2010年11月25日木曜日

2010/11/25(Thu)OP

P/C1.20.11.11.51.30.71.11.111.6
先物10082.53510047.510092.510057.59987.59827.59782.598259732.5
基準20.1-0.720.819.320.12121.221.52120.6
期近20.6-0.921.519.720.321.421.421.721.120.6
期先119.6-0.32018.719.419.92020.319.920
期先220.5-0.220.619.920.319.66.32.65.91.5
当/先101.11.111.11.11.11.11
先/先21010.9113.27.73.413.2

144976











82508500875090009250950097501000010000100001025010500107501100011250
12P82512P85012P87512P90012P92512P95012P97512P10001009012C100012C102512C105012C107512C110012C1125
1.41.82.75.11124.856.6126.8339.2212.390.732.99.42.91
-0.3-0.5-1-1.8-3.6-8.1-16.8-28.4-16.911.40.1-0.3-1.3-0.10
40.435.93229.126.624.322.320.820.921.12020.1202122.3
10.70.30.20.2-0.2-0.6-1-0.8-0.4-0.9-0.5-0.7-0.10
-0.01-0.01-0.01-0.02-0.05-0.1-0.22-0.41
0.590.350.160.060.020.01
0.0020.0030.0050.0090.0190.0370.0660.094
0.0920.0920.060.0280.0110.004
0.310.420.621.082.013.625.887.79
7.797.384.842.250.940.39
-0.44-0.52-0.69-1.1-1.86-3.06-4.55-5.61
-5.74-5.14-3.39-1.57-0.69-0.3
1P8251P8501P8751P9001P9251P9501P9751P1000100701C10001C10251C10501C10751C11001C1125
1218.427.442.467.2106.4167258589.5331.5206.5120.164.732.216
-2.2-3.1-4.2-6.7-8.5-12.9-18.2-22.1-9.1138.95.73.610.7
29.327.82624.523.2222120.22019.518.918.618.418.218.4
-0.2-0.1-0.1-0.2-0.1-0.2-0.3-0.2-0.2-0.2-0.2-0.1-0.1-0.2-0.1
-0.03-0.04-0.06-0.1-0.15-0.22-0.32-0.44
0.560.420.290.180.10.06
0.0060.0090.0130.0190.0270.0360.0460.053
0.0540.0560.050.0390.0270.017
2.363.344.596.318.4910.9413.2214.63
14.6214.512.669.756.644.21
-0.7-0.94-1.21-1.56-1.99-2.43-2.8-2.99
-2.91-2.79-2.39-1.82-1.23-0.78
2P8252P8502P8752P9002P9252P9502P9752P1000100802C10002C10252C10502C10752C11002C1125
31.544.962.388.9124.7175.1248.1342.5762.3419.9289.6192.8120.974.242.8
-3.4-2.7-5.1-6.6-9.8-15.4-17.3-22.3-2.719.611.68.23.64.21.6
28.527.225.924.823.622.521.720.920.820.519.819.418.918.818.6
-0.10.200-0.1-0.2-0.1-0.2-0.10.2-0.1-0.1-0.20-0.1
-0.05-0.08-0.1-0.14-0.2-0.26-0.35-0.45
0.550.450.340.240.170.11
0.0080.0110.0150.020.0250.0320.0370.041
0.0420.0430.0410.0360.0290.022
5.066.588.3310.4712.7615.0717.0618.23
18.2318.2316.914.4611.548.52
-0.94-1.17-1.41-1.69-1.96-2.21-2.42-2.49
-2.46-2.37-2.15-1.8-1.43-1.04

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.97.819.5233.5112000





-0.3-0.2-0.3-0.10.50





18.713.818.93.729.9111750





-0.10.6-0.2-0.10.40





18.624.518.67.726.1111500





-0.20.4-0.10.40.30





18.642.818.41622.3111250





-0.11.6-0.10.700





18.874.218.232.2212.911000





04.2-0.21-0.1-0.1





18.9120.918.464.7209.410750





-0.23.6-0.13.6-0.7-1.3





19.4192.818.6120.120.132.910500449.419.9544.119.261519.8
-0.18.2-0.15.7-0.5-0.3-37.5-0.9-33.8-0.5-30-0.3
19.8289.618.9206.52090.710250255.419.6382.519.646520.3
-0.111.6-0.28.9-0.90.1-36.3-1.1-27.5-0.3-25-0.2
20.5419.919.5331.521.1212.310000126.820.825820.2342.520.9
0.219.6-0.213-0.411.4-28.4-1-22.1-0.2-22.3-0.2
21.357520.4492.522.1388.3975056.622.316721248.121.7
0.324.8-0.120-1.214.7-16.8-0.6-18.2-0.3-17.3-0.1
22752.521.3682.224.5608.2950024.824.3106.422175.122.5
0.327.3-0.124.3-0.326.4-8.1-0.2-12.9-0.2-15.4-0.2






92501126.667.223.2124.723.6






-3.60.2-8.5-0.1-9.8-0.1






90005.129.142.424.588.924.8






-1.80.2-6.7-0.2-6.60






87502.73227.42662.325.9






-10.3-4.2-0.1-5.10






85001.835.918.427.844.927.2






-0.50.7-3.1-0.1-2.70.2






82501.440.41229.331.528.5






-0.31-2.2-0.2-3.4-0.1






8000144.18.931.523.230






-0.11.7-1.20.1-2.20






7750149.66.333.41731.5






02.2-1.1-0.1-1.60






7500155.24.935.812.333






02.4-0.60.1-0.70.2






72501613.738.100






02.6-0.30.300






7000166.92.840.47.536.8






02.7-0.8-0.40.10.6






6250000000






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