2011年2月3日木曜日

2011/02/03(Thu)OP

P/C1.20.211.21.21.41.21.41.60.6
先物10440-17.510457.510267.510227.5103701047510412.510442.510342.5
基準16.50.216.317.317.715.615.215.815.816.4
期近170.316.717.317.81514.715.215.316.1
期先116.40.216.217.317.616.115.716.416.416.9
期先217.20.216.917.618.116.516.817.617.517.4
当/先101110.90.90.90.91
先/先21011110.90.90.91

63563











8750900092509500975010000102501050010500105001075011000112501150011750
2P8752P9002P9252P9502P9752P10002P10252P1050104402C10502C10752C11002C11252C11502C1175
1111.33.59.333.3124.2188.564.411.12111
000-0.4-0.3-1.6-0.64.9-8.5-13.4-4.7-1.2-0.500
51.744.336.930.626.622.118.616.516.516.517.119.223.829.935.6
3.22.72.20.71.10.10.30.30.20.10.30.40.92.52.9
0-0.01-0.01-0.01-0.02-0.07-0.22-0.6
0.40.10.020.010.010.01
0.0020.0020.0030.0060.0160.0430.1170.17
0.170.0740.0190.0080.0050.004
0.180.20.240.340.81.814.115.33
5.332.420.680.340.280.25
-0.72-0.7-0.68-0.82-1.68-3.15-6-6.9
-6.93-3.26-1.03-0.64-0.67-0.69
3P8753P9003P9253P9503P9753P10003P10253P1050104403C10503C10753C11003C11253C11503C1175
4.77.512.823.742.477.3139.6241.3421.318084.933.913.75.82.9
-0.7-0.8-0.6-0.21.515.57.9-2.3-10.2-5.1-3.9-1.5-0.8-0.4
26.624.622.921.519.918.517.316.216.11615.415.115.516.217.3
-0.4-0.3-0.100.200.20.10.10.10.200.10.10.1
-0.01-0.02-0.04-0.07-0.13-0.22-0.36-0.53
0.460.280.140.060.030.01
0.0040.0070.0120.020.0320.0490.0660.076
0.0760.0670.0450.0250.0130.007
1.221.852.874.566.89.5812.1112.92
12.9110.947.194.062.161.23
-0.46-0.64-0.93-1.38-1.91-2.5-2.95-2.94
-2.94-2.4-1.54-0.89-0.5-0.3
4P8754P9004P9254P9504P9754P10004P10254P1050103604C10504C10754C11004C11254C11504C1175
22.933.149.775.3112170250.7366.3591.2224.8129.968.133.115.97.9
0-0.41.222.26.17.19.80.2-9.6-5.1-2.4-1.9-0.6-0.1
26.224.723.522.421.220.419.719.316.414.514.514.414.414.615
0-0.10.10.10.10.20.20.20.100.20.20.10.20.3
-0.05-0.07-0.1-0.14-0.21-0.29-0.39-0.51
0.480.330.20.110.060.03
0.0090.0120.0170.0230.0310.0390.0450.047
0.0630.0570.0450.030.0190.011
4.265.677.579.8912.4114.9216.7517.35
17.3215.6712.28.295.163.09
-0.88-1.1-1.4-1.74-2.07-2.4-2.59-2.63
-2-1.8-1.39-0.94-0.59-0.37

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
16.51.121.9151.6112500





-0.1-0.20.5040





16.22.319.7146.5112250





0.50.30.503.70





15.43.918.71.841.1112000





0.300.60.13.30





157.917.32.935.6111750





0.3-0.10.1-0.42.90





14.615.916.25.829.9111500





0.2-0.60.1-0.82.50





14.433.115.513.723.8111250





0.1-1.90.1-1.50.9-0.5





14.468.115.133.919.2211000561.618.9597.315.7707.320.3
0.2-2.40-3.90.4-1.22018.916.30.414.80.3
14.5129.915.484.917.111.110750321.517.4395.315.652019.5
0.2-5.10.2-5.10.3-4.716.51.511.20.114.60.4
14.5224.81618016.564.410500124.216.5241.316.2366.319.3
0-9.60.1-10.20.1-13.44.90.37.90.19.80.2
14.736016.9325.618.92251025033.318.6139.617.3250.719.7
0-12.5-0.1-150.3-18-0.60.35.50.27.10.2
14.4526.218.1513.922.8450.7100009.322.177.318.517020.4
0-15.4-0.2-18.2-0.3-20.2-1.60.1106.10.2






97503.526.642.419.911221.2






-0.31.11.50.22.20.1






95001.330.623.721.575.322.4






-0.40.7-0.2020.1






9250136.912.822.949.723.5






02.2-0.6-0.11.20.1






9000144.37.524.633.124.7






02.7-0.8-0.3-0.4-0.1






8750151.74.726.622.926.2






03.2-0.7-0.400






8500159.33.529.215.327.4






03.8-0.3-0.1-0.3-0.1






8250167.12.331.300






04.3-0.2-0.100






80001751.633.5830.7






04.9-0.2-0.300.1






7750183.20000






05.50000






7500191.5138.84.534.4






06.100.40.10.2






6250000000






000000

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