2011年1月21日金曜日

2011/01/21(Fri)OP

P/C1.301.31.71.10.70.70.80.91.1
先物10272.5-16010432.510562.510512.510502.510507.510567.51051510512.5
基準16.40.515.914.91515.115.616.316.917.3
期近160.415.614.614.714.815.538.923.621.6
期先117.40.716.715.916.216.317.11616.516.9
期先218.10.417.716.717.217.318.117.51818.3
当/先0.900.90.90.90.90.92.41.41.3
先/先2100.910.90.90.90.90.90.9

194876











850087509000925095009750100001025010250102501050010750110001125011500
2P8502P8752P9002P9252P9502P9752P10002P1025102802C10252C10502C10752C11002C11252C1150
1.22.13.461225.659.6138.1302.7164.660.317.75.62.61.7
0.20.411.94.810.124.153.9-51.4-105.2-60.3-24.2-6.5-1.4-0.3
32.329.726.82421.519.217.215.81616.215.415.416.418.420.9
-0.8-0.9-0.5-0.7-0.4-0.6-0.6-0.5-0.5-0.400.41.22.12.7
0-0.01-0.01-0.03-0.05-0.11-0.24-0.47
0.530.270.10.040.020.01
0.0020.0030.0060.0110.0220.0430.0770.106
0.1040.0920.0490.0210.010.006
0.330.560.881.482.614.567.49.41
9.417.894.261.90.980.65
-0.28-0.43-0.61-0.92-1.45-2.25-3.29-3.84
-3.95-3.14-1.7-0.81-0.47-0.35
3P8503P8753P9003P9253P9503P9753P10003P1025102703C10253C10503C10753C11003C11253C1150
10.916.225.339.462.7100.1159.7249.2521.227215375.934.114.35.8
4.16.29.414.321.132.648.668.1-23.7-91.8-67-43-23.3-10.8-4.6
27.725.924.322.821.319.918.717.517.517.416.61615.715.615.8
0.60.60.50.50.40.40.30.20.20.20.20.20.30.40.5
-0.03-0.04-0.06-0.1-0.15-0.22-0.33-0.47
0.530.370.230.120.060.03
0.0060.0090.0130.020.0290.040.0520.061
0.0610.0610.050.0340.020.01
2.313.234.576.348.6211.213.614.88
14.8814.1211.257.524.362.29
-0.66-0.86-1.15-1.49-1.9-2.3-2.62-2.68
-2.7-2.43-1.86-1.22-0.7-0.37
4P8504P8754P9004P9254P9504P9754P10004P1025102004C10254C10504C10754C11004C11254C1150
32.24462.990.8130.4185262.9365.5678.4312.8199.9118.765.333.417.1
101217.12534.44559.374-9.3-83.3-63.7-45.3-29.6-18.1-10.2
27.225.724.523.522.521.520.820.218.316.115.815.515.315.215.3
0.70.40.40.50.50.40.40.30.40.50.40.40.30.20.3
-0.06-0.08-0.11-0.15-0.21-0.28-0.37-0.47
0.530.40.270.170.10.06
0.0090.0120.0160.0210.0270.0330.0390.042
0.0530.0520.0460.0360.0250.016
5.336.88.7211.0113.4615.8317.7418.7
18.718.115.6512.078.335.4
-0.95-1.14-1.4-1.69-1.98-2.22-2.41-2.46
-1.98-1.88-1.6-1.22-0.83-0.54

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
16.42.718.4129.1112250





1.1-0.41.6030





15.84.517.31.626112000





0.6-21.1-0.62.90





15.48.416.42.722.9111750





0.3-5.20.6-1.92.90





15.317.115.85.820.91.711500





0.3-10.20.5-4.62.7-0.3





15.233.415.614.318.42.611250





0.2-18.10.4-10.82.1-1.4





15.365.315.734.116.45.611000





0.3-29.60.3-23.31.2-6.5





15.5118.71675.915.417.710750491.514.6551.615.9670.420.2
0.4-45.30.2-430.4-24.2136.10.1115.101110.6
15.8199.916.615315.460.310500282.114.7379.116.6502.420
0.4-63.70.2-670-60.398-0.392.60.294.40.5
16.1312.817.427216.2164.610250138.115.8249.217.5365.520.2
0.5-83.30.2-91.8-0.4-105.253.9-0.568.10.2740.3
16.4459.818.6432.417.8336.61000059.617.2159.718.7262.920.8
0.9-98.70.5-109.8-0.9-136.624.1-0.648.60.359.30.4
17.4646.719.8621.820.4554.3975025.619.2100.119.918521.5
2.3-98.80.4-127.5-0.6-148.510.1-0.632.60.4450.4






95001221.562.721.3130.422.5






4.8-0.421.10.434.40.5






925062439.422.890.823.5






1.9-0.714.30.5250.5






90003.426.825.324.362.924.5






1-0.59.40.517.10.4






87502.129.716.225.94425.7






0.4-0.96.20.6120.4






85001.232.310.927.732.227.2






0.2-0.84.10.6100.7






8250136.17.429.500






0-1.32.60.500






8000140.75.331.516.129.8






0-1.12.10.94.40.4






7750145.40000






0-10000






7500150.22.935.79.433.3






0-0.910.63.30.9






7250000000






000000






6250000000






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