2011年1月24日月曜日

2011/01/24(Mon)OP

P/C0.6-0.61.31.31.71.10.70.70.80.9
先物10342.57010272.510432.510562.510512.510502.510507.510567.510515
基準16.4016.415.914.91515.115.616.316.9
期近16.10.11615.614.614.714.815.538.923.6
期先116.9-0.517.416.715.916.216.317.11616.5
期先217.4-0.718.117.716.717.217.318.117.518
当/先100.90.90.90.90.90.92.41.4
先/先21010.910.90.90.90.90.9

164573











850087509000925095009750100001025010250102501050010750110001125011500
2P8502P8752P9002P9252P9502P9752P10002P1025103502C10252C10502C10752C11002C11252C1150
11.42.33.77.91740.599.3295.8196.57320.55.221.1
-0.2-0.7-1-2.3-4-8.5-19.1-38.8-6.931.912.72.7-0.4-0.6-0.6
35.531.928.925.52320.418.116.216.416.715.615.516.11820.3
3.22.22.11.51.51.20.80.40.40.50.20.1-0.3-0.4-0.6
0-0.01-0.01-0.02-0.04-0.08-0.18-0.39
0.610.330.120.040.010.01
0.0020.0020.0040.0080.0170.0340.0670.108
0.1050.1060.060.0230.0090.005
0.260.370.610.971.833.335.838.4
8.427.934.471.780.80.44
-0.29-0.36-0.54-0.76-1.29-2.07-3.21-4.15
-4.31-3.8-2.12-0.88-0.44-0.28
3P8503P8753P9003P9253P9503P9753P10003P1025103403C10253C10503C10753C11003C11253C1150
7.811.817.728.947.377.1126.3205.8505.5299.7169.683.73614.45.5
-3.1-4.4-7.6-10.5-15.4-23.1-33.4-43.4-15.727.716.57.720.1-0.3
27.926.124.222.721.219.818.417.317.317.316.415.715.315.215.3
0.20.1-0.2-0.1-0.1-0.2-0.3-0.3-0.2-0.2-0.2-0.3-0.4-0.4-0.4
-0.02-0.03-0.05-0.08-0.12-0.19-0.29-0.43
0.570.410.250.130.060.03
0.0050.0070.0110.0170.0260.0370.0510.062
0.0620.0650.0560.0380.0220.011
1.792.543.585.187.39.8512.4814.31
14.3114.1611.637.794.422.24
-0.55-0.73-0.95-1.3-1.71-2.14-2.52-2.71
-2.74-2.56-2.02-1.31-0.74-0.38
4P8504P8754P9004P9254P9504P9754P10004P1025102704C10254C10504C10754C11004C11254C1150
25.235.652.375109157.2226.3322.6661338.3215128.969.837.418.9
-7-8.4-10.5-15.8-21.3-27.9-36.6-42.9-17.425.515.110.34.54.11.8
2725.724.623.422.321.320.52018.615.715.415.21515.115.1
-0.200.1-0.1-0.1-0.2-0.3-0.2-0.2-0.4-0.4-0.3-0.4-0.1-0.1
-0.05-0.07-0.09-0.13-0.18-0.25-0.34-0.44
0.570.430.30.190.110.06
0.0080.0110.0150.020.0260.0320.0380.043
0.0540.0550.0490.0390.0280.018
4.515.917.769.8912.3314.8216.9818.3
18.2518.1916.0812.538.915.77
-0.83-1.03-1.3-1.57-1.87-2.15-2.37-2.48
-1.96-1.91-1.68-1.28-0.92-0.6

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
15.6218.3130.5112250





-0.8-0.7-0.101.40





15.34.2171.427.2112000





-0.4-0.3-0.4-0.21.20





15.18.715.82.323.8111750





-0.30.3-0.6-0.50.90





15.118.915.35.520.31.111500





-0.11.8-0.4-0.3-0.6-0.6





15.137.415.214.418211250





-0.14.1-0.40.1-0.4-0.6





1569.815.33616.15.211000





-0.44.5-0.42-0.3-0.4





15.2128.915.783.715.520.510750424.514.8488.815.661520.1
-0.310.3-0.37.70.12.7-670.2-62.8-0.3-55.4-0.1
15.421516.4169.615.67310500224.514.9325.516.345019.7
-0.415.1-0.216.50.212.7-57.60.2-53.6-0.2-52.4-0.3
15.7338.317.3299.716.7196.51025099.316.2205.817.3322.620
-0.425.5-0.227.70.531.9-38.80.4-43.4-0.3-42.9-0.2
15.8490.918.5470.718.9388.11000040.518.1126.318.4226.320.5
-0.631.1-0.238.31.151.5-19.10.8-33.4-0.3-36.6-0.3
15.467019.8670.920.7611.197501720.477.119.8157.221.3
-223.3049.10.356.8-8.51.2-23.1-0.2-27.9-0.2






95007.92347.321.210922.3






-41.5-15.4-0.1-21.3-0.1






92503.725.528.922.77523.4






-2.31.5-10.5-0.1-15.8-0.1






90002.328.917.724.252.324.6






-12.1-7.6-0.2-10.50.1






87501.431.911.826.135.625.7






-0.72.2-4.40.1-8.40






8500135.57.827.925.227






-0.23.2-3.10.2-7-0.2






8250140.45.730.100






04.2-1.70.600






8000145.3431.913.430.1






04.6-1.40.5-2.80.3






7750150.40000






050000






7500155.6235.9733.1






05.4-0.90.2-2.5-0.2






7250000000






000000






6250000000






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