2010年11月30日火曜日

2010/11/30(Tue)OP

P/C1.3-0.51.71.71.21.11.51.30.71.1
先物9945-182.510127.510052.510082.510047.510092.510057.59987.59827.5
基準22.21.220.920.520.120.819.320.12121.2
期近24.4222.421.220.621.519.720.321.421.4
期先121.1120.119.819.62018.719.419.920
期先221.80.920.920.720.520.619.920.319.66.3
当/先1.201.11.111.11.111.11.1
先/先21011110.9113.2

94471











82508500875090009250950097501000010000100001025010500107501100011250
12P82512P85012P87512P90012P92512P95012P97512P1000994012C100012C102512C105012C107512C110012C1125
1.52.24.99.318.239.485.1181.3307.312642.310.32.511
0.50.52.14.19.119.841.280.7-19.3-100-51.9-20.1-4.8-10
47.342.439.736.132.329.226.223.923.923.822.822.323.225.730.6
0.7-0.60.80.50.90.80.70.811.11.3123.35.4
-0.01-0.01-0.02-0.04-0.08-0.16-0.31-0.55
0.450.210.070.020.010.01
0.0020.0040.0080.0150.0280.0520.0850.104
0.1040.0790.0360.0130.0050.004
0.280.410.791.352.33.845.626.31
6.34.582.060.740.330.29
-0.7-0.92-1.67-2.61-3.97-5.99-7.85-8.04
-8.03-5.59-2.46-0.92-0.45-0.47
1P8251P8501P8751P9001P9251P9501P9751P100099301C10001C10251C10501C10751C11001C1125
20.228.941.962.895144.6217.9322.7578.5255.7149.58040.5198.7
6.89.914.221.732.447.365.887.8-8-95.8-69.1-44-24.4-11.9-5.7
32.230.228.326.62523.622.421.320.720.319.619.11918.919.1
0.50.50.40.50.60.60.50.40.40.40.40.50.70.80.9
-0.04-0.06-0.09-0.13-0.19-0.27-0.38-0.51
0.480.340.220.130.070.03
0.0080.0120.0160.0230.0310.0410.0490.054
0.0570.0540.0440.0320.020.012
3.144.25.577.359.4311.5613.2413.82
13.8212.7410.217.224.532.63
-1.14-1.43-1.77-2.2-2.66-3.07-3.33-3.3
-3.18-2.82-2.2-1.55-0.97-0.57
2P8252P8502P8752P9002P9252P9502P9752P100099402C10002C10252C10502C10752C11002C1125
4562.285.6117.3161.4222.6305.8411.2758.2347233.1148.990.152.529.7
10.417.223.231.441.454.670.987.5-7.6-95.2-73.2-53-35-22.7-13
30.328.927.626.224.923.822.821.821.521.220.52019.619.319.2
00.40.40.40.40.40.40.30.30.30.40.50.60.60.7
-0.07-0.1-0.13-0.18-0.24-0.31-0.4-0.5
0.50.390.280.20.130.08
0.010.0140.0180.0230.0280.0340.0390.042
0.0430.0420.0390.0320.0250.018
6.037.619.4411.4713.5915.5617.0117.54
17.5416.8414.9212.189.216.54
-1.28-1.54-1.82-2.1-2.37-2.59-2.71-2.67
-2.62-2.43-2.09-1.67-1.25-0.88

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.44.721.11.444.4112000





0.8-21.4-0.55.90





19.38.920.32.440111750





0.9-3.41.4-0.95.70





19.21619.33.935.4111500





0.8-7.11-2.55.50





19.229.719.18.730.6111250





0.7-130.9-5.75.40





19.352.518.91925.7111000





0.6-22.70.8-11.93.3-1





19.690.11940.523.22.510750





0.6-350.7-24.42-4.8





20148.919.18022.310.310500568.123.7647.220.4710.220.5
0.5-530.5-441-20.1165.82.5140.50.9126.10.3
20.5233.119.6149.522.842.310250348.923.2467.820.7545.221
0.4-73.20.4-69.11.3-51.9129.21.2116.40.7106.50.3
21.234720.3255.723.812610000181.323.9322.721.3411.221.8
0.3-95.20.4-95.81.1-10080.70.887.80.487.50.3
22.149021.440226279.6975085.126.2217.922.4305.822.8
0.4-112.30.7-115.90.6-141.841.20.765.80.570.90.4
24.3676.722.4576.928.5481.8950039.429.2144.623.6222.623.8
1.6-109.20.5-138.40.5-164.619.80.847.30.654.60.4






925018.232.39525161.424.9






9.10.932.40.641.40.4






90009.336.162.826.6117.326.2






4.10.521.70.531.40.4






87504.939.741.928.385.627.6






2.10.814.20.423.20.4






85002.242.428.930.262.228.9






0.5-0.69.90.517.20.4






82501.547.320.232.24530.3






0.50.76.80.510.40






8000151.814.234.234.332.1






0-1.14.50.38.80.2






7750158.61036.22533.6






0-0.730.35.60






7500165.67.538.618.235.1






0-0.320.13.3-0.3






7250172.75.340.600






00.11-0.300






7000180.14.243.21139






00.50.9-0.12.1-0.1






6250000000






000000

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