2011年1月26日水曜日

2011/01/26(Wed)OP

P/C1.4-0.21.60.61.31.31.71.10.70.7
先物10412.5-3010442.510342.510272.510432.510562.510512.510502.510507.5
基準15.8015.816.416.415.914.91515.115.6
期近15.2-0.115.316.11615.614.614.714.815.5
期先116.4016.416.917.416.715.916.216.317.1
期先217.60.217.517.418.117.716.717.217.318.1
当/先0.900.910.90.90.90.90.90.9
先/先20.900.9110.910.90.90.9

144371











8750900092509500975010000102501050010500105001075011000112501150011750
2P8752P9002P9252P9502P9752P10002P10252P1050104202C10502C10752C11002C11252C11502C1175
11.52.43.98.522.963.9169.4254.384.922.84.91.811
00-0.10.100.93.411.8-6-17.8-9.6-3-0.7-0.20
3430.426.923.120.217.915.814.614.814.91515.517.620.324.2
0.50.40.10.2-0.1-0.1-0.3-0.3-0.2-0.2-0.4-0.30.30.61.2
0-0.01-0.01-0.02-0.05-0.12-0.3-0.61
0.390.150.040.010.010.01
0.0020.0030.0060.0110.0240.0550.1070.127
0.1250.0740.0260.010.0050.004
0.270.410.671.062.074.227.217.94
7.954.721.720.740.420.37
-0.32-0.44-0.62-0.85-1.45-2.62-3.96-4.02
-4.15-2.46-0.93-0.45-0.3-0.31
3P8753P9003P9253P9503P9753P10003P10253P1050104103C10503C10753C11003C11253C11503C1175
7.912.520.134.958.3100.1169.2276.4465.518993.840.916.26.42.7
-0.4-0.4-0.60.50.93.87.712.9-6.4-19.3-11.9-7.4-3.5-1.5-0.5
25.72422.32119.518.217.116161615.31514.915.215.7
-0.3-0.3-0.3-0.2-0.2-0.1-0.1-0.1-0.2-0.2-0.1-0.1-0.100.1
-0.02-0.04-0.06-0.1-0.16-0.25-0.38-0.55
0.450.280.150.070.030.01
0.0060.0090.0140.0230.0340.0490.0620.069
0.0690.0620.0430.0250.0130.006
1.912.84.116.118.5511.3813.6914.21
14.2112.138.384.812.491.26
-0.57-0.77-1.06-1.47-1.91-2.38-2.68-2.61
-2.63-2.15-1.45-0.83-0.44-0.23
4P8754P9004P9254P9504P9754P10004P10254P1050103404C10504C10754C11004C11254C11504C1175
28.641.86089.9132.9195.3283.2402.5640237.5141.37939.9209.8
10.40.42.54.32.810.215-2.7-17.7-12.5-7.8-5.8-4-2.1
25.524.3232221.120.319.719.416.515.114.914.814.614.815
0-0.1-0.2-0.10-0.300.10-0.1-0.10-0.1-0.2-0.1
-0.05-0.08-0.11-0.16-0.23-0.31-0.41-0.52
0.460.330.210.120.070.04
0.0090.0130.0180.0240.0310.0380.0430.045
0.0570.0530.0420.030.0190.012
5.116.788.7711.2313.8416.2417.9118.34
18.2916.613.319.376.083.69
-0.91-1.15-1.41-1.73-2.04-2.3-2.46-2.48
-1.95-1.74-1.39-0.96-0.63-0.39

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
16.51.620134.8112500





0.1-0.20.501.50





15.82.718.1131.4112250





0.2-0.10.501.40





15.14.616.81.627.8112000





-0.1-10.401.30





159.815.72.724.2111750





-0.1-2.10.1-0.51.20





14.82015.26.420.3111500





-0.2-40-1.50.6-0.2





14.639.914.916.217.61.811250





-0.1-5.8-0.1-3.50.3-0.7





14.8791540.915.54.9110005860628.115.1744.520.3
0-7.8-0.1-7.4-0.3-326-13.125.60.224.50.3
14.9141.315.393.81522.810750355.814.1431.315.4555.219.5
-0.1-12.5-0.1-11.9-0.4-9.634.92.418.8017.70.1
15.1237.51618914.984.910500169.414.6276.416402.519.4
-0.1-17.7-0.2-19.3-0.2-17.811.8-0.312.9-0.1150.1
15.3368.216.9330.416.2229.51025063.915.8169.217.1283.219.7
0-19.3-0.1-23.20.4-22.23.4-0.37.7-0.110.20
15.353018.1512.618.8439.91000022.917.9100.118.2195.320.3
0.1-22.50-24.90.2-27.60.9-0.13.8-0.12.8-0.3






97508.520.258.319.5132.921.1






0-0.10.9-0.24.30






95003.923.134.92189.922






0.10.20.5-0.22.5-0.1






92502.426.920.122.36023






-0.10.1-0.6-0.30.4-0.2






90001.530.412.52441.824.3






00.4-0.4-0.30.4-0.1






87501347.925.728.625.5






00.5-0.4-0.310






8500139.15.527.82026.9






00.7-0.2-0.20.3-0.1






8250144.23.729.600






00.90000






8000149.52.83210.530






01-0.1-0.1-0.1-0.1






7750154.90000






01.20000






7500160.51.636.65.533






01.4-0.2-0.400






6250000000






000000

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