2011年2月24日木曜日

2011/02/24(Thu)OP

P/C1.4-0.41.81.71.41.111.21.11
先物10467.5-10510572.510662.510862.510837.510802.510737.510722.510612.5
基準20.50.919.618.516.116.415.715.215.215.2
期近21.1120.118.715.716.315.615.115.115.2
期先119.90.91918.216.616.916.31616.115.8
期先219.30.718.617.916.716.816.316.116.316.3
当/先1.101.110.9110.90.91
先/先21011111111

144277











8750900092509500975010000102501050010500105001075011000112501150011750
3P8753P9003P9253P9503P9753P10003P10253P1050104703C10503C10753C11003C11253C11503C1175
24713.925.850.198.4189.7346.4156.66018.25.92.71.6
0.211.74.17.513.925.247.1-12.6-59.7-31.5-12.6-3.2-0.90
37.835.632.830.527.725.222.920.920.820.819.519.12022.124.5
00.70.40.80.60.40.20.40.30.20.60.71.41.82.6
-0.01-0.01-0.03-0.05-0.09-0.17-0.31-0.52
0.480.250.10.040.020.01
0.0030.0050.0090.0170.0290.0490.0750.092
0.0920.0790.0440.0190.0090.005
0.440.781.282.183.475.337.368.27
8.276.633.611.650.870.52
-0.58-0.96-1.46-2.32-3.35-4.68-5.85-6
-5.99-4.51-2.4-1.15-0.67-0.44
4P8754P9004P9254P9504P9754P10004P10254P1050103904C10504C10754C11004C11254C11504C1175
19.52943.166.2100.5153.5229.9339.9568.4228.5128.364.931146.6
5.4811.116.623.733.644.959.711.7-48-31.7-20.7-10.3-4.8-1.7
30.228.526.825.323.722.42119.819.819.818.918.318.118.118.5
0.80.80.70.70.70.60.50.50.50.50.60.40.50.60.9
-0.04-0.06-0.09-0.14-0.2-0.3-0.41-0.55
0.450.310.190.10.050.03
0.0090.0120.0180.0250.0340.0440.0520.057
0.0570.0530.0420.0280.0170.01
3.234.415.927.8710.0512.2113.7714.01
14.0112.479.546.393.832.21
-1.15-1.48-1.87-2.34-2.81-3.22-3.4-3.26
-3.28-2.79-2.07-1.37-0.82-0.48
5P8755P9005P9255P9505P9755P10005P10255P1050103905C10505C10755C11005C11255C11505C1175
4461.985.5119.9167230.2314.3425.1741315.9206.2128.573.440.922
1114.92024.93239.848.958.610.7-47.9-35.5-24.8-18.7-12.4-7.7
26.825.624.423.322.221.120.119.219.219.218.41817.417.217.1
0.80.80.80.70.60.50.40.30.40.40.40.40.20.20.1
-0.07-0.1-0.14-0.19-0.25-0.33-0.42-0.53
0.470.360.260.170.110.06
0.0110.0140.0190.0240.030.0360.0410.043
0.0430.0420.0380.030.0220.015
6.648.4610.5212.8515.2117.318.7319.02
19.0217.8915.4612.138.825.97
-1.15-1.4-1.65-1.93-2.17-2.35-2.42-2.34
-2.37-2.14-1.8-1.37-0.98-0.66

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.94211.233.9112500





0.5-0.91.302.80





17.6720230.5112250





0.4-21.50.12.70





17.312.419.33.726.9112000





0.4-3.51.3-0.22.60





17.12218.56.624.51.611750





0.1-7.70.9-1.72.60





17.240.918.11422.12.711500





0.2-12.40.6-4.81.8-0.9





17.473.418.131205.911250





0.2-18.70.5-10.31.4-3.2





18128.518.364.919.118.211000550.619.2677.318.4734.717.7
0.4-24.80.4-20.70.7-12.694.81.285.80.380.90.3
18.4206.218.9128.319.56010750341.519.4489.918.9564.618.3
0.4-35.50.6-31.70.6-31.572.50.4740.469.80.3
19.2315.919.8228.520.8156.610500189.720.9339.919.8425.119.2
0.4-47.90.5-480.2-59.747.10.459.70.558.60.3
20.1454.721.1369.922.73151025098.422.9229.921314.320.1
0.4-58.60.9-57.60.1-80.925.20.244.90.548.90.4
21.162022.4542.125.2517.71000050.125.2153.522.4230.221.1
0.6-67.10.8-71.70.4-91.213.90.433.60.639.80.5






975025.827.7100.523.716722.2






7.50.623.70.7320.6






950013.930.566.225.3119.923.3






4.10.816.60.724.90.7






9250732.843.126.885.524.4






1.70.411.10.7200.8






9000435.62928.561.925.6






10.780.814.90.8






8750237.819.530.24426.8






0.205.40.8110.8






85001.341.313.532.23228.2






0.313.70.88.40.9






8250145.19.133.900






0-0.12.30.600






8000150.46.836.117.631.2






00.11.90.95.61.2






7750000000






000000






7500161.33.840.6933.8






00.51.21.32.91.2

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