.365519.8
014.8-0.210.3-0.81.5-57.3-1.4-47.5-0.4-58.3-1.1
19.7283.918.8203.820105.110250314.220.2420.819.550020.2
19.7283.9-0.216.4-0.95.8-51.7-1.2-40-0.350020.2
20.3407.319.232220.4214.610000173.320.629020372.320.8
026.9-0.223.2-0.717-40.4-1-33.8-0.3-32.1-0.2
21557.520476.121.4379.397508721.5193.220.7273.321.5
21557.5-0.132-0.332.5-25.7-0.6-25.4-0.2273.321.5
21.673020.6657.422.5582.6950040.622.7124.221.5195.822.3
0.240-0.138.20.445.6-15.7-0.6-19.8-0.3-20.1-0.1






925018.924.379.922.6140.823.3






-8.1-0.4-12.5-0.1140.823.3






90008.525.950.323.7100.424.3






-3.8-0.2-9.5-0.2-11.4-0.1






87504.528.333.225.270.825.4






-1.50.4-4.90.170.825.4






85002.831.322.826.950.126.5






-0.60.8-20.5-6.4-0.1






82501.734.114.528.236.327.9






-0.70.3-2.40.136.327.9






80001.337.710.129.92729.4






-0.30.9-1.20.3-30.1






7750141.17.331.919.830.8






01.7-0.60.519.830.8






7500145.85.63414.332.2






01.8-0.20.7-1.30.2






7250150.74.136.100






01.90.10.900






7000155.63.7398.335.6






020.71.9-0.40.4






6250000000






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