2011年1月5日水曜日

2011/01/05(Wed)OP

P/C1.40.50.91.10.91.211.31.70.8
先物10377.5-510382.51020510357.51031510327.510282.51033010352.5
基準17.6-0.317.916.915.815.815.614.915.615.5
期近17.6-0.41816.115151514.415.315.3
期先117.6-0.217.817.716.816.916.616.316.716.8
期先219-0.219.219.418.718.718.418.418.318.3
当/先1010.90.90.90.90.90.90.9
先/先20.900.90.90.90.90.90.90.90.9

83564











8750900092509500975010000102501050010500105001075011000112501150011750
1P8751P9001P9251P9501P9751P10001P10251P1050103801C10501C10751C11001C11251C11501C1175
111.73.56.117.159.2180.3238.758.413.13.51.411
0000.7-1.3-3.3-6.3-5.1-15.4-10.3-4.9-1.7-0.400
43.837.232.82923.820.217.917.217.217.317.920.123.327.532.5
2.31.91.62.30.3-0.1-0.3-0.4-0.5-0.5-0.4-0.20.71.61.9
0-0.01-0.01-0.02-0.04-0.11-0.32-0.67
0.330.10.030.010.010.01
0.0020.0030.0050.0110.0230.0590.1270.134
0.1340.0620.0210.0080.0050.003
0.210.240.40.791.352.955.615.7
5.72.741.030.470.310.27
-0.55-0.53-0.79-1.36-1.92-3.57-6.01-5.84
-5.89-2.94-1.24-0.66-0.51-0.53
2P8752P9002P9252P9502P9752P10002P10252P1050103802C10502C10752C11002C11252C11502C1175
5.39.115.527.752.295.6171288.1456.5168.483.136.5155.92.4
-0.7-0.6-0.9-1.8-2.2-4.4-3.9-3.9-12.9-9.1-7.3-5.2-3-1.7-0.8
26.324.622.821.32018.917.917.117.217.316.816.716.817.117.6
-0.200-0.1-0.1-0.3-0.2-0.3-0.3-0.3-0.3-0.4-0.4-0.4-0.4
-0.02-0.03-0.05-0.09-0.15-0.25-0.4-0.58
0.420.260.140.060.030.01
0.0050.0080.0140.0230.0360.0530.0670.071
0.070.060.0410.0230.0120.006
1.352.133.285.057.5610.3512.4912.65
12.6610.477.084.082.11.04
-0.5-0.74-1.06-1.52-2.14-2.75-3.15-3.05
-3.1-2.5-1.67-0.97-0.51-0.26
3P8753P9003P9253P9503P9753P10003P10253P1050103803C10503C10753C11003C11253C11503C1175
253957.485.7126.5188.2274389.9656.8266.816596.353.328.414.5
-1.8-0.9-2.1-3.4-4-3.4-3.8-4.7-13.2-8.5-9.4-8.2-6-4.2-3.2
25.724.723.422.321.120.219.418.618.518.517.917.517.317.317.3
-0.30-0.1-0.2-0.2-0.2-0.2-0.3-0.2-0.2-0.3-0.4-0.4-0.4-0.5
-0.05-0.08-0.11-0.16-0.23-0.32-0.42-0.54
0.460.330.230.140.080.05
0.0090.0130.0190.0250.0330.040.0460.049
0.0490.0470.0390.030.0210.013
4.576.38.2610.6213.1315.4917.0617.28
17.2815.8513.19.816.764.32
-0.91-1.21-1.5-1.84-2.15-2.43-2.56-2.49
-2.5-2.21-1.79-1.33-0.91-0.58

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.72.722.6146.4112500





-0.1-0.30.402.60





17.8420.4141.9112250





-0.4-0.90.302.40





17.57.319.21.737.3112000





-0.4-1.60.2-0.12.10





17.314.517.62.432.5111750





-0.5-3.2-0.4-0.81.90





17.328.417.15.927.5111500





-0.4-4.2-0.4-1.71.60





17.353.316.81523.31.411250





-0.4-6-0.4-30.7-0.4





17.596.316.736.520.13.511000628.222.1656.416.472017.8
-0.4-8.2-0.4-5.2-0.2-1.79.25.20-0.4-2.5-0.3
17.916516.883.117.913.110750384.117.5452.316.6539.918.1
-0.3-9.4-0.3-7.3-0.4-4.91.2-0.2-2.3-0.3-5-0.4
18.5266.817.3168.417.358.410500180.317.2288.117.1389.918.6
-0.2-8.5-0.3-9.1-0.5-10.3-5.1-0.4-3.9-0.3-4.7-0.3
19.2400.118300.117.8185.91025059.217.917117.927419.4
-0.2-8.5-0.2-9.2-0.4-11.6-6.3-0.3-3.9-0.2-3.8-0.2
20.156519.1476.120.9396.81000017.120.295.618.9188.220.2
-0.3-10-0.2-8.21.5-3.3-3.3-0.1-4.4-0.3-3.4-0.2






97506.123.852.220126.521.1






-1.30.3-2.2-0.1-4-0.2






95003.52927.721.385.722.3






0.72.3-1.8-0.1-3.4-0.2






92501.732.815.522.857.423.4






01.6-0.90-2.1-0.1






9000137.29.124.63924.7






01.9-0.60-0.90






8750143.85.326.32525.7






02.3-0.7-0.2-1.8-0.3






8500150.43.528.517.927.4






02.6-0.30-1-0.1






8250157.22.63112.128.7






03-0.30-1.1-0.3






8000164.11.833.3930.5






03.4-0.10.3-0.5-0.1






7750171.21.235.300






03.8-0.3-0.500






7500178.5138.2534






04.200.500.2






6250000000






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