2010年12月1日水曜日

2010/12/01(Wed)OP

P/C1.1-0.11.31.71.71.21.11.51.30.7
先物10002.557.5994510127.510052.510082.510047.510092.510057.59987.5
基準21.6-0.622.220.920.520.120.819.320.121
期近23.6-0.824.422.421.220.621.519.720.321.4
期先120.7-0.421.120.119.819.62018.719.419.9
期先221.6-0.121.820.920.720.520.619.920.319.6
当/先1.101.21.11.111.11.111.1
先/先210111110.911

84370











82508500875090009250950097501000010000100001025010500107501100011250
12P82512P85012P87512P90012P92512P95012P97512P10001000012C100012C102512C105012C107512C110012C1125
11.72.85.210.524.859.9141.3285.4144.14710.62.211
-0.5-0.5-2.1-4.1-7.7-14.6-25.3-40-21.818.14.70.4-0.400
4944.940.2363228.825.923.623.623.622.321.822.425.831.1
1.72.50.40-0.3-0.4-0.3-0.3-0.2-0.2-0.5-0.5-0.80.10.4
0-0.01-0.01-0.02-0.05-0.11-0.25-0.49
0.510.240.070.020.010.01
0.0020.0030.0050.0110.0220.0440.0810.112
0.1110.0920.0420.0130.0060.004
0.190.320.50.881.582.934.826.04
6.044.712.10.660.330.28
-0.55-0.85-1.2-1.89-3.03-5.05-7.45-8.51
-8.54-6.28-2.75-0.89-0.5-0.52
1P8251P8501P8751P9001P9251P9501P9751P100099901C10001C10251C10501C10751C11001C1125
16.323.9355381.4125192.1288.4569.6281.3166.19044.620.29
-3.9-5.1-6.9-9.8-13.7-19.6-25.8-34.4-8.825.516.6104.11.20.2
3230.128.226.524.923.522.321.120.720.319.51918.718.518.6
-0.2-0.1-0.1-0.1-0.1-0.1-0.1-0.2-0.10-0.1-0.1-0.3-0.4-0.5
-0.04-0.05-0.08-0.11-0.17-0.25-0.35-0.48
0.520.370.240.140.070.04
0.0070.010.0150.0210.0290.0390.0480.055
0.0570.0560.0470.0340.0220.012
2.713.74.976.678.7310.9312.8313.74
13.7413.0310.737.664.772.72
-1-1.28-1.61-2.04-2.51-2.95-3.28-3.33
-3.23-2.94-2.36-1.66-1.02-0.59
2P8252P8502P8752P9002P9252P9502P9752P100099902C10002C10252C10502C10752C11002C1125
42.257.278.8108.8150205.7280.3381.8757.1375.2254.8164.710057.332.3
-2.9-5-6.8-8.5-11.4-17-25.6-29.4-1.128.321.715.89.94.82.6
30.729.227.826.525.22422.821.921.621.320.62019.519.219.1
0.40.30.30.30.30.200.10.10.10.10.10-0.2-0.2
-0.07-0.09-0.12-0.17-0.22-0.29-0.38-0.48
0.520.410.310.210.140.09
0.010.0130.0170.0210.0270.0330.0380.041
0.0430.0430.040.0340.0260.019
5.727.198.9610.9713.0915.1116.7117.5
17.517.0915.4212.779.726.94
-1.25-1.49-1.77-2.06-2.34-2.57-2.7-2.71
-2.66-2.51-2.2-1.78-1.33-0.94

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.6620.1145.7112000





0.31.3-1-0.41.30





19.29.919.92.441111750





-0.10.9-0.4010





19.11819.14.436.1111500





-0.11.9-0.10.50.70





19.132.318.6931.1111250





-0.22.6-0.50.20.40





19.257.318.520.225.8111000





-0.24.8-0.41.20.10





19.510018.744.622.42.210750





09.9-0.34.1-0.8-0.4





20164.7199021.810.610500507.821.759820.167020.7
0.115.8-0.110-0.50.4-60.3-2-49.1-0.3-40.20.1
20.6254.819.5166.122.34710250291.521.7421.920.2512.521.3
0.121.7-0.116.6-0.54.7-57.4-1.5-45.9-0.5-32.70.2
21.3375.220.3281.323.6144.110000141.323.6288.421.1381.821.9
0.128.3025.5-0.218.1-40-0.3-34.4-0.2-29.40.1
22.2524.821.4434.725.5310.7975059.925.9192.122.3280.322.8
0.134.8-0.132.7-0.531.1-25.3-0.3-25.8-0.1-25.60
23695.322.5617.629.2528.5950024.828.812523.5205.724
-1.218.6040.60.746.7-14.6-0.4-19.6-0.1-170.2






925010.53281.424.915025.2






-7.7-0.3-13.7-0.1-11.40.3






90005.2365326.5108.826.5






-4.10-9.8-0.1-8.50.3






87502.840.23528.278.827.8






-2.10.4-6.9-0.1-6.80.3






85001.744.923.930.157.229.2






-0.52.5-5.1-0.1-50.3






825014916.33242.230.7






-0.51.7-3.9-0.2-2.90.4






8000156.111.233.931.332.3






04.3-3-0.3-30.2






7750163.2836.123.634.1






04.7-2-0.2-1.40.5






7500170.66.438.817.935.8






05-1.10.2-0.30.7






7250178.24.841.100






05.4-0.50.500






70001863.843.710.139.3






05.9-0.40.5-0.90.3






6250000000






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