2011/03/11(Fri)OP
| P/C | 1.7 | -0.3 | 2 | 1.2 | 1.3 | 1.3 | 1.5 | 1.2 | 1.5 | 1.6 |
| 先物 | 10157.5 | -165 | 10322.5 | 10592.5 | 10522.5 | 10532.5 | 10697.5 | 10592.5 | 10492.5 | 10747.5 |
| 基準 | 22.4 | 1.6 | 20.8 | 19.1 | 19.6 | 19.8 | 18.4 | 18.9 | 19.7 | 16.6 |
| 期近 | 22.4 | 6.2 | 16.2 | 27.5 | 25 | 24.9 | 19.3 | 20.1 | 21.1 | 16.6 |
| 期先1 | 20.6 | -0.2 | 20.8 | 18.7 | 19.1 | 19.1 | 18.1 | 18.5 | 19 | 16.5 |
| 期先2 | 7.9 | -11.9 | 19.8 | 18.2 | 18.4 | 18.3 | 17.5 | 17.8 | 18.4 | 16.4 |
| 当/先 | 1.1 | 0.3 | 0.8 | 1.5 | 1.3 | 1.3 | 1.1 | 1.1 | 1.1 | 1 |
| 先/先2 | 2.6 | 1.6 | 1.1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 27 | 62 | 90 |
|
|
|
|
|
|
|
|
|
|
|
|
| 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10250 | 10250 | 10500 | 10750 | 11000 | 11250 | 11500 |
| 4P850 | 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 10160 | 4C1025 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 |
| 8 | 13.9 | 24.2 | 40 | 68.7 | 114.8 | 185.4 | 290 | 491.3 | 201.3 | 99.7 | 42.3 | 14 | 5.6 | 2.7 |
| 2 | 5 | 9.6 | 15.5 | 25.6 | 40 | 58.8 | 80.1 | 2.6 | -77.4 | -50.9 | -27.3 | -13 | -4.3 | -1.1 |
| 33.2 | 31.6 | 29.9 | 28 | 26.5 | 25 | 23.3 | 21.7 | 21.9 | 21.9 | 20.5 | 19.6 | 18.7 | 19.2 | 20.3 |
| -0.3 | 0.4 | 0.8 | 0.8 | 0.8 | 0.8 | 0.6 | 0.2 | 0.7 | 0.9 | 0.8 | 0.8 | 0.5 | 1.1 | 1.7 |
| -0.02 | -0.04 | -0.06 | -0.1 | -0.17 | -0.26 | -0.39 | -0.55 | 0 | 0.45 | 0.29 | 0.15 | 0.06 | 0.03 | 0.01 |
| 0.006 | 0.009 | 0.015 | 0.023 | 0.034 | 0.047 | 0.059 | 0.066 | 0 | 0.065 | 0.06 | 0.043 | 0.024 | 0.012 | 0.006 |
| 1.49 | 2.32 | 3.5 | 5.02 | 7 | 9.07 | 10.67 | 11.01 | 0 | 11.01 | 9.48 | 6.55 | 3.44 | 1.78 | 0.98 |
| -0.9 | -1.34 | -1.92 | -2.57 | -3.39 | -4.14 | -4.54 | -4.35 | 0 | -4.43 | -3.57 | -2.36 | -1.18 | -0.63 | -0.36 |
| 5P850 | 5P875 | 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 10170 | 5C1025 | 5C1050 | 5C1075 | 5C1100 | 5C1125 | 5C1150 |
| 31.1 | 45.4 | 64.8 | 94.6 | 137 | 196.3 | 277.9 | 382.4 | 682.2 | 299.8 | 187.9 | 106.8 | 56.9 | 26.8 | 12.4 |
| 8.4 | 12 | 16.2 | 24.4 | 34.1 | 45.7 | 61.4 | 77.2 | -5.8 | -83 | -62.9 | -46 | -29.1 | -17.9 | -9.6 |
| 28.6 | 27.3 | 25.9 | 24.7 | 23.5 | 22.4 | 21.4 | 20.2 | 20.2 | 20.2 | 19.3 | 18.4 | 17.8 | 17.3 | 17.1 |
| 0.3 | 0.3 | 0.2 | 0.3 | 0.3 | 0.3 | 0.3 | 0.2 | 0.1 | 0 | 0.1 | 0 | 0 | -0.1 | 0 |
| -0.06 | -0.08 | -0.12 | -0.16 | -0.23 | -0.31 | -0.41 | -0.52 | 0 | 0.48 | 0.36 | 0.24 | 0.15 | 0.08 | 0.04 |
| 0.01 | 0.013 | 0.018 | 0.024 | 0.031 | 0.037 | 0.043 | 0.047 | 0 | 0.047 | 0.046 | 0.041 | 0.031 | 0.021 | 0.013 |
| 4.86 | 6.41 | 8.22 | 10.4 | 12.69 | 14.81 | 16.32 | 16.73 | 0 | 16.73 | 15.68 | 13.15 | 9.84 | 6.43 | 3.87 |
| -1.11 | -1.4 | -1.7 | -2.05 | -2.39 | -2.65 | -2.78 | -2.69 | 0 | -2.72 | -2.43 | -1.94 | -1.41 | -0.89 | -0.53 |
| 6P850 | 6P875 | 6P900 | 6P925 | 6P950 | 6P975 | 6P1000 | 6P1025 | 10250 | 6C1025 | 6C1050 | 6C1075 | 6C1100 | 6C1125 | 6C1150 |
| 58 | 0 | 108.7 | 0 | 196.5 | 0 | 348.1 | 0 | 0 | 0 | 261.1 | 0 | 105 | 0 | 34 |
| 35.2 | -33.4 | 60.2 | -70.3 | 93.5 | -150.6 | 131.7 | -305.2 | -688 | -382.8 | 10.3 | -152.8 | 19 | -44.7 | 12 |
| 27.7 | 0 | 25.5 | 0 | 23.3 | 0 | 21.3 | 0 | 0 | 0 | 19.8 | 0 | 18.4 | 0 | 17.6 |
| -0.6 | -27 | -0.2 | -24.4 | 0.1 | -22.1 | 0.3 | -20 | -20.1 | -20.2 | 0.6 | -18.4 | 0.6 | -17.3 | 0.5 |
| -0.09 | -0.08 | -0.12 | -0.17 | -0.23 | -0.32 | -0.43 | -0.55 | 0 | 0.45 | 0.33 | 0.22 | 0.13 | 0.07 | 0.04 |
| 0.01 | 0.014 | 0.019 | 0.025 | 0.033 | 0.04 | 0.046 | 0.049 | 0 | 0.049 | 0.047 | 0.039 | 0.029 | 0.019 | 0.012 |
| 4.84 | 6.49 | 8.52 | 10.84 | 13.26 | 15.5 | 16.95 | 17.11 | 0 | 17.11 | 15.62 | 12.71 | 9.26 | 6.09 | 3.65 |
| -1.01 | -1.29 | -1.62 | -1.96 | -2.27 | -2.54 | -2.64 | -2.53 | 0 | -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 |
| IV | Price | IV | Price | IV | Price |
| Price | IV | Price | IV | Price | IV |
| 0 | 0 | 18.4 | 2 | 25.9 | 1 | 12250 |
|
|
|
|
|
|
| -17.7 | -2.9 | 0.7 | -0.9 | 2.4 | 0 |
|
|
|
|
|
|
| 17.3 | 10 | 17.6 | 3.1 | 23.3 | 1 | 12000 |
|
|
|
|
|
|
| 0.2 | 4.9 | 0.4 | -2 | 2.4 | 0 |
|
|
|
|
|
|
| 0 | 0 | 17 | 5.4 | 21.8 | 1.6 | 11750 |
|
|
|
|
|
|
| -17.1 | -10.8 | -0.2 | -5.4 | 2.4 | -0.1 |
|
|
|
|
|
|
| 17.6 | 34 | 17.1 | 12.4 | 20.3 | 2.7 | 11500 |
|
|
|
|
|
|
| 0.5 | 12 | 0 | -9.6 | 1.7 | -1.1 |
|
|
|
|
|
|
| 0 | 0 | 17.3 | 26.8 | 19.2 | 5.6 | 11250 |
|
|
|
|
|
|
| -17.3 | -44.7 | -0.1 | -17.9 | 1.1 | -4.3 |
|
|
|
|
|
|
| 18.4 | 105 | 17.8 | 56.9 | 18.7 | 14 | 11000 |
|
|
|
|
|
|
| 0.6 | 19 | 0 | -29.1 | 0.5 | -13 |
|
|
|
|
|
|
| 0 | 0 | 18.4 | 106.8 | 19.6 | 42.3 | 10750 | 631.4 | 19.2 | 690.7 | 18.4 | 0 | 0 |
| -18.4 | -152.8 | 0 | -46 | 0.8 | -27.3 | 132.7 | 0.1 | 114.8 | 0.2 | -575.9 | -18.2 |
| 19.8 | 261.1 | 19.3 | 187.9 | 20.5 | 99.7 | 10500 | 438.1 | 20.2 | 522.9 | 19.4 | 586.7 | 19.4 |
| 0.6 | 10.3 | 0.1 | -62.9 | 0.8 | -50.9 | 107.9 | 0.2 | 96.8 | 0.2 | 160.7 | 0.3 |
| 0 | 0 | 20.2 | 299.8 | 21.9 | 201.3 | 10250 | 290 | 21.7 | 382.4 | 20.2 | 0 | 0 |
| -20.2 | -382.8 | 0 | -83 | 0.9 | -77.4 | 80.1 | 0.2 | 77.2 | 0.2 | -305.2 | -20 |
| 21.5 | 518.7 | 21.2 | 441.5 | 23.7 | 347.2 | 10000 | 185.4 | 23.3 | 277.9 | 21.4 | 348.1 | 21.3 |
| 0.5 | -20.9 | 0.2 | -98 | 1 | -102.2 | 58.8 | 0.6 | 61.4 | 0.3 | 131.7 | 0.3 |
| 0 | 0 | 22.3 | 611 | 25.4 | 526.7 | 9750 | 114.8 | 25 | 196.3 | 22.4 | 0 | 0 |
| -23.1 | -737.5 | -0.8 | -126.5 | -0.3 | -133.3 | 40 | 0.8 | 45.7 | 0.3 | -150.6 | -22.1 |
|
|
|
|
|
| 9500 | 68.7 | 26.5 | 137 | 23.5 | 196.5 | 23.3 |
|
|
|
|
|
| 25.6 | 0.8 | 34.1 | 0.3 | 93.5 | 0.1 |
|
|
|
|
|
| 9250 | 40 | 28 | 94.6 | 24.7 | 0 | 0 |
|
|
|
|
|
| 15.5 | 0.8 | 24.4 | 0.3 | -70.3 | -24.4 |
|
|
|
|
|
| 9000 | 24.2 | 29.9 | 64.8 | 25.9 | 108.7 | 25.5 |
|
|
|
|
|
| 9.6 | 0.8 | 16.2 | 0.2 | 60.2 | -0.2 |
|
|
|
|
|
| 8750 | 13.9 | 31.6 | 45.4 | 27.3 | 0 | 0 |
|
|
|
|
|
| 5 | 0.4 | 12 | 0.3 | -33.4 | -27 |
|
|
|
|
|
| 8500 | 8 | 33.2 | 31.1 | 28.6 | 58 | 27.7 |
|
|
|
|
|
| 2 | -0.3 | 8.4 | 0.3 | 35.2 | -0.6 |
|
|
|
|
|
| 8250 | 6 | 36.3 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 2.6 | 1.2 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 8000 | 3.8 | 38.4 | 15.1 | 31.5 | 31.9 | 30.2 |
|
|
|
|
|
| 1.6 | 1.2 | 3.7 | 0.1 | 20.5 | -1.1 |
|
|
|
|
|
| 7750 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 7500 | 2.3 | 44.7 | 9 | 35.5 | 16.9 | 32.7 |
|
|
|
|
|
| 1.2 | 2.2 | 3.1 | 1 | 11 | -1.9 |
|
|
|
|
|
| 7250 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
0 件のコメント:
コメントを投稿