2010年12月30日木曜日

2010/12/30(Thu)OP

P/C1.10.20.91.211.31.70.81.20.9
先物10205-152.510357.51031510327.510282.51033010352.510222.510295
基準16.9115.815.815.614.915.615.516.615.6
期近16.11.115151514.415.315.316.415.6
期先117.70.916.816.916.616.316.716.817.917.2
期先219.40.818.718.718.418.418.318.31918.6
当/先0.900.90.90.90.90.90.90.90.9
先/先20.900.90.90.90.90.90.90.90.9

144170











850087509000925095009750100001025010250102501050010750110001125011500
1P8501P8751P9001P9251P9501P9751P10001P1025102101C10251C10501C10751C11001C11251C1150
11.12.44.79.221.458.515225910733.49.13.11.61
00.10.51.73.71129.569.9-11.2-81-34.1-8.5-1.7-0.30
35.630.728.425.42219.217.215.915.815.81616.918.721.324
-1.3-1.2-0.9-0.4-0.50.10.20.60.70.81.322.633.4
0-0.01-0.01-0.02-0.05-0.11-0.27-0.55
0.450.190.060.020.010.01
0.0020.0020.0050.0110.0230.0490.0950.123
0.1240.0840.0360.0140.0070.004
0.260.310.631.142.043.856.698.02
8.025.492.481.080.590.37
-0.32-0.33-0.62-1-1.56-2.57-4-4.41
-4.43-3.07-1.46-0.7-0.43-0.31
2P8502P8752P9002P9252P9502P9752P10002P1025102102C10252C10502C10752C11002C11252C1150
7.211.118.330.853.993.9160.1263.2482.8219.612058.527.811.55.1
1.43.1610.518.731.350.674.4-2.5-77-49.6-28.6-12.7-6.3-2.8
27.125.223.62220.719.518.417.517.517.517.216.917.117.117.5
-0.5-0.20.10.20.30.30.40.40.50.50.70.710.90.9
-0.02-0.03-0.05-0.09-0.14-0.23-0.36-0.52
0.480.320.190.10.050.02
0.0050.0080.0130.0210.0320.0460.0590.066
0.0660.0610.0460.030.0170.009
1.692.463.675.397.7810.512.8413.69
13.6912.329.276.113.431.87
-0.55-0.75-1.04-1.43-1.94-2.47-2.85-2.89
-2.92-2.56-1.9-1.27-0.71-0.4
3P8503P8753P9003P9253P9503P9753P10003P1025102003C10253C10503C10753C11003C11253C1150
29.542.360.487.3126.7183261.5368.5691.2322.7210.41307542.522.2
7.210.614.822.131.442.957.973.9-3.6-77.5-58.4-40.1-25.8-15.1-10.1
2725.724.423.2222120.119.319.319.218.618.217.817.817.6
0.20.20.20.30.30.30.30.30.30.30.40.50.50.60.4
-0.05-0.08-0.11-0.15-0.21-0.29-0.39-0.5
0.50.380.270.180.110.07
0.0090.0130.0170.0230.030.0370.0430.046
0.0460.0460.0410.0330.0240.016
4.976.528.410.6413.0815.4317.2117.87
17.8717.0614.8511.748.615.77
-0.95-1.19-1.45-1.75-2.04-2.3-2.45-2.44
-2.45-2.26-1.92-1.49-1.09-0.72

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.74.320.6134.9112250





1.2-0.51.703.60





17.96.219.51.631.4112000





0.6-2.51.5-0.33.50





181318.12.427.7111750





0.9-3.81-1.13.50





17.622.217.55.124111500





0.4-10.10.9-2.83.40





17.842.517.111.521.31.611250





0.6-15.10.9-6.33-0.3





17.87517.127.818.73.111000





0.5-25.81-12.72.6-1.7





18.213016.958.516.99.110750552.716.5600.116.767518.3
0.5-40.10.7-28.62-8.5144.82121.70.51100.4
18.6210.417.21201633.410500324.115.3410.416.9504.618.6
0.4-58.40.7-49.61.3-34.11150.698.30.392.10.3
19.2322.717.5219.615.81071025015215.9263.217.5368.519.3
0.3-77.50.5-770.8-8169.90.674.40.473.90.3
19.946518.5367.517.3264.71000058.517.2160.118.4261.520.1
0.3-95.50.8-97.70.5-121.229.50.250.60.457.90.3
20.763519.5549.919.3477.3975021.419.293.919.518321
0.2-110.80.3-121.13.7-134.4110.131.30.342.90.3






95009.22253.920.7126.722






3.7-0.518.70.331.40.3






92504.725.430.82287.323.2






1.7-0.410.50.222.10.3






90002.428.418.323.660.424.4






0.5-0.960.114.80.2






87501.130.711.125.242.325.7






0.1-1.23.1-0.210.60.2






8500135.67.227.129.527






0-1.31.4-0.57.20.2






8250140.84.829.121.128.5






0-1.10.5-0.94.80.1






8000146.23.531.41530






0-0.90.5-0.62.2-0.4






7750151.62.233.200






0-0.70.2-0.800






7500157.21.835.97.733.1






0-0.50.4-0.21.2-0.3






7250162.90000






0-0.20000






6250000000






000000

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