2010年12月21日火曜日

2010/12/21(Tue)OP

P/C0.8-0.41.20.91.21.30.90.90.91
先物10352.513010222.51029510302.51030010307.510277.51021510270
基準15.5-1.116.615.615.815.415.415.716.917.5
期近15.3-1.216.415.615.815.415.415.716.95.8
期先116.8-117.917.217.416.91717.218.417.6
期先218.3-0.71918.618.718.318.218.419.419
当/先0.900.90.90.90.90.90.90.90.3
先/先20.900.90.90.90.90.90.90.90.9

235079











850087509000925095009750100001025010250102501050010750110001125011500
1P8501P8751P9001P9251P9501P9751P10001P1025103501C10251C10501C10751C11001C11251C1150
1.722.94.7920.948.9114.2331216.89635.412.74.72.5
-0.2-0.9-1.8-3.3-8.1-19-40.5-71.3-14.35728.110.83.81.10.8
31.62825.122.319.918.216.615.415.415.415.115.2161718.9
210.70.60.1-0.2-0.6-0.8-0.9-1-1-1-0.9-1-0.6
-0.01-0.01-0.01-0.02-0.04-0.09-0.2-0.39
0.610.360.170.070.030.01
0.0020.0030.0050.0090.0170.0350.0640.095
0.0950.0950.0630.0320.0140.008
0.450.570.851.332.344.337.2910.06
10.069.836.613.511.670.98
-0.31-0.34-0.46-0.63-1-1.69-2.58-3.31
-3.33-3.18-2.16-1.2-0.61-0.4
2P8502P8752P9002P9252P9502P9752P10002P1025103602C10252C10502C10752C11002C11252C1150
6.29.915.225.143.575.5127.9210.6527.2316.6189.7104.85426.713.2
-2.8-4.5-8.2-14.8-22.8-35.7-52.4-75-18.456.637.82110.95.53
25.624.122.42119.818.817.8171717.116.616.316.316.516.8
0.20.1-0.2-0.5-0.4-0.5-0.6-0.8-0.8-0.7-0.7-0.8-0.8-0.7-0.6
-0.02-0.03-0.04-0.07-0.11-0.19-0.29-0.42
0.580.420.280.170.090.05
0.0040.0070.010.0160.0250.0370.050.06
0.0590.0610.0530.040.0260.016
1.622.43.465.087.4110.2713.1215.06
15.0715.0512.99.66.383.95
-0.41-0.57-0.77-1.06-1.45-1.91-2.31-2.53
-2.58-2.49-2.1-1.56-1.05-0.66
3P8503P8753P9003P9253P9503P9753P10003P1025103503C10253C10503C10753C11003C11253C1150
24.734.749.770.5104.3149.9215.1305.9714.6408.7278.9180.1110.465.138.6
-6.1-11.2-15.9-23.9-31-40.4-56.7-70.8-10.86044.730.116.2105.9
2624.723.422.221.320.219.318.618.518.517.917.417.11717.1
0.3-0.1-0.2-0.4-0.3-0.2-0.4-0.4-0.4-0.4-0.4-0.5-0.8-0.7-0.7
-0.05-0.06-0.09-0.13-0.18-0.25-0.33-0.44
0.560.450.340.240.160.1
0.0080.0110.0140.0190.0250.0320.0390.044
0.0440.0460.0430.0370.0290.021
4.636.057.8710.0212.6315.2317.5419.01
19.0119.1117.6314.8911.68.57
-0.76-0.94-1.16-1.4-1.69-1.93-2.13-2.21
-2.23-2.16-1.94-1.61-1.25-0.93

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.66.919.22.425.4112250





-0.80.5-0.50.5-1.20





17.211.417.93.522.6112000





-0.71.4-0.70.6-1.20





17.221.817.46.719.8111750





-0.82.6-0.51.6-1.30





17.138.616.813.218.92.511500





-0.75.9-0.63-0.60.8





1765.116.526.7174.711250





-0.710-0.75.5-11.1





17.1110.416.3541612.711000





-0.816.2-0.810.9-0.93.8





17.4180.116.3104.815.235.41075043115500.416.3576.417.5
-0.530.1-0.821-110.8-119-0.9-107.4-0.6-102.1-0.6
17.9278.916.6189.715.19610500242.415335.516.6424.817.9
-0.444.7-0.737.8-128.1-99.2-0.7-91.2-0.6-88.1-0.6
18.5408.717.1316.615.4216.810250114.215.4210.617305.918.6
-0.460-0.756.6-157-71.3-0.8-75-0.8-70.8-0.4
19.1565.118483.516.8403.41000048.916.6127.917.8215.119.3
-0.670.1-0.677.3-0.788.8-40.5-0.6-52.4-0.6-56.7-0.4
19.8748.818.6677.718.3624.3975020.918.275.518.8149.920.2
-0.781.8-0.495.4-0.1111.6-19-0.2-35.7-0.5-40.4-0.2






9500919.943.519.8104.321.3






-8.10.1-22.8-0.4-31-0.3






92504.722.325.12170.522.2






-3.30.6-14.8-0.5-23.9-0.4






90002.925.115.222.449.723.4






-1.80.7-8.2-0.2-15.9-0.2






87502289.924.134.724.7






-0.91-4.50.1-11.2-0.1






85001.731.66.225.624.726






-0.22-2.80.2-6.10.3






8250133.94.127.416.927.2






-0.12.2-1.70.3-50.1






8000138.13.429.912.628.7






02.4-0.61-2.70.4






7750142.323100






02.5-0.70.400






7500146.71.833.96.731.7






02.6-0.21.2-1.20.5






7250151.20000






02.60000






6250000000






000000

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