2010年12月24日金曜日

2010/12/24(Fri)OP

P/C1.3-0.51.70.81.20.91.21.30.90.9
先物10282.5-47.51033010352.510222.51029510302.51030010307.510277.5
基準14.9-0.715.615.516.615.615.815.415.415.7
期近14.4-0.915.315.316.415.615.815.415.415.7
期先116.3-0.416.716.817.917.217.416.91717.2
期先218.4018.318.31918.618.718.318.218.4
当/先0.900.90.90.90.90.90.90.90.9
先/先20.900.90.90.90.90.90.90.90.9

204776











850087509000925095009750100001025010250102501050010750110001125011500
1P8501P8751P9001P9251P9501P9751P10001P1025102901C10251C10501C10751C11001C11251C1150
11.62.43.87.418.148.4122.8281158.256.817.76.12.41.5
-0.1-0.1-0.3-0.3-0.8-1.9-0.73.6-38.5-42.2-28.2-13.3-3.7-1.2-0.3
3128.12521.919.317.215.614.314.414.614.214.816.117.520
0.50.40.10-0.3-0.7-0.7-1-0.9-0.8-0.9-0.70.20.51.1
0-0.01-0.01-0.02-0.04-0.09-0.22-0.46
0.540.270.10.040.020.01
0.0020.0030.0050.0090.0180.0390.0780.114
0.1120.0960.0510.0220.0090.005
0.30.470.711.132.0547.179.63
9.638.074.412.060.970.61
-0.23-0.32-0.43-0.61-0.97-1.68-2.74-3.38
-3.46-2.82-1.61-0.81-0.42-0.3
2P8502P8752P9002P9252P9502P9752P10002P1025102802C10252C10502C10752C11002C11252C1150
5.68.31424.142.975133.5225.3481.1255.9145.674.436.116.57.7
-0.2-0.7-0.20.10.10.1410.7-30.8-41.5-29.3-20.4-11.8-6.9-3.5
25.323.321.820.419.21817.216.416.316.21615.815.916.116.6
-0.1-0.4-0.2-0.2-0.3-0.5-0.4-0.4-0.5-0.7-0.4-0.4-0.3-0.3-0.2
-0.02-0.02-0.04-0.07-0.12-0.2-0.31-0.47
0.530.370.230.130.060.03
0.0040.0070.0110.0180.0280.0420.0560.065
0.0660.0640.0510.0350.0210.012
1.512.153.284.977.3710.2613.1514.72
14.7213.9811.147.674.682.7
-0.4-0.53-0.76-1.07-1.49-1.94-2.38-2.54
-2.53-2.37-1.86-1.29-0.8-0.47
3P8503P8753P9003P9253P9503P9753P10003P1025102803C10253C10503C10753C11003C11253C1150
23.133.749.273.4109.1160230328.8692.3363.5240.3149.888.85028.1
-0.6-0.9-0.72.14.27.411.116.1-15.1-31.2-27.6-21.4-16.1-11.3-6.9
25.424.223222120.119.118.518.518.517.817.31716.816.9
-0.3-0.3-0.3-0.1-0.1-0.1-0.1-0.1-0.10-0.2-0.2-0.2-0.2-0.1
-0.04-0.06-0.09-0.13-0.19-0.27-0.36-0.47
0.530.420.30.20.130.08
0.0080.0110.0150.0210.0280.0350.0410.046
0.0460.0470.0430.0350.0270.019
4.455.967.8410.1912.8115.4217.5618.7
18.718.3416.3913.359.957
-0.74-0.94-1.18-1.46-1.76-2.02-2.19-2.25
-2.28-2.15-1.86-1.49-1.1-0.78

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.74.918.81.228.2112250





0.1-1.2-0.2-0.81.90





17.38.517.9225.2112000





-0.1-2.7-0.1-11.80





17.115.617.23.822.2111750





0-3.8-0.1-1.71.70





16.928.116.67.7201.511500





-0.1-6.9-0.2-3.51.1-0.3





16.85016.116.517.52.411250





-0.2-11.3-0.3-6.90.5-1.2





1788.815.936.116.16.111000





-0.2-16.1-0.3-11.80.2-3.7





17.3149.815.874.414.817.710750482.914.4539.815.7614.817.3
-0.2-21.4-0.4-20.4-0.7-13.336.3-0.428-0.427-0.1
17.8240.316145.614.256.810500273.314.2362.516457.517.9
-0.2-27.6-0.4-29.3-0.9-28.221.7-0.619.3-0.4240.1
18.5363.516.2255.914.6158.210250122.814.3225.316.4328.818.5
0-31.2-0.7-41.5-0.8-42.23.6-110.7-0.416.1-0.1
19.2514.817414.915.43301000048.415.6133.517.223019.1
0-35.2-0.8-48.3-1.4-52.7-0.7-0.74-0.411.1-0.1
20692.518.1609.717.4552.1975018.117.2751816020.1
-0.2-42.3-0.6-48.5-1.1-51.2-1.9-0.70.1-0.57.4-0.1






95007.419.342.919.2109.121






-0.8-0.30.1-0.34.2-0.1






92503.821.924.120.473.422






-0.300.1-0.22.1-0.1






90002.4251421.849.223






-0.30.1-0.2-0.2-0.7-0.3






87501.628.18.323.333.724.2






-0.10.4-0.7-0.4-0.9-0.3






85001315.625.323.125.4






-0.10.5-0.2-0.1-0.6-0.3






8250135.43.727.11626.7






01-0.2-0.1-0.2-0.1






8000139.82.829.311.128.1






01.200.2-0.7-0.3






7750144.41.931.300






01.400.200






7500149.11.533.65.430.8






01.600.3-0.9-0.6






7250153.90000






01.90000






6250000000






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