| 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 |
| P/C | 1.2 | 0 | 1.2 | 1.3 | 1.3 | 1.5 | 1.2 | 1.5 | 1.6 | 1.2 |
| 先物 | 10442.5 | -150 | 10592.5 | 10522.5 | 10532.5 | 10697.5 | 10592.5 | 10492.5 | 10747.5 | 10622.5 |
| 基準 | 19.9 | 0.8 | 19.1 | 19.6 | 19.8 | 18.4 | 18.9 | 19.7 | 16.6 | 17.7 |
| 期近 | 39.3 | 11.8 | 27.5 | 25 | 24.9 | 19.3 | 20.1 | 21.1 | 16.6 | 18.1 |
| 期先1 | 19.6 | 0.9 | 18.7 | 19.1 | 19.1 | 18.1 | 18.5 | 19 | 16.5 | 17.4 |
| 期先2 | 19.1 | 0.9 | 18.2 | 18.4 | 18.3 | 17.5 | 17.8 | 18.4 | 16.4 | 17.3 |
| 当/先 | 2 | 0.5 | 1.5 | 1.3 | 1.3 | 1.1 | 1.1 | 1.1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 0 | 28 | 63 |
|
|
|
|
|
|
|
|
|
|
|
|
| 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 | 10500 | 10500 | 10750 | 11000 | 11250 | 11500 | 11750 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10440 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 1 | 1 | 1 | 1 | 1 | 1 | 3.8 | 85.1 | 113.1 | 28 | 1.6 | 1 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0.3 | 50.3 | -51.8 | -102.1 | -14.9 | 0 | 0 | 0 | 0 |
| 217.4 | 186 | 155 | 124.3 | 93.7 | 62.7 | 39.5 | 39 | 39.3 | 39.4 | 47.5 | 73 | 99.7 | 125.1 | 149.2 |
| 97.5 | 82.1 | 67 | 51.9 | 36.8 | 21.4 | 8.2 | 11.1 | 10.6 | 10.2 | 21.3 | 44.5 | 57.1 | 69.1 | 80.7 |
| 0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | -0.07 | -0.67 |
| 0.33 | 0.03 | 0.01 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.005 | 0.008 | 0.017 | 0.099 | 0.282 |
| 0.28 | 0.039 | 0.013 | 0.008 | 0.005 | 0.004 |
| 0.04 | 0.05 | 0.06 | 0.07 | 0.08 | 0.12 | 0.42 | 1.19 |
| 1.19 | 0.2 | 0.1 | 0.08 | 0.07 | 0.06 |
| -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 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10360 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 6.9 | 11.2 | 19.4 | 34.4 | 62.1 | 108.6 | 184.5 | 298.4 | 460.6 | 162.2 | 75.1 | 30.4 | 11 | 3.9 | 1.7 |
| 1.6 | 3.1 | 5.4 | 10.1 | 20 | 33.6 | 54.3 | 80.5 | 5.6 | -74.9 | -44.9 | -21.6 | -8.6 | -3 | -1 |
| 30.5 | 28.4 | 26.6 | 24.9 | 23.6 | 22.2 | 20.9 | 19.5 | 19.3 | 19.1 | 18.2 | 17.8 | 17.7 | 18 | 18.9 |
| -0.4 | -0.1 | -0.2 | -0.1 | 0.2 | 0.2 | 0.3 | 0.4 | 0.1 | 0 | 0.2 | 0.5 | 0.7 | 0.9 | 1.2 |
| -0.02 | -0.03 | -0.06 | -0.1 | -0.17 | -0.27 | -0.41 | -0.58 |
| 0.42 | 0.25 | 0.12 | 0.05 | 0.02 | 0.01 |
| 0.006 | 0.009 | 0.015 | 0.024 | 0.037 | 0.052 | 0.065 | 0.069 |
| 0.071 | 0.06 | 0.039 | 0.021 | 0.01 | 0.005 |
| 1.44 | 2.17 | 3.32 | 5 | 7.21 | 9.54 | 11.24 | 11.29 |
| 11.28 | 9.11 | 5.85 | 3.07 | 1.45 | 0.74 |
| -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 |
| 5P875 | 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 10370 | 5C1050 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 |
| 28.1 | 42 | 62.7 | 92.6 | 135.2 | 198.2 | 283.1 | 397 | 661.5 | 264.5 | 161.1 | 90.1 | 47.6 | 23.6 | 11.1 |
| 6.8 | 11 | 17.1 | 25 | 35.2 | 48.8 | 63.3 | 82 | 11.5 | -70.5 | -52.1 | -34.7 | -19.7 | -10.8 | -6.8 |
| 26.5 | 25.3 | 24.1 | 23 | 21.8 | 20.8 | 19.8 | 18.9 | 18.8 | 18.8 | 18 | 17.4 | 17 | 16.8 | 16.7 |
| 0.1 | 0.2 | 0.4 | 0.4 | 0.5 | 0.5 | 0.4 | 0.5 | 0.4 | 0.3 | 0.3 | 0.3 | 0.5 | 0.5 | 0.2 |
| -0.06 | -0.08 | -0.12 | -0.17 | -0.23 | -0.32 | -0.43 | -0.55 |
| 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 |
| 0.049 | 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 |
| 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 |
| -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 |
| 17.9 | 1.7 | 25.3 | 1 | 216.5 | 1 | 12500 |
|
|
|
|
|
|
| 0.5 | -0.9 | 2.2 | 0 | 113 | 0 |
|
|
|
|
|
|
| 17 | 2.5 | 22.9 | 1 | 194.9 | 1 | 12250 |
|
|
|
|
|
|
| 0.2 | -1.9 | 2.1 | 0 | 102.6 | 0 |
|
|
|
|
|
|
| 16.9 | 5.3 | 20.4 | 1 | 172.5 | 1 | 12000 |
|
|
|
|
|
|
| 0.3 | -3.5 | 1 | -0.7 | 91.8 | 0 |
|
|
|
|
|
|
| 16.7 | 11.1 | 18.9 | 1.7 | 149.2 | 1 | 11750 |
|
|
|
|
|
|
| 0.2 | -6.8 | 1.2 | -1 | 80.7 | 0 |
|
|
|
|
|
|
| 16.8 | 23.6 | 18 | 3.9 | 125.1 | 1 | 11500 |
|
|
|
|
|
|
| 0.5 | -10.8 | 0.9 | -3 | 69.1 | 0 |
|
|
|
|
|
|
| 17 | 47.6 | 17.7 | 11 | 99.7 | 1 | 11250 |
|
|
|
|
|
|
| 0.5 | -19.7 | 0.7 | -8.6 | 57.1 | 0 |
|
|
|
|
|
|
| 17.4 | 90.1 | 17.8 | 30.4 | 73 | 1 | 11000 | 556.3 | 0 | 664.9 | 18.3 | 720.6 | 17.3 |
| 0.3 | -34.7 | 0.5 | -21.6 | 44.5 | 0 | 153.8 | 0 | 132 | 1.1 | 117.5 | 0.5 |
| 18 | 161.1 | 18.2 | 75.1 | 47.5 | 1.6 | 10750 | 306.1 | 0 | 460 | 18.6 | 541.7 | 18 |
| 0.3 | -52.1 | 0.2 | -44.9 | 21.3 | -14.9 | 136.3 | -23.6 | 110 | 0.7 | 99.5 | 0.4 |
| 18.8 | 264.5 | 19.1 | 162.2 | 39.4 | 28 | 10500 | 85.1 | 39 | 298.4 | 19.5 | 397 | 18.9 |
| 0.3 | -70.5 | 0 | -74.9 | 10.2 | -102.1 | 50.3 | 11.1 | 80.5 | 0.4 | 82 | 0.5 |
| 19.7 | 399.9 | 20.6 | 299.7 | 46.1 | 199.6 | 10250 | 3.8 | 39.5 | 184.5 | 20.9 | 283.1 | 19.8 |
| 0.2 | -90.4 | 0.1 | -98.6 | 9.1 | -150.5 | 0.3 | 8.2 | 54.3 | 0.3 | 63.3 | 0.4 |
| 20.7 | 565.4 | 21.9 | 474.8 | 57.2 | 443 | 10000 | 1 | 62.7 | 108.6 | 22.2 | 198.2 | 20.8 |
| 0.3 | -104.9 | 0.1 | -118.2 | 4.3 | -154.5 | 0 | 21.4 | 33.6 | 0.2 | 48.8 | 0.5 |
|
|
|
|
|
| 9750 | 1 | 93.7 | 62.1 | 23.6 | 135.2 | 21.8 |
|
|
|
|
|
| 0 | 36.8 | 20 | 0.2 | 35.2 | 0.5 |
|
|
|
|
|
| 9500 | 1 | 124.3 | 34.4 | 24.9 | 92.6 | 23 |
|
|
|
|
|
| 0 | 51.9 | 10.1 | -0.1 | 25 | 0.4 |
|
|
|
|
|
| 9250 | 1 | 155 | 19.4 | 26.6 | 62.7 | 24.1 |
|
|
|
|
|
| 0 | 67 | 5.4 | -0.2 | 17.1 | 0.4 |
|
|
|
|
|
| 9000 | 1 | 186 | 11.2 | 28.4 | 42 | 25.3 |
|
|
|
|
|
| 0 | 82.1 | 3.1 | -0.1 | 11 | 0.2 |
|
|
|
|
|
| 8750 | 1 | 217.4 | 6.9 | 30.5 | 28.1 | 26.5 |
|
|
|
|
|
| 0 | 97.5 | 1.6 | -0.4 | 6.8 | 0.1 |
|
|
|
|
|
| 8500 | 1 | 249.3 | 4.6 | 32.9 | 19.7 | 28 |
|
|
|
|
|
| 0 | 113.1 | 1.3 | 0.1 | 4.5 | 0 |
|
|
|
|
|
| 8250 | 1 | 281.9 | 2.9 | 35 | 0 | 0 |
|
|
|
|
|
| 0 | 128.9 | 0.7 | 0 | 0 | 0 |
|
|
|
|
|
| 8000 | 1 | 315.2 | 1.9 | 37.2 | 10 | 31.1 |
|
|
|
|
|
| 0 | 145.2 | 0.1 | -0.8 | 2.5 | 0.2 |
|
|
|
|
|
| 7750 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 7500 | 1 | 384.3 | 1 | 42.5 | 5.3 | 34.5 |
|
|
|
|
|
| 0 | 178.8 | 0 | -0.9 | 1.4 | 0.4 |
| P/C | 1.2 | -0.1 | 1.3 | 1.3 | 1.5 | 1.2 | 1.5 | 1.6 | 1.2 | 1.1 |
| 先物 | 10592.5 | 70 | 10522.5 | 10532.5 | 10697.5 | 10592.5 | 10492.5 | 10747.5 | 10622.5 | 10507.5 |
| 基準 | 19.1 | -0.4 | 19.6 | 19.8 | 18.4 | 18.9 | 19.7 | 16.6 | 17.7 | 18.7 |
| 期近 | 27.5 | 2.6 | 25 | 24.9 | 19.3 | 20.1 | 21.1 | 16.6 | 18.1 | 18.9 |
| 期先1 | 18.7 | -0.4 | 19.1 | 19.1 | 18.1 | 18.5 | 19 | 16.5 | 17.4 | 18.5 |
| 期先2 | 18.2 | -0.2 | 18.4 | 18.3 | 17.5 | 17.8 | 18.4 | 16.4 | 17.3 | 18.2 |
| 当/先 | 1.5 | 0.2 | 1.3 | 1.3 | 1.1 | 1.1 | 1.1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 1 | 29 | 64 |
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| 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 | 10500 | 10500 | 10750 | 11000 | 11250 | 11500 | 11750 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10600 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 1 | 1 | 1 | 1 | 1 | 1 | 3.5 | 34.8 | 164.9 | 130.1 | 16.5 | 1 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | -0.7 | -2.1 | -12.5 | -38.4 | -5.1 | 33.3 | 2.7 | -0.6 | 0 | 0 | 0 |
| 119.9 | 103.8 | 88 | 72.4 | 56.9 | 41.3 | 31.3 | 27.9 | 28.3 | 29.1 | 26.2 | 28.5 | 42.6 | 55.9 | 68.5 |
| 31.6 | 27.8 | 24 | 20.3 | 14 | 7.9 | 2.2 | 3 | 3.3 | 3.9 | 2.2 | 1.8 | 7.1 | 10.4 | 13.5 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.04 | -0.3 |
| 0.69 | 0.18 | 0.02 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.004 | 0.006 | 0.011 | 0.044 | 0.193 |
| 0.187 | 0.155 | 0.021 | 0.01 | 0.006 | 0.004 |
| 0.08 | 0.09 | 0.1 | 0.12 | 0.14 | 0.19 | 0.58 | 2.25 |
| 2.28 | 1.7 | 0.25 | 0.18 | 0.15 | 0.13 |
| -3.43 | -3.35 | -3.25 | -3.14 | -3 | -2.81 | -6.64 | -23.08 |
| -24.38 | -16.35 | -2.61 | -2.87 | -3.04 | -3.17 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10520 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 5.4 | 8.1 | 14 | 24.2 | 42.1 | 75 | 130.2 | 217.8 | 455 | 237.2 | 120 | 52.1 | 19.6 | 6.9 | 2.7 |
| -1.7 | -3.1 | -4.9 | -7.7 | -11.9 | -18.3 | -28 | -41.8 | -8.5 | 33.3 | 17.8 | 6.7 | 2.1 | 0 | -0.2 |
| 30.9 | 28.5 | 26.8 | 25.1 | 23.4 | 21.9 | 20.5 | 19.1 | 19.1 | 19.2 | 18 | 17.3 | 17 | 17.1 | 17.7 |
| 0.2 | -0.1 | -0.1 | -0.1 | 0 | 0 | 0 | -0.2 | -0.1 | 0.2 | -0.1 | -0.4 | -0.5 | -0.7 | -0.8 |
| -0.02 | -0.02 | -0.04 | -0.07 | -0.12 | -0.2 | -0.32 | -0.48 |
| 0.52 | 0.34 | 0.19 | 0.09 | 0.03 | 0.01 |
| 0.004 | 0.007 | 0.011 | 0.018 | 0.029 | 0.043 | 0.058 | 0.07 |
| 0.07 | 0.069 | 0.052 | 0.031 | 0.015 | 0.007 |
| 1.19 | 1.72 | 2.67 | 4.05 | 5.95 | 8.34 | 10.64 | 11.88 |
| 11.88 | 10.98 | 8.04 | 4.67 | 2.3 | 1.12 |
| -0.62 | -0.83 | -1.22 | -1.73 | -2.36 | -3.11 | -3.71 | -3.85 |
| -3.89 | -3.37 | -2.38 | -1.36 | -0.67 | -0.34 |
| 5P875 | 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 10520 | 5C1050 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 |
| 21.4 | 31 | 45.6 | 67.7 | 100 | 149.4 | 219.8 | 315 | 649.9 | 335 | 213.2 | 124.8 | 67.2 | 34.4 | 17.8 |
| -4.6 | -6 | -7.4 | -10.8 | -16.5 | -21.3 | -27.7 | -38 | -2.8 | 35.2 | 26.5 | 16 | 8.6 | 4 | 2.8 |
| 26.4 | 25 | 23.7 | 22.5 | 21.3 | 20.3 | 19.4 | 18.4 | 18.5 | 18.5 | 17.7 | 17 | 16.6 | 16.3 | 16.5 |
| -0.1 | 0 | 0.1 | 0.1 | -0.1 | 0 | 0.1 | -0.1 | 0 | 0.1 | 0.1 | 0 | -0.1 | -0.2 | -0.1 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.19 | -0.26 | -0.36 | -0.48 |
| 0.52 | 0.4 | 0.28 | 0.18 | 0.1 | 0.06 |
| 0.008 | 0.011 | 0.016 | 0.021 | 0.028 | 0.036 | 0.044 | 0.049 |
| 0.049 | 0.049 | 0.045 | 0.035 | 0.025 | 0.016 |
| 4.04 | 5.41 | 7.18 | 9.36 | 11.83 | 14.4 | 16.52 | 17.59 |
| 17.59 | 17.06 | 14.82 | 11.42 | 7.92 | 5.17 |
| -0.83 | -1.05 | -1.32 | -1.63 | -1.95 | -2.27 | -2.48 | -2.51 |
| -2.54 | -2.36 | -1.97 | -1.47 | -1.01 | -0.66 |
| 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 |
| 17.4 | 2.5 | 23.1 | 1 | 103.5 | 1 | 12500 |
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| -0.3 | 0.2 | -0.4 | 0 | 22 | 0 |
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| 16.8 | 4.4 | 20.7 | 1 | 92.3 | 1 | 12250 |
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| -0.3 | 0.3 | -0.5 | 0 | 19.3 | 0 |
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| 16.6 | 8.8 | 19.3 | 1.7 | 80.6 | 1 | 12000 |
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| -0.3 | 0.9 | -0.8 | -0.2 | 16.5 | 0 |
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| 16.5 | 17.8 | 17.7 | 2.7 | 68.5 | 1 | 11750 |
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| -0.1 | 2.8 | -0.8 | -0.2 | 13.5 | 0 |
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| 16.3 | 34.4 | 17.1 | 6.9 | 55.9 | 1 | 11500 |
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| -0.2 | 4 | -0.7 | 0 | 10.4 | 0 |
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| 16.6 | 67.2 | 17 | 19.6 | 42.6 | 1 | 11250 |
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| -0.1 | 8.6 | -0.5 | 2.1 | 7.1 | 0 |
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| 17 | 124.8 | 17.3 | 52.1 | 28.5 | 1 | 11000 | 402.5 | 0 | 532.9 | 17.2 | 603.1 | 16.9 |
| 0 | 16 | -0.4 | 6.7 | 1.8 | -0.6 | -76.9 | -27.6 | -68.5 | -1.1 | -56.9 | -0.2 |
| 17.7 | 213.2 | 18 | 120 | 26.2 | 16.5 | 10750 | 169.7 | 23.6 | 350 | 17.8 | 442.2 | 17.6 |
| 0.1 | 26.5 | -0.1 | 17.8 | 2.2 | 2.7 | -70 | 0.5 | -58.6 | -0.7 | -47.5 | -0.1 |
| 18.5 | 335 | 19.2 | 237.2 | 29.1 | 130.1 | 10500 | 34.8 | 27.9 | 217.8 | 19.1 | 315 | 18.4 |
| 0.1 | 35.2 | 0.2 | 33.3 | 3.9 | 33.3 | -38.4 | 3 | -41.8 | -0.2 | -38 | -0.1 |
| 19.5 | 490.3 | 20.5 | 398.3 | 36.9 | 350.1 | 10250 | 3.5 | 31.3 | 130.2 | 20.5 | 219.8 | 19.4 |
| 0.2 | 45.4 | 0.4 | 47.2 | 7.1 | 60.3 | -12.5 | 2.2 | -28 | 0 | -27.7 | 0.1 |
| 20.5 | 670.3 | 21.9 | 592.9 | 52.9 | 597.5 | 10000 | 1 | 41.3 | 75 | 21.9 | 149.4 | 20.3 |
| 0.3 | 52.1 | 0.6 | 56.8 | 18.4 | 71.3 | -2.1 | 7.9 | -18.3 | 0 | -21.3 | 0 |
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| 9750 | 1 | 56.9 | 42.1 | 23.4 | 100 | 21.3 |
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| -0.7 | 14 | -11.9 | 0 | -16.5 | -0.1 |
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| 9500 | 1 | 72.4 | 24.2 | 25.1 | 67.7 | 22.5 |
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| 0 | 20.3 | -7.7 | -0.1 | -10.8 | 0.1 |
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| 9250 | 1 | 88 | 14 | 26.8 | 45.6 | 23.7 |
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| 0 | 24 | -4.9 | -0.1 | -7.4 | 0.1 |
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| 9000 | 1 | 103.8 | 8.1 | 28.5 | 31 | 25 |
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| 0 | 27.8 | -3.1 | -0.1 | -6 | 0 |
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| 8750 | 1 | 119.9 | 5.4 | 30.9 | 21.4 | 26.4 |
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| 0 | 31.6 | -1.7 | 0.2 | -4.6 | -0.1 |
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| 8500 | 1 | 136.2 | 3.3 | 32.8 | 15.2 | 28 |
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| 0 | 35.5 | -1.7 | -0.4 | -2.8 | 0.1 |
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| 8250 | 1 | 152.9 | 2.2 | 35 | 0 | 0 |
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| 0 | 39.5 | -1.3 | -0.6 | 0 | 0 |
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| 8000 | 1 | 170 | 1.8 | 38.1 | 7.5 | 30.9 |
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| 0 | 43.5 | -0.8 | -0.2 | -1.5 | 0 |
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| 7750 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 205.5 | 1 | 43.4 | 3.9 | 34.1 |
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| 0 | 52 | -0.4 | 0.2 | -1.1 | -0.2 |