2011年2月9日水曜日

2011/02/09(Wed)OP

P/C0.9-0.41.31.111.211.21.21.4
先物10617.5-1510632.510587.510537.51044010457.510267.510227.510370
基準15.80.115.716.316.116.516.317.317.715.6
期近34.711.223.520.216.41716.717.317.815
期先115.60.215.415.91616.416.217.317.616.1
期先216-0.91716.516.717.216.917.618.116.5
当/先2.20.71.51.3111110.9
先/先210.10.91111111

02957











8750900092509500975010000102501050010500105001075011000112501150011750
2P8752P9002P9252P9502P9752P10002P10252P1050106202C10502C10752C11002C11252C11502C1175
1111111.812.2143.1130.94.91111
000000-1.1-4.4-24.3-19.9-14.8-0.3000
233.9203172.5142.4112.582.556.83838.439.430.55279.4105.1129.5
112.197.182.467.953.438.923.914.214.314.7724.939.251.663.3
00-0.01-0.01-0.01-0.01-0.02-0.18
0.820.10.020.010.010.01
0.0020.0020.0030.0040.0060.010.030.202
0.2010.1720.0230.0110.0070.005
0.040.050.050.060.070.090.190.87
0.890.590.140.10.080.07
-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
3P8753P9003P9253P9503P9753P10003P10253P1050106203C10503C10753C11003C11253C11503C1175
23.14.98.816.733.468.7137.3392.2255125.25319.87.43
-0.3-0.4-0.20.11.41.94.75.8-1.5-7.3-7.3-4.4-2.5-1.2-0.6
28.225.923.721.82018.417.11615.915.915.215.115.215.816.7
-0.2-0.20.10.20.50.30.40.30.30.40.10.10.10.10
-0.01-0.01-0.02-0.03-0.06-0.12-0.23-0.39
0.610.40.210.090.040.02
0.0020.0040.0060.0110.020.0360.0580.08
0.080.0840.0640.0370.0180.008
0.590.881.362.243.716.029.0511.58
11.5811.68.695.052.561.27
-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
4P8754P9004P9254P9504P9754P10004P10254P1050105404C10504C10754C11004C11254C11504C1175
10.616.525.740.865.5105.4167.5260559.1299.1179.498.850.426.612.2
-0.30.30.31.10.52.23.75.2-2.6-7.8-5.8-4.4-2.60-0.8
25.624.32321.920.82019.318.917.614.114.214.214.414.915
-0.10.10.10.200.10.10.10.10.20.20.10.10.30.1
-0.03-0.04-0.06-0.09-0.14-0.21-0.31-0.43
0.590.420.280.160.090.05
0.0050.0080.0120.0180.0260.0350.0430.049
0.0660.0660.0560.0410.0270.016
2.463.534.986.959.4212.2114.8216.5
16.3516.4914.0610.337.014.17
-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
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
16.91.9221197.2112500





0.200.5095.90





16.33.519.61175.4112250





0.60.50.5085.50





15.5618.31.8152.9112000





0.2-0.10.5074.60





1512.216.73129.5111750





0.1-0.80-0.663.30





14.926.615.87.4105.1111500





0.300.1-1.251.60





14.450.415.219.879.4111250





0.1-2.60.1-2.539.20





14.298.815.15352111000378.60435.515.2560.419.7
0.1-4.40.1-4.424.9-0.312010.60.110.60.2
14.2179.415.2125.230.54.910750135.827.6259.915.4390.419
0.2-5.80.1-7.37-14.80.85.2100.37.90.1
14.1299.115.925539.4130.91050012.238137.31626018.9
0.2-7.80.4-7.314.7-19.9-4.414.25.80.35.20.1
13.5454.717436.360.5370.1102501.856.868.717.1167.519.3
0.1-11.80.6-9.323.4-17.8-1.123.94.70.43.70.1
11.9642.518.7653.596.2620.410000182.533.418.4105.420
0.3-12.50.6-11.346.1-14.8038.91.90.32.20.1






97501112.516.72065.520.8






053.41.40.50.50






95001142.48.821.840.821.9






067.90.10.21.10.2






92501172.54.923.725.723






082.4-0.20.10.30.1






900012033.125.916.524.3






097.1-0.4-0.20.30.1






87501233.9228.210.625.6






0112.1-0.3-0.2-0.3-0.1






85001265.41.631.27.227.2






0127.3-0.10.2-0.4-0.1






82501297.6133.200






0142.800.400






80001330.5136.93.630.5






0158.700.5-0.2-0.1






77501364.30000






01750000






75001398.9144.5234.2






0191.800.600.1

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