2011年1月17日月曜日

2011/01/17(Mon)OP

P/C0.700.70.80.91.11.71.21.40.9
先物10502.5-510507.510567.51051510512.510547.510517.510377.510382.5
基準15.1-0.515.616.316.917.316.71717.617.9
期近14.8-0.715.538.923.621.616.41717.618
期先116.3-0.817.11616.516.916.71717.617.8
期先217.3-0.818.117.51818.318.318.51919.2
当/先0.900.92.41.41.31111
先/先20.900.90.90.90.90.90.90.90.9

235280











8750900092509500975010000102501050010500105001075011000112501150011750
2P8752P9002P9252P9502P9752P10002P10252P1050105102C10502C10752C11002C11252C11502C1175
11.62.65.611.828.667.4154.2314.3160.163.321.272.91
-0.6-0.7-1-2-4.8-8.2-14.1-15.8-35.4-19.6-17.1-8.5-3-0.8-0.6
27.825.322.620.718.717.115.614.714.81514.614.815.616.917.8
0.20.30.30.1-0.4-0.5-0.7-0.8-0.7-0.6-0.8-0.5-0.10.50.2
0-0.01-0.01-0.03-0.06-0.12-0.26-0.49
0.510.270.110.040.020.01
0.0020.0030.0050.0110.0220.0450.0780.102
0.10.0850.0490.0220.010.004
0.330.530.851.612.965.458.6610.6
10.68.85.082.391.180.5
-0.2-0.29-0.41-0.71-1.18-1.99-2.89-3.32
-3.41-2.76-1.62-0.8-0.43-0.19
3P8753P9003P9253P9503P9753P10003P10253P1050105003C10503C10753C11003C11253C11503C1175
8.613.321.535.259.298.4160.2257.1517259.9147.374.834.715.16.8
-2.4-3.8-5.7-8.8-10.9-15.1-19.7-18.3-40.6-22.3-21.4-18-11.6-7.4-3.2
24.723.121.720.419.318.217.116.316.316.315.715.315.115.115.4
-0.4-0.5-0.6-0.8-0.7-0.8-1-0.8-0.8-0.8-0.8-0.9-0.8-0.9-0.6
-0.02-0.04-0.06-0.09-0.15-0.23-0.34-0.49
0.510.360.220.120.060.03
0.0060.0080.0130.020.030.0420.0540.061
0.0620.060.0490.0330.020.011
2.153.14.526.499.0811.9914.5915.86
15.8614.8711.87.984.722.66
-0.51-0.68-0.94-1.26-1.67-2.08-2.37-2.46
-2.47-2.23-1.72-1.15-0.68-0.39
4P8754P9004P9254P9504P9754P10004P10254P1050104204C10504C10754C11004C11254C11504C1175
28.441.459.788.9129.9186.4269.5378.3681302.6194.1114.8653517.3
-6.6-8.6-9.9-11.9-15.2-18.7-18.4-20.5-43.9-23.4-21.4-20.4-14.9-10.4-7.9
24.923.822.721.92120.219.819.417.315.315.114.914.914.914.8
-0.8-0.8-0.7-0.7-0.7-0.8-0.7-0.8-0.8-0.8-0.7-0.9-0.8-0.8-0.9
-0.05-0.08-0.11-0.15-0.21-0.29-0.38-0.48
0.520.390.270.170.10.06
0.0090.0120.0160.0220.0280.0340.0390.042
0.0530.0510.0450.0350.0250.016
5.286.999.0411.5614.2316.7418.7319.64
19.6418.8516.1812.538.855.64
-0.82-1.03-1.27-1.57-1.86-2.1-2.29-2.35
-1.88-1.79-1.51-1.16-0.82-0.52

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
15.32.117.5126.1112500





-0.8-1.6-0.5-0.71.60





15.14.316.81.823.4112250





-0.7-2.4-0.2-0.81.40





14.98.615.93.120.6112000





-0.9-4.9-0.5-1.81.30





14.817.315.46.817.8111750





-0.9-7.9-0.6-3.20.2-0.6





14.93515.115.116.92.911500





-0.8-10.4-0.9-7.40.5-0.8





14.96515.134.715.6711250





-0.8-14.9-0.8-11.6-0.1-3





14.9114.815.374.814.821.211000517.114.7572.715.4691.419.7
-0.9-20.4-0.9-18-0.5-8.5-2.3-0.3-14.6-1-13.6-0.6
15.1194.115.7147.314.663.31075030714.3395.415.8518.519.3
-0.7-21.4-0.8-21.4-0.8-17.1-10.4-0.6-17.1-0.9-16.5-0.6
15.3302.616.3259.915160.110500154.214.7257.116.3378.319.4
-0.8-23.4-0.8-22.3-0.6-19.6-15.8-0.8-18.3-0.8-20.5-0.8
15.5444.817.2414.915.7321.21025067.415.6160.217.1269.519.8
-0.9-24.9-0.6-19.3-0.9-20.9-14.1-0.7-19.7-1-18.4-0.7
15.3611.518600.517.3532.31000028.617.198.418.2186.420.2
-1.1-24.9-0.6-17-0.7-15-8.2-0.5-15.1-0.8-18.7-0.8






975011.818.759.219.3129.921






-4.8-0.4-10.9-0.7-15.2-0.7






95005.620.735.220.488.921.9






-20.1-8.8-0.8-11.9-0.7






92502.622.621.521.759.722.7






-10.3-5.7-0.6-9.9-0.7






90001.625.313.323.141.423.8






-0.70.3-3.8-0.5-8.6-0.8






8750127.88.624.728.424.9






-0.60.2-2.4-0.4-6.6-0.8






8500131.85.926.419.626.1






01.8-1.7-0.3-5.2-0.8






8250135.84.128.200






02-1.1-0.100






8000139.92.930.19.728.6






02.3-0.50.2-2.4-0.5






7750144.20000






02.50000






7500148.51.734.25.231.6






02.8-0.30.2-1.5-0.5






6250000000






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