2010年12月3日金曜日

2010/12/03(Fri)225OP

P/C1.40.411.11.31.71.71.21.11.5
先物1019022.510167.510002.5994510127.510052.510082.510047.510092.5
基準19.3-1.220.521.622.220.920.520.120.819.3
期近20.5-1.52223.624.422.421.220.621.519.7
期先118.9-119.920.721.120.119.819.62018.7
期先220.2-0.620.821.621.820.920.720.520.619.9
当/先1.101.11.11.21.11.111.11.1
先/先20.9011111110.9

64168











850087509000925095009750100001025010250102501050010750110001125011500
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1123.66.114.147.1141.8220.87915.72.5111
0-0.6-0.7-1-2.8-8.7-18.2-27.2-35.7-8.6-7.2-2.5-0.300
53.145.441.336.130.125.122.320.32019.719.320.424.430.636.4
4.31.421.80.7-0.7-0.9-1.1-1.5-1.8-1.9-1.70.51.62
0-0.01-0.01-0.02-0.04-0.09-0.26-0.58
0.420.120.020.010.010.01
0.0020.0020.0050.010.020.0480.1070.143
0.1470.0780.0210.0080.0050.004
0.170.20.380.651.092.174.345.26
5.252.740.770.330.280.24
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1P8501P8751P9001P9251P9501P9751P10001P1025101801C10251C10501C10751C11001C11251C1150
11.91827.943.670.1115185.3292.9515.8222.9123.861.429.112.95.7
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29.327.525.723.922.421.119.919.118.618.317.917.517.617.718
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0.470.320.190.10.050.02
0.0070.010.0150.0220.0320.0440.0560.061
0.0630.0580.0450.030.0170.009
2.313.254.576.328.5511.0213.0213.66
13.6612.289.336.183.631.99
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2P8502P8752P9002P9252P9502P9752P10002P1025101802C10252C10502C10752C11002C11252C1150
35.15070.399.4140.6200.2279.7388.3707.2319206.4125.77340.920.9
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28.427.125.724.423.222.121.120.319.919.71918.418.11817.8
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0.490.370.260.180.110.06
0.010.0130.0180.0230.0290.0360.0420.045
0.0460.0450.040.0320.0240.016
5.376.978.8310.9813.2715.4517.0417.59
17.5916.714.4411.398.295.47
-1.11-1.38-1.66-1.95-2.24-2.49-2.62-2.6
-2.54-2.32-1.95-1.52-1.1-0.71

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





000000





185.719.81.747.5112000





-0.5-0.9-0.2-0.22.80





17.911.118.72.842.1111750





-0.4-1-0.4-0.42.40





17.820.9185.736.4111500





-0.6-2.8-0.4-0.820





1840.917.712.930.6111250





-0.5-2.5-0.5-1.61.60





18.17317.629.124.4111000





-0.5-3.4-0.6-2.60.5-0.3





18.4125.717.561.420.42.510750565.623.7632.318.869519.2
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19206.417.9123.819.315.710500326.619.7442.318.6527.519.7
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19.731918.3222.919.77910250141.820.3292.919.1388.320.3
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20.446019.1365.921.1231.91000047.122.3185.319.9279.721.1
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21.4629.819.9542.923.1450.2975014.125.111521.1200.222.1
-0.54.8-1.3-0.1-1.612.7-8.7-0.7-19.5-0.9-16.9-0.5






95006.130.170.122.4140.623.2






-2.80.7-15-1-14.9-0.5






92503.636.143.623.999.424.4






-11.8-10.1-0.8-11.8-0.5






9000241.327.925.770.325.7






-0.72-6.7-0.7-9.5-0.5






8750145.41827.55027.1






-0.61.4-4.6-0.7-7-0.5






8500153.111.929.335.128.4






04.3-3.2-0.6-6.5-0.7






82501618.131.325.429.9






04.8-2-0.5-4.6-0.6






80001695.833.518.231.4






05.4-1.3-0.4-4.2-0.8






7750177.24.135.713.733.1






05.9-1-0.3-2.4-0.5






7500185.63.438.51034.7






06.5-0.20.4-2-0.5






7250194.22.540.700






07.1-0.4000






6250000000






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