2010/12/08(Wed)OP
| P/C | 1 | -0.3 | 1.3 | 1.5 | 1.4 | 1 | 1.1 | 1.3 | 1.7 | 1.7 |
| 先物 | 10237.5 | 90 | 10147.5 | 10172.5 | 10190 | 10167.5 | 10002.5 | 9945 | 10127.5 | 10052.5 |
| 基準 | 17.8 | -0.9 | 18.7 | 19.1 | 19.3 | 20.5 | 21.6 | 22.2 | 20.9 | 20.5 |
| 期近 | 25.7 | -0.3 | 26 | 24 | 20.5 | 22 | 23.6 | 24.4 | 22.4 | 21.2 |
| 期先1 | 17.4 | -0.6 | 18 | 18.4 | 18.9 | 19.9 | 20.7 | 21.1 | 20.1 | 19.8 |
| 期先2 | 18.7 | -0.6 | 19.3 | 19.6 | 20.2 | 20.8 | 21.6 | 21.8 | 20.9 | 20.7 |
| 当/先 | 1.5 | 0 | 1.4 | 1.3 | 1.1 | 1.1 | 1.1 | 1.2 | 1.1 | 1.1 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 1 | 1 | 1 | 1 | 1 |
| 1 | 36 | 63 |
|
|
|
|
|
|
|
|
|
|
|
|
| 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10250 | 10250 | 10500 | 10750 | 11000 | 11250 | 11500 |
| 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 12P975 | 12P1000 | 12P1025 | 10240 | 12C1025 | 12C1050 | 12C1075 | 12C1100 | 12C1125 | 12C1150 |
| 1 | 1 | 1 | 1 | 1.1 | 2 | 10.2 | 67.7 | 127.4 | 59.7 | 5.2 | 1 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | -1 | -3.7 | -24.5 | -75.7 | -55.7 | 20 | 2.2 | 0 | 0 | 0 | 0 |
| 117.3 | 100.7 | 84.4 | 68.2 | 52.6 | 39.6 | 31.2 | 24.5 | 25.4 | 26.3 | 27.7 | 35.7 | 49.8 | 63.2 | 76 |
| 31.9 | 28 | 24.1 | 20.1 | 13.2 | 8.7 | 3.4 | -0.6 | 0.6 | 1.6 | 3.8 | 4.3 | 7.9 | 11.2 | 14.3 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.02 | -0.11 | -0.53 |
| 0.47 | 0.07 | 0.01 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.005 | 0.008 | 0.021 | 0.095 | 0.259 |
| 0.242 | 0.076 | 0.015 | 0.008 | 0.005 | 0.004 |
| 0.08 | 0.09 | 0.1 | 0.12 | 0.16 | 0.32 | 1.16 | 2.49 |
| 2.49 | 0.83 | 0.21 | 0.16 | 0.13 | 0.12 |
| -3.39 | -3.3 | -3.2 | -3.08 | -3.1 | -4.63 | -13.27 | -22.34 |
| -24.02 | -8.41 | -2.73 | -2.94 | -3.09 | -3.21 |
| 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 1P1025 | 10240 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 5.9 | 8.5 | 14.2 | 24.4 | 42.5 | 76.3 | 135 | 230.3 | 446.7 | 216.4 | 112.5 | 52.2 | 22.1 | 9.2 | 3.5 |
| -2.1 | -3.9 | -5.8 | -9.1 | -15.2 | -24.8 | -39.5 | -57.7 | -17.9 | 39.8 | 22.9 | 11.8 | 4.9 | 2.4 | 0 |
| 28.5 | 26.1 | 24.3 | 22.7 | 21 | 19.7 | 18.5 | 17.4 | 17.3 | 17.2 | 16.8 | 16.6 | 16.7 | 17 | 17.3 |
| 0.2 | -0.2 | -0.1 | 0 | -0.1 | -0.2 | -0.3 | -0.6 | -0.2 | 0 | -0.1 | -0.1 | -0.3 | -0.1 | -0.9 |
| -0.02 | -0.03 | -0.04 | -0.07 | -0.12 | -0.21 | -0.33 | -0.5 |
| 0.5 | 0.33 | 0.18 | 0.09 | 0.04 | 0.02 |
| 0.005 | 0.007 | 0.012 | 0.019 | 0.03 | 0.045 | 0.061 | 0.071 |
| 0.072 | 0.067 | 0.049 | 0.03 | 0.016 | 0.008 |
| 1.37 | 1.94 | 2.95 | 4.47 | 6.57 | 9.23 | 11.74 | 12.89 |
| 12.89 | 11.65 | 8.56 | 5.26 | 2.9 | 1.41 |
| -0.54 | -0.7 | -0.99 | -1.39 | -1.9 | -2.49 | -2.97 | -3.07 |
| -3.07 | -2.69 | -1.96 | -1.21 | -0.68 | -0.34 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10240 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 22.3 | 30.5 | 45.8 | 68.4 | 100.8 | 151.4 | 225.3 | 325.3 | 635.6 | 310.3 | 195.3 | 114.7 | 64.9 | 34.8 | 17.4 |
| -6 | -10.1 | -14.1 | -18.2 | -25.9 | -33.9 | -44.1 | -56.5 | -16.8 | 39.7 | 27.4 | 17.5 | 11.7 | 7.2 | 3.5 |
| 27.2 | 25.4 | 24.2 | 22.9 | 21.6 | 20.6 | 19.7 | 18.8 | 18.7 | 18.5 | 17.9 | 17.5 | 17.3 | 17.3 | 17.2 |
| -0.1 | -0.5 | -0.5 | -0.3 | -0.4 | -0.4 | -0.4 | -0.5 | -0.3 | -0.1 | -0.2 | -0.2 | -0.1 | 0 | -0.1 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.19 | -0.27 | -0.37 | -0.49 |
| 0.51 | 0.38 | 0.26 | 0.17 | 0.1 | 0.06 |
| 0.008 | 0.011 | 0.016 | 0.022 | 0.029 | 0.038 | 0.045 | 0.05 |
| 0.05 | 0.05 | 0.044 | 0.034 | 0.024 | 0.016 |
| 4.03 | 5.23 | 7.02 | 9.18 | 11.58 | 14.1 | 16.12 | 17.01 |
| 17.01 | 16.27 | 13.93 | 10.78 | 7.6 | 4.88 |
| -0.87 | -1.05 | -1.34 | -1.66 | -1.97 | -2.28 | -2.5 | -2.51 |
| -2.5 | -2.31 | -1.93 | -1.48 | -1.04 | -0.67 |
| 期先2 | 期先1 | 期近 |
| 期近 | 期先1 | 期先1 |
| IV | Price | IV | Price | IV | Price |
| Price | IV | Price | IV | Price | IV |
| 0 | 0 | 0 | 0 | 0 | 0 | 12250 |
|
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
|
| 17.5 | 4.3 | 19.4 | 1 | 100 | 1 | 12000 |
|
|
|
|
|
|
| -0.5 | 0.3 | -0.7 | 0 | 20.2 | 0 |
|
|
|
|
|
|
| 17.4 | 8.9 | 18 | 1.6 | 88.2 | 1 | 11750 |
|
|
|
|
|
|
| -0.1 | 2 | -0.5 | 0.2 | 17.3 | 0 |
|
|
|
|
|
|
| 17.2 | 17.4 | 17.3 | 3.5 | 76 | 1 | 11500 |
|
|
|
|
|
|
| -0.1 | 3.5 | -0.9 | 0 | 14.3 | 0 |
|
|
|
|
|
|
| 17.3 | 34.8 | 17 | 9.2 | 63.2 | 1 | 11250 |
|
|
|
|
|
|
| 0 | 7.2 | -0.1 | 2.4 | 11.2 | 0 |
|
|
|
|
|
|
| 17.3 | 64.9 | 16.7 | 22.1 | 49.8 | 1 | 11000 |
|
|
|
|
|
|
| -0.1 | 11.7 | -0.3 | 4.9 | 7.9 | 0 |
|
|
|
|
|
|
| 17.5 | 114.7 | 16.6 | 52.2 | 35.7 | 1 | 10750 | 510.1 | 0 | 568 | 17.1 | 630 | 17.8 |
| -0.2 | 17.5 | -0.1 | 11.8 | 4.3 | 0 | -94.7 | -35.3 | -84.3 | -1 | -80 | -0.8 |
| 17.9 | 195.3 | 16.8 | 112.5 | 27.7 | 5.2 | 10500 | 260.2 | 0 | 378 | 17.1 | 460.1 | 18.1 |
| -0.2 | 27.4 | -0.1 | 22.9 | 3.8 | 2.2 | -91.1 | 0 | -75 | -0.9 | -69.7 | -0.6 |
| 18.5 | 310.3 | 17.2 | 216.4 | 26.3 | 59.7 | 10250 | 67.7 | 24.5 | 230.3 | 17.4 | 325.3 | 18.8 |
| -0.1 | 39.7 | 0 | 39.8 | 1.6 | 20 | -75.7 | -0.6 | -57.7 | -0.6 | -56.5 | -0.5 |
| 19.4 | 458.9 | 18 | 368.4 | 36.2 | 254.2 | 10000 | 10.2 | 31.2 | 135 | 18.5 | 225.3 | 19.7 |
| -0.1 | 51.5 | 0.1 | 55.7 | 8 | 70.8 | -24.5 | 3.4 | -39.5 | -0.3 | -44.1 | -0.4 |
| 20.3 | 635.9 | 19 | 558.8 | 48.6 | 493.8 | 9750 | 2 | 39.6 | 76.3 | 19.7 | 151.4 | 20.6 |
| -0.1 | 61 | 0.4 | 71.3 | 17.5 | 90.4 | -3.7 | 8.7 | -24.8 | -0.2 | -33.9 | -0.4 |
|
|
|
|
|
| 9500 | 1.1 | 52.6 | 42.5 | 21 | 100.8 | 21.6 |
|
|
|
|
|
| -1 | 13.2 | -15.2 | -0.1 | -25.9 | -0.4 |
|
|
|
|
|
| 9250 | 1 | 68.2 | 24.4 | 22.7 | 68.4 | 22.9 |
|
|
|
|
|
| 0 | 20.1 | -9.1 | 0 | -18.2 | -0.3 |
|
|
|
|
|
| 9000 | 1 | 84.4 | 14.2 | 24.3 | 45.8 | 24.2 |
|
|
|
|
|
| 0 | 24.1 | -5.8 | -0.1 | -14.1 | -0.5 |
|
|
|
|
|
| 8750 | 1 | 100.7 | 8.5 | 26.1 | 30.5 | 25.4 |
|
|
|
|
|
| 0 | 28 | -3.9 | -0.2 | -10.1 | -0.5 |
|
|
|
|
|
| 8500 | 1 | 117.3 | 5.9 | 28.5 | 22.3 | 27.2 |
|
|
|
|
|
| 0 | 31.9 | -2.1 | 0.2 | -6 | -0.1 |
|
|
|
|
|
| 8250 | 1 | 134.2 | 3.9 | 30.5 | 14.5 | 28.4 |
|
|
|
|
|
| 0 | 35.9 | -1.2 | 0.3 | -5.5 | -0.5 |
|
|
|
|
|
| 8000 | 1 | 151.4 | 2.9 | 33.1 | 11 | 30.3 |
|
|
|
|
|
| 0 | 40 | -0.7 | 0.5 | -3 | -0.1 |
|
|
|
|
|
| 7750 | 1 | 169.1 | 2.2 | 35.7 | 7.5 | 31.8 |
|
|
|
|
|
| 0 | 44.2 | -0.6 | 0.5 | -2.4 | -0.2 |
|
|
|
|
|
| 7500 | 1 | 187.2 | 1.7 | 38.4 | 5.4 | 33.4 |
|
|
|
|
|
| 0 | 48.5 | -0.2 | 1 | -2 | -0.4 |
|
|
|
|
|
| 7250 | 1 | 205.8 | 1 | 40 | 0 | 0 |
|
|
|
|
|
| 0 | 52.9 | -0.7 | -0.7 | 0 | 0 |
|
|
|
|
|
| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
0 件のコメント:
コメントを投稿