2011年2月21日月曜日

2011/02/21(Mon)OP

P/C1.40.31.111.21.110.91.31.1
先物10862.52510837.510802.510737.510722.510612.510617.510632.510587.5
基準16.1-0.416.415.715.215.215.215.815.716.3
期近15.7-0.616.315.615.115.115.23523.520.2
期先116.6-0.316.916.31616.115.815.615.415.9
期先216.7-0.116.816.316.116.316.3161716.5
当/先0.90110.90.912.21.51.3
先/先2101111110.91

174580











90009250950097501000010250105001075010750107501100011250115001175012000
3P9003P9253P9503P9753P10003P10253P10503P1075108603C10753C11003C11253C11503C11753C1200
1.62.63.95.910.220.245.8103.5318.52158525.96.52.61
-0.2-0.2-0.5-0.8-1.5-3.2-6.2-10.7-8.91.8-1.5-2-2.1-0.4-0.6
34.932.12925.722.720.218.216.316.316.215.114.915.217.118.5
2.52.421.71.41.10.90.70.70.50.40.40.10.70.2
-0.01-0.01-0.02-0.03-0.05-0.09-0.19-0.38
0.620.360.140.040.020.01
0.0020.0030.0060.010.0180.0340.0630.098
0.0990.1050.0640.0260.0110.005
0.410.630.931.392.253.846.439
8.998.845.392.231.060.47
-0.41-0.58-0.78-1.02-1.47-2.23-3.36-4.22
-4.2-3.85-2.32-0.98-0.52-0.25
4P9004P9254P9504P9754P10004P10254P10504P1075107804C10754C11004C11254C11504C11754C1200
81219.43152.788.3147.3240.3512.9272.6154.882.640.318.58.1
-0.2-0.7-0.6-1.9-2.3-4.9-7.7-9.5-6.92.7-1.7-1.5-1.2-1.4-1
25.924.122.721.119.918.817.71716.916.916.216.116.116.216.3
0.80.60.70.50.50.30.20.20.30.40.10.20.20.10.1
-0.02-0.03-0.05-0.08-0.13-0.21-0.32-0.47
0.530.370.240.130.070.03
0.0050.0080.0120.0190.0280.0410.0530.062
0.0620.0620.050.0350.0220.012
1.942.764.045.778.21113.6615.11
15.1114.4111.738.225.092.85
-0.55-0.73-1.01-1.34-1.8-2.27-2.66-2.81
-2.82-2.58-2.09-1.46-0.91-0.51
5P9005P9255P9505P9755P10005P10255P10505P1075107805C10755C11005C11255C11505C11755C1200
21.431.54770.1105.1155.4225.3324.3682.4358.1237.9149.189.850.728
-0.4-1.2-1.5-2.3-3.3-4.9-8.2-9.8-6.63.22.61.1-0.2-0.9-0.5
23.222.12120.119.218.417.516.916.916.916.416.115.915.815.8
0.40.30.30.30.30.20.10.10.10.20.20.20.10.10.1
-0.04-0.06-0.09-0.13-0.19-0.26-0.36-0.47
0.530.410.30.210.130.08
0.0080.0110.0150.0210.0280.0350.0420.046
0.0470.0470.0430.0350.0270.019
4.626.228.2910.8113.6716.5218.8720.12
20.1219.7117.614.3910.757.5
-0.67-0.85-1.08-1.35-1.63-1.88-2.05-2.11
-2.13-2.02-1.77-1.43-1.06-0.74

期先2期先1期近
期近期先1
IVPriceIVPriceIVPrice
PriceIVPriceIV
00000012750



000000



168182.525112500



0-0.80.501.70



15.814.816.83.821.8112250



0.1-0.30-0.71.50



15.82816.38.118.5112000



0.1-0.50.1-10.2-0.6



15.850.716.218.517.12.611750



0.1-0.90.1-1.40.7-0.4



15.989.816.140.315.26.511500



0.1-0.20.2-1.20.1-2.1



16.1149.116.182.614.925.9112500000
0.21.10.2-1.50.4-20000
16.4237.916.2154.815.18511000224.315.3374.716.5
0.22.60.1-1.70.4-1.5-14.40.7-10.70.2
16.9358.116.9272.616.221510750103.516.3240.317
0.23.20.42.70.51.8-10.70.7-9.50.2
17.6510.117.7430.317.6405.21050045.818.2147.317.7
0.35.20.55.60.45.2-6.20.9-7.70.2
18.3688.818.6620.620.1632.81025020.220.288.318.8
0.48.10.57.21.212.1-3.21.1-4.90.3






1000010.222.752.719.9






-1.51.4-2.30.5






97505.925.73121.1






-0.81.7-1.90.5






95003.92919.422.7






-0.52-0.60.7






92502.632.11224.1






-0.22.4-0.70.6






90001.634.9825.9






-0.22.5-0.20.8






8750137.55.527.7






03.1-0.30.8






85001423.929.6






03.401






8250146.62.831.5






03.801.1






8000151.41.933.3






04.1-0.11

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