2011年2月4日金曜日

2011/02/04(Fri)OP

P/C1-0.11.211.21.21.41.21.41.6
先物10537.597.51044010457.510267.510227.5103701047510412.510442.5
基準16.1-0.416.516.317.317.715.615.215.815.8
期近16.4-0.61716.717.317.81514.715.215.3
期先116-0.416.416.217.317.616.115.716.416.4
期先216.7-0.517.216.917.618.116.516.817.617.5
当/先1011110.90.90.90.9
先/先210111110.90.90.9

53462











8750900092509500975010000102501050010500105001075011000112501150011750
2P8752P9002P9252P9502P9752P10002P10252P1050105402C10502C10752C11002C11252C11502C1175
11111.94.214.364.8168.9104.1192.91.311
000-0.3-1.6-5.1-19-59.3-19.639.780.90.300
58.950.842.934.929.423.919.416.216.316.516.918.923.829.736.1
7.26.664.32.71.80.8-0.4-0.20-0.2-0.40-0.10.4
00-0.01-0.01-0.01-0.03-0.12-0.42
0.570.170.030.010.010.01
0.0020.0020.0030.0040.0090.0250.0790.19
0.1860.1160.0290.010.0060.004
0.160.180.210.240.450.972.515
5.013.20.90.40.280.24
-0.87-0.84-0.82-0.79-1.24-2.16-4.52-7.53
-7.71-5.04-1.58-0.89-0.78-0.81
3P8753P9003P9253P9503P9753P10003P10253P1050105303C10503C10753C11003C11253C11503C1175
3.35.79.816.928.855.1103.7190.7415224.3113.750.621.38.83.7
-1.4-1.8-3-6.9-13.6-22.2-35.9-50.6-6.244.328.816.77.630.8
26.925.223.421.619.718.417.216.316.115.915.515.415.716.216.9
0.20.50.60.2-0.2-0.1-0.10.10-0.10.10.30.20-0.4
-0.01-0.02-0.03-0.06-0.09-0.17-0.29-0.46
0.540.350.190.090.040.02
0.0030.0060.010.0160.0260.0420.0620.076
0.0770.0740.0540.0320.0170.008
0.921.472.343.615.438.1611.0712.84
12.8411.948.745.332.91.5
-0.36-0.54-0.8-1.14-1.56-2.18-2.76-3.02
-2.98-2.7-1.97-1.22-0.69-0.37
4P8754P9004P9254P9504P9754P10004P10254P1050104604C10504C10754C11004C11254C11504C1175
17.325.137.55890.3137.5211.1313.1582.1269.1159.289.246.323.911.9
-5.7-8-12.2-17.3-21.7-32.5-39.6-53.3-944.229.321.213.184.1
25.924.523.222.121.120.219.619.217.114.414.314.414.614.915.2
-0.2-0.2-0.3-0.3-0.1-0.30-0.2-0.2-0.2-0.20.10.20.30.2
-0.04-0.05-0.08-0.12-0.17-0.25-0.35-0.47
0.540.380.250.150.080.04
0.0070.010.0150.0210.0280.0360.0430.048
0.0640.0610.050.0360.0240.014
3.514.746.428.6311.2313.8716.1417.31
17.316.5813.739.966.654.11
-0.73-0.93-1.19-1.52-1.9-2.24-2.53-2.65
-2.01-1.91-1.6-1.17-0.8-0.5

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17221.2153.6112500





0.50.9-0.7020





16.6419.21.148112250





0.51.7-0.50.11.50





15.86.418.52.442.1112000





0.42.5-0.20.610





15.211.916.93.736.1111750





0.24.1-0.40.80.40





14.923.916.28.829.7111500





0.3803-0.10





14.646.315.721.323.81.311250





0.213.10.27.600.3





14.489.215.450.618.92.911000462.914.8517.616633.220.1
0.121.20.316.7-0.40.9-98.7-4.1-79.70.3-74.1-0.2
14.3159.215.5113.716.91910750231.717329.415.9458.219.5
-0.229.30.128.8-0.28-89.7-0.4-65.90.3-61.80
14.4269.115.9224.316.5104.11050064.816.2190.716.3313.119.2
-0.244.2-0.144.3039.7-59.3-0.4-50.60.1-53.3-0.2
14.1413.416.838821.9308.81025014.319.4103.717.2211.119.6
-0.653.4-0.162.42.983.8-190.8-35.9-0.1-39.60
13.559217.7588.122.8540.8100004.223.955.118.4137.520.2
-0.965.8-0.374.3090.1-5.11.8-22.2-0.1-32.5-0.3






97501.929.428.819.790.321.1






-1.62.7-13.6-0.2-21.7-0.1






9500134.916.921.65822.1






-0.34.3-6.90.2-17.3-0.3






9250142.99.823.437.523.2






06-30.6-12.2-0.3






9000150.85.725.225.124.5






06.6-1.80.5-8-0.2






8750158.93.326.917.325.9






07.2-1.40.2-5.7-0.2






8500167.22.629.61227.4






07.9-0.90.4-3.30






8250175.61.731.700






08.5-0.60.400






8000184.2133.35.730.4






09.2-0.6-0.2-2.2-0.3






7750193.10000






09.90000






75001102.1140.4333.7






010.601.5-1.5-0.7






6250000000






000000

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