2010年11月22日月曜日

2010/11/22(Mon)OP

P/C1-0.31.30.71.11.111.60.81
先物10117.56010057.59987.59827.59782.598259732.59862.59817.5
基準19.7-0.420.12121.221.52120.620.720.4
期近19.9-0.320.321.421.421.721.120.635.323.1
期先119.2-0.319.419.92020.319.92020.520.3
期先220-0.320.319.66.32.65.91.519.619.5
当/先1011.11.11.11.111.71.1
先/先210113.27.73.413.211

175279











82508500875090009250950097501000010000100001025010500107501100011250
12P82512P85012P87512P90012P92512P95012P97512P10001012012C100012C102512C105012C107512C110012C1125
1.61.72.64.29.723.856.7125.4365.9240.5115.545.716.35.71.9
-0.1-0.8-1.3-3.5-7.5-14-25-39.3-21.417.96.5-0.9-1.1-0.8-0.6
37.83329.726.424.422.821.520.420.32019.619.419.820.521.3
3.51.81.60.50.20.20.10-0.1-0.4-0.3-0.5-0.2-0.1-0.1
-0.01-0.01-0.01-0.02-0.04-0.1-0.21-0.39
0.610.390.20.080.030.01
0.0020.0030.0050.0080.0170.0340.060.085
0.0870.0890.0650.0350.0160.007
0.370.430.661.052.033.826.328.45
8.448.466.113.381.610.69
-0.4-0.41-0.57-0.79-1.42-2.51-3.9-4.94
-4.88-4.78-3.41-1.93-0.95-0.42
1P8251P8501P8751P9001P9251P9501P9751P1000101001C10001C10251C10501C10751C11001C1125
11.31725.139.962.6100.4159.6248.2600.3352.1225133.574.239.120
-2.7-4-6.4-8.8-14.2-19.9-27.8-33.4-10.522.915.18.84.22.81.3
28.626.925.223.922.621.520.62019.71918.618.318.118.118.3
0.40.30.10.200-0.10.10-0.2-0.2-0.2-0.2-0.10
-0.03-0.04-0.06-0.09-0.14-0.21-0.3-0.42
0.580.440.310.20.120.07
0.0060.0080.0120.0180.0250.0350.0440.051
0.0540.0550.050.040.0290.019
2.333.254.476.248.4210.9713.415
14.9915.1213.4910.677.594.98
-0.63-0.84-1.07-1.42-1.81-2.25-2.63-2.85
-2.73-2.69-2.36-1.85-1.31-0.87
2P8252P8502P8752P9002P9252P9502P9752P1000101102C10002C10252C10502C10752C11002C1125
30.141.959.984.9120.3170.3238.6329.8767.3437.5307204.7130.68048.3
-4.7-6.7-8.5-10.4-14.6-20.3-25.7-34.5-12.821.71810.453.61.2
2826.725.524.423.322.321.520.720.52019.51918.618.418.5
0.20.20.20.30.20.10.1-0.1-0.1-0.3-0.1-0.2-0.3-0.2-0.3
-0.05-0.07-0.1-0.14-0.19-0.26-0.34-0.43
0.570.460.350.260.180.12
0.0080.0110.0150.0190.0250.030.0360.04
0.0420.0430.0420.0370.030.023
4.996.448.2810.4112.7615.1517.2218.55
18.5418.7417.5615.2212.259.3
-0.88-1.08-1.33-1.59-1.87-2.13-2.32-2.4
-2.35-2.31-2.11-1.79-1.43-1.08

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.79.219.52.929.9112000





00.500.11.30





18.716.718.85.126.6111750





01.400.31.10





18.427.918.49.823.2111500





-0.2100.70.80





18.548.318.32021.31.911250





-0.31.201.3-0.1-0.6





18.48018.139.120.55.711000





-0.23.6-0.12.8-0.1-0.8





18.6130.618.174.219.816.310750





-0.35-0.24.2-0.2-1.1





19204.718.3133.519.445.710500433.320.3527.419.2595.219.5
-0.210.4-0.28.8-0.5-0.9-54.20.6-47.60.1594.219.5
19.530718.622519.6115.510250250.920369.919.5450.420.2
-0.118-0.215.1-0.36.5-51.6-0.1-42.60-39.60
20437.519352.120240.510000125.420.4248.220329.820.7
-0.321.7-0.222.9-0.417.9-39.30-33.40.1-34.5-0.1
20.759519.7516.120.5418.7975056.721.5159.620.6238.621.5
-0.230-0.428.6-1.127.6-250.1-27.8-0.1-25.70.1
21.477520.470722.1639.1950023.822.8100.421.5170.322.3
21.4774-0.535.6-1.140.5-140.2-19.90-20.30.1






92509.724.462.622.6120.323.3






-7.50.2-14.20-14.60.2






90004.226.439.923.984.924.4






-3.50.5-8.80.2-10.40.3






87502.629.725.125.259.925.5






-1.31.6-6.40.1-8.50.2






85001.7331726.941.926.7






-0.81.8-40.3-6.70.2






82501.637.811.328.630.128






-0.13.5-2.70.4-4.70.2






8000140.78.130.521.929.4






03.9-1.80.5-3.20.3






7750145.65.932.515.930.9






04.2-1.10.7-2.30.4






7500150.74.534.811.932.5






04.6-0.41.1-1.70.4






72501563.53700






05-0.31.100






7000161.32.739.2736






05.4-0.31.1-10.5






6250000000






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