2010年11月29日月曜日

2010/11/29(Mon)OP

P/C1.70.11.71.21.11.51.30.71.11.1
先物10127.57510052.510082.510047.510092.510057.59987.59827.59782.5
基準20.90.520.520.120.819.320.12121.221.5
期近22.41.221.220.621.519.720.321.421.421.7
期先120.10.319.819.62018.719.419.92020.3
期先220.90.220.720.520.619.920.319.66.32.6
当/先1.101.111.11.111.11.11.1
先/先2101110.9113.27.7

104572











850087509000925095009750100001025010250102501050010750110001125011500
12P85012P87512P90012P92512P95012P97512P100012P10251012012C102512C105012C107512C110012C112512C1150
1.72.85.29.119.643.9100.5219.7313.994.230.47.3211
-0.2-0.3-0.4-2.8-8-18.9-39.1-57.6-41.516.15.20-0.400
4338.935.531.428.425.523.12221.621.521.321.222.425.329.9
65.75.64.23.22.51.61.41.31.21.20.70.61.62.2
-0.01-0.01-0.02-0.04-0.09-0.18-0.36-0.62
0.380.160.050.010.010.01
0.0030.0050.0090.0160.0330.0610.0950.101
0.1030.0670.0280.010.0050.003
0.330.520.921.52.694.516.416.5
6.484.171.730.640.340.3
-0.7-0.98-1.58-2.27-3.68-5.54-7.14-6.89
-6.74-4.29-1.78-0.69-0.41-0.43
1P8501P8751P9001P9251P9501P9751P10001P1025101201C10251C10501C10751C11001C11251C1150
1927.741.162.797.4152.2234.9351.4570.1218.612464.930.914.46.4
-2.3-2.8-6.6-11.5-17.8-27.2-35.7-48.7-20.528.2158.62.81.40.1
29.727.926.124.42321.820.82019.419.218.618.318.118.218.3
1.21.30.90.70.60.40.40.20.30.40.10.1-0.1-0.1-0.2
-0.04-0.06-0.09-0.14-0.2-0.3-0.42-0.55
0.440.30.190.10.050.03
0.0080.0120.0180.0250.0340.0440.0520.055
0.0580.0530.0410.0280.0170.009
3.224.365.877.8110.0912.3513.9314.12
14.112.479.586.413.912.18
-1.05-1.34-1.68-2.1-2.55-2.96-3.19-3.1
-2.99-2.57-1.94-1.28-0.78-0.44
2P8502P8752P9002P9252P9502P9752P10002P1025101202C10252C10502C10752C11002C11252C1150
4562.485.9120168.1235323.7438.7745306.3202125.175.242.623.1
-5-5.6-9.7-14.9-20.2-25.7-35.9-45.6-14.331.32211.57.83.12.1
28.527.225.824.523.422.421.520.720.320.119.51918.818.518.4
0.70.80.60.50.40.50.30.20.20.30.2-0.10-0.2-0.1
-0.07-0.1-0.14-0.19-0.25-0.33-0.43-0.53
0.470.360.250.170.110.07
0.0110.0150.0190.0240.030.0360.040.043
0.0440.0420.0370.030.0220.015
6.348.029.9512.1514.416.3917.6917.93
17.9216.814.4511.58.455.77
-1.25-1.5-1.77-2.05-2.32-2.53-2.62-2.56
-2.5-2.27-1.9-1.5-1.08-0.73

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
00000012250





000000





18.56.719.71.838.5112000





-0.4-0.3-0.103.30





18.412.318.93.334.3111750





-0.30.40.10.32.80





18.423.118.36.429.9111500





-0.12.1-0.20.12.20





18.542.618.214.425.3111250





-0.23.1-0.11.41.60





18.875.218.130.922.4211000





07.8-0.12.80.6-0.4





19125.118.364.921.27.310750627.619.9697.119.4764.820.3
-0.111.50.18.60.70-78.9-1.6-67.5-0.1-57.70.3
19.520218.612421.330.410500402.321.2506.719.5584.120.2
0.2220.1151.25.2-72.20.7-59.90-55.70
20.1306.319.2218.621.594.210250219.722351.420438.720.7
0.331.30.428.21.216.1-57.61.4-48.70.2-45.60.2
20.9442.220351.622.722610000100.523.1234.920.8323.721.5
0.441.70.338.11.435.1-39.11.6-35.70.4-35.90.3
21.7602.320.851825.4421.3975043.925.5152.221.823522.4
0.347.50.347.42.858.3-18.92.5-27.20.4-25.70.5






950019.628.497.423168.123.4






-83.2-17.80.6-20.20.4






92509.131.462.724.412024.5






-2.84.2-11.50.7-14.90.5






90005.235.541.126.185.925.8






-0.45.6-6.60.9-9.70.6






87502.838.927.727.962.427.2






-0.35.7-2.81.3-5.60.8






85001.7431929.74528.5






-0.26-2.31.2-50.7






8250146.613.331.734.730.4






-0.16.4-1.11.5-0.41.4






8000152.89.733.925.531.9






07.6-0.51.7-1.11.2






7750159.373619.433.6






08.4-0.61.5-0.51.2






7500165.95.638.51535.4






09.2-0.11.90.21.5






7250172.64.340.900






010-0.1200






6250000000






000000

0 件のコメント:

コメントを投稿