2011年1月18日火曜日

2011/01/18(Tue)OP

P/C1.10.30.70.70.80.91.11.71.21.4
先物10512.51010502.510507.510567.51051510512.510547.510517.510377.5
基準15-0.115.115.616.316.917.316.71717.6
期近14.7-0.214.815.538.923.621.616.41717.6
期先116.2-0.116.317.11616.516.916.71717.6
期先217.2-0.117.318.117.51818.318.318.519
当/先0.900.90.92.41.41.3111
先/先20.900.90.90.90.90.90.90.90.9

225179











8750900092509500975010000102501050010500105001075011000112501150011750
2P8752P9002P9252P9502P9752P10002P10252P1050105102C10502C10752C11002C11252C11502C1175
1.21.83.55.510.725.362.2145304.9159.960.118.95.72.81.1
0.20.20.9-0.1-1.1-3.3-5.2-9.2-9.4-0.2-3.3-2.4-1.2-0.10.1
29.126.324.321.318.917.115.714.614.714.814.314.515.217.118.3
1.311.60.60.200-0.1-0.1-0.2-0.4-0.4-0.40.10.5
0-0.01-0.02-0.03-0.05-0.11-0.25-0.48
0.520.270.110.040.020.01
0.0020.0030.0060.0110.0210.0430.0780.105
0.1040.0890.0490.020.010.004
0.370.5611.552.725.048.2810.37
10.378.64.772.11.130.54
-0.24-0.33-0.54-0.74-1.15-1.92-2.9-3.37
-3.44-2.75-1.55-0.71-0.43-0.22
3P8753P9003P9253P9503P9753P10003P10253P1050105103C10503C10753C11003C11253C11503C1175
7.512.11932.35592.6155.1249.9510260.114975.134.9156.7
-1.1-1.3-2.5-2.9-4.2-5.8-5.1-7.2-70.31.70.30.20-0.1
24.523.121.520.319.118.117.216.316.216.115.715.215.115.115.4
-0.2-0.1-0.2-0.1-0.1-0.100-0.1-0.200000
-0.02-0.03-0.05-0.09-0.14-0.22-0.33-0.48
0.520.360.220.120.060.03
0.0050.0080.0120.0190.0290.0420.0540.062
0.0630.0610.050.0340.020.011
1.952.894.186.158.7211.6614.3615.71
15.7114.8111.777.974.692.61
-0.46-0.65-0.87-1.21-1.62-2.04-2.39-2.48
-2.48-2.27-1.75-1.17-0.69-0.39
4P8754P9004P9254P9504P9754P10004P10254P1050104304C10504C10754C11004C11254C11504C1175
26.638.95784.2123.2179.9259.8369.3672.5303.2193.2115.2653518
-1.8-2.5-2.7-4.6-6.7-6.4-9.7-9.1-8.50.6-0.90.4000.7
24.823.722.721.720.920.119.619.317.315.11514.814.814.814.9
-0.1-0.10-0.1-0.2-0.1-0.2-0.1-0.1-0.1-0.20000.1
-0.05-0.07-0.1-0.15-0.2-0.28-0.37-0.48
0.520.390.270.170.10.06
0.0080.0120.0160.0220.0280.0340.0390.042
0.0540.0520.0450.0350.0250.016
5.066.738.7911.2513.9116.5118.5519.52
19.5318.7916.1612.528.845.76
-0.79-1-1.25-1.54-1.82-2.08-2.27-2.36
-1.88-1.78-1.52-1.17-0.83-0.54

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
15.92.817.5126.6112500





0.50.60.100.40





15.24.416.91.923.8112250





0.10.10.100.40





158.915.93.121112000





0.10.30-0.10.30





14.91815.46.718.31.111750





0.10.70-0.10.50.1





14.83515.11517.12.811500





00000.1-0.1





14.86515.134.915.25.711250





0000.2-0.4-1.2





14.8115.215.275.114.518.911000502.813.8562.815.468019.5
00.400.3-0.4-2.4-14.3-0.8-100-11.4-0.1
15193.215.714914.360.110750295.314.1385.615.7509.919.3
-0.2-0.901.7-0.4-3.3-11.7-0.2-9.8-0.1-8.60
15.1303.216.1260.114.8159.91050014514.6249.916.3369.319.3
-0.10.6-0.20.3-0.2-0.2-9.2-0.1-7.20-9.1-0.1
15.344617416.215.9327.11025062.215.7155.117.2259.819.6
-0.21.3-0.21.30.25.9-5.20-5.10-9.7-0.2
15.161517.8603.417.6541.11000025.317.192.618.1179.920.1
-0.23.5-0.22.90.48.7-3.30-5.8-0.1-6.4-0.1






975010.718.95519.1123.220.9






-1.10.2-4.2-0.1-6.7-0.2






95005.521.332.320.384.221.7






-0.10.6-2.9-0.1-4.6-0.1






92503.524.31921.55722.7






0.91.6-2.5-0.2-2.70






90001.826.312.123.138.923.7






0.21-1.3-0.1-2.5-0.1






87501.229.17.524.526.624.8






0.21.3-1.1-0.2-1.8-0.1






8500132.65.126.318.726.1






00.8-0.8-0.2-0.90






8250136.73.728.200






00.9-0.4000






80001412.630928.6






01-0.30-0.7-0.1






7750145.30000






01.10000






7500149.71.333.74.531.3






01.2-0.4-0.5-0.6-0.3






6250000000






000000

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