2010年12月17日金曜日

2010/12/17(Fri)OP

P/C0.9-0.31.21.30.90.90.9111.3
先物10295-7.510302.51030010307.510277.5102151027010237.510147.5
基準15.6-0.215.815.415.415.716.917.517.818.7
期近15.6-0.315.815.415.415.716.95.825.726
期先117.2-0.217.416.91717.218.417.617.418
期先218.6-0.118.718.318.218.419.41918.719.3
当/先0.900.90.90.90.90.90.31.51.4
先/先20.900.90.90.90.90.90.90.90.9

275483











850087509000925095009750100001025010250102501050010750110001125011500
1P8501P8751P9001P9251P9501P9751P10001P1025102901C10251C10501C10751C11001C11251C1150
1.82.74.26.613.831.472.2153.5351.7198.291.136.313.55.32
-0.7-0.6-1.4-1.6-2.3-3.2-3.2-3.3-14.1-10.8-7-1.8-1-0.3-0.4
28.726.223.620.919.117.616.515.615.615.515.415.61616.917.7
-0.8-0.3-0.7-0.5-0.4-0.4-0.3-0.3-0.3-0.3-0.20.20.20.30
-0.01-0.01-0.02-0.03-0.06-0.12-0.25-0.45
0.550.330.160.070.030.01
0.0020.0040.0060.0110.0220.0410.0690.09
0.090.0830.0560.0290.0140.006
0.520.791.21.843.35.799.0111.16
11.1610.186.873.731.890.87
-0.27-0.38-0.51-0.7-1.15-1.86-2.72-3.18
-3.18-2.87-1.96-1.1-0.58-0.28
2P8502P8752P9002P9252P9502P9752P10002P1025102902C10252C10502C10752C11002C11252C1150
8.212.720.434.157.495.5158.7252.3549.1296.8179.910152.727.713.2
-0.9-1.2-1.5-1.4-2-3.1-2.2-2.7-12.8-10.1-7.8-6.4-5.1-2.1-1.7
25.123.622.22119.918.818.117.417.317.316.816.616.516.816.9
-0.3-0.3-0.2-0.1-0.2-0.2-0.2-0.2-0.2-0.2-0.2-0.2-0.2-0.1-0.2
-0.02-0.03-0.05-0.09-0.14-0.22-0.33-0.46
0.540.390.260.160.090.05
0.0050.0080.0120.0190.0280.0390.050.057
0.0580.0580.0490.0370.0250.015
2.042.964.36.248.7711.6414.315.77
15.7715.2912.929.576.533.99
-0.47-0.64-0.88-1.2-1.6-2.01-2.37-2.51
-2.52-2.38-1.98-1.46-1.01-0.62
3P8503P8753P9003P9253P9503P9753P10003P1025102903C10253C10503C10753C11003C11253C1150
28.54058.784.6119.9172.2245343.9732.1388.2263.2172106.265.539.7
-2-1.8-1.3-0.1-4.4-3.1-2.5-1.7-10.5-8.8-9.1-7.2-7-4.3-2.9
25.624.323.322.221.120.219.418.718.718.617.917.617.317.417.5
-0.3-0.2-0.10-0.3-0.2-0.2-0.2-0.1-0.1-0.2-0.2-0.3-0.2-0.1
-0.05-0.07-0.1-0.14-0.2-0.27-0.36-0.46
0.540.430.320.220.150.1
0.0080.0110.0160.0210.0270.0330.0390.043
0.0430.0440.0410.0350.0280.02
5.26.758.8111.1513.6816.2618.3819.54
19.5419.317.5814.7411.628.67
-0.8-0.98-1.23-1.48-1.73-1.96-2.13-2.18
-2.19-2.09-1.86-1.54-1.21-0.91

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.18192.424.2112250





0-0.50.50.30.50





17.713183.821.6112000





-0.2-1.8-0.2-0.70.50





17.62317.46.819111750





-0.2-2.6-0.2-1.10.40





17.539.716.913.217.7211500





-0.1-2.9-0.2-1.70-0.4





17.465.516.827.716.95.311250





-0.2-4.3-0.1-2.10.3-0.3





17.3106.216.552.71613.511000





-0.3-7-0.2-5.10.2-1





17.617216.610115.636.310750492.515.8558.116.962717.7
-0.2-7.2-0.2-6.40.2-1.84.70.13.10-0.9-0.2
17.9263.216.8179.915.491.110500297.515.6385.917469.718.1
-0.2-9.1-0.2-7.8-0.2-7-1.3-0.3-0.6-0.2-2.4-0.2
18.6388.217.3296.815.5198.210250153.515.6252.317.4343.918.7
-0.1-8.8-0.2-10.1-0.3-10.8-3.3-0.3-2.7-0.2-1.7-0.2
19.1537.518453.216.3365.81000072.216.5158.718.124519.4
-0.3-12.3-0.2-10-0.4-11.8-3.2-0.3-2.2-0.2-2.5-0.2
20.1717.818.9642.317.1574975031.417.695.518.8172.220.2
-0.1-8.9-0.2-10-1-14-3.2-0.4-3.1-0.2-3.1-0.2






950013.819.157.419.9119.921.1






-2.3-0.4-2-0.2-4.4-0.3






92506.620.934.12184.622.2






-1.6-0.5-1.4-0.1-0.10






90004.223.620.422.258.723.3






-1.4-0.7-1.5-0.2-1.3-0.1






87502.726.212.723.64024.3






-0.6-0.3-1.2-0.3-1.8-0.2






85001.828.78.225.128.525.6






-0.7-0.8-0.9-0.3-2-0.3






82501.1315.226.619.826.7






-0.4-0.7-0.8-0.4-0.50






8000134.5428.714.528.2






-0.10.3-0.3-0.1-1.3-0.3






7750138.42.530.200






00.6-0.4-0.300






7500142.5232.47.430.9






00.7-0.5-0.7-0.4-0.1






7250146.60000






00.70000






6250000000






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