2011年1月4日火曜日

2011/01/04(Tue)OP

P/C0.9-0.21.10.91.211.31.70.81.2
先物10382.5177.51020510357.51031510327.510282.51033010352.510222.5
基準17.9116.915.815.815.614.915.615.516.6
期近181.916.115151514.415.315.316.4
期先117.80.117.716.816.916.616.316.716.817.9
期先219.2-0.319.418.718.718.418.418.318.319
当/先10.10.90.90.90.90.90.90.90.9
先/先20.900.90.90.90.90.90.90.90.9

93665











8750900092509500975010000102501050010500105001075011000112501150011750
1P8751P9001P9251P9501P9751P10001P10251P1050103801C10501C10751C11001C11251C11501C1175
111.72.87.420.365.5185.5254.168.7185.21.811
-0.1-1.4-3-6.3-14-38.1-86.5-138.6-103.335.38.82.10.200
41.535.331.226.623.520.318.317.617.717.718.320.322.625.930.6
10.76.95.84.64.33.12.42.31.91.71.51.61.31.92.8
0-0.01-0.01-0.02-0.05-0.12-0.32-0.65
0.350.120.040.010.010.01
0.0020.0030.0050.010.0240.0590.1180.126
0.1260.0660.0250.0090.0050.003
0.220.250.430.721.593.345.986.16
6.163.341.40.590.330.29
-0.49-0.48-0.71-1.02-1.99-3.62-5.83-5.79
-5.85-3.28-1.52-0.71-0.46-0.48
2P8752P9002P9252P9502P9752P10002P10252P1050103902C10502C10752C11002C11252C11502C1175
69.716.429.554.3100174.9292469.5177.590.341.8187.63.2
-5.1-8.6-14.3-24.4-39.6-60.1-88.3-118.4-60.957.531.9146.52.50.8
26.524.622.921.420.219.118.117.417.517.617.217.117.217.517.9
1.31.10.90.70.70.70.60.50.40.40.3-0.10.10-0.2
-0.02-0.03-0.05-0.09-0.15-0.26-0.4-0.57
0.430.270.150.070.030.02
0.0050.0080.0140.0230.0360.0510.0650.069
0.0680.0590.0410.0250.0130.007
1.492.243.425.257.7610.5612.6512.87
12.8810.837.584.552.491.28
-0.54-0.76-1.08-1.54-2.15-2.77-3.15-3.07
-3.12-2.56-1.78-1.08-0.6-0.32
3P8753P9003P9253P9503P9753P10003P10253P1050103803C10503C10753C11003C11253C11503C1175
26.939.959.589.1130.5191.6277.8394.6669.9275.3174.4104.559.332.717.7
-15.4-20.6-27.8-37.6-52.5-69.9-90.7-110-45.164.944.529.516.810.44.7
2624.723.622.521.420.419.618.918.818.718.217.917.717.717.8
0.30.40.40.50.40.30.20.30.20.10.10.100.1-0.2
-0.05-0.08-0.11-0.16-0.23-0.32-0.42-0.54
0.460.340.240.150.090.05
0.010.0130.0190.0250.0320.040.0450.048
0.0480.0460.0390.030.0210.014
4.786.418.4310.8213.3115.6217.1817.44
17.4416.1113.5110.317.34.87
-0.95-1.21-1.52-1.86-2.17-2.43-2.56-2.51
-2.51-2.26-1.86-1.4-0.99-0.67

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.8322.2143.8112500





-0.70.1-0.405.50





18.24.920139.5112250





-0.60.6-0.504.60





17.88.9191.735.1112000





-0.12.7-0.50.23.80





17.817.717.93.230.6111750





-0.24.7-0.20.82.80





17.732.717.57.625.9111500





0.110.402.51.90





17.759.317.21822.61.811250





016.80.16.51.30.2





17.9104.517.141.820.35.21100061916.9656.416.8722.518.1
0.129.5-0.1141.62.1-178.8-1.8-161.30.4-147.50.1
18.2174.417.290.318.3181075038317.6454.517544.918.5
0.144.50.331.91.58.8-169.81.2-145.60.3-130.10.2
18.7275.317.6177.517.768.710500185.517.629217.4394.618.9
0.164.90.457.51.735.3-138.62.3-118.40.5-1100.3
19.4408.618.2309.418.2197.61025065.518.3174.918.1277.819.6
0.285.90.789.82.390.5-86.52.4-88.30.6-90.70.2
20.357519.2484.219.4400.11000020.320.310019.1191.620.4
0.41100.7116.72.1135.4-38.13.1-60.10.7-69.90.3






97507.423.554.320.2130.521.4






-144.3-39.60.7-52.50.4






95002.826.629.521.489.122.5






-6.34.6-24.40.7-37.60.5






92501.731.216.422.959.523.6






-35.8-14.30.9-27.80.4






9000135.39.724.639.924.7






-1.46.9-8.61.1-20.60.4






8750141.5626.526.926






-0.110.7-5.11.3-15.40.3






8500147.83.928.518.927.5






012.2-3.31.4-10.60.4






8250154.22.93113.228.9






013.4-1.91.9-7.90.4






8000160.81.9339.630.6






014.6-1.61.6-5.40.6






7750167.51.635.900






015.9-0.72.700






7500174.4137.7533.8






017.2-0.81.8-2.70.7






6250000000






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