vix先物
各限平均増減 期近平均 期先平均 期先-期近
2004 -1.799 16.128 17.437 1.31
2005 -0.918 13.219 13.968 0.75
2006 -0.853 13.101 13.856 0.75
2007 0.128 17.653 17.941 0.29
2008 2.828 31.317 29.994 -1.32
2009 -3.196 32.282 33.241 0.96
2010 -2.633 23.443 25.635 2.19
2011 -0.358 24.469 24.732 0.26
2012 -2.800 19.064 20.922 1.86
2013 -0.750 14.951 16.020 1.07
2014 -0.046 14.903 15.515 0.61
2015 -0.258 17.250 17.826 0.58
2016 -1.588 16.913 18.193 1.28
2017 -1.615 12.210 13.276 1.07
2018 1.500 16.558 16.667 0.11

 

期近騰落 偏差0.055
1733 1185 78.525% 2918 46.624% 31.881%
261 261 14.047% 522 7.022% 7.022%
30 106 3.660% 136 0.807% 2.852%
11 45 1.507% 56 0.296% 1.211%
2035 1597 97.740% 3632 54.748% 42.965%
変わらず 84 2.260%
新甫 1161.994% 平均 6.565%
新甫除外 555.040% -606.954% -0.172%
騰落平均 0.149%
最高前日比 112.640%
最安前日比 -29.138%

 

新甫除外

0.0510 1670 1109 0.804342 2779 0.48336 0.32098
0.1020 286 242 0.152822 528 0.08278 0.07004
0.1530 33 68 0.029233 101 0.00955 0.01968
11 36 0.013603 47 0.00318 0.01042
2000 1455 3455 0.57887 0.42113