2011年2月23日水曜日

2011/02/23(Wed)OP

P/C1.80.11.71.41.111.21.110.9
先物10572.5-9010662.510862.510837.510802.510737.510722.510612.510617.5
基準19.61.118.516.116.415.715.215.215.215.8
期近20.11.318.715.716.315.615.115.115.235
期先1190.818.216.616.916.31616.115.815.6
期先218.60.717.916.716.816.316.116.316.316
当/先1.1010.9110.90.912.2
先/先21011111111

154378











8750900092509500975010000102501050010500105001075011000112501150011750
3P8753P9003P9253P9503P9753P10003P10253P1050105703C10503C10753C11003C11253C11503C1175
1.835.49.818.436.273.1142.6359216.391.530.89.13.71.6
0.10.21.12.5510.120.234.6-18.8-53.5-33.1-13-3.5-0.5-0.3
37.934.932.429.727.124.822.720.520.520.618.918.418.620.321.9
-0.1-0.10.40.60.70.70.80.60.70.80.71.11.41.91.7
-0.01-0.01-0.02-0.04-0.07-0.13-0.25-0.43
0.570.340.150.050.020.01
0.0020.0040.0070.0130.0230.040.0640.088
0.0880.0890.0590.0270.0120.006
0.40.641.071.762.884.626.828.51
8.517.965.082.381.170.57
-0.5-0.72-1.12-1.71-2.55-3.72-5.02-5.66
-5.71-4.91-3.05-1.44-0.77-0.41
4P8754P9004P9254P9504P9754P10004P10254P1050105004C10504C10754C11004C11254C11504C1175
14.1213249.676.8120185.1280.2556.7276.516085.641.318.88.3
3.65.28.112.517.424.934.6453.2-41.8-30.1-18.8-11.2-5.6-2.6
29.427.726.124.623.121.720.519.319.319.318.417.917.617.517.6
0.80.70.80.90.70.70.60.50.50.60.50.50.40.40.4
-0.03-0.05-0.07-0.11-0.17-0.25-0.36-0.49
0.510.360.230.130.070.03
0.0070.010.0150.0210.030.040.050.057
0.0570.0570.0470.0340.0210.012
2.633.655.046.869.0411.4213.4714.43
14.4313.5911.077.754.82.71
-0.89-1.16-1.51-1.94-2.4-2.86-3.17-3.19
-3.22-2.89-2.29-1.57-0.97-0.55
5P8755P9005P9255P9505P9755P10005P10255P1050105005C10505C10755C11005C11255C11505C1175
334765.695135190.3265.4366.4730.3363.8241.7153.392.153.229.6
810.812.919.224.829.737.946.16.4-39.7-32.6-22.9-15.7-9.4-5.7
2624.823.622.621.620.619.618.818.818.81817.617.21717
0.80.80.60.70.70.50.50.40.40.50.30.40.30.40.4
-0.06-0.08-0.11-0.16-0.22-0.29-0.38-0.48
0.520.40.30.20.130.08
0.0090.0120.0170.0220.0280.0340.040.044
0.0440.0440.0410.0340.0260.018
5.657.349.2911.714.2116.6218.519.38
19.3818.8316.8113.7610.417.33
-0.94-1.16-1.39-1.68-1.95-2.17-2.31-2.31
-2.34-2.18-1.89-1.52-1.14-0.8

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.44.919.61.231.1112500





0.4-1.10.2-0.62.30





17.2918.51.927.8112250





0.6-10.2-0.92.30





16.915.918.13.924.3112000





0.3-3.30.5-1.22.20





1729.617.68.321.91.611750





0.4-5.70.4-2.61.7-0.3





1753.217.518.820.33.711500





0.4-9.40.4-5.61.9-0.5





17.292.117.641.318.69.111250





0.3-15.70.4-11.21.4-3.5





17.6153.317.985.618.430.811000455.818591.518.1653.817.4
0.4-22.90.5-18.81.1-1374.50.669.80.663.80.3
18241.718.416018.991.51075026919415.918.5494.918
0.3-32.60.5-30.10.7-33.159.1158.60.655.80.4
18.8363.819.3276.520.6216.310500142.620.5280.219.3366.418.8
0.5-39.70.6-41.80.8-53.534.60.6450.546.10.4
19.7513.420.2427.522.7395.91025073.122.7185.120.5265.419.6
0.6-46.90.5-54.91-68.720.20.834.60.637.90.5
20.6687.121.5613.824.8608.91000036.224.812021.7190.320.6
0.6-56.70.6-63.30.7-8010.10.724.90.729.70.5






975018.427.176.823.113521.6






50.717.40.724.80.7






95009.829.749.624.69522.6






2.50.612.50.919.20.7






92505.432.43226.165.623.6






1.10.48.10.812.90.6






9000334.92127.74724.8






0.2-0.15.20.710.80.8






87501.837.914.129.43326






0.1-0.13.60.880.8






8500140.39.931.423.627.3






0-0.12.40.75.70.8






8250145.26.833.200






00.11.80.900






8000150.34.835.21229.9






00.21.20.82.90.8






7750000000






000000






7500160.92.539.26.232.7






00.60.60.71.20.5

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