2010年12月8日水曜日

2010/12/08(Wed)OP

P/C1-0.31.31.51.411.11.31.71.7
先物10237.59010147.510172.51019010167.510002.5994510127.510052.5
基準17.8-0.918.719.119.320.521.622.220.920.5
期近25.7-0.3262420.52223.624.422.421.2
期先117.4-0.61818.418.919.920.721.120.119.8
期先218.7-0.619.319.620.220.821.621.820.920.7
当/先1.501.41.31.11.11.11.21.11.1
先/先20.900.90.90.911111

13663











850087509000925095009750100001025010250102501050010750110001125011500
12P85012P87512P90012P92512P95012P97512P100012P10251024012C102512C105012C107512C110012C112512C1150
11111.1210.267.7127.459.75.21111
0000-1-3.7-24.5-75.7-55.7202.20000
117.3100.784.468.252.639.631.224.525.426.327.735.749.863.276
31.92824.120.113.28.73.4-0.60.61.63.84.37.911.214.3
00-0.01-0.01-0.01-0.02-0.11-0.53
0.470.070.010.010.010.01
0.0020.0020.0030.0050.0080.0210.0950.259
0.2420.0760.0150.0080.0050.004
0.080.090.10.120.160.321.162.49
2.490.830.210.160.130.12
-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
1P8501P8751P9001P9251P9501P9751P10001P1025102401C10251C10501C10751C11001C11251C1150
5.98.514.224.442.576.3135230.3446.7216.4112.552.222.19.23.5
-2.1-3.9-5.8-9.1-15.2-24.8-39.5-57.7-17.939.822.911.84.92.40
28.526.124.322.72119.718.517.417.317.216.816.616.71717.3
0.2-0.2-0.10-0.1-0.2-0.3-0.6-0.20-0.1-0.1-0.3-0.1-0.9
-0.02-0.03-0.04-0.07-0.12-0.21-0.33-0.5
0.50.330.180.090.040.02
0.0050.0070.0120.0190.030.0450.0610.071
0.0720.0670.0490.030.0160.008
1.371.942.954.476.579.2311.7412.89
12.8911.658.565.262.91.41
-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
2P8502P8752P9002P9252P9502P9752P10002P1025102402C10252C10502C10752C11002C11252C1150
22.330.545.868.4100.8151.4225.3325.3635.6310.3195.3114.764.934.817.4
-6-10.1-14.1-18.2-25.9-33.9-44.1-56.5-16.839.727.417.511.77.23.5
27.225.424.222.921.620.619.718.818.718.517.917.517.317.317.2
-0.1-0.5-0.5-0.3-0.4-0.4-0.4-0.5-0.3-0.1-0.2-0.2-0.10-0.1
-0.04-0.06-0.09-0.13-0.19-0.27-0.37-0.49
0.510.380.260.170.10.06
0.0080.0110.0160.0220.0290.0380.0450.05
0.050.050.0440.0340.0240.016
4.035.237.029.1811.5814.116.1217.01
17.0116.2713.9310.787.64.88
-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
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
00000012250





000000





17.54.319.41100112000





-0.50.3-0.7020.20





17.48.9181.688.2111750





-0.12-0.50.217.30





17.217.417.33.576111500





-0.13.5-0.9014.30





17.334.8179.263.2111250





07.2-0.12.411.20





17.364.916.722.149.8111000





-0.111.7-0.34.97.90





17.5114.716.652.235.7110750510.1056817.163017.8
-0.217.5-0.111.84.30-94.7-35.3-84.3-1-80-0.8
17.9195.316.8112.527.75.210500260.2037817.1460.118.1
-0.227.4-0.122.93.82.2-91.10-75-0.9-69.7-0.6
18.5310.317.2216.426.359.71025067.724.5230.317.4325.318.8
-0.139.7039.81.620-75.7-0.6-57.7-0.6-56.5-0.5
19.4458.918368.436.2254.21000010.231.213518.5225.319.7
-0.151.50.155.7870.8-24.53.4-39.5-0.3-44.1-0.4
20.3635.919558.848.6493.89750239.676.319.7151.420.6
-0.1610.471.317.590.4-3.78.7-24.8-0.2-33.9-0.4






95001.152.642.521100.821.6






-113.2-15.2-0.1-25.9-0.4






9250168.224.422.768.422.9






020.1-9.10-18.2-0.3






9000184.414.224.345.824.2






024.1-5.8-0.1-14.1-0.5






87501100.78.526.130.525.4






028-3.9-0.2-10.1-0.5






85001117.35.928.522.327.2






031.9-2.10.2-6-0.1






82501134.23.930.514.528.4






035.9-1.20.3-5.5-0.5






80001151.42.933.11130.3






040-0.70.5-3-0.1






77501169.12.235.77.531.8






044.2-0.60.5-2.4-0.2






75001187.21.738.45.433.4






048.5-0.21-2-0.4






72501205.814000






052.9-0.7-0.700






6250000000






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