2010年12月14日火曜日

2010/12/14(Tue)OP

P/C0.90.10.90.9111.31.51.41
先物10307.53010277.5102151027010237.510147.510172.51019010167.5
基準15.4-0.315.716.917.517.818.719.119.320.5
期近15.4-0.315.716.95.825.7262420.522
期先117-0.217.218.417.617.41818.418.919.9
期先218.2-0.218.419.41918.719.319.620.220.8
当/先0.900.90.90.31.51.41.31.11.1
先/先20.900.90.90.90.90.90.90.91

305786











850087509000925095009750100001025010250102501050010750110001125011500
1P8501P8751P9001P9251P9501P9751P10001P1025103101C10251C10501C10751C11001C11251C1150
1.92.83.96.914.533.474.4154.8369.5214.7100.841.615.85.52.5
-0.6-0.5-1.5-2.5-4.9-7.1-12.5-20.2-8.511.741.10.40.30.4
27.625.122.320.218.517.316.315.415.515.615.115.215.615.917.1
-0.10.2-0.3-0.4-0.4-0.2-0.2-0.3-0.2-0.1-0.3-0.3-0.200.3
-0.01-0.01-0.02-0.03-0.06-0.13-0.25-0.44
0.560.340.170.080.030.01
0.0020.0040.0060.0110.0220.040.0660.086
0.0850.0820.0570.0310.0140.007
0.580.841.191.983.536.29.4711.73
11.7310.947.664.312.031.06
-0.26-0.34-0.44-0.66-1.07-1.77-2.53-2.97
-3.02-2.73-1.92-1.11-0.53-0.3
2P8502P8752P9002P9252P9502P9752P10002P1025103102C10252C10502C10752C11002C11252C1150
8.913.422.135.25896.2157.4250.6557.8307.2188.2106.756.828.814
-1.2-1.8-2.9-5.1-7.6-9.5-12.7-18-7.410.68.45.82.11.20.7
24.923.322.120.719.618.617.817.217.11716.616.416.316.416.5
000-0.2-0.2-0.10-0.1-0.1-0.2-0.10-0.1-0.10
-0.02-0.03-0.06-0.09-0.14-0.21-0.32-0.45
0.550.40.270.170.090.05
0.0050.0080.0120.0190.0270.0380.0490.056
0.0570.0570.0490.0370.0250.015
2.193.124.586.47911.9114.6216.19
16.1915.8213.510.166.874.26
-0.48-0.63-0.88-1.17-1.53-1.93-2.26-2.41
-2.42-2.3-1.93-1.45-0.98-0.61
3P8503P8753P9003P9253P9503P9753P10003P1025103103C10253C10503C10753C11003C11253C1150
29.140.458.583.9120.1170.6240.1337.7734.1396.4270.4176.1110.665.540.2
-3.1-5.2-6-6.5-9.9-13.2-18.4-18.9-7.511.47.24.85.20.51.6
25.4242321.920.919.91918.418.418.317.717.317.116.917.1
-0.1-0.3-0.2-0.1-0.2-0.2-0.3-0.1-0.1-0.1-0.2-0.20-0.2-0.1
-0.05-0.07-0.1-0.14-0.2-0.27-0.35-0.46
0.540.430.320.230.150.1
0.0080.0110.0150.020.0260.0330.0390.043
0.0430.0440.0410.0350.0280.021
5.336.878.9211.2813.8816.4618.6419.88
19.8819.7218.0415.2511.898.92
-0.78-0.95-1.18-1.43-1.68-1.89-2.04-2.11
-2.12-2.03-1.82-1.52-1.17-0.89

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.47.417.81.922.8112250





0.10.8-0.7-0.600





17.313.217.13.220.4112000





00.9-0.2000





17.22316.86.917.9111750





01.5-0.10.1-0.10





17.140.216.51417.12.511500





-0.11.600.70.30.4





16.965.516.428.815.95.511250





-0.20.5-0.11.200.3





17.1110.616.356.815.615.811000





05.2-0.12.1-0.20.4





17.3176.116.4106.715.241.610750484.115.3546.916.3617.317.4
-0.24.805.8-0.31.1-27.8-0.1-25.5-0.1-32.7-0.6
17.7270.416.6188.215.1100.810500292.715.1381.316.7462.717.8
-0.27.2-0.18.4-0.34-24.8-0.2-21.2-0.1-22.3-0.2
18.3396.417307.215.6214.710250154.815.4250.617.2337.718.4
-0.111.4-0.210.6-0.111.7-20.2-0.3-18-0.1-18.9-0.1
18.8545.817.5462.716.2382.41000074.416.3157.417.8240.119
-0.310.8-0.313.9-0.217.5-12.5-0.2-12.70-18.4-0.3
19.8727.518.4652.717.2590.8975033.417.396.218.6170.619.9
-0.117.5-0.219.2-0.322.4-7.1-0.2-9.5-0.1-13.2-0.2






950014.518.55819.6120.120.9






-4.9-0.4-7.6-0.2-9.9-0.2






92506.920.235.220.783.921.9






-2.5-0.4-5.1-0.2-6.5-0.1






90003.922.322.122.158.523






-1.5-0.3-2.90-6-0.2






87502.825.113.423.340.424






-0.50.2-1.80-5.2-0.3






85001.927.68.924.929.125.4






-0.6-0.1-1.20-3.1-0.1






82501.530.75.826.52026.4






-0.10.5-0.80-4.3-0.6






8000132.9428.114.527.8






-0.6-0.7-0.9-0.3-2.3-0.3






7750136.6330.100






00.9-0.6-0.200






7500140.52.131.9830.8






01-0.4-0.1-1.7-0.5






7250144.40000






010000






6250000000






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