2011年2月1日火曜日

2011/02/01(Tue)OP

P/C1.201.21.41.21.41.60.61.31.3
先物10267.54010227.5103701047510412.510442.510342.510272.510432.5
基準17.3-0.417.715.615.215.815.816.416.415.9
期近17.3-0.517.81514.715.215.316.11615.6
期先117.3-0.317.616.115.716.416.416.917.416.7
期先217.6-0.518.116.516.817.617.517.418.117.7
当/先1010.90.90.90.910.90.9
先/先210110.90.90.9110.9

83765











850087509000925095009750100001025010250102501050010750110001125011500
2P8502P8752P9002P9252P9502P9752P10002P1025102702C10252C10502C10752C11002C11252C1150
1111.83.79.33097.2215.7118.528.251.711
00-0.4-0.6-2.2-5.9-15.1-27.8-14.713.11.3-0.4000
4841.334.830.426.222.319.417.117.417.71717.720.824.830
3.53.11.41.50.50-0.4-0.3-0.2-0.1-0.5-0.50.10.50.8
00-0.01-0.01-0.02-0.06-0.18-0.47
0.530.20.040.020.010.01
0.0020.0020.0030.0060.0140.0350.0870.15
0.1450.1050.0340.0120.0060.004
0.190.220.250.450.871.874.096.18
6.184.291.460.590.340.29
-0.55-0.54-0.52-0.82-1.36-2.5-4.74-6.3
-6.54-4.36-1.55-0.74-0.5-0.52
3P8503P8753P9003P9253P9503P9753P10003P1025102703C10253C10503C10753C11003C11253C1150
5.991525.144.375.3130.2217.9453.7235.9120.453.721.48.64.1
-1-1.9-2.9-4.9-7.2-12-17-25.2-9.715.58.83.71.40.80.8
28.526.424.72321.62018.617.317.317.316.415.915.816.117.1
0.200-0.10-0.1-0.1-0.2-0.2-0.1-0.2-0.2-0.200.3
-0.02-0.03-0.04-0.07-0.12-0.2-0.32-0.48
0.520.340.190.090.040.02
0.0050.0070.0110.0180.0290.0430.0580.07
0.070.0690.0520.0310.0170.009
1.392.013.054.546.679.1811.7113.08
13.0812.18.945.362.881.61
-0.53-0.71-1.01-1.39-1.92-2.45-2.91-3.02
-3.04-2.66-1.91-1.13-0.62-0.37
4P8504P8754P9004P9254P9504P9754P10004P1025101904C10254C10504C10754C11004C11254C1150
23.533.95072.7107.7159.6233.7335611.7276.7164.49045.522.310.8
-3.6-4.2-6.1-9.7-12.3-17-22.6-30.1-18.211.973.91.81.70.9
27.42624.823.522.421.420.619.917.815.415.114.914.814.915.1
-0.2-0.1-0.1-0.2-0.2-0.2-0.3-0.5-0.4-0.4-0.3-0.3-0.3-0.1-0.1
-0.05-0.07-0.09-0.14-0.19-0.27-0.36-0.47
0.520.380.240.140.080.04
0.0080.0110.0160.0210.0280.0350.0420.046
0.0590.0580.0480.0350.0230.013
4.185.557.349.4411.8714.3216.3117.3
17.316.4813.69.796.363.85
-0.87-1.1-1.39-1.69-2.02-2.34-2.56-2.62
-2.05-1.91-1.55-1.11-0.73-0.45

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
171.921144.3112250





0.70.8-0.101.60





16.12.918.91.139.7112000





0.30.600.11.30





15.55.318.22.234.9111750





00.70.60.71.10





15.110.817.14.130111500





-0.10.90.30.80.80





14.922.316.18.624.8111250





-0.11.700.80.50





14.845.515.821.420.81.711000





-0.31.8-0.21.40.10





14.99015.953.717.7510750483.614.2534.315.865020.3
-0.33.9-0.23.7-0.5-0.4-41-1.5-37.8-0.4-38.7-0.6
15.1164.416.4120.41728.210500255.815.8351.916.4472.419.7
-0.37-0.28.8-0.51.3-39-0.5-31.9-0.2-37.2-0.6
15.4276.717.3235.917.7118.51025097.217.1217.917.333519.9
-0.411.9-0.115.5-0.113.1-27.8-0.3-25.2-0.2-30.1-0.5
15.6423.518.739920.3301.4100003019.4130.218.6233.720.6
-0.418.5023.50.126.8-15.1-0.4-17-0.1-22.6-0.3
15.660020594.224.1530.597509.322.375.320159.621.4
-0.424.90.129.50.835.1-5.90-12-0.1-17-0.2






95003.726.244.321.6107.722.4






-2.20.5-7.20-12.3-0.2






92501.830.425.12372.723.5






-0.61.5-4.9-0.1-9.7-0.2






9000134.81524.75024.8






-0.41.4-2.90-6.1-0.1






8750141.3926.433.926






03.1-1.90-4.2-0.1






85001485.928.523.527.4






03.5-10.2-3.6-0.2






8250154.8430.600






03.8-0.70.200






8000161.82.732.711.930.5






04.2-0.30.4-1.8-0.1






7750168.90000






04.60000






7500176.21.537.66.133.7






05-0.10.6-1.2-0.2






7250000000






000000






6250000000






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