2010年12月10日金曜日

2010/12/10(Fri)OP

P/C0.90011.31.51.411.11.3
先物10215-551027010237.510147.510172.51019010167.510002.59945
基準16.9-0.517.517.818.719.119.320.521.622.2
期近16.911.25.825.7262420.52223.624.4
期先118.40.817.617.41818.418.919.920.721.1
期先219.40.41918.719.319.620.220.821.621.8
当/先0.90.60.31.51.41.31.11.11.11.2
先/先20.900.90.90.90.90.9111

346190











850087509000925095009750100001025010250102501050010750110001125011500
1P8501P8751P9001P9251P9501P9751P10001P1025102101C10251C10501C10751C11001C11251C1150
4.16.511.119.636.469.7129.2230422.2192.295.843.2186.72.9
-0.9-1.1-1.9-0.41.44.74.215-27.8-42.8-29.2-16.8-7-4.3-2.1
27.525.423.521.820.21917.81716.816.716.416.416.716.917.6
-1.1-1-1.2-0.7-0.5-0.4-1-0.7-0.9-1-0.8-0.6-0.2-0.5-0.5
-0.01-0.02-0.04-0.06-0.11-0.2-0.34-0.52
0.480.30.160.080.030.02
0.0040.0060.0110.0180.0310.0470.0650.075
0.0760.0680.0480.0280.0140.007
1.061.612.523.946.088.8611.4612.5
12.4910.927.74.562.311.19
-0.42-0.59-0.86-1.24-1.78-2.44-2.96-3.07
-3.04-2.61-1.84-1.11-0.57-0.3
2P8502P8752P9002P9252P9502P9752P10002P1025102102C10252C10502C10752C11002C11252C1150
17.926.240.461.495144.9219.5324.8612.1287.3179.8104.856.830.415.2
-1.8-2.5-2.7-2.5-2.2-1.65.215.7-31.2-46.8-38.2-25.2-18.2-11.1-6.7
26.224.723.522.221.12019.118.418.318.217.717.417.217.317.3
-0.9-1-0.9-0.9-0.9-1-0.8-0.5-0.8-1-0.9-0.6-0.7-0.6-0.6
-0.04-0.06-0.09-0.13-0.19-0.27-0.38-0.5
0.50.370.250.160.090.05
0.0080.0110.0160.0220.0310.040.0470.052
0.0520.0510.0430.0330.0230.015
3.534.86.588.7411.313.8715.9116.71
16.7115.7713.2910.016.954.41
-0.75-0.96-1.26-1.57-1.94-2.25-2.47-2.49
-2.48-2.29-1.89-1.41-0.98-0.62
3P8503P8753P9003P9253P9503P9753P10003P1025102103C10253C10503C10753C11003C11253C1150
45.861.384.8116.1164.5223.4305.7409.7782.6372.9259.5171108.467.539.7
26.232.641.752.267.276.991.4100.5139.338.841.54133.425.917.8
26.625.22422.922.12120.219.419.219.218.718.217.917.917.7
-0.6-0.5-0.4-0.20.100.30.40.2000.20.10-0.2
-0.07-0.1-0.13-0.18-0.24-0.31-0.4-0.49
0.510.40.30.220.150.1
0.010.0130.0170.0220.0270.0330.0380.041
0.0410.0410.0380.0320.0260.019
78.710.8213.1415.6717.8919.5820.27
20.2819.6717.7614.9311.828.73
-1.03-1.21-1.44-1.66-1.91-2.07-2.18-2.16
-2.16-2.05-1.8-1.49-1.17-0.86

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.7718.22.122.4112250





17.7718.22.122.41





17.91417.83.920.2112000





-0.87-0.9-3.10.90





17.924.517.57.618.71.611750





-0.113-0.6-3.90.3-0.4





17.739.717.315.217.62.911500





-0.217.8-0.6-6.7-0.5-2.1





17.967.517.330.416.96.711250





025.9-0.6-11.1-0.5-4.3





17.9108.417.256.816.71811000





0.133.4-0.7-18.2-0.2-7





18.217117.4104.816.443.210750581.216.9642.517.8707.518.5
0.241-0.6-25.2-0.6-16.819.8-2.5641.517.8706.518.5
18.7259.517.7179.816.495.810500382.816.7468.218.154518.9
041.5-0.9-38.2-0.8-29.210.3-2467.218.154418.9
19.2372.918.2287.316.7192.21025023017324.818.4409.719.4
038.8-1-46.8-1-42.815-0.715.7-0.5100.50.4
19.9517.218.9432.417.6342.210000129.217.8219.519.1305.720.2
19.9516.218.9431.40-40.34.2-15.2-0.891.40.3
20.8687.519.7607.418.4530975069.719144.920223.421
20.8686.519.7606.40.2-454.7-0.4-1.6-176.90






950036.420.29521.1164.522.1






1.4-0.5-2.2-0.967.20.1






925019.621.861.422.2116.122.9






-0.4-0.7-2.5-0.952.2-0.2






900011.123.540.423.584.824






-1.9-1.2-2.7-0.941.7-0.4






87506.525.426.224.761.325.2






-1.1-1-2.5-132.6-0.5






85004.127.517.926.245.826.6






-0.9-1.1-1.8-0.926.2-0.6






82502.93011.927.733.127.7






-1.1-1.6-2.3-1.218.8-1.1






80002.433.18.129.224.429.1






0.40.6-1.9-1.314.4-1.4






77501.735.35.730.800






-0.3-0.9-1.3-1.2-7-32






7500137.13.932.413.531.9






0-0.1-0.9-1.18.7-1.6






7250140.80000






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6250000000






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