2011年1月31日月曜日

2011/01/31(Mon)OP

P/C1.2-0.21.41.21.41.60.61.31.31.7
先物10227.5-142.5103701047510412.510442.510342.510272.510432.510562.5
基準17.7215.615.215.815.816.416.415.914.9
期近17.82.81514.715.215.316.11615.614.6
期先117.61.516.115.716.416.416.917.416.715.9
期先218.11.716.516.817.617.517.418.117.716.7
当/先10.10.90.90.90.910.90.90.9
先/先21010.90.90.9110.91

93866











850087509000925095009750100001025010250102501050010750110001125011500
2P8502P8752P9002P9252P9502P9752P10002P1025102302C10252C10502C10752C11002C11252C1150
111.42.45.815.145.1125230.4105.426.95.41.811
000.40.938.32358.2-24.7-82.9-30.6-6.3-1-0.60
44.638.233.328.925.722.419.817.417.617.817.418.220.724.329.2
3.22.42.82.52.82.52.11.922.133.64.64.76.5
00-0.01-0.01-0.03-0.09-0.23-0.53
0.480.180.040.010.010.01
0.0020.0020.0040.0080.0180.0440.0940.14
0.1370.0910.0320.0110.0050.004
0.210.240.350.591.252.625.026.52
6.524.251.550.610.350.3
-0.49-0.48-0.62-0.91-1.72-3.13-5.31-6.03
-6.2-3.96-1.5-0.68-0.45-0.47
3P8503P8753P9003P9253P9503P9753P10003P1025102303C10253C10503C10753C11003C11253C1150
6.910.917.93051.587.3147.3243.1463.4220.3111.649.9207.83.3
2.346.811.318.329.947.268.3-4.3-72.5-48.4-25-10.9-3.8-1.2
28.326.424.723.121.620.118.717.517.517.416.516.11616.216.8
11.11.21.21.11.110.9110.91.11.21.41.6
-0.02-0.03-0.05-0.08-0.14-0.22-0.34-0.5
0.50.320.180.080.040.02
0.0050.0080.0130.020.0310.0450.0590.069
0.0690.0650.0490.0290.0150.007
1.582.323.455.097.299.8412.213.23
13.2311.898.625.122.681.37
-0.58-0.8-1.11-1.53-2.05-2.57-2.97-3.01
-3.02-2.57-1.81-1.07-0.57-0.3
4P8504P8754P9004P9254P9504P9754P10004P1025101504C10254C10504C10754C11004C11254C1150
27.138.156.182.5120.1176.6256.3365.1629.9264.8157.486.143.620.79.9
7.410.315.222.83041.656.374.49.1-65.3-48.8-31.9-18.7-9.4-4.9
27.626.124.923.722.521.620.920.417.915.815.415.2151515.2
0.80.80.810.80.80.80.9110.80.70.70.70.7
-0.05-0.07-0.1-0.15-0.21-0.29-0.38-0.49
0.50.360.230.140.070.04
0.0090.0120.0170.0220.0290.0360.0420.045
0.0580.0560.0460.0330.0210.012
4.595.997.8610.0612.4614.8216.6417.39
17.416.2813.279.496.033.61
-0.95-1.17-1.47-1.79-2.11-2.41-2.61-2.66
-2.08-1.9-1.52-1.08-0.68-0.41

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
16.31.221.1142.7112250





0.9-0.42.208.10





15.92.319138.4112000





1-0.82.107.60





15.44.617.61.533.9111750





0.8-2.21.7-0.470





15.29.916.83.329.2111500





0.7-4.91.6-1.26.50





1520.716.27.824.3111250





0.7-9.41.4-3.84.7-0.6





1543.6162020.71.811000





0.7-18.71.2-10.94.6-1





15.286.116.149.918.25.410750524.615.7572.116.2688.720.8
0.7-31.91.1-253.6-6.3132.71114.30.8108.71.2
15.4157.416.5111.617.426.910500294.816.4383.816.6509.620.3
0.8-48.80.9-48.43-30.6106.61.892.70.893.61.1
15.8264.817.4220.317.8105.41025012517.4243.117.5365.120.4
1-65.31-72.52.1-82.958.21.968.30.974.40.9
1640518.7375.520.2274.61000045.119.8147.318.7256.320.9
1.1-851.3-92.92-119.7232.147.2156.30.8
15.9575.120564.723.3495.4975015.122.487.320.1176.621.6
1.6-99.91.4-1103.3-132.18.32.529.91.141.60.8






95005.825.751.521.6120.122.5






32.818.31.1300.8






92502.428.93023.182.523.7






0.92.511.31.222.81






90001.433.317.924.756.124.9






0.42.86.81.215.20.8






8750138.210.926.438.126.1






02.441.110.30.8






8500144.66.928.327.127.6






03.22.317.40.8






82501514.630.400






04.11.61.200






8000157.6332.313.730.7






050.80.93.80.9






7750164.30000






05.90000






7500171.31.6377.233.9






06.80.20.61.80.8






7250000000






000000






6250000000






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