2010年11月24日水曜日

2010/11/24(Wed)OP

P/C1.1-0.41.51.30.71.11.111.60.8
先物10047.5-4510092.510057.59987.59827.59782.598259732.59862.5
基準20.81.519.320.12121.221.52120.620.7
期近21.51.819.720.321.421.421.721.120.635.3
期先1201.218.719.419.92020.319.92020.5
期先220.60.819.920.319.66.32.65.91.519.6
当/先1.101.111.11.11.11.111.7
先/先2100.9113.27.73.413.21

155077











82508500875090009250950097501000010000100001025010500107501100011250
12P82512P85012P87512P90012P92512P95012P97512P10001005012C100012C102512C105012C107512C110012C1125
1.82.33.76.914.532.873.4155.2356.1200.990.633.210.631
0.10.40.91.748.71725.11.6-23.5-10.8-5.4-1.9-0.6-0.7
39.335.231.728.926.524.522.921.721.621.420.920.620.821.122.2
1.61.921.922.12.11.81.61.41.71.41.41.40.6
-0.01-0.01-0.02-0.03-0.06-0.13-0.25-0.45
0.550.330.150.060.020.01
0.0020.0030.0060.0110.0220.0410.0680.088
0.0890.0840.0560.0270.0110.004
0.380.520.81.382.474.36.68.16
8.157.454.882.420.970.4
-0.48-0.59-0.82-1.3-2.12-3.43-4.91-5.75
-5.7-5.07-3.26-1.63-0.66-0.29
1P8251P8501P8751P9001P9251P9501P9751P1000100401C10001C10251C10501C10751C11001C1125
14.221.531.649.275.7119.3185.2280.1598.6318.5197.6114.461.131.215.3
3.757.29.813.318.724.33317.9-15.1-8.2-4.2-1.4-1.1-1
29.527.926.224.823.322.221.320.520.219.819.118.718.418.418.5
1.51.31.31.21.11.11.11.21.111110.80.6
-0.03-0.05-0.07-0.11-0.16-0.24-0.34-0.46
0.540.40.280.170.10.05
0.0060.010.0140.020.0280.0370.0460.052
0.0540.0540.0480.0370.0250.016
2.673.715.036.869.0411.4813.6314.81
14.8114.4512.469.486.494.08
-0.78-1.03-1.31-1.68-2.09-2.53-2.87-3
-2.92-2.75-2.32-1.74-1.19-0.75
2P8252P8502P8752P9002P9252P9502P9752P1000100402C10002C10252C10502C10752C11002C1125
3547.567.395.5134.5190.5265.4364.8765400.2278.1184.6117.369.941.2
-1.23.87.38.512.81822.929.810-19.8-11.9-7.9-5.2-3.8-1.3
28.62725.824.723.622.721.921.120.820.419.819.419.218.818.8
-0.40.30.60.40.50.60.60.70.60.50.60.60.60.50.6
-0.06-0.08-0.11-0.15-0.21-0.28-0.36-0.46
0.540.430.330.240.160.1
0.0090.0120.0160.0210.0260.0320.0370.041
0.0420.0430.040.0350.0280.021
5.416.868.7410.913.2215.5117.3518.36
18.3618.1916.7114.2411.28.31
-1-1.2-1.46-1.74-2.01-2.27-2.44-2.5
-2.43-2.34-2.11-1.77-1.37-1.01

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.2819.82.133112000





110.2-0.62.40





18.813.219.13.829.5111750





0.6-0.10.3-0.82.20





18.824.118.77.325.9111500





0.3-2.50.5-0.820





18.841.218.515.322.2111250





0.6-1.30.6-10.6-0.7





18.869.918.431.221.1311000





0.5-3.80.8-1.11.4-0.6





19.2117.318.461.120.810.610750





0.6-5.21-1.41.4-1.9





19.4184.618.7114.420.633.210500486.920.9577.919.764520
0.6-7.91-4.21.4-5.441.91.942.91.2400.8
19.8278.119.1197.620.990.610250291.720.741019.949020.5
0.6-11.91-8.21.7-10.833.71.637.51.1350.8
20.4400.219.8318.521.4200.910000155.221.7280.120.5364.821.1
0.5-19.81-15.11.4-23.525.11.8331.229.80.7
21550.220.4472.523.3373.6975073.422.9185.221.3265.421.9
0.5-24.80.7-252.7-24.1172.124.31.122.90.6
21.8725.221.4657.924.8581.8950032.824.5119.322.2190.522.7
21.8724.21.1-27.11.9-36.88.72.118.71.1180.6






925014.526.575.723.3134.523.6






4213.31.112.80.5






90006.928.949.224.895.524.7






1.71.99.81.28.50.4






87503.731.731.626.267.325.8






0.927.21.37.30.6






85002.335.221.527.947.527






0.41.951.33.80.3






82501.839.314.229.53528.6






0.11.63.71.5-1.2-0.4






80001.142.410.131.425.430






0.11.71.70.94.81.1






7750147.47.333.518.631.5






01.71.3141.2






7500152.85.535.71332.8






021.31.41.70.7






7250158.44.137.800






02.30.81.200






7000164.13.640.87.436.2






02.60.91.7-0.3-0.2






6250000000






000000

0 件のコメント:

コメントを投稿