2010年12月6日月曜日

2010/12/06(Mon)OP

P/C1.501.411.11.31.71.71.21.1
先物10172.5-17.51019010167.510002.5994510127.510052.510082.510047.5
基準19.1-0.219.320.521.622.220.920.520.120.8
期近243.520.52223.624.422.421.220.621.5
期先118.4-0.618.919.920.721.120.119.819.620
期先219.6-0.620.220.821.621.820.920.720.520.6
当/先1.30.21.11.11.11.21.11.111.1
先/先20.900.91111111

33865











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72.561.951.544.73729.926.123.223.123.122.425.334.242.750.8
19.416.510.28.76.94.83.72.93.23.434.99.912.214.4
0-0.01-0.01-0.01-0.03-0.07-0.24-0.63
0.370.070.010.010.010.01
0.0020.0020.0030.0070.0170.0450.1230.167
0.1680.0620.0120.0070.0050.004
0.130.140.170.320.591.283.053.69
3.681.330.30.240.20.17
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13.0911.368.25.082.81.4
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0.480.360.250.160.090.05
0.010.0130.0180.0240.0310.0380.0440.047
0.0490.0470.0410.0320.0220.014
4.916.318.1910.3912.7515.0216.6717.15
17.1516.0713.610.357.274.65
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期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
00000012250





000000





18.24.819.5166.1112000





0.1-0.9-0.3-0.718.50





17.88.918.51.858.6111750





-0.1-2.2-0.2-116.50





17.516.417.63.550.8111500





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17.632.717.48.942.7111250





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95003.63760.121.6127.622.4






-2.56.9-10-0.7-13.1-0.8






92501.944.736.423.388.323.6






-1.68.7-7.2-0.6-11.1-0.8






9000151.522.725.260.724.9






-110.2-5.2-0.5-9.6-0.8






8750161.913.726.841.826.2






016.5-4.3-0.7-8.2-0.9






8500172.58.928.730.427.9






019.4-3-0.6-4.6-0.5






8250183.35.630.621.829.5






022.4-2.5-0.8-3.6-0.4






8000194.4432.815.531






025.4-1.8-0.6-2.7-0.4






77501105.6335.310.932.5






028.5-1.1-0.3-2.7-0.6






75001117.22.738.68.234.3






031.6-0.70.1-1.8-0.4






72501129.11.940.800






034.9-0.60.100






6250000000






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