2011年1月20日木曜日

2011/01/20(Thu)OP

P/C1.3-0.41.71.10.70.70.80.91.11.7
先物10432.5-13010562.510512.510502.510507.510567.51051510512.510547.5
基準15.90.914.91515.115.616.316.917.316.7
期近15.60.914.614.714.815.538.923.621.616.4
期先116.70.715.916.216.317.11616.516.916.7
期先217.7116.717.217.318.117.51818.318.3
当/先0.900.90.90.90.92.41.41.31
先/先20.9010.90.90.90.90.90.90.9

204977











8750900092509500975010000102501050010500105001075011000112501150011750
2P8752P9002P9252P9502P9752P10002P10252P1050104402C10502C10752C11002C11252C11502C1175
1.72.34.17.215.535.584.2184.1304.7120.64212.13.921
0.70.71.12.46.415.434.664.30.3-64-30.5-10.2-2.7-0.80
30.627.324.721.919.817.916.31515.315.41515.216.318.320
0.80-0.3-0.20.20.30.40.30.50.50.70.91.31.62.3
-0.01-0.01-0.02-0.03-0.07-0.15-0.32-0.56
0.440.20.070.030.010.01
0.0030.0040.0070.0140.0280.0540.0880.106
0.1040.0770.0370.0150.0070.004
0.470.661.11.833.335.818.779.7
9.7173.421.490.810.44
-0.35-0.44-0.66-0.98-1.61-2.54-3.51-3.57
-3.68-2.59-1.28-0.6-0.36-0.22
3P8753P9003P9253P9503P9753P10003P10253P1050104303C10503C10753C11003C11253C11503C1175
10.115.925.141.667.5111.1181.1286.5506.5220.1118.957.42510.44.7
3.76.2913.821.731.546.466.22.2-64-43.2-26.3-13.1-5.6-2.1
25.323.822.22119.618.417.316.416.416.415.815.415.215.315.7
0.70.80.70.60.60.40.30.30.30.30.30.30.40.50.7
-0.03-0.04-0.07-0.1-0.16-0.25-0.38-0.53
0.470.310.180.090.040.02
0.0060.010.0150.0230.0330.0450.0570.063
0.0630.0590.0450.0290.0160.008
2.343.414.876.969.4912.2914.5815.26
15.2613.6110.176.433.581.96
-0.6-0.82-1.1-1.48-1.88-2.28-2.55-2.52
-2.55-2.18-1.59-0.99-0.56-0.31
4P8754P9004P9254P9504P9754P10004P10254P1050103604C10504C10754C11004C11254C11504C1175
3245.765.995.9140203.6291.5408.1671.8263.71649551.527.313.6
1012.917.223.732.543.656.871.613-58.5-42-28.8-18.7-9.9-5.3
25.424.1232221.120.419.819.516.915.415.21514.91515.1
0.80.70.60.50.50.50.50.60.50.50.50.40.30.40.4
-0.06-0.08-0.12-0.16-0.23-0.31-0.4-0.51
0.480.350.230.140.080.05
0.010.0130.0180.0230.030.0360.0410.043
0.0540.0510.0420.0320.0220.013
5.617.329.4111.8714.4916.9118.6119.16
19.1317.7514.710.917.474.68
-0.92-1.14-1.39-1.68-1.97-2.22-2.37-2.4
-1.91-1.75-1.43-1.06-0.73-0.46

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
15.31.318.6129112500





-0.2-1.31.302.40





15.33.116.7126.1112250





0.2-1.80.3-0.82.40





15.16.516.32.223.1112000





0.4-2.60.8-0.82.30





15.113.615.74.720111750





0.4-5.30.7-2.12.30





1527.315.310.418.3211500





0.4-9.90.5-5.61.6-0.8





14.951.515.22516.33.911250





0.3-18.70.4-13.11.3-2.7





159515.457.415.212.111000576.514.5622.415.3739.320
0.4-28.80.3-26.30.9-10.2119.30.5101.80.11020.9
15.216415.8118.9154210750355.414.5436.515.9559.419.6
0.5-420.3-43.20.7-30.598.20.487.40.489.40.8
15.4263.716.4220.115.4120.610500184.115286.516.4408.119.5
0.5-58.50.3-640.5-6464.30.366.20.371.60.6
15.5396.117.2363.716.6269.81025084.216.3181.117.3291.519.8
0.7-72.70.4-82.80.4-95.234.60.446.40.356.80.5
15.5558.518.2542.118.6473.21000035.517.9111.118.4203.620.4
1-86.50.3-100.20.3-113.615.40.331.50.443.60.5






975015.519.867.519.614021.1






6.40.221.70.632.50.5






95007.221.941.62195.922






2.4-0.213.80.623.70.5






92504.124.725.122.265.923






1.1-0.390.717.20.6






90002.327.315.923.845.724.1






0.706.20.812.90.7






87501.730.610.125.33225.4






0.70.83.70.7100.8






8500133.16.927.122.226.6






0-0.92.50.76.80.7






8250137.44.82900






0-0.81.60.500






8000141.83.230.611.729.5






0-0.70.90.34.11






7750146.40000






0-0.60000






7500151.11.935.16.132.4






0-0.40.712.21






6250000000






000000

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