2011年1月19日水曜日

2011/01/19(Wed)OP

P/C1.70.61.10.70.70.80.91.11.71.2
先物10562.55010512.510502.510507.510567.51051510512.510547.510517.5
基準14.901515.115.616.316.917.316.717
期近14.6014.714.815.538.923.621.616.417
期先115.9-0.316.216.317.11616.516.916.717
期先216.7-0.517.217.318.117.51818.318.318.5
当/先0.900.90.90.92.41.41.311
先/先2100.90.90.90.90.90.90.90.9

215078











8750900092509500975010000102501050010500105001075011000112501150011750
2P8752P9002P9252P9502P9752P10002P10252P1050105602C10502C10752C11002C11252C11502C1175
11.62.94.8920.149.6119.8304.4184.672.522.36.62.81
-0.2-0.2-0.6-0.6-1.6-5.2-12.6-25.2-0.524.712.43.40.90-0.1
29.927.32522.219.617.515.914.714.714.914.314.31516.617.7
0.810.70.90.70.40.20.10.10.10.1-0.1-0.1-0.4-0.6
0-0.01-0.01-0.02-0.04-0.09-0.21-0.43
0.570.310.120.040.020.01
0.0020.0030.0050.0090.0180.0380.0710.105
0.1030.0970.0560.0240.0110.004
0.310.50.851.362.354.37.3910.02
10.029.055.252.331.140.49
-0.22-0.32-0.5-0.71-1.08-1.76-2.75-3.43
-3.5-3.05-1.76-0.82-0.45-0.2
3P8753P9003P9253P9503P9753P10003P10253P1050105603C10503C10753C11003C11253C11503C1175
6.49.816.127.845.879.6134.7220.3504.4284.1162.183.738.1166.7
-1.1-2.3-3-4.5-9.2-13-20.4-29.6-5.62413.18.63.210.1
24.62321.620.419181716.116.116.115.515.114.914.815
0.1-0.10.10.1-0.1-0.1-0.1-0.3-0.20-0.2-0.1-0.2-0.3-0.4
-0.02-0.03-0.04-0.08-0.12-0.2-0.31-0.45
0.550.390.240.130.060.03
0.0050.0070.0110.0180.0270.0390.0530.063
0.0630.0630.0530.0370.0220.012
1.712.493.715.567.8910.8713.7515.52
15.5215.0712.328.434.952.68
-0.42-0.57-0.79-1.13-1.49-1.94-2.31-2.46
-2.49-2.32-1.86-1.25-0.73-0.4
4P8754P9004P9254P9504P9754P10004P10254P1050104904C10504C10754C11004C11254C11504C1175
22.132.848.772.3107.5160234.7336.5658.7322.2206123.870.237.218.8
-4.5-6.1-8.3-12-15.7-19.9-25.1-32.7-13.81912.88.55.22.20.8
24.523.522.421.420.519.819.318.917.414.814.714.614.614.614.6
-0.3-0.3-0.3-0.3-0.3-0.3-0.3-0.4-0.3-0.3-0.3-0.2-0.2-0.3-0.3
-0.04-0.06-0.09-0.13-0.19-0.26-0.35-0.45
0.550.410.290.190.110.06
0.0080.0110.0150.020.0270.0330.0390.043
0.0550.0540.0480.0370.0260.017
4.486.068.0410.4313.1315.8818.1419.4
19.3819.0516.6713.089.256
-0.7-0.91-1.15-1.42-1.72-2-2.22-2.33
-1.85-1.8-1.56-1.22-0.86-0.56

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
15.52.717.3126.5112500





-0.4-0.1-0.30-0.10





15.14.816.41.823.7112250





-0.10.4-0.4-0.1-0.10





14.79.115.5320.8112000





-0.30.2-0.4-0.1-0.20





14.618.8156.717.7111750





-0.30.8-0.40.1-0.6-0.1





14.637.214.81616.62.811500





-0.32.2-0.31-0.40





14.670.214.938.1156.611250





-0.25.2-0.23.2-0.10.9





14.6123.815.183.714.322.311000457.313.9520.715.2637.319.1
-0.28.5-0.18.6-0.13.4-45.60.1-42.1-0.2-42.7-0.4
14.720615.5162.114.372.510750257.214.1349.115.547018.8
-0.312.8-0.213.10.112.4-38.10-36.5-0.2-39.9-0.5
14.8322.216.1284.114.9184.610500119.814.7220.316.1336.518.9
-0.3190240.124.7-25.20.1-29.6-0.3-32.7-0.4
14.8468.816.9446.516.23651025049.615.9134.717234.719.3
-0.522.8-0.130.30.337.9-12.60.2-20.4-0.1-25.1-0.3
14.564517.9642.318.3586.81000020.117.579.61816019.8
-0.6300.1390.745.8-5.20.4-13-0.1-19.9-0.3






9750919.645.819107.520.5






-1.60.7-9.2-0.1-15.7-0.3






95004.822.227.820.472.321.4






-0.60.9-4.50.1-12-0.3






92502.92516.121.648.722.4






-0.60.7-30.1-8.3-0.3






90001.627.39.82332.823.5






-0.21-2.3-0.1-6.1-0.3






8750129.96.424.622.124.5






-0.20.8-1.10.1-4.5-0.3






85001344.426.515.425.8






01.4-0.70.2-3.3-0.3






8250138.23.228.500






01.5-0.40.300






8000142.52.330.37.628.5






01.6-0.30.3-1.4-0.1






77501470000






01.70000






7500151.51.234.1431.3






01.8-0.10.4-0.60.1






6250000000






000000

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