2010年12月2日木曜日

2010/12/02(Thu)OP

P/C1-0.21.11.31.71.71.21.11.51.3
先物10167.516510002.5994510127.510052.510082.510047.510092.510057.5
基準20.5-1.121.622.220.920.520.120.819.320.1
期近22-1.623.624.422.421.220.621.519.720.3
期先119.9-0.820.721.120.119.819.62018.719.4
期先220.8-0.821.621.820.920.720.520.619.920.3
当/先1.101.11.21.11.111.11.11
先/先2101111110.91

74269











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3.93.83.32.20.5-0.1-0.4-0.4-0.7-0.8-0.6-0.4-1.8-2.1-1.7
0-0.01-0.01-0.02-0.05-0.12-0.3-0.6
0.40.150.040.010.010.01
0.0020.0030.0060.0120.0240.0540.1040.125
0.1250.0750.0270.0080.0050.004
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0.480.370.260.180.110.07
0.010.0140.0180.0240.0290.0360.0410.043
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期先2期先1期近
期近期先1期先1
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PriceIVPriceIVPriceIV
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000000





18.56.6201.944.7112000





-1.10.700.9-10





18.312.1193.239.7111750





-0.92.2-0.80.8-1.30





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-0.611.1-0.35.6-2.10





18.776.418.231.723.91.311000





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19130.218.265.922.151075058822.6656.919.272019.6
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95008.929.48523.3155.523.7






-15.90.5-39.9-0.1-50.2-0.3






92504.634.353.724.8111.224.9






-5.92.2-27.7-0.2-38.8-0.3






90002.739.334.626.479.826.2






-2.53.3-18.4-0.1-28.9-0.3






87501.64422.628.15727.5






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8500148.915.13041.629






-0.73.9-8.8-0.2-15.6-0.2






8250156.210.231.83030.5






07.1-6.1-0.2-12.2-0.3






8000163.67.133.822.432.2






07.5-4.1-0.1-8.9-0.2






7750171.25.13616.133.6






08-3-0.1-7.5-0.5






7500179.13.638.11235.3






08.4-2.8-0.6-6-0.6






7250187.12.940.700






08.9-1.9-0.400






6250000000






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