2010/12/10(Fri)OP
| P/C | 0.9 | 0 | 0 | 1 | 1.3 | 1.5 | 1.4 | 1 | 1.1 | 1.3 |
| 先物 | 10215 | -55 | 10270 | 10237.5 | 10147.5 | 10172.5 | 10190 | 10167.5 | 10002.5 | 9945 |
| 基準 | 16.9 | -0.5 | 17.5 | 17.8 | 18.7 | 19.1 | 19.3 | 20.5 | 21.6 | 22.2 |
| 期近 | 16.9 | 11.2 | 5.8 | 25.7 | 26 | 24 | 20.5 | 22 | 23.6 | 24.4 |
| 期先1 | 18.4 | 0.8 | 17.6 | 17.4 | 18 | 18.4 | 18.9 | 19.9 | 20.7 | 21.1 |
| 期先2 | 19.4 | 0.4 | 19 | 18.7 | 19.3 | 19.6 | 20.2 | 20.8 | 21.6 | 21.8 |
| 当/先 | 0.9 | 0.6 | 0.3 | 1.5 | 1.4 | 1.3 | 1.1 | 1.1 | 1.1 | 1.2 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 1 | 1 | 1 |
| 34 | 61 | 90 |
|
|
|
|
|
|
|
|
|
|
|
|
| 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10250 | 10250 | 10500 | 10750 | 11000 | 11250 | 11500 |
| 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 1P1025 | 10210 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 4.1 | 6.5 | 11.1 | 19.6 | 36.4 | 69.7 | 129.2 | 230 | 422.2 | 192.2 | 95.8 | 43.2 | 18 | 6.7 | 2.9 |
| -0.9 | -1.1 | -1.9 | -0.4 | 1.4 | 4.7 | 4.2 | 15 | -27.8 | -42.8 | -29.2 | -16.8 | -7 | -4.3 | -2.1 |
| 27.5 | 25.4 | 23.5 | 21.8 | 20.2 | 19 | 17.8 | 17 | 16.8 | 16.7 | 16.4 | 16.4 | 16.7 | 16.9 | 17.6 |
| -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 |
| 0.48 | 0.3 | 0.16 | 0.08 | 0.03 | 0.02 |
| 0.004 | 0.006 | 0.011 | 0.018 | 0.031 | 0.047 | 0.065 | 0.075 |
| 0.076 | 0.068 | 0.048 | 0.028 | 0.014 | 0.007 |
| 1.06 | 1.61 | 2.52 | 3.94 | 6.08 | 8.86 | 11.46 | 12.5 |
| 12.49 | 10.92 | 7.7 | 4.56 | 2.31 | 1.19 |
| -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 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10210 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 17.9 | 26.2 | 40.4 | 61.4 | 95 | 144.9 | 219.5 | 324.8 | 612.1 | 287.3 | 179.8 | 104.8 | 56.8 | 30.4 | 15.2 |
| -1.8 | -2.5 | -2.7 | -2.5 | -2.2 | -1.6 | 5.2 | 15.7 | -31.2 | -46.8 | -38.2 | -25.2 | -18.2 | -11.1 | -6.7 |
| 26.2 | 24.7 | 23.5 | 22.2 | 21.1 | 20 | 19.1 | 18.4 | 18.3 | 18.2 | 17.7 | 17.4 | 17.2 | 17.3 | 17.3 |
| -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 |
| 0.5 | 0.37 | 0.25 | 0.16 | 0.09 | 0.05 |
| 0.008 | 0.011 | 0.016 | 0.022 | 0.031 | 0.04 | 0.047 | 0.052 |
| 0.052 | 0.051 | 0.043 | 0.033 | 0.023 | 0.015 |
| 3.53 | 4.8 | 6.58 | 8.74 | 11.3 | 13.87 | 15.91 | 16.71 |
| 16.71 | 15.77 | 13.29 | 10.01 | 6.95 | 4.41 |
| -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 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10210 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 45.8 | 61.3 | 84.8 | 116.1 | 164.5 | 223.4 | 305.7 | 409.7 | 782.6 | 372.9 | 259.5 | 171 | 108.4 | 67.5 | 39.7 |
| 26.2 | 32.6 | 41.7 | 52.2 | 67.2 | 76.9 | 91.4 | 100.5 | 139.3 | 38.8 | 41.5 | 41 | 33.4 | 25.9 | 17.8 |
| 26.6 | 25.2 | 24 | 22.9 | 22.1 | 21 | 20.2 | 19.4 | 19.2 | 19.2 | 18.7 | 18.2 | 17.9 | 17.9 | 17.7 |
| -0.6 | -0.5 | -0.4 | -0.2 | 0.1 | 0 | 0.3 | 0.4 | 0.2 | 0 | 0 | 0.2 | 0.1 | 0 | -0.2 |
| -0.07 | -0.1 | -0.13 | -0.18 | -0.24 | -0.31 | -0.4 | -0.49 |
| 0.51 | 0.4 | 0.3 | 0.22 | 0.15 | 0.1 |
| 0.01 | 0.013 | 0.017 | 0.022 | 0.027 | 0.033 | 0.038 | 0.041 |
| 0.041 | 0.041 | 0.038 | 0.032 | 0.026 | 0.019 |
| 7 | 8.7 | 10.82 | 13.14 | 15.67 | 17.89 | 19.58 | 20.27 |
| 20.28 | 19.67 | 17.76 | 14.93 | 11.82 | 8.73 |
| -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 |
| IV | Price | IV | Price | IV | Price |
| Price | IV | Price | IV | Price | IV |
| 17.7 | 7 | 18.2 | 2.1 | 22.4 | 1 | 12250 |
|
|
|
|
|
|
| 17.7 | 7 | 18.2 | 2.1 | 22.4 | 1 |
|
|
|
|
|
|
| 17.9 | 14 | 17.8 | 3.9 | 20.2 | 1 | 12000 |
|
|
|
|
|
|
| -0.8 | 7 | -0.9 | -3.1 | 0.9 | 0 |
|
|
|
|
|
|
| 17.9 | 24.5 | 17.5 | 7.6 | 18.7 | 1.6 | 11750 |
|
|
|
|
|
|
| -0.1 | 13 | -0.6 | -3.9 | 0.3 | -0.4 |
|
|
|
|
|
|
| 17.7 | 39.7 | 17.3 | 15.2 | 17.6 | 2.9 | 11500 |
|
|
|
|
|
|
| -0.2 | 17.8 | -0.6 | -6.7 | -0.5 | -2.1 |
|
|
|
|
|
|
| 17.9 | 67.5 | 17.3 | 30.4 | 16.9 | 6.7 | 11250 |
|
|
|
|
|
|
| 0 | 25.9 | -0.6 | -11.1 | -0.5 | -4.3 |
|
|
|
|
|
|
| 17.9 | 108.4 | 17.2 | 56.8 | 16.7 | 18 | 11000 |
|
|
|
|
|
|
| 0.1 | 33.4 | -0.7 | -18.2 | -0.2 | -7 |
|
|
|
|
|
|
| 18.2 | 171 | 17.4 | 104.8 | 16.4 | 43.2 | 10750 | 581.2 | 16.9 | 642.5 | 17.8 | 707.5 | 18.5 |
| 0.2 | 41 | -0.6 | -25.2 | -0.6 | -16.8 | 19.8 | -2.5 | 641.5 | 17.8 | 706.5 | 18.5 |
| 18.7 | 259.5 | 17.7 | 179.8 | 16.4 | 95.8 | 10500 | 382.8 | 16.7 | 468.2 | 18.1 | 545 | 18.9 |
| 0 | 41.5 | -0.9 | -38.2 | -0.8 | -29.2 | 10.3 | -2 | 467.2 | 18.1 | 544 | 18.9 |
| 19.2 | 372.9 | 18.2 | 287.3 | 16.7 | 192.2 | 10250 | 230 | 17 | 324.8 | 18.4 | 409.7 | 19.4 |
| 0 | 38.8 | -1 | -46.8 | -1 | -42.8 | 15 | -0.7 | 15.7 | -0.5 | 100.5 | 0.4 |
| 19.9 | 517.2 | 18.9 | 432.4 | 17.6 | 342.2 | 10000 | 129.2 | 17.8 | 219.5 | 19.1 | 305.7 | 20.2 |
| 19.9 | 516.2 | 18.9 | 431.4 | 0 | -40.3 | 4.2 | -1 | 5.2 | -0.8 | 91.4 | 0.3 |
| 20.8 | 687.5 | 19.7 | 607.4 | 18.4 | 530 | 9750 | 69.7 | 19 | 144.9 | 20 | 223.4 | 21 |
| 20.8 | 686.5 | 19.7 | 606.4 | 0.2 | -45 | 4.7 | -0.4 | -1.6 | -1 | 76.9 | 0 |
|
|
|
|
|
| 9500 | 36.4 | 20.2 | 95 | 21.1 | 164.5 | 22.1 |
|
|
|
|
|
| 1.4 | -0.5 | -2.2 | -0.9 | 67.2 | 0.1 |
|
|
|
|
|
| 9250 | 19.6 | 21.8 | 61.4 | 22.2 | 116.1 | 22.9 |
|
|
|
|
|
| -0.4 | -0.7 | -2.5 | -0.9 | 52.2 | -0.2 |
|
|
|
|
|
| 9000 | 11.1 | 23.5 | 40.4 | 23.5 | 84.8 | 24 |
|
|
|
|
|
| -1.9 | -1.2 | -2.7 | -0.9 | 41.7 | -0.4 |
|
|
|
|
|
| 8750 | 6.5 | 25.4 | 26.2 | 24.7 | 61.3 | 25.2 |
|
|
|
|
|
| -1.1 | -1 | -2.5 | -1 | 32.6 | -0.5 |
|
|
|
|
|
| 8500 | 4.1 | 27.5 | 17.9 | 26.2 | 45.8 | 26.6 |
|
|
|
|
|
| -0.9 | -1.1 | -1.8 | -0.9 | 26.2 | -0.6 |
|
|
|
|
|
| 8250 | 2.9 | 30 | 11.9 | 27.7 | 33.1 | 27.7 |
|
|
|
|
|
| -1.1 | -1.6 | -2.3 | -1.2 | 18.8 | -1.1 |
|
|
|
|
|
| 8000 | 2.4 | 33.1 | 8.1 | 29.2 | 24.4 | 29.1 |
|
|
|
|
|
| 0.4 | 0.6 | -1.9 | -1.3 | 14.4 | -1.4 |
|
|
|
|
|
| 7750 | 1.7 | 35.3 | 5.7 | 30.8 | 0 | 0 |
|
|
|
|
|
| -0.3 | -0.9 | -1.3 | -1.2 | -7 | -32 |
|
|
|
|
|
| 7500 | 1 | 37.1 | 3.9 | 32.4 | 13.5 | 31.9 |
|
|
|
|
|
| 0 | -0.1 | -0.9 | -1.1 | 8.7 | -1.6 |
|
|
|
|
|
| 7250 | 1 | 40.8 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 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