2010年12月28日火曜日

2010/12/28(Tue)OP

P/C1.20.211.31.70.81.20.91.21.3
先物10315-12.510327.510282.51033010352.510222.51029510302.510300
基準15.80.215.614.915.615.516.615.615.815.4
期近150.11514.415.315.316.415.615.815.4
期先116.90.316.616.316.716.817.917.217.416.9
期先218.70.318.418.418.318.31918.618.718.3
当/先0.900.90.90.90.90.90.90.90.9
先/先20.900.90.90.90.90.90.90.90.9

164372











850087509000925095009750100001025010250102501050010750110001125011500
1P8501P8751P9001P9251P9501P9751P10001P1025103101C10251C10501C10751C11001C11251C1150
111.93.35.813.237101.9267.4165.55815.54.11.91
0-0.40.1-0.10.10.424.7-11.1-15.9-6.4-3.5-1.8-0.70
35.130.527.624.621.218.516.615.215.11514.815.11618.320.7
0.8-0.40.70.40.40.40.40.40-0.50.1-0.1-0.3-0.10.8
00-0.01-0.02-0.03-0.07-0.18-0.42
0.590.290.10.030.010.01
0.0020.0020.0040.0080.0150.0340.0730.117
0.1190.1060.0540.020.0090.004
0.270.310.540.911.5535.88.51
8.517.483.851.50.750.42
-0.28-0.29-0.45-0.69-1-1.7-2.94-3.95
-3.92-3.39-1.77-0.74-0.42-0.27
2P8502P8752P9002P9252P9502P9752P10002P1025103102C10252C10502C10752C11002C11252C1150
57.612.821.939.671.3124.1211.1483.4272.3155.179.836.915.96.8
0.611.82.83.86.68.610.15.1-5-7.1-4.6-2.9-1.3-0.7
26.324.422.921.320.219.11817.21716.816.516.316.216.316.5
0.60.70.70.70.60.70.60.50.40.30000.10.1
-0.01-0.02-0.04-0.06-0.11-0.19-0.3-0.45
0.560.390.240.130.060.03
0.0040.0060.010.0170.0260.040.0540.065
0.0660.0650.0540.0370.0220.012
1.311.932.954.476.739.5312.314.05
14.0413.6311.067.554.482.43
-0.4-0.54-0.78-1.1-1.56-2.09-2.55-2.77
-2.74-2.6-2.09-1.41-0.84-0.47
3P8503P8753P9003P9253P9503P9753P10003P1025103103C10253C10503C10753C11003C11253C1150
22.132.147.270.8104.1150.7220313.6689.5375.8250.2156.594.153.629.6
2.43.13.46.79.36.6109.63-6.7-4.7-4.70.2-1.7-0.3
26.22523.822.721.720.619.81918.918.718.117.617.417.217.2
0.60.60.50.70.70.40.50.30.30.10.20.10.30.10.2
-0.04-0.06-0.09-0.13-0.18-0.25-0.35-0.45
0.550.430.310.210.140.08
0.0080.0110.0150.020.0270.0340.0410.046
0.0460.0470.0440.0370.0280.02
4.25.617.439.6912.1914.7116.9218.19
18.1918.0316.2813.4110.127.1
-0.76-0.97-1.22-1.52-1.82-2.08-2.3-2.37
-2.36-2.26-1.98-1.62-1.21-0.85

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.74.619131112250





0.200.301.10





17.27.9181.627.7112000





0.1-0.50.2-0.110





17.11517324.2111750





0-1.30.2-0.20.90





17.229.616.56.820.7111500





0.2-0.30.1-0.70.80





17.253.616.315.918.31.911250





0.1-1.70.1-1.3-0.1-0.7





17.494.116.236.9164.111000





0.30.20-2.9-0.3-1.8





17.6156.516.379.815.115.510750448.714.7514.616.4591.617.7
0.1-4.70-4.6-0.1-3.514.21.212.10.416.60.6
18.1250.216.5155.114.85810500243.815339.916.543618.2
0.2-4.70-7.10.1-6.412.40.98.90.3110.3
18.7375.816.8272.315165.510250101.915.2211.117.2313.619
0.1-6.70.3-5-0.5-15.94.70.410.10.59.60.3
19.4530.517.9439.116.2350.2100003716.6124.11822019.8
0.1-9.50.4-6.60.8-8.220.48.60.6100.5
20.2712.518.8634.617.4575.5975013.218.571.319.1150.720.6
0.3-7.50.2-10.4-2.1-19.50.40.46.60.76.60.4






95005.821.239.620.2104.121.7






0.10.43.80.69.30.7






92503.324.621.921.370.822.7






-0.10.42.80.76.70.7






90001.927.612.822.947.223.8






0.10.71.80.73.40.5






8750130.57.624.432.125






-0.4-0.410.73.10.6






8500135.1526.322.126.2






00.80.60.62.40.6






82501403.12815.627.7






00.90.20.420.7






8000144.92.129.91129.1






01.1-0.101.50.8






77501501.732.500






01.200.200






7500155.2133.95.532






01.4-0.4-0.911






7250160.60000






01.50000






6250000000






000000

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