2011年3月1日火曜日

2011/03/01(Tue)OP

P/C1.60.41.21.11.41.81.71.41.11
先物10747.512510622.510507.510467.510572.510662.510862.510837.510802.5
基準16.6-1.117.718.720.519.618.516.116.415.7
期近16.6-1.518.118.921.120.118.715.716.315.6
期先116.5-0.917.418.519.91918.216.616.916.3
期先216.4-0.917.318.219.318.617.916.716.816.3
当/先10111.11.110.911
先/先21011111111

93772











90009250950097501000010250105001075010750107501100011250115001175012000
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1.11.935.68.517.242.7114.8227.3112.426.25.22.51.11
-0.7-0.9-1-1.2-5.6-15.1-37.7-80.1-38.841.38.60.50.5-0.10
4339.635.431.826.722.719.316.616.516.515.716.720.423.127.5
2.22.73.13.621.20.6-0.3-0.5-0.8-1.6-2.1-1.2-1.6-1.1
0-0.01-0.01-0.03-0.04-0.09-0.22-0.5
0.50.180.040.020.010.01
0.0020.0030.0060.0110.020.0430.0890.14
0.140.0980.0330.0140.0060.004
0.230.390.611.051.612.875.16.87
6.874.531.630.830.40.32
-0.52-0.82-1.14-1.79-2.29-3.47-5.25-6.06
-6.08-3.8-1.45-0.91-0.49-0.47
4P9004P9254P9504P9754P10004P10254P10504P1075106704C10754C11004C11254C11504C11754C1200
7.911.91931.153.893.8161.7270.4456.5186.292.841177.13.1
-4.8-7.7-12.3-19.4-29.8-43.2-60-79.7-38.641.12210.24.11.50.2
27.12523.221.52018.717.516.616.516.415.915.715.816.216.8
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0.450.280.150.070.030.02
0.0060.0090.0140.0220.0340.0490.0640.07
0.0710.0620.0440.0260.0130.007
1.822.593.795.57.910.6612.9713.52
13.5211.547.994.72.531.32
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5P9005P9255P9505P9755P10005P10255P10505P1075106705C10755C11005C11255C11505C11755C1200
213247.372.6110165.2243.9353.3625.5272.2166.294.9502613
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23.222.120.919.918.91817.116.416.416.315.815.415.115.215.2
-1.1-1-0.8-0.9-0.7-0.7-0.7-0.5-0.5-0.5-0.6-0.5-0.5-0.5-0.3
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0.470.340.230.140.080.04
0.0090.0120.0170.0240.0320.040.0480.051
0.0510.0490.0420.0310.0210.013
4.486.158.1810.7813.6216.3718.3718.91
18.9117.4914.4410.67.164.48
-0.72-0.94-1.18-1.48-1.77-2.02-2.16-2.12
-2.15-1.91-1.54-1.11-0.75-0.47

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





000000





15.73.319136.3112500





-0.9-0.1-10-0.60





15.3618.11.932112250





-0.80.4-1.10-0.80





15.21316.83.127.5112000





-0.33-10.2-1.10





15.22616.27.123.11.111750





-0.55-0.71.5-1.6-0.1





15.15015.81720.42.511500





-0.59-0.64.1-1.20.5





15.494.915.74116.75.211250000000
-0.517.1-0.610.2-2.10.5000000
15.8166.215.992.815.726.21100028016425.916497.315.8
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16.3272.216.4186.216.5112.410750114.816.6270.416.6353.316.4
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17.1412.417.533019288.91050042.719.3161.717.5243.917.1
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17.9582.918.5510.921.8512.41025017.222.793.818.7165.218
-0.768-0.676.8-0.6103.5-15.11.2-43.2-0.6-52.7-0.7






100008.526.753.82011018.9






-5.62-29.8-0.7-40-0.7






97505.631.831.121.572.619.9






-1.23.6-19.4-0.7-32.4-0.9






9500335.41923.247.320.9






-13.1-12.3-0.6-22.6-0.8






92501.939.611.9253222.1






-0.92.7-7.7-0.5-17.3-1






90001.1437.927.12123.2






-0.72.2-4.8-0.3-13.2-1.1






8750148.85.729.314.924.7






04.7-3-0.1-8.9-0.9






8500155431.51025.9






05-2.2-0.1-7-1.1






8250161.32.933.700






05.3-1.8-0.300






8000167.82.336.35.929.4






05.6-0.70.6-3.1-0.6






7750000000






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