2010年12月16日木曜日

2010/12/16(Thu)OP

P/C1.2-0.11.30.90.90.9111.31.5
先物10302.52.51030010307.510277.5102151027010237.510147.510172.5
基準15.80.515.415.415.716.917.517.818.719.1
期近15.80.515.415.415.716.95.825.72624
期先117.40.516.91717.218.417.617.41818.4
期先218.70.318.318.218.419.41918.719.319.6
当/先0.900.90.90.90.90.31.51.41.3
先/先20.900.90.90.90.90.90.90.90.9

285584











850087509000925095009750100001025010250102501050010750110001125011500
1P8501P8751P9001P9251P9501P9751P10001P1025103001C10251C10501C10751C11001C11251C1150
2.53.45.68.216.134.675.4156.8365.820998.138.114.55.62.4
0.60.51.51.11.21.61.70.44.44.13.80.60.510.5
29.526.524.321.419.51816.815.915.915.915.515.415.916.617.6
1.51.11.60.90.70.60.50.40.40.50.50.30.40.80.8
-0.01-0.01-0.02-0.03-0.06-0.13-0.25-0.44
0.560.340.170.070.030.01
0.0030.0040.0070.0120.0220.0410.0660.086
0.0870.0820.0560.030.0140.007
0.670.921.452.123.626.099.2111.35
11.3510.517.163.961.991
-0.35-0.43-0.62-0.8-1.24-1.93-2.72-3.18
-3.18-2.89-1.94-1.11-0.58-0.31
2P8502P8752P9002P9252P9502P9752P10002P1025103002C10252C10502C10752C11002C11252C1150
9.1142235.559.498.6160.8255561.9306.9187.7107.457.829.815
0.90.90.90.42.13.42.54.913.38.56.44.32.821
25.423.922.421.12019.118.217.617.617.51716.816.816.917.1
0.70.50.40.30.40.50.40.50.60.60.50.40.40.40.4
-0.02-0.04-0.06-0.09-0.14-0.22-0.32-0.46
0.540.40.270.170.10.05
0.0050.0080.0120.0190.0280.0380.0490.056
0.0570.0570.0490.0370.0250.016
2.193.144.56.48.9311.814.4215.91
15.9115.5113.2510.026.854.33
-0.5-0.68-0.91-1.22-1.61-2.03-2.37-2.52
-2.53-2.39-2.02-1.52-1.05-0.67
3P8503P8753P9003P9253P9503P9753P10003P1025103003C10253C10503C10753C11003C11253C1150
30.541.96084.7124.3175.3247.5345.6742.6397272.4179.2113.269.842.5
1.51.32.20.74.12.42.72.310.68.35.34.23.22.71.6
25.924.523.422.221.420.419.618.918.818.718.117.817.617.517.6
0.50.40.40.20.50.30.30.30.40.50.30.30.30.30.3
-0.05-0.07-0.1-0.14-0.2-0.27-0.36-0.46
0.540.430.330.230.160.11
0.0090.0120.0160.0210.0260.0330.0390.042
0.0430.0440.0410.0350.0280.021
5.416.928.9211.213.8616.3718.4819.65
19.6519.4717.8415.13129.03
-0.83-1-1.23-1.47-1.75-1.97-2.13-2.19
-2.19-2.1-1.89-1.58-1.25-0.95

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.18.518.52.223.6112250





0.30.50.30.20.40





17.914.718.24.521.1112000





0.30.811.30.30





17.825.617.67.918.5111750





0.31.10.61.20.30





17.642.517.11517.62.411500





0.31.60.410.80.5





17.569.816.929.816.65.611250





0.32.70.420.81





17.6113.216.857.815.914.511000





0.33.20.42.80.40.5





17.8179.216.8107.415.438.110750487.915.855516.9627.918
0.34.20.44.30.30.6-2.10.300.3-0.60.2
18.1272.417187.715.598.110500298.815.9386.517.2472.118.4
0.35.30.56.40.53.820.60.60.32.10.3
18.739717.5306.915.920910250156.815.925517.6345.618.9
0.58.30.68.50.54.10.40.44.90.52.30.3
19.4549.818.1463.116.7377.61000075.416.8160.818.2247.519.6
0.6100.56.10.761.70.52.50.42.70.3
20.2726.719.1652.318588975034.61898.619.1175.320.4
0.58.10.89.81.38.21.60.63.40.52.40.3






950016.119.559.420124.321.4






1.20.72.10.44.10.5






92508.221.435.521.184.722.2






1.10.90.40.30.70.2






90005.624.32222.46023.4






1.51.60.90.42.20.4






87503.426.51423.941.924.5






0.51.10.90.51.30.4






85002.529.59.125.430.525.9






0.61.50.90.71.50.5






82501.531.762720.226.8






0.10.90.50.60.40.3






80001.134.24.328.815.828.5






0.10.90.30.61.40.6






7750137.8330.600






00.70.10.500






7500141.82.533.17.831






00.70.51.2-0.20.1






7250145.90000






00.80000






6250000000






000000

0 件のコメント:

コメントを投稿