2011/02/09(Wed)OP
| P/C | 0.9 | -0.4 | 1.3 | 1.1 | 1 | 1.2 | 1 | 1.2 | 1.2 | 1.4 |
| 先物 | 10617.5 | -15 | 10632.5 | 10587.5 | 10537.5 | 10440 | 10457.5 | 10267.5 | 10227.5 | 10370 |
| 基準 | 15.8 | 0.1 | 15.7 | 16.3 | 16.1 | 16.5 | 16.3 | 17.3 | 17.7 | 15.6 |
| 期近 | 34.7 | 11.2 | 23.5 | 20.2 | 16.4 | 17 | 16.7 | 17.3 | 17.8 | 15 |
| 期先1 | 15.6 | 0.2 | 15.4 | 15.9 | 16 | 16.4 | 16.2 | 17.3 | 17.6 | 16.1 |
| 期先2 | 16 | -0.9 | 17 | 16.5 | 16.7 | 17.2 | 16.9 | 17.6 | 18.1 | 16.5 |
| 当/先 | 2.2 | 0.7 | 1.5 | 1.3 | 1 | 1 | 1 | 1 | 1 | 0.9 |
| 先/先2 | 1 | 0.1 | 0.9 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 0 | 29 | 57 |
|
|
|
|
|
|
|
|
|
|
|
|
| 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 | 10500 | 10500 | 10750 | 11000 | 11250 | 11500 | 11750 |
| 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 2P1050 | 10620 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 1 | 1 | 1 | 1 | 1 | 1 | 1.8 | 12.2 | 143.1 | 130.9 | 4.9 | 1 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | 0 | 0 | -1.1 | -4.4 | -24.3 | -19.9 | -14.8 | -0.3 | 0 | 0 | 0 |
| 233.9 | 203 | 172.5 | 142.4 | 112.5 | 82.5 | 56.8 | 38 | 38.4 | 39.4 | 30.5 | 52 | 79.4 | 105.1 | 129.5 |
| 112.1 | 97.1 | 82.4 | 67.9 | 53.4 | 38.9 | 23.9 | 14.2 | 14.3 | 14.7 | 7 | 24.9 | 39.2 | 51.6 | 63.3 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.02 | -0.18 |
| 0.82 | 0.1 | 0.02 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.004 | 0.006 | 0.01 | 0.03 | 0.202 |
| 0.201 | 0.172 | 0.023 | 0.011 | 0.007 | 0.005 |
| 0.04 | 0.05 | 0.05 | 0.06 | 0.07 | 0.09 | 0.19 | 0.87 |
| 0.89 | 0.59 | 0.14 | 0.1 | 0.08 | 0.07 |
| -12.79 | -12.49 | -12.15 | -11.74 | -11.22 | -10.55 | -15.01 | -45.16 |
| -48.25 | -24.66 | -9.61 | -10.59 | -11.26 | -11.76 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10620 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 2 | 3.1 | 4.9 | 8.8 | 16.7 | 33.4 | 68.7 | 137.3 | 392.2 | 255 | 125.2 | 53 | 19.8 | 7.4 | 3 |
| -0.3 | -0.4 | -0.2 | 0.1 | 1.4 | 1.9 | 4.7 | 5.8 | -1.5 | -7.3 | -7.3 | -4.4 | -2.5 | -1.2 | -0.6 |
| 28.2 | 25.9 | 23.7 | 21.8 | 20 | 18.4 | 17.1 | 16 | 15.9 | 15.9 | 15.2 | 15.1 | 15.2 | 15.8 | 16.7 |
| -0.2 | -0.2 | 0.1 | 0.2 | 0.5 | 0.3 | 0.4 | 0.3 | 0.3 | 0.4 | 0.1 | 0.1 | 0.1 | 0.1 | 0 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.06 | -0.12 | -0.23 | -0.39 |
| 0.61 | 0.4 | 0.21 | 0.09 | 0.04 | 0.02 |
| 0.002 | 0.004 | 0.006 | 0.011 | 0.02 | 0.036 | 0.058 | 0.08 |
| 0.08 | 0.084 | 0.064 | 0.037 | 0.018 | 0.008 |
| 0.59 | 0.88 | 1.36 | 2.24 | 3.71 | 6.02 | 9.05 | 11.58 |
| 11.58 | 11.6 | 8.69 | 5.05 | 2.56 | 1.27 |
| -0.28 | -0.39 | -0.55 | -0.83 | -1.26 | -1.88 | -2.62 | -3.14 |
| -3.15 | -3.01 | -2.23 | -1.31 | -0.69 | -0.36 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10540 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 10.6 | 16.5 | 25.7 | 40.8 | 65.5 | 105.4 | 167.5 | 260 | 559.1 | 299.1 | 179.4 | 98.8 | 50.4 | 26.6 | 12.2 |
| -0.3 | 0.3 | 0.3 | 1.1 | 0.5 | 2.2 | 3.7 | 5.2 | -2.6 | -7.8 | -5.8 | -4.4 | -2.6 | 0 | -0.8 |
| 25.6 | 24.3 | 23 | 21.9 | 20.8 | 20 | 19.3 | 18.9 | 17.6 | 14.1 | 14.2 | 14.2 | 14.4 | 14.9 | 15 |
| -0.1 | 0.1 | 0.1 | 0.2 | 0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.2 | 0.2 | 0.1 | 0.1 | 0.3 | 0.1 |
| -0.03 | -0.04 | -0.06 | -0.09 | -0.14 | -0.21 | -0.31 | -0.43 |
| 0.59 | 0.42 | 0.28 | 0.16 | 0.09 | 0.05 |
| 0.005 | 0.008 | 0.012 | 0.018 | 0.026 | 0.035 | 0.043 | 0.049 |
| 0.066 | 0.066 | 0.056 | 0.041 | 0.027 | 0.016 |
| 2.46 | 3.53 | 4.98 | 6.95 | 9.42 | 12.21 | 14.82 | 16.5 |
| 16.35 | 16.49 | 14.06 | 10.33 | 7.01 | 4.17 |
| -0.55 | -0.75 | -1 | -1.32 | -1.7 | -2.12 | -2.49 | -2.71 |
| -2.02 | -2.05 | -1.75 | -1.3 | -0.91 | -0.55 |
| 期先2 | 期先1 | 期近 |
| 期近 | 期先1 | 期先1 |
| IV | Price | IV | Price | IV | Price |
| Price | IV | Price | IV | Price | IV |
| 16.9 | 1.9 | 22 | 1 | 197.2 | 1 | 12500 |
|
|
|
|
|
|
| 0.2 | 0 | 0.5 | 0 | 95.9 | 0 |
|
|
|
|
|
|
| 16.3 | 3.5 | 19.6 | 1 | 175.4 | 1 | 12250 |
|
|
|
|
|
|
| 0.6 | 0.5 | 0.5 | 0 | 85.5 | 0 |
|
|
|
|
|
|
| 15.5 | 6 | 18.3 | 1.8 | 152.9 | 1 | 12000 |
|
|
|
|
|
|
| 0.2 | -0.1 | 0.5 | 0 | 74.6 | 0 |
|
|
|
|
|
|
| 15 | 12.2 | 16.7 | 3 | 129.5 | 1 | 11750 |
|
|
|
|
|
|
| 0.1 | -0.8 | 0 | -0.6 | 63.3 | 0 |
|
|
|
|
|
|
| 14.9 | 26.6 | 15.8 | 7.4 | 105.1 | 1 | 11500 |
|
|
|
|
|
|
| 0.3 | 0 | 0.1 | -1.2 | 51.6 | 0 |
|
|
|
|
|
|
| 14.4 | 50.4 | 15.2 | 19.8 | 79.4 | 1 | 11250 |
|
|
|
|
|
|
| 0.1 | -2.6 | 0.1 | -2.5 | 39.2 | 0 |
|
|
|
|
|
|
| 14.2 | 98.8 | 15.1 | 53 | 52 | 1 | 11000 | 378.6 | 0 | 435.5 | 15.2 | 560.4 | 19.7 |
| 0.1 | -4.4 | 0.1 | -4.4 | 24.9 | -0.3 | 12 | 0 | 10.6 | 0.1 | 10.6 | 0.2 |
| 14.2 | 179.4 | 15.2 | 125.2 | 30.5 | 4.9 | 10750 | 135.8 | 27.6 | 259.9 | 15.4 | 390.4 | 19 |
| 0.2 | -5.8 | 0.1 | -7.3 | 7 | -14.8 | 0.8 | 5.2 | 10 | 0.3 | 7.9 | 0.1 |
| 14.1 | 299.1 | 15.9 | 255 | 39.4 | 130.9 | 10500 | 12.2 | 38 | 137.3 | 16 | 260 | 18.9 |
| 0.2 | -7.8 | 0.4 | -7.3 | 14.7 | -19.9 | -4.4 | 14.2 | 5.8 | 0.3 | 5.2 | 0.1 |
| 13.5 | 454.7 | 17 | 436.3 | 60.5 | 370.1 | 10250 | 1.8 | 56.8 | 68.7 | 17.1 | 167.5 | 19.3 |
| 0.1 | -11.8 | 0.6 | -9.3 | 23.4 | -17.8 | -1.1 | 23.9 | 4.7 | 0.4 | 3.7 | 0.1 |
| 11.9 | 642.5 | 18.7 | 653.5 | 96.2 | 620.4 | 10000 | 1 | 82.5 | 33.4 | 18.4 | 105.4 | 20 |
| 0.3 | -12.5 | 0.6 | -11.3 | 46.1 | -14.8 | 0 | 38.9 | 1.9 | 0.3 | 2.2 | 0.1 |
|
|
|
|
|
| 9750 | 1 | 112.5 | 16.7 | 20 | 65.5 | 20.8 |
|
|
|
|
|
| 0 | 53.4 | 1.4 | 0.5 | 0.5 | 0 |
|
|
|
|
|
| 9500 | 1 | 142.4 | 8.8 | 21.8 | 40.8 | 21.9 |
|
|
|
|
|
| 0 | 67.9 | 0.1 | 0.2 | 1.1 | 0.2 |
|
|
|
|
|
| 9250 | 1 | 172.5 | 4.9 | 23.7 | 25.7 | 23 |
|
|
|
|
|
| 0 | 82.4 | -0.2 | 0.1 | 0.3 | 0.1 |
|
|
|
|
|
| 9000 | 1 | 203 | 3.1 | 25.9 | 16.5 | 24.3 |
|
|
|
|
|
| 0 | 97.1 | -0.4 | -0.2 | 0.3 | 0.1 |
|
|
|
|
|
| 8750 | 1 | 233.9 | 2 | 28.2 | 10.6 | 25.6 |
|
|
|
|
|
| 0 | 112.1 | -0.3 | -0.2 | -0.3 | -0.1 |
|
|
|
|
|
| 8500 | 1 | 265.4 | 1.6 | 31.2 | 7.2 | 27.2 |
|
|
|
|
|
| 0 | 127.3 | -0.1 | 0.2 | -0.4 | -0.1 |
|
|
|
|
|
| 8250 | 1 | 297.6 | 1 | 33.2 | 0 | 0 |
|
|
|
|
|
| 0 | 142.8 | 0 | 0.4 | 0 | 0 |
|
|
|
|
|
| 8000 | 1 | 330.5 | 1 | 36.9 | 3.6 | 30.5 |
|
|
|
|
|
| 0 | 158.7 | 0 | 0.5 | -0.2 | -0.1 |
|
|
|
|
|
| 7750 | 1 | 364.3 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 175 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 7500 | 1 | 398.9 | 1 | 44.5 | 2 | 34.2 |
|
|
|
|
|
| 0 | 191.8 | 0 | 0.6 | 0 | 0.1 |
0 件のコメント:
コメントを投稿