2011年2月15日火曜日

2011/02/15(Tue)OP

P/C1.20.11.110.91.31.111.21
先物10737.51510722.510612.510617.510632.510587.510537.51044010457.5
基準15.2015.215.215.815.716.316.116.516.3
期近15.1015.115.23523.520.216.41716.7
期先116-0.116.115.815.615.415.91616.416.2
期先216.1-0.216.316.3161716.516.717.216.9
当/先0.900.912.21.51.3111
先/先2101110.91111

235186











90009250950097501000010250105001075010750107501100011250115001175012000
3P9003P9253P9503P9753P10003P10253P10503P1075107403C10753C11003C11253C11503C11753C1200
1.834.88.616.936.879.9169.8325.815662.620.66.82.91.4
-0.30-0.2-0.10.1-0.8-4.3-9.2-5.73.51.30.20.1-0.10
28.826.423.821.519.517.816.215.11514.914.714.715.416.818.3
0.20.80.50.60.70.60.30.20.10000.10.10.1
-0.01-0.01-0.02-0.04-0.07-0.15-0.29-0.5
0.50.260.110.040.020.01
0.0020.0040.0070.0140.0260.0470.0770.097
0.0980.0820.0470.0210.010.005
0.530.841.292.153.686.29.2210.84
10.848.885.072.371.20.64
-0.33-0.47-0.66-0.99-1.53-2.36-3.19-3.49
-3.48-2.79-1.6-0.78-0.43-0.25
4P9004P9254P9504P9754P10004P10254P10504P1075106604C10754C11004C11254C11504C11754C1200
914.323.139.167.7114.7190.4304.6518.2213.5119.961.830.514.96.9
-1-1.6-2.8-3.8-3.9-5.3-9.6-9.6-6.63.12.71.11.11.10.2
23.52220.519.318.317.416.616161615.715.615.71616.3
-0.1-0.1-0.2-0.200-0.10000.100.10.20.1
-0.02-0.04-0.06-0.1-0.17-0.26-0.39-0.54
0.460.310.190.10.060.03
0.0060.010.0150.0230.0340.0470.0580.062
0.0620.0560.0430.0290.0180.01
2.313.394.937.1710.0413.0515.3715.85
15.8514.0510.717.224.52.59
-0.53-0.72-0.99-1.35-1.79-2.2-2.47-2.46
-2.48-2.16-1.63-1.11-0.7-0.41
5P9005P9255P9505P9755P10005P10255P10505P1075106605C10755C11005C11255C11505C11755C1200
23.53553.680.3122.8183.1267.6381.2672.3291.1185.1114.265.737.320.4
-3.4-3.9-5-7.9-7.2-9.5-10-12.2-11.11.10.21.80.81.41.1
21.620.619.718.71817.316.616.116.116.115.615.515.315.315.4
-0.4-0.3-0.3-0.4-0.2-0.2-0.1-0.2-0.2-0.1-0.1000.10.2
-0.05-0.07-0.11-0.15-0.22-0.31-0.41-0.53
0.470.350.250.160.10.06
0.0090.0130.0180.0240.0320.0390.0450.048
0.0480.0460.040.0310.0220.015
5.217.059.4512.2215.3418.1820.1520.63
20.6319.2716.4212.749.226.25
-0.65-0.84-1.07-1.32-1.59-1.81-1.93-1.91
-1.93-1.75-1.47-1.13-0.82-0.56

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





000000





15.7617.82.223.1112500





0.30.70.30.20.30





15.510.8173.820.4112250





0.41.60.50.60.20





15.420.416.36.918.31.412000





0.21.10.10.20.10





15.337.31614.916.82.911750





0.11.40.21.10.1-0.1





15.365.715.730.515.46.811500





00.80.11.10.10.1





15.5114.215.661.814.720.611250000000
01.801.100.2000000
15.6185.115.7119.914.762.61100032514.7461.815.8527.815.7
-0.10.20.12.701.3-11.90.2-10.30-10.8-0.1
16.1291.116213.514.915610750169.815.1304.616381.216.1
-0.11.103.103.5-9.20.2-9.60-12.2-0.2
16.6425.516.6349.215.8314.81050079.916.2190.416.6267.616.6
-0.21.205.40.18.3-4.30.3-9.6-0.1-10-0.1
17.2590.617.3522.5175201025036.817.8114.717.4183.117.3
-0.22.506.3-0.110-0.80.6-5.30-9.5-0.2






1000016.919.567.718.3122.818






0.10.7-3.90-7.2-0.2






97508.621.539.119.380.318.7






-0.10.6-3.8-0.2-7.9-0.4






95004.823.823.120.553.619.7






-0.20.5-2.8-0.2-5-0.3






9250326.414.3223520.6






00.8-1.6-0.1-3.9-0.3






90001.828.8923.523.521.6






-0.30.2-1-0.1-3.4-0.4






87501.532.1625.11622.8






00.7-0.8-0.1-2.2-0.3






8500134.74.126.911.224.1






00.9-0.7-0.2-1.4-0.2






8250138.72.928.700






01-0.6-0.300






8000142.81.930.35.826.8






01.1-0.7-0.7-0.40

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