2010年11月26日金曜日

2010/11/26(Fri)OP

P/C1.70.51.21.11.51.30.71.11.11
先物10052.5-3010082.510047.510092.510057.59987.59827.59782.59825
基準20.50.420.120.819.320.12121.221.521
期近21.20.620.621.519.720.321.421.421.721.1
期先119.80.219.62018.719.419.92020.319.9
期先220.70.320.520.619.920.319.66.32.65.9
当/先1.1011.11.111.11.11.11.1
先/先210110.9113.27.73.4

134875











82508500875090009250950097501000010000100001025010500107501100011250
12P82512P85012P87512P90012P92512P95012P97512P10001005012C100012C102512C105012C107512C110012C1125
1.1235.611.827.662.8139.6330.5190.978.125.27.32.41
-0.30.10.40.50.92.96.312.8-8.7-21.5-12.6-7.7-2.1-0.50
40.13733.23027.325.12321.521.421.320.32020.521.823.6
-0.21.11.20.90.70.80.70.80.50.20.400.50.81.4
0-0.01-0.01-0.03-0.05-0.11-0.24-0.44
0.560.320.130.050.020.01
0.0020.0030.0050.010.020.040.070.095
0.0960.0910.0560.0240.010.004
0.250.430.661.132.063.735.947.59
7.596.844.121.840.790.37
-0.38-0.59-0.81-1.27-2.1-3.5-5.1-6.1
-6.06-5.2-3.09-1.41-0.64-0.32
1P8251P8501P8751P9001P9251P9501P9751P1000100401C10001C10251C10501C10751C11001C1125
14.421.330.647.774.2115.2179.4270.6584.2313.5190.410956.32813
2.42.93.15.378.812.312.6-5.4-18-16.1-11-8.4-4.2-2.9
30.228.526.525.123.722.421.420.420.119.618.818.618.218.218.2
0.90.70.50.60.50.40.40.10.10.1-0.10-0.20-0.2
-0.03-0.05-0.07-0.1-0.16-0.23-0.33-0.46
0.540.40.270.160.090.05
0.0060.0090.0140.020.0280.0370.0460.053
0.0550.0560.0490.0370.0250.015
2.633.624.846.638.7911.1513.2914.51
14.5114.1612.139.066.083.67
-0.82-1.06-1.33-1.72-2.15-2.58-2.93-3.05
-2.96-2.77-2.33-1.71-1.15-0.69
2P8252P8502P8752P9002P9252P9502P9752P1000100402C10002C10252C10502C10752C11002C1125
35506895.5135188.2260.7359.5760400.5275179.9113.767.439.5
3.55.15.76.610.313.212.617.1-2.3-19.4-14.6-12.8-7.2-6.7-3.3
2927.826.325.124232221.32120.519.819.319.118.818.7
0.50.60.50.40.50.50.30.30.200.100.100.1
-0.06-0.08-0.11-0.15-0.21-0.28-0.36-0.46
0.540.430.330.230.160.1
0.0090.0120.0160.0210.0260.0320.0370.041
0.0420.0430.0410.0350.0280.021
5.346.928.6410.7513.0415.2617.0918.12
18.1217.9616.4713.9710.948.06
-1.03-1.27-1.51-1.79-2.08-2.32-2.48-2.54
-2.48-2.37-2.12-1.77-1.37-1

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19719.81.935.2112000





0.1-0.90.3-0.11.80





18.71218.9331.5111750





-0.1-1.8-0.1-0.81.60





18.521.118.56.327.6111500





-0.2-3.5-0.1-1.51.50





18.739.518.21323.6111250





0.1-3.3-0.2-2.91.40





18.867.418.22821.82.411000





0-6.70-4.20.8-0.5





19.1113.718.256.320.57.310750





0.1-7.2-0.2-8.40.5-2.1





19.3179.918.61092025.210500474.520.5566.619.5639.820.2
0-12.80-110-7.7250.622.50.324.80.4
19.827518.8190.420.378.110250277.320.6400.119.8484.320.6
0.1-14.6-0.1-16.10.4-12.621.9117.60.219.30.3
20.5400.519.6313.521.3190.910000139.621.5270.620.4359.521.3
0-19.40.1-180.2-21.512.80.812.60.117.10.3
21.4554.820.5470.622.6363975062.823179.421.4260.722
0.1-20.20.1-21.80.5-25.36.30.712.30.412.60.3
22727.521.4657.624.4577.8950027.625.1115.222.4188.223
0-250.1-24.5-0.1-30.42.90.88.80.413.20.5






925011.827.374.223.713524






0.90.770.510.30.5






90005.63047.725.195.525.1






0.50.95.30.66.60.4






8750333.230.626.56826.3






0.41.23.10.55.70.5






850023721.328.55027.8






0.11.12.90.75.10.6






82501.140.114.430.23529






-0.3-0.22.40.93.50.5






8000145.210.232.226.630.7






01.11.40.73.40.7






7750150.97.734.42032.4






01.31.4130.9






7500156.75.636.614.833.9






01.50.80.82.40.9






7250162.74.338.900






01.70.60.800






7000168.83.441.48.837.6






020.611.30.8






6250000000






000000

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