2011年1月25日火曜日

2011/01/25(Tue)OP

P/C1.710.61.31.31.71.10.70.70.8
先物10442.510010342.510272.510432.510562.510512.510502.510507.510567.5
基準15.8-0.716.416.415.914.91515.115.616.3
期近15.3-0.816.11615.614.614.714.815.538.9
期先116.4-0.516.917.416.715.916.216.317.116
期先217.50.117.418.117.716.717.217.318.117.5
当/先0.9010.90.90.90.90.90.92.4
先/先20.90110.910.90.90.90.9

154472











8750900092509500975010000102501050010500105001075011000112501150011750
2P8752P9002P9252P9502P9752P10002P10252P1050104502C10502C10752C11002C11252C11502C1175
11.52.53.78.522.160.5157.6260.3102.732.57.92.51.21
-0.4-0.8-1.2-4.2-8.6-18.4-38.8-66.9-37.229.7122.70.50.20
33.43026.822.920.31816.114.91515.115.415.817.319.722.9
1.51.11.3-0.1-0.1-0.1-0.10-0.3-0.5-0.1-0.3-0.7-0.6-0.8
0-0.01-0.01-0.02-0.05-0.12-0.28-0.57
0.440.180.060.020.010.01
0.0020.0030.0060.010.0230.0510.0980.124
0.1220.0810.0330.0120.0060.004
0.280.420.691.052.084.177.198.41
8.415.672.40.970.510.38
-0.3-0.41-0.61-0.79-1.38-2.45-3.78-4.08
-4.18-2.87-1.24-0.55-0.33-0.29
3P8753P9003P9253P9503P9753P10003P10253P1050104403C10503C10753C11003C11253C11503C1175
8.312.820.734.557.496.4161.5263.5471.9208.4105.748.219.77.83.2
-3.5-4.9-8.2-12.9-19.7-30-44.4-61.9-23.238.82212.25.42.30.9
2624.222.621.219.718.317.116.116.216.215.415.11515.215.6
00-0.1-0.1-0.1-0.1-0.1-0.2-0.2-0.2-0.3-0.1-0.2-0.1-0.2
-0.02-0.04-0.06-0.09-0.15-0.24-0.37-0.53
0.470.30.170.080.040.02
0.0060.0090.0140.0220.0330.0460.060.068
0.0680.0620.0460.0280.0140.007
1.972.854.176.058.4811.2613.6814.47
14.4712.729.155.462.91.45
-0.58-0.78-1.06-1.44-1.88-2.32-2.64-2.62
-2.66-2.22-1.57-0.93-0.5-0.26
4P8754P9004P9254P9504P9754P10004P10254P1050103704C10504C10754C11004C11254C11504C1175
27.541.459.687.4129.9189274.4387.5642.7255.2153.885.245.72411.9
-8.1-11-15.4-21.7-27.3-37.3-48.2-62.5-22.340.224.815.48.35.13.2
25.524.423.222.121.220.419.819.316.815.214.914.714.714.915.1
-0.2-0.1-0.2-0.2-0.1-0.2-0.2-0.4-0.3-0.2-0.3-0.3-0.3-0.20
-0.05-0.08-0.11-0.16-0.22-0.3-0.4-0.51
0.480.340.220.140.080.04
0.0090.0130.0170.0230.030.0370.0420.044
0.0560.0530.0440.0320.0210.013
5.016.748.7211.113.7316.1517.9318.53
18.5217.113.8810.126.814.22
-0.88-1.14-1.4-1.69-2.01-2.27-2.44-2.46
-1.96-1.77-1.42-1.04-0.71-0.44

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
16.41.819.5133.3112500





00.5-0.70-0.40





15.62.817.6130112250





00.8-0.70-0.50





15.25.716.41.626.5112000





-0.11.4-0.50.2-0.70





15.111.915.63.222.9111750





03.2-0.20.9-0.80





14.92415.27.819.71.211500





-0.25.1-0.12.3-0.60.2





14.745.71519.717.32.511250





-0.38.3-0.25.4-0.70.5





14.785.215.148.215.87.91100056013.1602.514.972019.9
-0.315.4-0.112.2-0.32.7-95.513.1-90.8-0.5-85-0.7
14.9153.815.4105.715.432.510750320.811.7412.515.4537.519.4
-0.324.8-0.322-0.112-103.7-3.2-76.3-0.1-77.5-0.7
15.2255.216.2208.415.1102.710500157.614.9263.516.1387.519.3
-0.240.2-0.238.8-0.529.7-66.90-61.9-0.2-62.5-0.4
15.2387.517353.615.8251.71025060.516.1161.517.1274.419.8
-0.549.2-0.254-0.955.2-38.8-0.1-44.4-0.1-48.2-0.2
15.2552.518.1537.518.6467.51000022.11896.418.318920.4
-0.661.6-0.466.8-0.379.4-18.4-0.1-30-0.1-37.3-0.2






97508.520.357.419.7129.921.2






-8.6-0.1-19.7-0.1-27.3-0.1






95003.722.934.521.287.422.1






-4.2-0.1-12.9-0.1-21.7-0.2






92502.526.820.722.659.623.2






-1.21.3-8.2-0.1-15.4-0.2






90001.53012.824.241.424.4






-0.81.1-4.90-11-0.1






8750133.48.32627.525.5






-0.41.5-3.50-8.1-0.2






8500138.45.72819.726.9






02.8-2.10.1-5.5-0.1






8250143.43.729.700






03-2-0.400






8000148.52.83210.630.1






03.2-1.10.1-2.80






7750153.70000






03.30000






7500159.11.836.95.433






03.5-0.11.1-1.5-0.1






6250000000






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