2011年2月22日火曜日

2011/02/22(Tue)OP

P/C1.70.31.41.111.21.110.91.3
先物10662.5-20010862.510837.510802.510737.510722.510612.510617.510632.5
基準18.52.516.116.415.715.215.215.215.815.7
期近18.7315.716.315.615.115.115.23523.5
期先118.21.616.616.916.31616.115.815.615.4
期先217.91.216.716.816.316.116.316.31617
当/先10.10.9110.90.912.21.5
先/先21011111110.9

164479











90009250950097501000010250105001075010750107501100011250115001175012000
3P9003P9253P9503P9753P10003P10253P10503P1075106603C10753C11003C11253C11503C11753C1200
2.84.37.413.426.152.9108209.9334.5124.643.812.64.21.91
1.11.73.47.515.932.762.2106.416.1-90.4-41.2-13.3-2.4-0.80
35.131.929.126.524.121.919.91818.118.217.317.318.320.122.1
0.2-0.20.10.81.31.71.71.71.922.32.33.13.13.7
-0.01-0.02-0.03-0.05-0.1-0.19-0.35-0.58
0.420.20.070.030.010.01
0.0030.0060.010.0180.0320.0550.0820.096
0.0950.0720.0360.0150.0070.004
0.610.921.472.413.946.148.368.84
8.846.383.151.40.710.4
-0.65-0.9-1.31-1.95-2.9-4.1-5.07-4.84
-4.93-3.38-1.66-0.78-0.44-0.27
4P9004P9254P9504P9754P10004P10254P10504P1075105804C10754C11004C11254C11504C11754C1200
15.823.937.159.495150.4235.2357.3547.4190.1104.452.524.410.85.1
7.811.917.728.442.362.187.911734.4-82.5-50.4-30.1-15.9-7.7-3
2725.323.722.32119.818.817.917.917.917.417.217.117.217.6
1.11.111.21.11.111111.21.1111.2
-0.04-0.06-0.09-0.14-0.21-0.31-0.44-0.59
0.410.270.160.090.040.02
0.0080.0120.0180.0270.0370.0480.0570.059
0.0590.0520.0390.0250.0140.008
3.064.285.928.110.61314.5414.37
14.3712.269.025.813.371.91
-0.93-1.22-1.58-2.04-2.51-2.89-3.06-2.89
-2.9-2.42-1.75-1.12-0.65-0.38
5P9005P9255P9505P9755P10005P10255P10505P1075105905C10755C11005C11255C11505C11755C1200
36.152.775.8110.2160.6227.5320.3439.1713.4274.3176.2107.762.735.319.2
14.721.228.84055.572.195.1114.831-83.8-61.7-41.3-27.1-15.4-8.8
242321.920.920.119.218.417.717.717.717.216.916.716.616.6
0.90.90.80.80.90.80.90.70.80.80.80.80.70.80.8
-0.07-0.09-0.13-0.19-0.26-0.34-0.45-0.56
0.440.330.230.150.090.06
0.0110.0150.020.0260.0330.0390.0430.045
0.0450.0430.0370.0290.0210.014
6.378.3310.6213.2315.918.1419.519.47
19.4717.8715.0211.68.345.61
-0.96-1.2-1.46-1.74-2-2.18-2.25-2.15
-2.18-1.94-1.6-1.22-0.87-0.59

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





000000





17619.51.828.8112500





1-2.11.5-0.73.80





16.61018.32.825.5112250





0.8-4.71.5-1.13.70





16.619.217.65.122.1112000





0.8-8.81.2-33.70





16.635.317.210.820.11.911750





0.8-15.41-7.73.1-0.8





16.762.717.124.418.34.211500





0.7-27.11-15.93.1-2.4





16.9107.717.252.517.312.611250000000
0.8-41.31.1-30.12.3-13.3000000
17.2176.217.4104.417.343.811000381.317.4521.717.559017.1
0.8-61.71.2-50.42.3-41.21572.11471.1137.60.7
17.7274.317.9190.118.2124.610750209.918357.317.9439.117.7
0.8-83.81-82.52-90.4106.41.71171114.80.7
18.4403.618.7318.319.7269.81050010819.9235.218.8320.318.4
0.8-106.61-1122.2-135.462.21.787.9195.10.9
19.1560.319.7482.521.7464.61025052.921.9150.419.8227.519.2
0.8-128.51.1-138.11.6-168.232.71.762.11.172.10.8






1000026.124.19521160.620.1






15.91.342.31.155.50.9






975013.426.559.422.3110.220.9






7.50.828.41.2400.8






95007.429.137.123.775.821.9






3.40.117.7128.80.8






92504.331.923.925.352.723






1.7-0.211.91.121.20.9






90002.835.115.82736.124






1.10.27.81.114.70.9






87501.737.910.528.624.925.2






0.70.550.9100.7






8500140.37.530.717.926.5






0-1.73.617.60.9






8250145.1532.300






0-1.52.20.800






8000150.13.634.39.129.2






0-1.31.7141

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