2011年2月18日金曜日

2011/02/18(Fri)OP

P/C1.40.31.111.21.110.91.31.1
先物10847.51010837.510802.510737.510722.510612.510617.510632.510587.5
基準15.6-0.916.415.715.215.215.215.815.716.3
期近15.2-1.116.315.615.115.115.23523.520.2
期先116.4-0.516.916.31616.115.815.615.415.9
期先216.6-0.216.816.316.116.316.3161716.5
当/先0.90110.90.912.21.51.3
先/先2101111110.91

204883











90009250950097501000010250105001075010750107501100011250115001175012000
3P9003P9253P9503P9753P10003P10253P10503P1075108503C10753C11003C11253C11503C11753C1200
1.82.84.46.611.723.552114.2327.4213.286.627.98.63.11.6
000000000000000
32.429.72723.921.31917.215.615.615.714.614.515.116.318.2
000000000000000
-0.01-0.01-0.02-0.03-0.05-0.1-0.21-0.4
0.60.350.150.050.020.01
0.0020.0040.0060.010.0190.0360.0640.097
0.0960.0990.0620.0280.0120.006
0.470.721.11.632.664.497.299.87
9.879.495.922.781.250.69
-0.38-0.52-0.73-0.96-1.39-2.1-3.08-3.76
-3.81-3.42-2.11-1.04-0.5-0.31
4P9004P9254P9504P9754P10004P10254P10504P1075107704C10754C11004C11254C11504C11754C1200
8.212.720335593.3155249.8519.8270156.584.241.619.99.1
000000000000000
25.123.52220.619.418.417.516.716.716.516.115.915.916.116.3
000000000000000
-0.02-0.03-0.05-0.09-0.14-0.22-0.33-0.47
0.530.370.240.140.070.04
0.0050.0080.0130.0190.0290.0410.0530.061
0.0610.060.0490.0350.0220.013
2.042.964.256.158.6411.5614.2215.61
15.6114.8312.098.535.423.14
-0.53-0.72-0.96-1.31-1.73-2.19-2.56-2.69
-2.68-2.47-2-1.4-0.9-0.53
5P9005P9255P9505P9755P10005P10255P10505P1075107705C10755C11005C11255C11505C11755C1200
21.832.748.572.4108.4160.3233.5334.1689354.9235.31489051.628.5
000000000000000
22.821.820.719.81918.217.516.916.816.716.215.915.815.715.6
000000000000000
-0.04-0.06-0.09-0.13-0.19-0.27-0.36-0.47
0.530.410.30.20.130.08
0.0080.0110.0160.0210.0280.0350.0420.046
0.0460.0470.0420.0350.0260.019
4.776.478.5911.1714.0816.9719.3120.49
20.4920.0117.8414.610.987.67
-0.65-0.84-1.07-1.32-1.6-1.84-2.01-2.06
-2.07-1.95-1.71-1.39-1.04-0.72

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





000000





168.817.52.523.3112500





000000





15.715.116.84.520.3112250





000000





15.628.516.39.118.21.612000





000000





15.751.616.119.916.33.111750





000000





15.89015.941.615.18.611500





000000





15.914815.984.214.527.911250000000
000000000000
16.2235.316.1156.514.686.611000238.614.6385.416.2464.116.4
000000000000
16.7354.916.527015.7213.210750114.215.6249.816.7334.116.9
000000000000
17.350517.2424.717.2400105005217.215517.5233.517.5
000000000000
17.9680.718.1613.418.9620.71025023.51993.318.4160.318.2
000000000000






1000011.721.35519.4108.419






000000






97506.623.93320.672.419.8






000000






95004.427202248.520.7






000000






92502.829.712.723.532.721.8






000000






90001.832.48.225.121.822.8






000000






8750134.45.826.914.723.8






000000






8500138.63.928.610.825.3






000000






8250142.92.730.400






000000






8000147.3232.35.527.9






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