2010/12/15(Wed)OP
| P/C | 1.3 | 0.4 | 0.9 | 0.9 | 0.9 | 1 | 1 | 1.3 | 1.5 | 1.4 |
| 先物 | 10300 | -7.5 | 10307.5 | 10277.5 | 10215 | 10270 | 10237.5 | 10147.5 | 10172.5 | 10190 |
| 基準 | 15.4 | 0 | 15.4 | 15.7 | 16.9 | 17.5 | 17.8 | 18.7 | 19.1 | 19.3 |
| 期近 | 15.4 | 0 | 15.4 | 15.7 | 16.9 | 5.8 | 25.7 | 26 | 24 | 20.5 |
| 期先1 | 16.9 | -0.1 | 17 | 17.2 | 18.4 | 17.6 | 17.4 | 18 | 18.4 | 18.9 |
| 期先2 | 18.3 | 0.1 | 18.2 | 18.4 | 19.4 | 19 | 18.7 | 19.3 | 19.6 | 20.2 |
| 当/先 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.3 | 1.5 | 1.4 | 1.3 | 1.1 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 29 | 56 | 85 |
|
|
|
|
|
|
|
|
|
|
|
|
| 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10250 | 10250 | 10500 | 10750 | 11000 | 11250 | 11500 |
| 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 1P1025 | 10300 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 1.9 | 2.8 | 4 | 7 | 14.9 | 33 | 73.7 | 156.5 | 361.4 | 205 | 94.3 | 37.6 | 14 | 4.6 | 1.8 |
| 0 | 0 | 0.1 | 0.1 | 0.4 | -0.5 | -0.7 | 1.6 | -8.1 | -9.7 | -6.4 | -4.1 | -1.9 | -0.8 | -0.6 |
| 28 | 25.4 | 22.7 | 20.5 | 18.8 | 17.4 | 16.3 | 15.5 | 15.5 | 15.3 | 15 | 15.1 | 15.5 | 15.9 | 16.8 |
| 0.4 | 0.4 | 0.4 | 0.3 | 0.3 | 0.1 | 0 | 0.1 | 0 | -0.2 | -0.1 | -0.1 | -0.1 | -0.1 | -0.3 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.06 | -0.13 | -0.25 | -0.45 |
| 0.55 | 0.33 | 0.16 | 0.07 | 0.03 | 0.01 |
| 0.002 | 0.004 | 0.006 | 0.011 | 0.022 | 0.041 | 0.067 | 0.087 |
| 0.088 | 0.083 | 0.056 | 0.03 | 0.013 | 0.006 |
| 0.57 | 0.83 | 1.2 | 1.98 | 3.54 | 6.09 | 9.34 | 11.55 |
| 11.55 | 10.63 | 7.23 | 3.95 | 1.79 | 0.86 |
| -0.27 | -0.36 | -0.46 | -0.69 | -1.13 | -1.8 | -2.58 | -3.05 |
| -3.03 | -2.72 | -1.86 | -1.05 | -0.49 | -0.25 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10300 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 8.2 | 13.1 | 21.1 | 35 | 57.3 | 95.2 | 158.4 | 250.2 | 548.6 | 298.4 | 181.3 | 103.1 | 55 | 27.8 | 13.9 |
| -0.7 | -0.3 | -1 | -0.1 | -0.7 | -0.9 | 1 | -0.4 | -9.2 | -8.8 | -6.9 | -3.5 | -1.9 | -1 | 0 |
| 24.7 | 23.3 | 22 | 20.8 | 19.6 | 18.6 | 17.9 | 17.1 | 17 | 16.9 | 16.5 | 16.4 | 16.4 | 16.5 | 16.7 |
| -0.2 | 0 | -0.1 | 0.1 | 0 | 0 | 0.1 | -0.1 | -0.1 | -0.1 | -0.1 | 0 | 0.1 | 0.1 | 0.2 |
| -0.02 | -0.03 | -0.05 | -0.09 | -0.14 | -0.21 | -0.32 | -0.46 |
| 0.54 | 0.4 | 0.26 | 0.16 | 0.09 | 0.05 |
| 0.005 | 0.008 | 0.012 | 0.019 | 0.028 | 0.039 | 0.05 | 0.057 |
| 0.058 | 0.058 | 0.049 | 0.037 | 0.025 | 0.015 |
| 2.07 | 3.05 | 4.45 | 6.42 | 8.91 | 11.82 | 14.54 | 16.05 |
| 16.05 | 15.6 | 13.24 | 9.92 | 6.68 | 4.2 |
| -0.45 | -0.63 | -0.87 | -1.18 | -1.54 | -1.94 | -2.29 | -2.42 |
| -2.42 | -2.29 | -1.93 | -1.44 | -0.98 | -0.62 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10300 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 29 | 40.5 | 57.8 | 84 | 120.2 | 172.9 | 244.8 | 343.3 | 732 | 388.7 | 267.1 | 175 | 110 | 67.1 | 40.9 |
| -0.2 | 0.2 | -0.7 | 0.2 | 0.1 | 2.3 | 4.7 | 5.6 | -2.1 | -7.7 | -3.3 | -1.1 | -0.7 | 1.6 | 0.8 |
| 25.4 | 24.1 | 23 | 22 | 20.9 | 20.1 | 19.2 | 18.6 | 18.5 | 18.3 | 17.8 | 17.5 | 17.3 | 17.2 | 17.4 |
| 0 | 0.1 | 0 | 0 | 0 | 0.1 | 0.2 | 0.2 | 0.1 | -0.1 | 0.1 | 0.2 | 0.2 | 0.3 | 0.3 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.2 | -0.27 | -0.36 | -0.46 |
| 0.54 | 0.43 | 0.32 | 0.23 | 0.16 | 0.1 |
| 0.008 | 0.011 | 0.016 | 0.021 | 0.027 | 0.033 | 0.039 | 0.043 |
| 0.044 | 0.044 | 0.041 | 0.035 | 0.028 | 0.021 |
| 5.3 | 6.86 | 8.84 | 11.24 | 13.83 | 16.44 | 18.58 | 19.77 |
| 19.77 | 19.56 | 17.87 | 15.09 | 11.88 | 8.92 |
| -0.79 | -0.97 | -1.19 | -1.44 | -1.69 | -1.93 | -2.09 | -2.14 |
| -2.13 | -2.05 | -1.84 | -1.53 | -1.2 | -0.91 |
| 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 |
| 17.8 | 7.9 | 18.1 | 2 | 23.3 | 1 | 12250 |
|
|
|
|
|
|
| 0.4 | 0.6 | 0.4 | 0.1 | 0.5 | 0 |
|
|
|
|
|
|
| 17.6 | 14 | 17.2 | 3.1 | 20.8 | 1 | 12000 |
|
|
|
|
|
|
| 0.3 | 0.8 | 0.2 | -0.1 | 0.4 | 0 |
|
|
|
|
|
|
| 17.6 | 24.4 | 17 | 6.7 | 18.3 | 1 | 11750 |
|
|
|
|
|
|
| 0.4 | 1.4 | 0.1 | -0.2 | 0.4 | 0 |
|
|
|
|
|
|
| 17.4 | 40.9 | 16.7 | 13.9 | 16.8 | 1.8 | 11500 |
|
|
|
|
|
|
| 0.3 | 0.8 | 0.2 | 0 | -0.3 | -0.6 |
|
|
|
|
|
|
| 17.2 | 67.1 | 16.5 | 27.8 | 15.9 | 4.6 | 11250 |
|
|
|
|
|
|
| 0.3 | 1.6 | 0.1 | -1 | -0.1 | -0.8 |
|
|
|
|
|
|
| 17.3 | 110 | 16.4 | 55 | 15.5 | 14 | 11000 |
|
|
|
|
|
|
| 0.2 | -0.7 | 0.1 | -1.9 | -0.1 | -1.9 |
|
|
|
|
|
|
| 17.5 | 175 | 16.4 | 103.1 | 15.1 | 37.6 | 10750 | 489.9 | 15.5 | 555 | 16.6 | 628.4 | 17.8 |
| 0.2 | -1.1 | 0 | -3.5 | -0.1 | -4.1 | 5.8 | 0.2 | 8.1 | 0.3 | 11.2 | 0.4 |
| 17.8 | 267.1 | 16.5 | 181.3 | 15 | 94.3 | 10500 | 296.7 | 15.3 | 385.9 | 16.9 | 470 | 18.1 |
| 0.1 | -3.3 | -0.1 | -6.9 | -0.1 | -6.4 | 4.1 | 0.2 | 4.6 | 0.2 | 7.3 | 0.3 |
| 18.3 | 388.7 | 16.9 | 298.4 | 15.3 | 205 | 10250 | 156.5 | 15.5 | 250.2 | 17.1 | 343.3 | 18.6 |
| -0.1 | -7.7 | -0.1 | -8.8 | -0.2 | -9.7 | 1.6 | 0.1 | -0.4 | -0.1 | 5.6 | 0.2 |
| 18.9 | 539.8 | 17.7 | 457 | 16 | 371.7 | 10000 | 73.7 | 16.3 | 158.4 | 17.9 | 244.8 | 19.2 |
| 0 | -6 | 0.1 | -5.7 | -0.3 | -10.7 | -0.7 | 0 | 1 | 0.1 | 4.7 | 0.2 |
| 19.7 | 718.5 | 18.2 | 642.5 | 16.7 | 579.8 | 9750 | 33 | 17.4 | 95.2 | 18.6 | 172.9 | 20.1 |
| -0.1 | -9 | -0.2 | -10.2 | -0.4 | -10.9 | -0.5 | 0.1 | -0.9 | 0 | 2.3 | 0.1 |
|
|
|
|
|
| 9500 | 14.9 | 18.8 | 57.3 | 19.6 | 120.2 | 20.9 |
|
|
|
|
|
| 0.4 | 0.3 | -0.7 | 0 | 0.1 | 0 |
|
|
|
|
|
| 9250 | 7 | 20.5 | 35 | 20.8 | 84 | 22 |
|
|
|
|
|
| 0.1 | 0.3 | -0.1 | 0.1 | 0.2 | 0 |
|
|
|
|
|
| 9000 | 4 | 22.7 | 21.1 | 22 | 57.8 | 23 |
|
|
|
|
|
| 0.1 | 0.4 | -1 | -0.1 | -0.7 | 0 |
|
|
|
|
|
| 8750 | 2.8 | 25.4 | 13.1 | 23.3 | 40.5 | 24.1 |
|
|
|
|
|
| 0 | 0.4 | -0.3 | 0 | 0.2 | 0.1 |
|
|
|
|
|
| 8500 | 1.9 | 28 | 8.2 | 24.7 | 29 | 25.4 |
|
|
|
|
|
| 0 | 0.4 | -0.7 | -0.2 | -0.2 | 0 |
|
|
|
|
|
| 8250 | 1.4 | 30.8 | 5.5 | 26.4 | 19.8 | 26.5 |
|
|
|
|
|
| -0.1 | 0.2 | -0.3 | -0.1 | -0.2 | 0 |
|
|
|
|
|
| 8000 | 1 | 33.4 | 4 | 28.3 | 14.4 | 27.9 |
|
|
|
|
|
| 0 | 0.5 | 0 | 0.2 | -0.1 | 0.1 |
|
|
|
|
|
| 7750 | 1 | 37.2 | 2.8 | 30.1 | 0 | 0 |
|
|
|
|
|
| 0 | 0.5 | -0.1 | 0 | 0 | 0 |
|
|
|
|
|
| 7500 | 1 | 41.1 | 2 | 31.9 | 8 | 30.9 |
|
|
|
|
|
| 0 | 0.6 | -0.1 | 0 | 0 | 0.1 |
|
|
|
|
|
| 7250 | 1 | 45.1 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0.7 | 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