2011年2月16日水曜日

2011/02/16(Wed)OP

P/C1-0.21.21.110.91.31.111.2
先物10802.56510737.510722.510612.510617.510632.510587.510537.510440
基準15.70.515.215.215.215.815.716.316.116.5
期近15.60.515.115.115.23523.520.216.417
期先116.30.21616.115.815.615.415.91616.4
期先216.30.216.116.316.3161716.516.717.2
当/先100.90.912.21.51.311
先/先21011110.9111

225085











90009250950097501000010250105001075010750107501100011250115001175012000
3P9003P9253P9503P9753P10003P10253P10503P1075108003C10753C11003C11253C11503C11753C1200
1.72.84.27.614.730.766.6144337.2193.281.929.19.83.81.8
-0.1-0.2-0.5-1-2.2-6.1-13.2-25.811.437.219.38.530.90.4
30.227.724.922.620.518.61715.915.815.51515.115.716.818.4
1.31.31.11.110.80.80.80.70.60.40.40.300.1
-0.01-0.01-0.02-0.03-0.06-0.12-0.24-0.44
0.560.320.140.060.020.01
0.0020.0040.0060.0120.0220.0410.0690.093
0.0950.0890.0560.0270.0120.006
0.490.761.141.893.235.428.3610.56
10.559.566.0431.450.78
-0.33-0.47-0.63-0.96-1.48-2.25-3.17-3.74
-3.68-3.22-2.04-1.05-0.55-0.32
4P9004P9254P9504P9754P10004P10254P10504P1075107204C10754C11004C11254C11504C11754C1200
8.212.820.934.859.4102.5171274.5520.5245.9141.775.438.218.79.2
-0.8-1.5-2.2-4.3-8.3-12.2-19.4-30.12.332.421.813.67.83.92.2
2422.521.119.818.717.917.116.416.416.315.915.815.916.216.5
0.60.50.60.50.40.50.50.40.30.20.20.20.20.10.2
-0.02-0.04-0.06-0.09-0.15-0.24-0.36-0.5
0.50.340.220.120.070.04
0.0060.0090.0140.0210.0310.0430.0550.061
0.0620.0580.0470.0320.020.012
2.123.084.536.579.2612.3114.8715.89
15.8914.6711.668.185.213.14
-0.5-0.69-0.95-1.29-1.72-2.18-2.51-2.58
-2.58-2.33-1.84-1.3-0.84-0.52
5P9005P9255P9505P9755P10005P10255P10505P1075107205C10755C11005C11255C11505C11755C1200
22.333.250.175114.2169.4247.6354.2679.7325.5214.3132.779.544.624.7
-1.2-1.8-3.4-5.2-8.6-13.7-20-277.434.429.218.613.87.34.3
22.121.120.119.218.517.71716.516.416.315.915.615.515.415.5
0.50.50.50.50.40.40.40.40.30.20.40.20.30.10.1
-0.05-0.07-0.1-0.14-0.2-0.28-0.38-0.5
0.50.390.280.190.120.07
0.0080.0120.0170.0230.030.0370.0430.047
0.0470.0460.0410.0330.0250.017
4.946.78.9511.6314.6717.5619.7920.69
20.6919.8317.3313.9110.227.07
-0.64-0.82-1.05-1.3-1.58-1.81-1.96-1.98
-1.99-1.86-1.59-1.27-0.93-0.64

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





000000





15.87.317.62.522.8112500





01.3-0.20.3-0.30





15.613.417.14.720112250





0.12.60.11-0.40





15.524.716.59.218.41.812000





0.14.30.22.20.10.4





15.444.616.218.716.83.811750





0.17.30.13.900.9





15.579.515.938.215.79.811500





0.313.80.27.80.33





15.6132.715.875.415.129.111250000000
0.218.60.213.60.48.5000000
15.9214.315.9141.71581.911000280.515.2419.516.1489.916
0.429.20.221.80.419.3-44.50.5-42.30.3-380.2
16.3325.516.3245.915.5193.21075014415.9274.516.4354.216.5
0.234.40.232.40.637.2-25.80.8-30.10.4-270.4
16.947016.8391.316.5365.81050066.61717117.1247.617
0.444.50.3420.751-13.20.8-19.40.5-200.4
17.4639.717.5572.517.7579.11025030.718.6102.517.9169.417.7
0.349.10.3500.759.1-6.10.8-12.20.5-13.70.4






1000014.720.559.418.7114.218.5






-2.21-8.30.4-8.60.4






97507.622.634.819.87519.2






-11.1-4.30.5-5.20.5






95004.224.920.921.150.120.1






-0.51.1-2.20.6-3.40.5






92502.827.712.822.533.221.1






-0.21.3-1.50.5-1.80.5






90001.730.28.22422.322.1






-0.11.3-0.80.6-1.20.5






87501.132.75.525.714.923.2






-0.40.5-0.40.6-10.4






8500136.33.927.610.524.5






01.6-0.20.7-0.70.4






8250140.42.729.400






01.6-0.20.700






8000144.51.931.15.427.1






01.7-0.10.8-0.40.4

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