2011年3月11日金曜日

2011/03/10(Thu)OP

P/C1.201.21.31.31.51.21.51.61.2
先物10442.5-15010592.510522.510532.510697.510592.510492.510747.510622.5
基準19.90.819.119.619.818.418.919.716.617.7
期近39.311.827.52524.919.320.121.116.618.1
期先119.60.918.719.119.118.118.51916.517.4
期先219.10.918.218.418.317.517.818.416.417.3
当/先20.51.51.31.31.11.11.111
先/先21011111111

02863











8750900092509500975010000102501050010500105001075011000112501150011750
3P8753P9003P9253P9503P9753P10003P10253P1050104403C10503C10753C11003C11253C11503C1175
1111113.885.1113.1281.61111
0000000.350.3-51.8-102.1-14.90000
217.4186155124.393.762.739.53939.339.447.57399.7125.1149.2
97.582.16751.936.821.48.211.110.610.221.344.557.169.180.7
0-0.01-0.01-0.01-0.01-0.01-0.07-0.67
0.330.030.010.010.010.01
0.0020.0020.0030.0050.0080.0170.0990.282
0.280.0390.0130.0080.0050.004
0.040.050.060.070.080.120.421.19
1.190.20.10.080.070.06
-12.74-12.41-12.01-11.53-10.91-10.02-23.1-64.24
-64.97-13.31-10.47-11.22-11.77-12.21
4P8754P9004P9254P9504P9754P10004P10254P1050103604C10504C10754C11004C11254C11504C1175
6.911.219.434.462.1108.6184.5298.4460.6162.275.130.4113.91.7
1.63.15.410.12033.654.380.55.6-74.9-44.9-21.6-8.6-3-1
30.528.426.624.923.622.220.919.519.319.118.217.817.71818.9
-0.4-0.1-0.2-0.10.20.20.30.40.100.20.50.70.91.2
-0.02-0.03-0.06-0.1-0.17-0.27-0.41-0.58
0.420.250.120.050.020.01
0.0060.0090.0150.0240.0370.0520.0650.069
0.0710.060.0390.0210.010.005
1.442.173.3257.219.5411.2411.29
11.289.115.853.071.450.74
-0.78-1.08-1.56-2.2-2.99-3.72-4.12-3.87
-3.81-2.93-1.84-0.96-0.46-0.25
5P8755P9005P9255P9505P9755P10005P10255P1050103705C10505C10755C11005C11255C11505C1175
28.14262.792.6135.2198.2283.1397661.5264.5161.190.147.623.611.1
6.81117.12535.248.863.38211.5-70.5-52.1-34.7-19.7-10.8-6.8
26.525.324.12321.820.819.818.918.818.81817.41716.816.7
0.10.20.40.40.50.50.40.50.40.30.30.30.50.50.2
-0.06-0.08-0.12-0.17-0.23-0.32-0.43-0.55
0.450.330.220.130.070.04
0.010.0140.0190.0250.0330.040.0460.049
0.0490.0470.0390.0290.0190.012
4.846.498.5210.8413.2615.516.9517.11
17.1115.6212.719.266.093.65
-1.01-1.29-1.62-1.96-2.27-2.54-2.64-2.53
-2.55-2.23-1.75-1.25-0.81-0.48

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.91.725.31216.5112500





0.5-0.92.201130





172.522.91194.9112250





0.2-1.92.10102.60





16.95.320.41172.5112000





0.3-3.51-0.791.80





16.711.118.91.7149.2111750





0.2-6.81.2-180.70





16.823.6183.9125.1111500





0.5-10.80.9-369.10





1747.617.71199.7111250





0.5-19.70.7-8.657.10





17.490.117.830.473111000556.30664.918.3720.617.3
0.3-34.70.5-21.644.50153.801321.1117.50.5
18161.118.275.147.51.610750306.1046018.6541.718
0.3-52.10.2-44.921.3-14.9136.3-23.61100.799.50.4
18.8264.519.1162.239.4281050085.139298.419.539718.9
0.3-70.50-74.910.2-102.150.311.180.50.4820.5
19.7399.920.6299.746.1199.6102503.839.5184.520.9283.119.8
0.2-90.40.1-98.69.1-150.50.38.254.30.363.30.4
20.7565.421.9474.857.244310000162.7108.622.2198.220.8
0.3-104.90.1-118.24.3-154.5021.433.60.248.80.5






9750193.762.123.6135.221.8






036.8200.235.20.5






95001124.334.424.992.623






051.910.1-0.1250.4






9250115519.426.662.724.1






0675.4-0.217.10.4






9000118611.228.44225.3






082.13.1-0.1110.2






87501217.46.930.528.126.5






097.51.6-0.46.80.1






85001249.34.632.919.728






0113.11.30.14.50






82501281.92.93500






0128.90.7000






80001315.21.937.21031.1






0145.20.1-0.82.50.2






7750000000






000000






75001384.3142.55.334.5






0178.80-0.91.40.4

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