2011年1月7日金曜日

2011/01/07(Fri)OP

P/C1.70.51.21.40.91.10.91.211.3
先物10547.53010517.510377.510382.51020510357.51031510327.510282.5
基準16.7-0.31717.617.916.915.815.815.614.9
期近16.4-0.51717.61816.115151514.4
期先116.7-0.31717.617.817.716.816.916.616.3
期先218.3-0.218.51919.219.418.718.718.418.4
当/先101110.90.90.90.90.9
先/先20.900.90.90.90.90.90.90.90.9

63362











8750900092509500975010000102501050010500105001075011000112501150011750
1P8751P9001P9251P9501P9751P10001P10251P1050105501C10501C10751C11001C11251C11501C1175
11111.84.716.268186.2118.224.74.71.311
000-0.9-1.7-2.9-8.4-23.3-16.37-0.9-0.4-0.400
54.446.939.632.32722.818.916.216.416.716.518.621.72732.8
4.543.50.60.10.50.1-0.6-0.5-0.5-0.50.101.21.6
00-0.01-0.01-0.01-0.04-0.12-0.41
0.590.20.040.010.010.01
0.0020.0020.0030.0040.0090.0250.0770.172
0.1680.120.0360.0110.0060.004
0.170.190.220.260.471.122.835.42
5.433.841.310.460.310.26
-0.73-0.71-0.69-0.67-1-2.01-4.2-6.9
-7.12-5-1.92-0.78-0.66-0.68
2P8752P9002P9252P9502P9752P10002P10252P1050105502C10502C10752C11002C11252C11502C1175
2.94.98.11527.452.7102.6188.6429.3240.712558.223.69.33.6
-0.7-1-1.6-2.5-5.6-9.4-13.7-20.3-9.610.74.81.70.40.10
26.925.123.221.619.918.617.616.716.81716.416.316.216.516.9
0000.1-0.2-0.2-0.2-0.2-0.2-0.2-0.2-0.2-0.2-0.2-0.1
-0.01-0.02-0.03-0.05-0.09-0.16-0.29-0.45
0.550.360.20.10.040.02
0.0030.0050.0090.0150.0260.0420.0610.074
0.0730.0720.0550.0340.0180.008
0.831.312.053.325.27.8810.8312.64
12.6411.949.045.542.961.44
-0.33-0.49-0.71-1.07-1.55-2.19-2.85-3.15
-3.23-2.94-2.21-1.35-0.73-0.37
3P8753P9003P9253P9503P9753P10003P10253P1050105503C10503C10753C11003C11253C11503C1175
17.42638.559.189.3134.3201.8297640.6343.7223134.576.941.921.3
-2.7-3.5-5-6.1-9.8-12.3-15.7-18.8-8.710.17.94.52.61.80.8
26.124.823.422.321.220.119.318.518.418.417.817.417.217.117
-0.2-0.2-0.2-0.1-0.2-0.2-0.2-0.1-0.2-0.2-0.1-0.1-0.1-0.1-0.1
-0.04-0.05-0.08-0.12-0.17-0.25-0.34-0.46
0.540.410.290.190.120.07
0.0070.010.0150.020.0280.0360.0440.049
0.050.050.0450.0360.0270.018
3.524.826.488.6611.1513.7616.0517.31
17.3116.9814.9911.918.625.68
-0.74-0.95-1.21-1.55-1.89-2.21-2.47-2.55
-2.56-2.44-2.1-1.65-1.19-0.78

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.23.621.4149112500





0.20.5002.80





17.66.119.1143.8112250





-0.10.2002.40





17.311.417.81.638.4112000





00.7-0.2-0.120





1721.316.93.632.8111750





-0.10.8-0.101.60





17.141.916.59.327111500





-0.11.8-0.20.11.20





17.276.916.223.621.71.311250





-0.12.6-0.20.40-0.4





17.4134.516.358.218.64.711000455.417.2506.916585.517.4
-0.14.5-0.21.70.1-0.4-25.617.2-30-0.4-25-0.1
17.822316.412516.524.710750224.916323.416.1424.917.9
-0.17.9-0.24.8-0.5-0.9-32.2-0.8-27-0.4-20.50
18.4343.717240.716.7118.2105006816.2188.616.729718.5
-0.210.1-0.210.7-0.57-23.3-0.6-20.3-0.2-18.8-0.1
19.2499.917.7402.419.3315.11025016.218.9102.617.6201.819.3
-0.114.9-0.314.60.522.8-8.40.1-13.7-0.2-15.7-0.2
20.1683.218.9603.423.7553.5100004.722.852.718.6134.320.1
-0.118.2-0.220.9-0.125.6-2.90.5-9.4-0.2-12.3-0.2






97501.82727.419.989.321.2






-1.70.1-5.6-0.2-9.8-0.2






9500132.31521.659.122.3






-0.90.6-2.50.1-6.1-0.1






9250139.68.123.238.523.4






03.5-1.60-5-0.2






9000146.94.925.12624.8






04-10-3.5-0.2






8750154.42.926.917.426.1






04.5-0.70-2.7-0.2






8500161.92.229.612.127.6






05-0.30.3-1.6-0.1






8250169.71.6328.629.2






05.6-0.20.4-1.10






8000177.6133.96.230.8






06.100.8-0.80






7750185.7137.400






06.700.900






7500194141.13.634.6






07.300.9-0.30.2






6250000000






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