2011年3月3日木曜日

2011/03/03(Thu)OP

P/C1.2-0.31.51.61.21.11.41.81.71.4
先物10592.510010492.510747.510622.510507.510467.510572.510662.510862.5
基準18.9-0.819.716.617.718.720.519.618.516.1
期近20.1-121.116.618.118.921.120.118.715.7
期先118.5-0.61916.517.418.519.91918.216.6
期先217.8-0.518.416.417.318.219.318.617.916.7
当/先1.101.11111.11.110.9
先/先21011111111

73570











8750900092509500975010000102501050010500105001075011000112501150011750
3P8753P9003P9253P9503P9753P10003P10253P1050105903C10503C10753C11003C11253C11503C1175
111.72.95.912.431.484.2260.8176.751.89.32.61.51
0-0.5-1.6-3-6.1-12.8-26.1-53-6.346.715.30.6-0.4-0.20
51.644.740.435.731.727.423.920.920.920.918.818.42125.329.5
5.32.91.510.70.20.2-0.1-0.1-0.2-0.8-1.8-1.8-1.3-0.4
00-0.01-0.01-0.03-0.07-0.16-0.38
0.620.290.080.020.010.01
0.0020.0020.0040.0070.0150.0320.0680.121
0.1210.1220.0520.0170.0080.004
0.180.20.340.571.061.963.75.72
5.725.192.150.80.460.29
-0.63-0.62-0.94-1.38-2.27-3.64-6-8.12
-8.13-6.63-2.68-1.14-0.79-0.59
4P8754P9004P9254P9504P9754P10004P10254P1050105204C10504C10754C11004C11254C11504C1175
8.112.119.1325389.2147.4238.3491.5253.3136.865.928.4125.1
-3.7-5.8-9-13.3-20.2-28-41.5-56.9-13.143.826.813.75.920.3
29.927.825.924.422.821.42018.818.818.917.917.417.217.417.8
-0.3-0.4-0.4-0.4-0.4-0.2-0.3-0.4-0.20.1-0.1-0.2-0.4-0.5-0.8
-0.02-0.03-0.05-0.08-0.14-0.22-0.33-0.48
0.520.360.210.110.050.02
0.0050.0080.0130.0190.0290.0420.0550.065
0.0640.0640.0510.0330.0190.01
1.72.43.475.087.149.5911.8613.04
13.0412.199.426.063.451.84
-0.72-0.94-1.27-1.75-2.3-2.89-3.35-3.45
-3.5-3.1-2.33-1.47-0.85-0.46
5P8755P9005P9255P9505P9755P10005P10255P1050105205C10505C10755C11005C11255C11505C1175
2434.250.173.1107.7158.2228.6325.2667341.8219.9131.273.538.820
-7.5-10.5-14.7-20.1-27.2-35.5-45.5-56.5-12.144.430.91910.55.63
25.824.423.22220.919.91918.118.118.217.416.816.416.216.2
-0.3-0.4-0.4-0.4-0.4-0.4-0.4-0.4-0.30-0.2-0.3-0.4-0.4-0.4
-0.05-0.07-0.1-0.14-0.19-0.27-0.36-0.48
0.520.40.280.180.110.06
0.0080.0110.0160.0210.0280.0360.0430.048
0.0470.0480.0440.0350.0250.017
4.515.947.8310.0812.6515.2317.3418.38
18.3817.8415.6112.278.715.73
-0.83-1.03-1.29-1.57-1.88-2.15-2.33-2.35
-2.39-2.22-1.87-1.44-1.01-0.66

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17321.1144.5112500





-0.8-0.2-1.1-0.20.60





16.55.2201.639.7112250





-0.8-0.1-0.60.10.30





16.21018.72.634.7112000





-0.50.9-0.70.2-0.10





16.22017.85.129.5111750





-0.43-0.80.3-0.40





16.238.817.41225.31.511500





-0.45.6-0.52-1.3-0.2





16.473.517.228.4212.611250





-0.410.5-0.45.9-1.8-0.4





16.8131.217.465.918.49.311000416.818.5551.517.3614.816.7
-0.319-0.213.7-1.80.6-99.2-1.8-85.1-0.7-80.2-0.6
17.4219.917.9136.818.851.810750209.518.9373.117.9452.117.2
-0.230.9-0.126.8-0.815.3-85-0.8-72.3-0.5-71.6-0.6
18.2341.818.9253.320.9176.71050084.220.9238.318.8325.218.1
044.40.143.8-0.246.7-53-0.1-56.9-0.4-56.5-0.4
19.1495.120410.324374.31025031.423.9147.420228.619
055.5057.70.374.2-26.10.2-41.5-0.3-45.5-0.4
20673.321.4602.527.3604.71000012.427.489.221.4158.219.9
-0.164.10.271.80.788.9-12.80.2-28-0.2-35.5-0.4






97505.931.75322.8107.720.9






-6.10.7-20.2-0.4-27.2-0.4






95002.935.73224.473.122






-31-13.3-0.4-20.1-0.4






92501.740.419.125.950.123.2






-1.61.5-9-0.4-14.7-0.4






9000144.712.127.834.224.4






-0.52.9-5.8-0.4-10.5-0.4






8750151.68.129.92425.8






05.3-3.7-0.3-7.5-0.3






8500158.65.5321727.2






05.7-2.30-5.1-0.2






8250165.8434.300






06.1-1.8-0.200






8000173.1336.88.930.3






06.6-1.3-0.1-3-0.3






7750000000






000000






7500188.41.8424.633.3






07.5-0.11.3-2.3-0.8

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