2011年2月14日月曜日

2011/02/14(Mon)OP

P/C1.10.110.91.31.111.211.2
先物10722.511010612.510617.510632.510587.510537.51044010457.510267.5
基準15.2015.215.815.716.316.116.516.317.3
期近15-0.115.23523.520.216.41716.717.3
期先116.10.315.815.615.415.91616.416.217.3
期先216.3016.3161716.516.717.216.917.6
当/先0.9012.21.51.31111
先/先210110.911111

245287











90009250950097501000010250105001075010750107501100011250115001175012000
3P9003P9253P9503P9753P10003P10253P10503P1075107203C10753C11003C11253C11503C11753C1200
2.2358.716.837.684.2178.9331.5152.561.320.46.631.4
-1.7-3-4.4-7.5-15.5-27.2-46.8-73-35.237.818.35.50.9-0.2-0.1
28.625.723.320.918.817.215.914.914.91514.614.715.216.718.1
1.40.90.90.80.30.40.30.20.20.30.40.1-0.2-0.4-0.1
-0.01-0.01-0.02-0.04-0.07-0.15-0.3-0.52
0.480.260.110.040.020.01
0.0030.0040.0080.0140.0260.0490.0790.096
0.0960.0790.0450.020.010.005
0.610.861.372.233.786.459.5811.04
11.048.925.092.361.230.66
-0.36-0.45-0.65-0.96-1.45-2.27-3.11-3.37
-3.4-2.69-1.54-0.74-0.42-0.24
4P9004P9254P9504P9754P10004P10254P10504P1075106504C10754C11004C11254C11504C11754C1200
1015.925.942.971.6120199.9314.2524.7210.5117.260.729.413.86.7
-6-8.9-13.7-20.1-30-43.9-55.3-72.9-33.139.923.814.17.32.80.9
23.522.120.719.518.317.316.716161615.715.615.615.816.2
-0.8-0.9-1.1-1.2-1.4-1.8-2-2.802.11.61.41.20.90.6
-0.03-0.04-0.07-0.11-0.17-0.27-0.4-0.55
0.450.30.180.10.050.03
0.0070.010.0160.0240.0350.0470.0570.061
0.0610.0550.0420.0280.0170.01
2.53.655.317.5610.3713.3515.5915.95
15.9514.0410.677.124.332.56
-0.56-0.77-1.05-1.4-1.81-2.2-2.47-2.43
-2.45-2.11-1.59-1.06-0.65-0.4
5P9005P9255P9505P9755P10005P10255P10505P1075106505C10755C11005C11255C11505C11755C1200
26.93958.688.2130192.6277.7393.4683.3290184.9112.364.935.819.2
-10.9-15.8-21-27.8-35.7-47.3-58.6-71-29.641.429.217.910.75.82.5
2220.919.919.118.217.516.816.316.316.215.715.415.315.215.2
-1-1.2-1.2-1.3-1.4-1.6-1.9-2.3-0.21.51.20.90.70.60.4
-0.05-0.08-0.11-0.16-0.23-0.31-0.42-0.53
0.470.350.240.160.10.06
0.0090.0130.0180.0250.0320.0390.0450.047
0.0470.0450.0390.0310.0220.015
5.657.499.912.7315.6918.4520.3220.71
20.7119.2916.3612.689.066.06
-0.71-0.89-1.13-1.39-1.63-1.84-1.94-1.91
-1.94-1.74-1.45-1.11-0.79-0.53

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
00000012750





000000





15.45.317.5222.8112500





0.10.30.400.40





15.19.216.53.120.2112250





0.10.30.40.10.20





15.219.216.26.718.11.412000





0.42.50.60.9-0.1-0.1





15.235.815.813.816.7311750





0.65.80.92.8-0.4-0.2





15.364.915.629.415.26.611500





0.710.71.27.3-0.20.9





15.4112.315.660.714.720.411250000000
0.917.91.414.10.15.5000000
15.7184.915.7117.214.661.311000336.914.5472.115.8538.715.8
1.229.21.623.80.418.3-93.80.1-84.7-3.6-83.1-2.9
16.229016210.515152.510750178.914.9314.216393.416.3
1.541.42.139.90.337.8-730.2-72.9-2.8-71-2.3
16.8424.316.5343.815.8306.51050084.215.9199.916.7277.716.8
1.952.32.753.90.261.6-46.80.3-55.3-2-58.6-1.9
17.458817.3516.217.1510.11025037.617.212017.3192.617.5
2.5633.968.50.684.7-27.20.4-43.9-1.8-47.3-1.6






1000016.818.871.618.313018.2






-15.50.3-30-1.4-35.7-1.4






97508.720.942.919.588.219.1






-7.50.8-20.1-1.2-27.8-1.3






9500523.325.920.758.619.9






-4.40.9-13.7-1.1-21-1.2






9250325.715.922.13920.9






-30.9-8.9-0.9-15.8-1.2






90002.228.61023.526.922






-1.71.4-6-0.8-10.9-1






87501.531.46.825.218.123.1






-11.9-3.9-0.6-8.1-1.1






8500133.84.827.112.624.3






-0.81.6-2.7-0.4-5.4-0.9






8250137.73.52900






-0.13.8-1.8-0.200






8000141.72.7316.126.7






04.3-1.10.1-2.8-0.8






7750000000






000000

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