2011年2月17日木曜日

2011/02/17(Thu)OP

P/C1.1011.21.110.91.31.11
先物10837.53510802.510737.510722.510612.510617.510632.510587.510537.5
基準16.40.715.715.215.215.215.815.716.316.1
期近16.30.715.615.115.115.23523.520.216.4
期先116.90.616.31616.115.815.615.415.916
期先216.80.516.316.116.316.3161716.516.7
当/先1010.90.912.21.51.31
先/先210111110.911

214984











90009250950097501000010250105001075010750107501100011250115001175012000
3P9003P9253P9503P9753P10003P10253P10503P1075108403C10753C11003C11253C11503C11753C1200
2.22.84.97.915.230.163.6133.2354.1220.996.43510.93.81.9
0.400.60.30.4-0.5-3-10.816.927.714.55.81.200
32.128.926.623.921.819.71816.716.716.615.615.515.716.718.3
21.21.71.31.31.110.80.91.10.60.40.1-0.2-0.1
-0.01-0.01-0.02-0.03-0.06-0.12-0.23-0.41
0.590.350.160.060.020.01
0.0020.0040.0070.0110.0210.0380.0640.089
0.0890.0910.0610.030.0130.006
0.550.741.21.863.145.147.9110.2
10.29.766.513.211.460.79
-0.41-0.5-0.75-1.04-1.6-2.37-3.33-3.97
-3.99-3.58-2.37-1.18-0.57-0.34
4P9004P9254P9504P9754P10004P10254P10504P1075107604C10754C11004C11254C11504C11754C1200
8.813.922.236.461.5100.3165.5264539.6275.6161.588.745.522.811
0.61.11.31.62-2.2-5.4-10.519.129.719.813.37.341.8
2523.522.120.819.818.617.817.217.11716.516.316.316.516.8
0.91111.10.80.80.70.70.80.50.50.40.40.2
-0.02-0.04-0.06-0.09-0.15-0.23-0.34-0.48
0.520.370.240.140.080.04
0.0060.0090.0130.020.0290.0410.0520.059
0.0590.0580.0480.0350.0220.013
2.163.154.566.539.1211.9314.5115.77
15.7714.9612.318.885.823.53
-0.54-0.75-1.02-1.38-1.82-2.24-2.61-2.73
-2.73-2.51-2.04-1.47-0.98-0.6
5P9005P9255P9505P9755P10005P10255P10505P1075107605C10755C11005C11255C11505C11755C1200
23.233.950.175.1112.8165.5240.8343.8700.2356.4238.9151.392.854.731.3
0.90.700.1-1.3-3.9-6.8-10.420.530.924.618.513.410.16.6
22.821.720.719.81918.217.5171716.916.516.1161616
0.70.60.60.60.60.50.50.50.60.60.50.50.50.60.6
-0.05-0.07-0.1-0.14-0.2-0.27-0.37-0.48
0.520.410.30.210.140.08
0.0080.0110.0160.0220.0280.0350.0420.045
0.0450.0460.0420.0340.0260.019
4.976.658.7911.4214.3717.2119.520.61
20.6120.0917.9414.7611.258.05
-0.67-0.85-1.08-1.34-1.61-1.85-2.02-2.07
-2.08-1.97-1.72-1.41-1.07-0.77

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





000000





16.39.717.82.922.8112500





0.52.40.10.40.10





1617.117.15.220112250





0.53.800.500





1631.316.81118.31.912000





0.66.60.21.8-0.10





1654.716.522.816.73.811750





0.610.10.44-0.20





1692.816.345.515.710.911500





0.513.40.47.30.11.2





16.1151.316.388.715.53511250000000
0.518.50.513.30.45.8000000
16.5238.916.5161.515.696.411000258.315.6401.216.7476.916.6
0.524.60.519.80.614.5-22.30.4-18.30.7-12.90.7
16.9356.417275.616.6220.910750133.216.726417.2343.817
0.630.90.829.71.127.7-10.80.8-10.50.7-10.40.5
17.6506.417.6426.918.3403.71050063.618165.517.8240.817.5
0.736.40.835.61.837.9-31-5.40.8-6.80.5
18.1677.618.4611.919.6617.31025030.119.7100.318.6165.518.2
0.637.90.939.41.838.2-0.51.1-2.20.8-3.90.5






1000015.221.861.519.8112.819






0.41.321.1-1.30.6






97507.923.936.420.875.119.8






0.31.31.610.10.6






95004.926.622.222.150.120.7






0.61.71.3100.6






92502.828.913.923.533.921.7






01.21.110.70.6






90002.232.18.82523.222.8






0.420.60.90.90.7






87501.534.95.926.615.923.9






0.32.20.30.90.90.7






8500137.53.928.210.725






01.300.70.20.5






8250141.72.930.200






01.40.20.900






80001461.931.8628






01.50.10.80.60.9

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