2011年2月7日月曜日

2011/02/07(Mon)OP

P/C1.101.111.211.21.21.41.2
先物10587.5010587.510537.51044010457.510267.510227.51037010475
基準16.3016.316.116.516.317.317.715.615.2
期近20.2020.216.41716.717.317.81514.7
期先115.9015.91616.416.217.317.616.115.7
期先216.5016.516.717.216.917.618.116.516.8
当/先1.301.3111110.90.9
先/先21011111110.9

23159











8750900092509500975010000102501050010500105001075011000112501150011750
2P8752P9002P9252P9502P9752P10002P10252P1050105902C10502C10752C11002C11252C11502C1175
111111.64.431.6154.2122.617.21.9111
000000000000000
90.878.666.654.84333.224.619.62020.820.62432.642.652.2
0.10.10000000000000
00-0.01-0.01-0.01-0.02-0.05-0.3
0.690.180.020.010.010.01
0.0020.0020.0030.0040.0060.0140.0490.207
0.1980.150.0280.010.0060.004
0.10.120.130.160.190.340.872.95
2.992.250.490.240.190.17
-1.97-1.93-1.87-1.81-1.73-2.37-4.55-12.24
-13.17-9.83-2.49-1.65-1.75-1.83
3P8753P9003P9253P9503P9753P10003P10253P1050105903C10503C10753C11003C11253C11503C1175
2.64.46.411.621.441.781.2158.9403244123.554.922.28.63.7
000000000000000
27.92623.521.72018.517.116.216.11615.515.515.716.217
000000000000000
-0.01-0.01-0.02-0.04-0.08-0.14-0.25-0.42
0.580.380.210.10.040.02
0.0030.0050.0070.0130.0230.0390.060.078
0.0790.0790.0590.0350.0180.009
0.741.171.692.744.416.899.8712.14
12.1311.88.875.372.831.47
-0.33-0.48-0.63-0.95-1.4-2.03-2.68-3.13
-3.1-2.93-2.2-1.35-0.73-0.4
4P8754P9004P9254P9504P9754P10004P10254P1050105104C10504C10754C11004C11254C11504C1175
13.920.531.54975.9120.1186.5283.8573.7289.8174.195.850.12512
000000000000000
26.124.623.322.221.120.319.619.317.614.314.314.414.514.815.1
000000000000000
-0.03-0.05-0.07-0.1-0.16-0.23-0.33-0.44
0.570.410.260.160.090.05
0.0060.0090.0130.0190.0270.0350.0430.048
0.0640.0630.0530.0390.0250.015
2.984.095.677.7210.1912.9515.3916.85
16.7716.5813.9810.36.814.14
-0.65-0.85-1.11-1.44-1.8-2.2-2.53-2.72
-2.04-2.01-1.7-1.27-0.85-0.53

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
16.9221.6178.8112500





00000.10





16319.3170.2112250





00000.10





15.66.318.21.961.4112000





000000





15.112173.752.2111750





000000





14.82516.28.642.6111500





000000





14.550.115.722.232.6111250





000000





14.495.815.554.9241.911000412.515.4467.115.6592.420.1
000000000000
14.3174.115.5123.520.617.210750176.219.1286.715.7418.619.3
000000000000
14.3289.81624420.8122.61050031.619.6158.916.2283.819.3
000000000000
14441.516.8416.927.2344.5102504.424.681.217.1186.519.6
000000000000
12.5622.218.2627.840.9593.3100001.633.241.718.5120.120.3
000000000000






975014321.42075.921.1






000000






9500154.811.621.74922.2






000000






9250166.66.423.531.523.3






000000






9000178.64.42620.524.6






00.10000






8750190.82.627.913.926.1






00.10000






85001103.21.830.29.127.4






00.10000






82501115.91.432.900






00.10000






80001128.9135.44.630.6






00.10000






77501142.20000






00.10000






75001155.8142.82.734.5






00.10000

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