2010年12月20日月曜日

2010/12/20(Mon)OP

P/C1.20.30.91.21.30.90.90.911
先物10222.5-72.51029510302.51030010307.510277.5102151027010237.5
基準16.6115.615.815.415.415.716.917.517.8
期近16.40.915.615.815.415.415.716.95.825.7
期先117.90.617.217.416.91717.218.417.617.4
期先2190.518.618.718.318.218.419.41918.7
当/先0.900.90.90.90.90.90.90.31.5
先/先20.900.90.90.90.90.90.90.90.9

245180











850087509000925095009750100001025010250102501050010750110001125011500
1P8501P8751P9001P9251P9501P9751P10001P1025102201C10251C10501C10751C11001C11251C1150
1.92.94.8817.139.989.4185.5345.3159.867.924.693.51.8
0.10.20.61.43.38.517.231.9-6.4-38.4-23.2-11.8-4.5-1.8-0.2
29.626.924.321.719.818.417.216.316.316.416.116.216.917.919.5
0.90.70.80.80.70.80.70.60.80.80.70.60.911.8
-0.01-0.01-0.02-0.03-0.07-0.15-0.3-0.52
0.480.270.120.050.020.01
0.0030.0040.0070.0130.0260.0490.0770.093
0.0920.0770.0460.0230.010.005
0.520.81.272.033.636.279.2110.53
10.538.695.252.681.310.73
-0.32-0.44-0.63-0.9-1.47-2.36-3.24-3.5
-3.55-2.88-1.75-0.93-0.48-0.29
2P8502P8752P9002P9252P9502P9752P10002P1025102202C10252C10502C10752C11002C11252C1150
914.423.439.966.3111.2180.3285.6545.6260151.983.843.121.210.2
0.91.735.8915.721.633.3-3.5-36.8-28-17.2-9.6-6.5-3
25.52422.621.420.219.318.417.817.817.817.317.117.117.217.4
0.30.40.40.50.40.50.30.40.50.60.40.50.60.40.5
-0.02-0.04-0.06-0.1-0.16-0.24-0.36-0.5
0.50.350.230.130.070.04
0.0060.0090.0140.0210.0310.0420.0530.059
0.0580.0560.0460.0330.0210.013
2.153.164.616.79.2312.0414.3615.3
15.314.2411.568.285.363.22
-0.53-0.74-1.01-1.39-1.82-2.26-2.56-2.63
-2.67-2.4-1.93-1.38-0.9-0.55
3P8503P8753P9003P9253P9503P9753P10003P1025102203C10253C10503C10753C11003C11253C1150
30.845.965.694.4135.3190.3271.8376.7725.4348.7234.215094.255.132.7
2.35.96.99.915.418.126.932.8-6.7-39.5-29.1-21.9-11.9-10.4-7
25.724.823.622.521.520.419.71918.918.918.317.917.917.717.8
0.20.50.30.30.40.20.30.30.30.30.40.30.60.30.3
-0.06-0.08-0.11-0.16-0.22-0.29-0.39-0.49
0.510.390.290.20.130.09
0.0090.0130.0170.0220.0290.0350.040.044
0.0440.0440.040.0330.0250.018
5.417.219.2311.614.1316.5118.3719.13
19.1318.4716.4213.5710.347.53
-0.86-1.11-1.35-1.62-1.89-2.09-2.25-2.25
-2.26-2.11-1.84-1.52-1.14-0.84

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.46.319.61.926.6112250





0.3-1.60.6-0.62.40





17.910.118.62.923.9112000





0.2-2.90.6-0.92.20





1819.117.95.121.1111750





0.4-3.80.5-1.72.10





17.832.717.410.219.51.811500





0.3-70.5-31.8-0.2





17.755.117.221.217.93.511250





0.3-10.40.4-6.51-1.8





17.994.217.143.116.9911000





0.6-11.90.6-9.60.9-4.5





17.915017.183.816.224.61075055015.9607.716.9678.518.1
0.3-21.90.5-17.20.6-11.857.50.149.60.151.50.4
18.3234.217.3151.916.167.910500341.615.7426.717.2512.918.5
0.4-29.10.4-280.7-23.244.10.240.80.243.20.4
18.9348.717.826016.4159.810250185.516.3285.617.8376.719
0.3-39.50.6-36.80.8-38.431.90.633.30.432.80.3
19.749518.5406.217.4314.61000089.417.2180.318.4271.819.7
0.5-42.50.6-471.1-51.217.20.721.60.326.90.3
20.6666.919.1582.318.4512.7975039.918.4111.219.3190.320.4
0.5-50.90.2-601.3-61.38.50.815.70.518.10.2






950017.119.866.320.2135.321.5






3.30.790.415.40.4






9250821.739.921.494.422.5






1.40.85.80.59.90.3






90004.824.323.422.665.623.6






0.60.830.46.90.3






87502.926.914.42445.924.8






0.20.71.70.45.90.5






85001.929.6925.530.825.7






0.10.90.90.32.30.2






82501.131.75.827.12227.1






00.80.60.52.20.4






8000135.7428.915.328.4






01.200.20.80.1






7750139.82.730.700






01.40.20.400






7500144.1232.7831.2






01.700.30.60.3






7250148.50000






01.90000






6250000000






000000

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