2010/12/28(Tue)OP
| P/C | 1.2 | 0.2 | 1 | 1.3 | 1.7 | 0.8 | 1.2 | 0.9 | 1.2 | 1.3 |
| 先物 | 10315 | -12.5 | 10327.5 | 10282.5 | 10330 | 10352.5 | 10222.5 | 10295 | 10302.5 | 10300 |
| 基準 | 15.8 | 0.2 | 15.6 | 14.9 | 15.6 | 15.5 | 16.6 | 15.6 | 15.8 | 15.4 |
| 期近 | 15 | 0.1 | 15 | 14.4 | 15.3 | 15.3 | 16.4 | 15.6 | 15.8 | 15.4 |
| 期先1 | 16.9 | 0.3 | 16.6 | 16.3 | 16.7 | 16.8 | 17.9 | 17.2 | 17.4 | 16.9 |
| 期先2 | 18.7 | 0.3 | 18.4 | 18.4 | 18.3 | 18.3 | 19 | 18.6 | 18.7 | 18.3 |
| 当/先 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 16 | 43 | 72 |
|
|
|
|
|
|
|
|
|
|
|
|
| 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10250 | 10250 | 10500 | 10750 | 11000 | 11250 | 11500 |
| 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 1P1025 | 10310 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 1 | 1 | 1.9 | 3.3 | 5.8 | 13.2 | 37 | 101.9 | 267.4 | 165.5 | 58 | 15.5 | 4.1 | 1.9 | 1 |
| 0 | -0.4 | 0.1 | -0.1 | 0.1 | 0.4 | 2 | 4.7 | -11.1 | -15.9 | -6.4 | -3.5 | -1.8 | -0.7 | 0 |
| 35.1 | 30.5 | 27.6 | 24.6 | 21.2 | 18.5 | 16.6 | 15.2 | 15.1 | 15 | 14.8 | 15.1 | 16 | 18.3 | 20.7 |
| 0.8 | -0.4 | 0.7 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0 | -0.5 | 0.1 | -0.1 | -0.3 | -0.1 | 0.8 |
| 0 | 0 | -0.01 | -0.02 | -0.03 | -0.07 | -0.18 | -0.42 |
| 0.59 | 0.29 | 0.1 | 0.03 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.004 | 0.008 | 0.015 | 0.034 | 0.073 | 0.117 |
| 0.119 | 0.106 | 0.054 | 0.02 | 0.009 | 0.004 |
| 0.27 | 0.31 | 0.54 | 0.91 | 1.55 | 3 | 5.8 | 8.51 |
| 8.51 | 7.48 | 3.85 | 1.5 | 0.75 | 0.42 |
| -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 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10310 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 5 | 7.6 | 12.8 | 21.9 | 39.6 | 71.3 | 124.1 | 211.1 | 483.4 | 272.3 | 155.1 | 79.8 | 36.9 | 15.9 | 6.8 |
| 0.6 | 1 | 1.8 | 2.8 | 3.8 | 6.6 | 8.6 | 10.1 | 5.1 | -5 | -7.1 | -4.6 | -2.9 | -1.3 | -0.7 |
| 26.3 | 24.4 | 22.9 | 21.3 | 20.2 | 19.1 | 18 | 17.2 | 17 | 16.8 | 16.5 | 16.3 | 16.2 | 16.3 | 16.5 |
| 0.6 | 0.7 | 0.7 | 0.7 | 0.6 | 0.7 | 0.6 | 0.5 | 0.4 | 0.3 | 0 | 0 | 0 | 0.1 | 0.1 |
| -0.01 | -0.02 | -0.04 | -0.06 | -0.11 | -0.19 | -0.3 | -0.45 |
| 0.56 | 0.39 | 0.24 | 0.13 | 0.06 | 0.03 |
| 0.004 | 0.006 | 0.01 | 0.017 | 0.026 | 0.04 | 0.054 | 0.065 |
| 0.066 | 0.065 | 0.054 | 0.037 | 0.022 | 0.012 |
| 1.31 | 1.93 | 2.95 | 4.47 | 6.73 | 9.53 | 12.3 | 14.05 |
| 14.04 | 13.63 | 11.06 | 7.55 | 4.48 | 2.43 |
| -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 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10310 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 22.1 | 32.1 | 47.2 | 70.8 | 104.1 | 150.7 | 220 | 313.6 | 689.5 | 375.8 | 250.2 | 156.5 | 94.1 | 53.6 | 29.6 |
| 2.4 | 3.1 | 3.4 | 6.7 | 9.3 | 6.6 | 10 | 9.6 | 3 | -6.7 | -4.7 | -4.7 | 0.2 | -1.7 | -0.3 |
| 26.2 | 25 | 23.8 | 22.7 | 21.7 | 20.6 | 19.8 | 19 | 18.9 | 18.7 | 18.1 | 17.6 | 17.4 | 17.2 | 17.2 |
| 0.6 | 0.6 | 0.5 | 0.7 | 0.7 | 0.4 | 0.5 | 0.3 | 0.3 | 0.1 | 0.2 | 0.1 | 0.3 | 0.1 | 0.2 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.18 | -0.25 | -0.35 | -0.45 |
| 0.55 | 0.43 | 0.31 | 0.21 | 0.14 | 0.08 |
| 0.008 | 0.011 | 0.015 | 0.02 | 0.027 | 0.034 | 0.041 | 0.046 |
| 0.046 | 0.047 | 0.044 | 0.037 | 0.028 | 0.02 |
| 4.2 | 5.61 | 7.43 | 9.69 | 12.19 | 14.71 | 16.92 | 18.19 |
| 18.19 | 18.03 | 16.28 | 13.41 | 10.12 | 7.1 |
| -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 |
| IV | Price | IV | Price | IV | Price |
| Price | IV | Price | IV | Price | IV |
| 17.7 | 4.6 | 19 | 1 | 31 | 1 | 12250 |
|
|
|
|
|
|
| 0.2 | 0 | 0.3 | 0 | 1.1 | 0 |
|
|
|
|
|
|
| 17.2 | 7.9 | 18 | 1.6 | 27.7 | 1 | 12000 |
|
|
|
|
|
|
| 0.1 | -0.5 | 0.2 | -0.1 | 1 | 0 |
|
|
|
|
|
|
| 17.1 | 15 | 17 | 3 | 24.2 | 1 | 11750 |
|
|
|
|
|
|
| 0 | -1.3 | 0.2 | -0.2 | 0.9 | 0 |
|
|
|
|
|
|
| 17.2 | 29.6 | 16.5 | 6.8 | 20.7 | 1 | 11500 |
|
|
|
|
|
|
| 0.2 | -0.3 | 0.1 | -0.7 | 0.8 | 0 |
|
|
|
|
|
|
| 17.2 | 53.6 | 16.3 | 15.9 | 18.3 | 1.9 | 11250 |
|
|
|
|
|
|
| 0.1 | -1.7 | 0.1 | -1.3 | -0.1 | -0.7 |
|
|
|
|
|
|
| 17.4 | 94.1 | 16.2 | 36.9 | 16 | 4.1 | 11000 |
|
|
|
|
|
|
| 0.3 | 0.2 | 0 | -2.9 | -0.3 | -1.8 |
|
|
|
|
|
|
| 17.6 | 156.5 | 16.3 | 79.8 | 15.1 | 15.5 | 10750 | 448.7 | 14.7 | 514.6 | 16.4 | 591.6 | 17.7 |
| 0.1 | -4.7 | 0 | -4.6 | -0.1 | -3.5 | 14.2 | 1.2 | 12.1 | 0.4 | 16.6 | 0.6 |
| 18.1 | 250.2 | 16.5 | 155.1 | 14.8 | 58 | 10500 | 243.8 | 15 | 339.9 | 16.5 | 436 | 18.2 |
| 0.2 | -4.7 | 0 | -7.1 | 0.1 | -6.4 | 12.4 | 0.9 | 8.9 | 0.3 | 11 | 0.3 |
| 18.7 | 375.8 | 16.8 | 272.3 | 15 | 165.5 | 10250 | 101.9 | 15.2 | 211.1 | 17.2 | 313.6 | 19 |
| 0.1 | -6.7 | 0.3 | -5 | -0.5 | -15.9 | 4.7 | 0.4 | 10.1 | 0.5 | 9.6 | 0.3 |
| 19.4 | 530.5 | 17.9 | 439.1 | 16.2 | 350.2 | 10000 | 37 | 16.6 | 124.1 | 18 | 220 | 19.8 |
| 0.1 | -9.5 | 0.4 | -6.6 | 0.8 | -8.2 | 2 | 0.4 | 8.6 | 0.6 | 10 | 0.5 |
| 20.2 | 712.5 | 18.8 | 634.6 | 17.4 | 575.5 | 9750 | 13.2 | 18.5 | 71.3 | 19.1 | 150.7 | 20.6 |
| 0.3 | -7.5 | 0.2 | -10.4 | -2.1 | -19.5 | 0.4 | 0.4 | 6.6 | 0.7 | 6.6 | 0.4 |
|
|
|
|
|
| 9500 | 5.8 | 21.2 | 39.6 | 20.2 | 104.1 | 21.7 |
|
|
|
|
|
| 0.1 | 0.4 | 3.8 | 0.6 | 9.3 | 0.7 |
|
|
|
|
|
| 9250 | 3.3 | 24.6 | 21.9 | 21.3 | 70.8 | 22.7 |
|
|
|
|
|
| -0.1 | 0.4 | 2.8 | 0.7 | 6.7 | 0.7 |
|
|
|
|
|
| 9000 | 1.9 | 27.6 | 12.8 | 22.9 | 47.2 | 23.8 |
|
|
|
|
|
| 0.1 | 0.7 | 1.8 | 0.7 | 3.4 | 0.5 |
|
|
|
|
|
| 8750 | 1 | 30.5 | 7.6 | 24.4 | 32.1 | 25 |
|
|
|
|
|
| -0.4 | -0.4 | 1 | 0.7 | 3.1 | 0.6 |
|
|
|
|
|
| 8500 | 1 | 35.1 | 5 | 26.3 | 22.1 | 26.2 |
|
|
|
|
|
| 0 | 0.8 | 0.6 | 0.6 | 2.4 | 0.6 |
|
|
|
|
|
| 8250 | 1 | 40 | 3.1 | 28 | 15.6 | 27.7 |
|
|
|
|
|
| 0 | 0.9 | 0.2 | 0.4 | 2 | 0.7 |
|
|
|
|
|
| 8000 | 1 | 44.9 | 2.1 | 29.9 | 11 | 29.1 |
|
|
|
|
|
| 0 | 1.1 | -0.1 | 0 | 1.5 | 0.8 |
|
|
|
|
|
| 7750 | 1 | 50 | 1.7 | 32.5 | 0 | 0 |
|
|
|
|
|
| 0 | 1.2 | 0 | 0.2 | 0 | 0 |
|
|
|
|
|
| 7500 | 1 | 55.2 | 1 | 33.9 | 5.5 | 32 |
|
|
|
|
|
| 0 | 1.4 | -0.4 | -0.9 | 1 | 1 |
|
|
|
|
|
| 7250 | 1 | 60.6 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 1.5 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
0 件のコメント:
コメントを投稿