2011年1月27日木曜日

2011/01/27(Thu)OP

P/C1.2-0.21.41.60.61.31.31.71.10.7
先物1047562.510412.510442.510342.510272.510432.510562.510512.510502.5
基準15.2-0.515.815.816.416.415.914.91515.1
期近14.7-0.515.215.316.11615.614.614.714.8
期先115.7-0.716.416.416.917.416.715.916.216.3
期先216.8-0.917.617.517.418.117.716.717.217.3
当/先0.900.90.910.90.90.90.90.9
先/先20.900.90.9110.910.90.9

134270











8750900092509500975010000102501050010500105001075011000112501150011750
2P8752P9002P9252P9502P9752P10002P10252P1050104802C10502C10752C11002C11252C11502C1175
111.52.55.214.443.3129233.6104.627.261.811
0-0.5-0.9-1.3-3.3-8.5-20.6-40.4-20.719.74.41.1000
36.331.127.423.720.41815.814.514.514.614.415.217.12023.9
2.30.70.50.60.30.10-0.1-0.2-0.4-0.6-0.3-0.5-0.4-0.2
00-0.01-0.01-0.03-0.09-0.23-0.53
0.470.180.050.010.010.01
0.0020.0020.0040.0080.0170.0430.0960.137
0.1360.090.0330.0110.0050.004
0.250.290.450.751.433.146.17.98
7.985.220.760.420.37
-0.35-0.34-0.46-0.66-1.1-2.11-3.6-4.32
-4.36-2.81-1.14-0.48-0.32-0.33
3P8753P9003P9253P9503P9753P10003P10253P1050104703C10503C10753C11003C11253C11503C1175
5.78.91525.844.778.5138.7235.5445.2209.7105.145.617.972.5
-2.2-3.6-5.1-9.2-13.6-21.6-30.4-40.9-20.320.711.34.71.70.6-0.2
25.423.62220.619.117.816.715.715.615.514.914.514.514.815
-0.3-0.4-0.3-0.4-0.4-0.4-0.4-0.4-0.4-0.4-0.4-0.4-0.4-0.4-0.7
-0.02-0.03-0.05-0.08-0.13-0.21-0.34-0.51
0.490.310.170.080.030.01
0.0050.0070.0120.020.0310.0460.0620.071
0.0720.0670.0480.0280.0140.006
1.52.213.395.117.4610.3413.0714.23
14.2312.678.985.212.71.23
-0.45-0.62-0.88-1.24-1.68-2.16-2.56-2.62
-2.62-2.23-1.55-0.89-0.47-0.22
4P8754P9004P9254P9504P9754P10004P10254P1050103904C10504C10754C11004C11254C11504C1175
23.533.649.974.6112.6167.8248.4359.8613.9254151.282.742.520.810
-5-8.2-10.1-15.3-20.4-27.5-34.8-42.7-26.216.59.93.72.50.80.2
25.323.922.721.620.719.919.31916.514.514.314.214.214.314.5
-0.2-0.4-0.3-0.4-0.4-0.4-0.4-0.5-0.6-0.6-0.6-0.6-0.5-0.5-0.5
-0.05-0.07-0.1-0.14-0.2-0.28-0.38-0.49
0.50.350.230.130.070.04
0.0080.0120.0160.0220.030.0370.0430.046
0.060.0560.0460.0330.0210.012
4.55.967.9110.2712.9515.5417.5418.35
18.3517.0813.839.886.363.82
-0.81-1.01-1.27-1.58-1.9-2.19-2.39-2.46
-1.9-1.74-1.4-1-0.65-0.39

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
15.41.119.7135112500





-1.1-0.5-0.400.20





14.92.117.7131.5112250





-0.9-0.6-0.400.10





14.64.416.21.427.8112000





-0.5-0.2-0.6-0.1-0.10





14.510152.523.9111750





-0.50.2-0.7-0.2-0.20





14.320.814.8720111500





-0.50.8-0.40.6-0.40





14.242.514.517.917.11.811250





-0.52.5-0.41.7-0.50





14.282.714.545.615.2611000529.714.7571.314.8691.719.9
-0.63.7-0.44.7-0.31.1-56.414.7-56.7-0.3-52.8-0.4
14.3151.214.9105.114.427.210750301.614.3381.515.1507.519.1
-0.69.9-0.411.3-0.64.4-54.10.3-49.9-0.3-47.7-0.4
14.525415.5209.714.6104.61050012914.5235.515.7359.819
-0.616.5-0.420.7-0.419.7-40.4-0.1-40.9-0.4-42.7-0.5
14.5392.516.3360.615.9269.51025043.315.8138.716.7248.419.3
-0.724.3-0.530.2-0.340-20.60-30.4-0.4-34.8-0.4
14.156017.4551.318.2490.51000014.41878.517.8167.819.9
-1.130-0.738.7-0.650.6-8.50.1-21.6-0.4-27.5-0.4






97505.220.444.719.1112.620.7






-3.30.3-13.6-0.4-20.4-0.4






95002.523.725.820.674.621.6






-1.30.6-9.2-0.4-15.3-0.4






92501.527.4152249.922.7






-0.90.5-5.1-0.3-10.1-0.3






9000131.18.923.633.623.9






-0.50.7-3.6-0.4-8.2-0.4






8750136.35.725.423.525.3






02.3-2.2-0.3-5-0.2






8500141.53.927.516.326.6






02.5-1.6-0.3-3.7-0.2






8250146.92.629.300






02.7-1.1-0.300






8000152.4231.68.629.8






02.8-0.8-0.3-2-0.2






77501580000






030000






7500163.7135.84.633






03.2-0.6-0.8-0.80






6250000000






000000

0 件のコメント:

コメントを投稿