2011年1月6日木曜日

2011/01/06(Thu)OP

P/C1.2-0.21.40.91.10.91.211.31.7
先物10517.514010377.510382.51020510357.51031510327.510282.510330
基準17-0.617.617.916.915.815.815.614.915.6
期近17-0.617.61816.115151514.415.3
期先117-0.617.617.817.716.816.916.616.316.7
期先218.5-0.41919.219.418.718.718.418.418.3
当/先10110.90.90.90.90.90.9
先/先20.900.90.90.90.90.90.90.90.9

73463











8750900092509500975010000102501050010500105001075011000112501150011750
1P8751P9001P9251P9501P9751P10001P10251P1050105201C10501C10751C11001C11251C11501C1175
1111.93.47.624.691.4202.5111.125.55.21.711
00-0.7-1.7-2.7-9.5-34.6-89-36.252.812.51.70.300
49.942.936.131.826.922.318.816.81717.11718.521.725.931.2
6.15.73.32.83.120.9-0.4-0.3-0.1-0.9-1.5-1.5-1.6-1.2
00-0.01-0.01-0.02-0.05-0.16-0.47
0.530.190.050.020.010.01
0.0020.0020.0030.0060.0130.0330.0880.159
0.1550.1050.0350.0120.0060.004
0.190.210.240.450.81.623.695.94
5.9441.430.570.320.28
-0.63-0.61-0.6-0.96-1.46-2.45-4.7-6.76
-6.93-4.62-1.8-0.84-0.57-0.59
2P8752P9002P9252P9502P9752P10002P10252P1050105202C10502C10752C11002C11252C11502C1175
3.65.99.817.432.962.1116.3208.9438.9230120.256.523.29.23.6
-1.7-3.2-5.7-10.3-19.2-33.5-54.7-79.2-17.661.637.1208.33.31.2
26.92523.121.520.118.817.716.91717.216.616.516.416.717
0.60.40.30.20.1-0.1-0.2-0.2-0.2-0.1-0.2-0.1-0.4-0.4-0.5
-0.01-0.02-0.03-0.06-0.1-0.18-0.31-0.48
0.520.340.20.10.040.02
0.0030.0060.010.0170.0280.0440.0610.073
0.0720.0690.0520.0320.0170.008
0.981.522.353.715.828.5511.3512.85
12.8511.888.915.472.931.45
-0.38-0.55-0.79-1.16-1.7-2.34-2.92-3.16
-3.22-2.89-2.15-1.31-0.71-0.36
3P8753P9003P9253P9503P9753P10003P10253P1050105203C10503C10753C11003C11253C11503C1175
20.129.443.665.299.1146.5217.6315.7649.3333.6215.113074.340.120.5
-5-9.6-13.8-20.5-27.4-41.7-56.5-74.2-7.566.75033.82111.76
26.324.923.622.421.420.319.418.618.618.51817.517.317.217.1
0.60.20.20.10.30.100000.100-0.1-0.2
-0.04-0.06-0.09-0.13-0.19-0.26-0.36-0.48
0.520.40.280.190.110.06
0.0080.0110.0150.0210.0280.0370.0440.049
0.0490.0490.0440.0350.0250.017
3.875.226.979.1611.7114.2416.3817.45
17.4516.9314.8211.718.415.52
-0.8-1.03-1.3-1.62-1.97-2.27-2.5-2.55
-2.57-2.41-2.06-1.6-1.14-0.75

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.93.121.4146.2112500





-0.80.4-1.20-0.20





17.75.919.2141.4112250





-0.12-1.20-0.50





17.310.7181.836.4112000





-0.23.4-1.20.1-0.90





17.120.5173.631.2111750





-0.26-0.51.2-1.20





17.240.116.79.225.9111500





-0.111.7-0.43.3-1.60





17.374.316.423.221.71.711250





021-0.48.3-1.50.3





17.513016.556.518.55.2110004810536.916.4610.517.5
033.8-0.120-1.51.7-147.2-22.1-119.50-109.5-0.2
18215.116.6120.21725.510750257.216.8350.416.5445.417.9
0.150-0.237.1-0.912.5-127-0.6-101.9-0.1-94.5-0.2
18.5333.617.223017.1111.11050091.416.8208.916.9315.718.6
066.7-0.161.6-0.152.8-89-0.4-79.2-0.2-74.20
19.348518387.918.8292.21025024.618.8116.317.7217.619.4
0.184.9087.71106.3-34.60.9-54.7-0.2-56.50
20.366519582.523.8527.9100007.622.362.118.8146.520.3
0.21000106.42.9131.1-9.52-33.5-0.1-41.70.1






97503.426.932.920.199.121.4






-2.73.1-19.20.1-27.40.3






95001.931.817.421.565.222.4






-1.72.8-10.30.2-20.50.1






9250136.19.823.143.623.6






-0.73.3-5.70.3-13.80.2






9000142.95.92529.424.9






05.7-3.20.4-9.60.2






8750149.93.626.920.126.3






06.1-1.70.6-50.6






8500156.92.529.313.727.7






06.5-10.8-4.20.3






8250164.11.731.59.729.2






06.9-0.90.5-2.40.5






8000171.5133.1730.8






07.3-0.8-0.2-2.10.3






7750179136.600






07.8-0.21.300






7500186.7140.23.934.4






08.202-1.10.4






6250000000






000000

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