| P/C | 1.2 | 0.2 | 1 | 0.7 | 0.9 | 0.9 | 0.5 | 0.8 | 0.9 | 1 |
| 先物 | 9532.5 | -160 | 9692.5 | 9735 | 9500 | 9492.5 | 9435 | 9202.5 | 9270 | 9297.5 |
| 基準 | 24.4 | 0.8 | 23.6 | 23 | 24.3 | 25.1 | 25 | 26.7 | 26 | 26.4 |
| 期近 | 24.4 | 1.1 | 23.3 | 22.9 | 24.1 | 25 | 24.9 | 26.6 | 25.8 | 26.4 |
| 期先1 | 24.3 | 0.4 | 23.9 | 23.2 | 24.6 | 25.1 | 25.4 | 27 | 26.5 | 26.4 |
| 期先2 | 23.7 | 0.4 | 23.3 | 22.4 | 23.7 | 24.2 | 24.8 | 26.5 | 25.9 | 26 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 13 | 41 | 69 |
|
|
|
|
|
|
|
|
|
|
|
|
| 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9500 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 |
| 8P775 | 8P800 | 8P825 | 8P850 | 8P875 | 8P900 | 8P925 | 8P950 | 9540 | 8C950 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 |
| 2 | 3.7 | 6.3 | 11.8 | 22 | 43.2 | 84.9 | 160.4 | 358.9 | 198.5 | 85 | 28.7 | 9 | 3 | 1.7 |
| 0.1 | 0.7 | 1.5 | 3.6 | 7 | 14.8 | 31.3 | 56 | -46.2 | -102.2 | -66.5 | -31.4 | -12.3 | -4 | -1.1 |
| 45 | 42.1 | 38.7 | 35.7 | 32.5 | 29.8 | 27.1 | 24.3 | 24.6 | 25 | 23.4 | 22.6 | 23 | 24.1 | 26.8 |
| -1.3 | -0.6 | -0.4 | -0.2 | -0.3 | -0.2 | 0.1 | -0.1 | 0 | 0.1 | 0.2 | 0.6 | 0.8 | 1.3 | 2.5 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.08 | -0.15 | -0.27 | -0.46 |
| 0.54 | 0.32 | 0.14 | 0.05 | 0.02 | 0.01 |
| 0.002 | 0.004 | 0.008 | 0.014 | 0.025 | 0.043 | 0.067 | 0.09 |
| 0.087 | 0.083 | 0.054 | 0.025 | 0.011 | 0.006 |
| 0.36 | 0.62 | 1 | 1.68 | 2.7 | 4.25 | 6.06 | 7.24 |
| 7.24 | 6.48 | 4.05 | 1.93 | 0.84 | 0.49 |
| -0.61 | -0.98 | -1.45 | -2.24 | -3.29 | -4.73 | -6.14 | -6.57 |
| -6.79 | -5.69 | -3.43 | -1.66 | -0.76 | -0.49 |
| 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9530 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 |
| 21.5 | 31.8 | 45.8 | 66 | 97.1 | 141.5 | 206.1 | 297.7 | 626.2 | 328.5 | 203.3 | 115.8 | 60.8 | 30.2 | 14.9 |
| 3.5 | 6.8 | 10.5 | 14.4 | 22.4 | 31.3 | 45.1 | 61 | -37.6 | -98.6 | -80.1 | -57.6 | -37.6 | -20.8 | -10.6 |
| 37 | 35.2 | 33.2 | 31.2 | 29.5 | 27.7 | 26.1 | 24.6 | 24.5 | 24.4 | 23.1 | 22.2 | 21.7 | 21.4 | 21.5 |
| -0.5 | -0.1 | 0 | -0.2 | -0.1 | -0.2 | -0.2 | -0.3 | -0.3 | -0.3 | -0.4 | -0.3 | -0.3 | 0 | 0.3 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.18 | -0.25 | -0.35 | -0.47 |
| 0.53 | 0.4 | 0.27 | 0.17 | 0.1 | 0.05 |
| 0.008 | 0.011 | 0.015 | 0.021 | 0.028 | 0.036 | 0.044 | 0.05 |
| 0.051 | 0.052 | 0.047 | 0.036 | 0.025 | 0.016 |
| 2.9 | 3.92 | 5.16 | 6.66 | 8.43 | 10.27 | 11.87 | 12.76 |
| 12.76 | 12.41 | 10.69 | 8.1 | 5.48 | 3.45 |
| -1.3 | -1.67 | -2.07 | -2.51 | -3 | -3.43 | -3.73 | -3.78 |
| -3.77 | -3.48 | -2.88 | -2.12 | -1.42 | -0.9 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9470 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 59.7 | 76.2 | 99.7 | 133.5 | 175.8 | 234.8 | 309.8 | 408.2 | 789 | 380.8 | 258.2 | 163.6 | 98.3 | 54.9 | 29.5 |
| 9.8 | 11.3 | 16.4 | 23.5 | 30 | 41.3 | 51.7 | 63.4 | -29.8 | -93.2 | -74.2 | -57.1 | -40.2 | -25.1 | -14.8 |
| 36.2 | 34.2 | 32.4 | 31 | 29.4 | 28.1 | 26.8 | 25.7 | 24.1 | 22 | 21.2 | 20.5 | 20 | 19.6 | 19.3 |
| -0.1 | -0.3 | -0.2 | -0.1 | -0.1 | 0 | -0.1 | -0.2 | -0.1 | 0 | 0.1 | 0 | 0.1 | 0.2 | 0.3 |
| -0.08 | -0.11 | -0.14 | -0.18 | -0.23 | -0.3 | -0.38 | -0.46 |
| 0.53 | 0.42 | 0.31 | 0.22 | 0.14 | 0.08 |
| 0.01 | 0.013 | 0.016 | 0.02 | 0.025 | 0.03 | 0.034 | 0.037 |
| 0.044 | 0.044 | 0.042 | 0.035 | 0.027 | 0.019 |
| 6.28 | 7.57 | 9.11 | 10.88 | 12.67 | 14.39 | 15.76 | 16.51 |
| 16.52 | 16.26 | 14.71 | 12.17 | 9.16 | 6.36 |
| -1.64 | -1.86 | -2.13 | -2.43 | -2.68 | -2.91 | -3.03 | -3.05 |
| -2.63 | -2.5 | -2.18 | -1.76 | -1.29 | -0.89 |
| 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 |
| 19.6 | 4.4 | 23.7 | 2.6 | 37.3 | 1 | 11500 |
|
|
|
|
|
|
| 0.7 | -1.8 | 1.5 | -0.7 | 4.2 | 0 |
|
|
|
|
|
|
| 18.9 | 7.1 | 22.9 | 4.5 | 33.4 | 1 | 11250 |
|
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|
| -0.1 | -5.8 | 0.9 | -2.4 | 4.1 | 0 |
|
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|
|
| 19.2 | 15.2 | 22.1 | 7.9 | 29.4 | 1 | 11000 |
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|
|
| 0.1 | -9.7 | 0.4 | -5.8 | 3.3 | -0.3 |
|
|
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|
|
| 19.3 | 29.5 | 21.5 | 14.9 | 26.8 | 1.7 | 10750 |
|
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|
|
|
|
| 0.3 | -14.8 | 0.3 | -10.6 | 2.5 | -1.1 |
|
|
|
|
|
|
| 19.6 | 54.9 | 21.4 | 30.2 | 24.1 | 3 | 10500 |
|
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|
|
| 0.2 | -25.1 | 0 | -20.8 | 1.3 | -4 |
|
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|
|
| 20 | 98.3 | 21.7 | 60.8 | 23 | 9 | 10250 |
|
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|
|
| 0.1 | -40.2 | -0.3 | -37.6 | 0.8 | -12.3 |
|
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|
|
| 20.5 | 163.6 | 22.2 | 115.8 | 22.6 | 28.7 | 10000 | 492.2 | 21.7 | 587.6 | 22.7 | 687.5 | 24.4 |
| 0 | -57.1 | -0.3 | -57.6 | 0.6 | -31.4 | 126 | -0.2 | 105.2 | -0.1 | 102.5 | 0.3 |
| 21.2 | 258.2 | 23.1 | 203.3 | 23.4 | 85 | 9750 | 296.4 | 22.5 | 422.9 | 23.4 | 532.8 | 24.8 |
| 0.1 | -74.2 | -0.4 | -80.1 | 0.2 | -66.5 | 91.6 | -0.2 | 81 | -0.3 | 84.1 | 0.1 |
| 22 | 380.8 | 24.4 | 328.5 | 25 | 198.5 | 9500 | 160.4 | 24.3 | 297.7 | 24.6 | 408.2 | 25.7 |
| 0 | -93.2 | -0.3 | -98.6 | 0.1 | -102.2 | 56 | -0.1 | 61 | -0.3 | 63.4 | -0.2 |
| 22.8 | 531.3 | 25.8 | 486.9 | 27.5 | 369.9 | 9250 | 84.9 | 27.1 | 206.1 | 26.1 | 309.8 | 26.8 |
| 0 | -109.9 | -0.3 | -116.8 | -0.3 | -130.5 | 31.3 | 0.1 | 45.1 | -0.2 | 51.7 | -0.1 |
| 23.4 | 702.5 | 27.4 | 671.8 | 30.4 | 578.5 | 9000 | 43.2 | 29.8 | 141.5 | 27.7 | 234.8 | 28.1 |
| -0.3 | -127.3 | -0.4 | -131 | -1.2 | -148.3 | 14.8 | -0.2 | 31.3 | -0.2 | 41.3 | 0 |
|
|
|
|
|
| 8750 | 22 | 32.5 | 97.1 | 29.5 | 175.8 | 29.4 |
|
|
|
|
|
| 7 | -0.3 | 22.4 | -0.1 | 30 | -0.1 |
|
|
|
|
|
| 8500 | 11.8 | 35.7 | 66 | 31.2 | 133.5 | 31 |
|
|
|
|
|
| 3.6 | -0.2 | 14.4 | -0.2 | 23.5 | -0.1 |
|
|
|
|
|
| 8250 | 6.3 | 38.7 | 45.8 | 33.2 | 99.7 | 32.4 |
|
|
|
|
|
| 1.5 | -0.4 | 10.5 | 0 | 16.4 | -0.2 |
|
|
|
|
|
| 8000 | 3.7 | 42.1 | 31.8 | 35.2 | 76.2 | 34.2 |
|
|
|
|
|
| 0.7 | -0.6 | 6.8 | -0.1 | 11.3 | -0.3 |
|
|
|
|
|
| 7750 | 2 | 45 | 21.5 | 37 | 59.7 | 36.2 |
|
|
|
|
|
| 0.1 | -1.3 | 3.5 | -0.5 | 9.8 | -0.1 |
|
|
|
|
|
| 7500 | 1.5 | 49.5 | 15.1 | 39.2 | 45.5 | 37.9 |
|
|
|
|
|
| 0.1 | -0.9 | 2.5 | -0.4 | 5.7 | -0.5 |
|
|
|
|
|
| 7250 | 1 | 53.6 | 10.9 | 41.5 | 0 | 0 |
|
|
|
|
|
| 0 | -0.9 | 1.9 | -0.3 | 0 | 0 |
|
|
|
|
|
| 7000 | 1 | 59.8 | 7.7 | 43.6 | 27.5 | 41.8 |
|
|
|
|
|
| 0 | -0.6 | 1.5 | -0.1 | 2.6 | -0.6 |
| P/C | 1 | 0.2 | 0.7 | 0.9 | 0.9 | 0.5 | 0.8 | 0.9 | 1 | 1.3 |
| 先物 | 9692.5 | -42.5 | 9735 | 9500 | 9492.5 | 9435 | 9202.5 | 9270 | 9297.5 | 9407.5 |
| 基準 | 23.6 | 0.6 | 23 | 24.3 | 25.1 | 25 | 26.7 | 26 | 26.4 | 26.6 |
| 期近 | 23.3 | 0.5 | 22.9 | 24.1 | 25 | 24.9 | 26.6 | 25.8 | 26.4 | 26.6 |
| 期先1 | 23.9 | 0.7 | 23.2 | 24.6 | 25.1 | 25.4 | 27 | 26.5 | 26.4 | 26.1 |
| 期先2 | 23.3 | 0.9 | 22.4 | 23.7 | 24.2 | 24.8 | 26.5 | 25.9 | 26 | 26 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 14 | 42 | 70 |
|
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|
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|
|
| 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 9750 | 9750 | 10000 | 10250 | 10500 | 10750 | 11000 |
| 8P800 | 8P825 | 8P850 | 8P875 | 8P900 | 8P925 | 8P950 | 8P975 | 9700 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 | 8C1100 |
| 3 | 4.8 | 8.2 | 15 | 28.4 | 53.6 | 104.4 | 204.8 | 356.4 | 151.5 | 60.1 | 21.3 | 7 | 2.7 | 1.3 |
| -0.4 | -0.4 | -0.2 | 0.1 | 2.7 | 5.3 | 9.6 | 19.4 | -6.7 | -26.1 | -17.8 | -7.8 | -3 | -1 | -0.3 |
| 42.7 | 39.1 | 35.9 | 32.9 | 30 | 27 | 24.4 | 22.7 | 23 | 23.2 | 22.1 | 22.2 | 22.8 | 24.2 | 26.1 |
| -0.1 | -0.1 | 0.1 | 0.1 | 0.6 | 0.5 | 0.3 | 0.4 | 0.2 | 0 | -0.3 | 0 | 0.2 | 0.6 | 1.1 |
| -0.01 | -0.02 | -0.03 | -0.05 | -0.1 | -0.18 | -0.33 | -0.54 |
| 0.46 | 0.24 | 0.11 | 0.04 | 0.02 | 0.01 |
| 0.003 | 0.006 | 0.01 | 0.017 | 0.031 | 0.051 | 0.077 | 0.091 |
| 0.089 | 0.074 | 0.043 | 0.02 | 0.009 | 0.004 |
| 0.53 | 0.82 | 1.31 | 2.12 | 3.4 | 5.12 | 6.96 | 7.62 |
| 7.63 | 6.04 | 3.52 | 1.66 | 0.79 | 0.41 |
| -0.79 | -1.11 | -1.63 | -2.43 | -3.55 | -4.81 | -5.9 | -6.02 |
| -6.18 | -4.64 | -2.72 | -1.32 | -0.67 | -0.38 |
| 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9P975 | 9690 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 | 9C1100 |
| 25 | 35.3 | 51.6 | 74.7 | 110.2 | 161 | 236.7 | 341.9 | 625.3 | 283.5 | 173.4 | 98.4 | 51 | 25.6 | 13.7 |
| 1.9 | 3.4 | 6 | 8.2 | 10.3 | 12.9 | 18.7 | 26 | 5.9 | -20.1 | -16.4 | -11 | -8.9 | -4.7 | -2.4 |
| 35.4 | 33.3 | 31.5 | 29.6 | 27.9 | 26.2 | 24.9 | 23.7 | 23.6 | 23.5 | 22.6 | 22 | 21.4 | 21.3 | 21.7 |
| 0.4 | 0.5 | 0.7 | 0.7 | 0.5 | 0.4 | 0.5 | 0.6 | 0.5 | 0.4 | 0.2 | 0.2 | 0 | 0.1 | 0.2 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.2 | -0.28 | -0.39 | -0.51 |
| 0.49 | 0.36 | 0.24 | 0.14 | 0.08 | 0.05 |
| 0.009 | 0.012 | 0.017 | 0.023 | 0.031 | 0.039 | 0.047 | 0.051 |
| 0.051 | 0.05 | 0.043 | 0.032 | 0.022 | 0.014 |
| 3.35 | 4.41 | 5.81 | 7.45 | 9.35 | 11.21 | 12.66 | 13.17 |
| 13.17 | 12.32 | 10.25 | 7.52 | 5.01 | 3.26 |
| -1.4 | -1.73 | -2.15 | -2.6 | -3.07 | -3.46 | -3.71 | -3.67 |
| -3.67 | -3.29 | -2.66 | -1.91 | -1.26 | -0.84 |
| 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 10P975 | 9630 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 | 10C1100 |
| 64.9 | 83.2 | 110 | 145.7 | 193.5 | 258.1 | 344.7 | 448.7 | 781.1 | 332.4 | 220.8 | 138.5 | 80 | 44.3 | 24.9 |
| 8.7 | 9.1 | 11 | 15.6 | 19 | 23.5 | 28.4 | 31 | 14.3 | -16.7 | -12.5 | -7.7 | -5.1 | -3.6 | -0.5 |
| 34.5 | 32.6 | 31 | 29.5 | 28.1 | 26.9 | 25.9 | 24.7 | 22.5 | 21.1 | 20.5 | 19.9 | 19.4 | 19 | 19.1 |
| 1 | 0.8 | 0.7 | 0.9 | 0.8 | 0.8 | 0.9 | 0.8 | 0.6 | 0.4 | 0.4 | 0.4 | 0.4 | 0.3 | 0.6 |
| -0.09 | -0.12 | -0.15 | -0.2 | -0.25 | -0.32 | -0.41 | -0.5 |
| 0.49 | 0.38 | 0.28 | 0.18 | 0.12 | 0.07 |
| 0.011 | 0.014 | 0.018 | 0.022 | 0.027 | 0.031 | 0.035 | 0.038 |
| 0.044 | 0.044 | 0.039 | 0.032 | 0.024 | 0.017 |
| 6.88 | 8.28 | 9.96 | 11.78 | 13.62 | 15.3 | 16.52 | 16.98 |
| 16.97 | 16.23 | 14.24 | 11.35 | 8.31 | 5.79 |
| -1.69 | -1.92 | -2.19 | -2.47 | -2.71 | -2.91 | -3.03 | -2.97 |
| -2.56 | -2.37 | -2.02 | -1.57 | -1.13 | -0.79 |
| 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 | 23 | 1.9 | 36.8 | 1 | 11750 |
|
|
|
|
|
|
| 0 | 0 | 1.1 | 0.2 | 2 | 0 |
|
|
|
|
|
|
| 18.8 | 6.2 | 22.2 | 3.3 | 33.1 | 1 | 11500 |
|
|
|
|
|
|
| 0.2 | -0.8 | 0.5 | -0.3 | 1.8 | 0 |
|
|
|
|
|
|
| 19 | 12.9 | 22 | 6.9 | 29.3 | 1 | 11250 |
|
|
|
|
|
|
| 0.4 | -0.6 | 0.5 | -0.7 | 1.7 | 0 |
|
|
|
|
|
|
| 19.1 | 24.9 | 21.7 | 13.7 | 26.1 | 1.3 | 11000 |
|
|
|
|
|
|
| 0.6 | -0.5 | 0.2 | -2.4 | 1.1 | -0.3 |
|
|
|
|
|
|
| 19 | 44.3 | 21.3 | 25.6 | 24.2 | 2.7 | 10750 |
|
|
|
|
|
|
| 0.3 | -3.6 | 0.1 | -4.7 | 0.6 | -1 |
|
|
|
|
|
|
| 19.4 | 80 | 21.4 | 51 | 22.8 | 7 | 10500 |
|
|
|
|
|
|
| 0.4 | -5.1 | 0 | -8.9 | 0.2 | -3 |
|
|
|
|
|
|
| 19.9 | 138.5 | 22 | 98.4 | 22.2 | 21.3 | 10250 | 574.2 | 20.9 | 653.5 | 21.8 | 752.5 | 23.9 |
| 0.4 | -7.7 | 0.2 | -11 | 0 | -7.8 | 37.9 | 0.6 | 33.9 | 0.4 | 42.5 | 1.1 |
| 20.5 | 220.8 | 22.6 | 173.4 | 22.1 | 60.1 | 10000 | 366.2 | 21.9 | 482.4 | 22.8 | 585 | 24 |
| 0.4 | -12.5 | 0.2 | -16.4 | -0.3 | -17.8 | 30.8 | 0.6 | 29.7 | 0.5 | 37.5 | 0.9 |
| 21.1 | 332.4 | 23.5 | 283.5 | 23.2 | 151.5 | 9750 | 204.8 | 22.7 | 341.9 | 23.7 | 448.7 | 24.7 |
| 0.4 | -16.7 | 0.4 | -20.1 | 0 | -26.1 | 19.4 | 0.4 | 26 | 0.6 | 31 | 0.8 |
| 22 | 474.1 | 24.6 | 427.2 | 24.9 | 300.8 | 9500 | 104.4 | 24.4 | 236.7 | 24.9 | 344.7 | 25.9 |
| 0.5 | -20.9 | 0.4 | -25.3 | 0.1 | -34.3 | 9.6 | 0.3 | 18.7 | 0.5 | 28.4 | 0.9 |
| 22.8 | 641.3 | 26.2 | 603.6 | 27.8 | 500.3 | 9250 | 53.6 | 27 | 161 | 26.2 | 258.1 | 26.9 |
| 0.7 | -22.1 | 0.1 | -32.6 | 0.5 | -37.2 | 5.3 | 0.5 | 12.9 | 0.4 | 23.5 | 0.8 |
|
|
|
|
|
| 9000 | 28.4 | 30 | 110.2 | 27.9 | 193.5 | 28.1 |
|
|
|
|
|
| 2.7 | 0.6 | 10.3 | 0.5 | 19 | 0.8 |
|
|
|
|
|
| 8750 | 15 | 32.9 | 74.7 | 29.6 | 145.7 | 29.5 |
|
|
|
|
|
| 0.1 | 0.1 | 8.2 | 0.7 | 15.6 | 0.9 |
|
|
|
|
|
| 8500 | 8.2 | 35.9 | 51.6 | 31.5 | 110 | 31 |
|
|
|
|
|
| -0.2 | 0.1 | 6 | 0.7 | 11 | 0.7 |
|
|
|
|
|
| 8250 | 4.8 | 39.1 | 35.3 | 33.3 | 83.2 | 32.6 |
|
|
|
|
|
| -0.4 | -0.1 | 3.4 | 0.5 | 9.1 | 0.8 |
|
|
|
|
|
| 8000 | 3 | 42.7 | 25 | 35.4 | 64.9 | 34.5 |
|
|
|
|
|
| -0.4 | -0.1 | 1.9 | 0.4 | 8.7 | 1 |
|
|
|
|
|
| 7750 | 1.9 | 46.2 | 18 | 37.6 | 50 | 36.3 |
|
|
|
|
|
| -0.7 | -0.9 | 1.7 | 0.6 | 5.6 | 0.8 |
|
|
|
|
|
| 7500 | 1.4 | 50.4 | 12.6 | 39.6 | 39.8 | 38.4 |
|
|
|
|
|
| -0.1 | 0.6 | 1.1 | 0.5 | 5.4 | 1 |
|
|
|
|
|
| 7250 | 1 | 54.5 | 9 | 41.7 | 0 | 0 |
|
|
|
|
|
| 0 | 1.1 | 0.7 | 0.5 | 0 | 0 |
|
|
|
|
|
| 7000 | 1 | 60.5 | 6.2 | 43.7 | 25 | 42.5 |
|
|
|
|
|
| 0 | 1.3 | -0.1 | -0.1 | 3.6 | 1.1 |
| P/C | 0.7 | -0.2 | 0.9 | 0.9 | 0.5 | 0.8 | 0.9 | 1 | 1.3 | 1.3 |
| 先物 | 9735 | 235 | 9500 | 9492.5 | 9435 | 9202.5 | 9270 | 9297.5 | 9407.5 | 9670 |
| 基準 | 23 | -1.3 | 24.3 | 25.1 | 25 | 26.7 | 26 | 26.4 | 26.6 | 23.6 |
| 期近 | 22.9 | -1.3 | 24.1 | 25 | 24.9 | 26.6 | 25.8 | 26.4 | 26.6 | 23.6 |
| 期先1 | 23.2 | -1.4 | 24.6 | 25.1 | 25.4 | 27 | 26.5 | 26.4 | 26.1 | 24.1 |
| 期先2 | 22.4 | -1.3 | 23.7 | 24.2 | 24.8 | 26.5 | 25.9 | 26 | 26 | 24 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 15 | 43 | 71 |
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| 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 9750 | 9750 | 10000 | 10250 | 10500 | 10750 | 11000 |
| 8P800 | 8P825 | 8P850 | 8P875 | 8P900 | 8P925 | 8P950 | 8P975 | 9740 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 | 8C1100 |
| 3.4 | 5.2 | 8.4 | 14.9 | 25.7 | 48.4 | 94.8 | 185.4 | 363.1 | 177.6 | 78 | 29.1 | 10 | 3.7 | 1.5 |
| -2.4 | -4.6 | -9.3 | -17.7 | -31.9 | -56.7 | -97.5 | -152.8 | -65.6 | 87.1 | 40.4 | 15.4 | 5.2 | 1.9 | 0.5 |
| 42.8 | 39.2 | 35.8 | 32.8 | 29.4 | 26.6 | 24.1 | 22.3 | 22.8 | 23.2 | 22.3 | 22.1 | 22.5 | 23.6 | 25 |
| 2.7 | 2.2 | 1.5 | 1.1 | 0.7 | 0.5 | 0.1 | -0.7 | -0.4 | -0.2 | -1.1 | -1.4 | -1.6 | -1.5 | -2.1 |
| -0.01 | -0.02 | -0.03 | -0.05 | -0.09 | -0.17 | -0.3 | -0.5 |
| 0.5 | 0.29 | 0.13 | 0.05 | 0.02 | 0.01 |
| 0.003 | 0.006 | 0.009 | 0.016 | 0.028 | 0.047 | 0.072 | 0.089 |
| 0.086 | 0.076 | 0.049 | 0.024 | 0.011 | 0.005 |
| 0.59 | 0.88 | 1.35 | 2.14 | 3.28 | 5 | 6.96 | 7.97 |
| 7.97 | 6.8 | 4.3 | 2.17 | 1.04 | 0.5 |
| -0.82 | -1.12 | -1.57 | -2.29 | -3.14 | -4.32 | -5.45 | -5.78 |
| -6.02 | -4.95 | -3.1 | -1.59 | -0.8 | -0.41 |
| 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9P975 | 9740 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 | 9C1100 |
| 23 | 31.9 | 45.7 | 66.5 | 100 | 148.1 | 218 | 315.9 | 619.4 | 303.5 | 189.8 | 109.4 | 59.9 | 30.3 | 16.1 |
| -15.2 | -22.8 | -32.2 | -43.5 | -61 | -81.8 | -108.3 | -139.5 | -40.1 | 99.4 | 71.4 | 44.5 | 26.8 | 13.6 | 8.2 |
| 35 | 32.7 | 30.8 | 28.9 | 27.4 | 25.8 | 24.4 | 23.1 | 23.1 | 23.2 | 22.4 | 21.7 | 21.5 | 21.2 | 21.5 |
| 0 | -0.4 | -0.5 | -0.3 | -0.4 | -0.3 | -0.4 | -0.5 | -0.3 | -0.2 | -0.1 | -0.3 | -0.3 | -0.5 | -0.2 |
| -0.05 | -0.06 | -0.09 | -0.13 | -0.19 | -0.27 | -0.37 | -0.49 |
| 0.51 | 0.38 | 0.26 | 0.16 | 0.09 | 0.05 |
| 0.008 | 0.011 | 0.016 | 0.022 | 0.029 | 0.038 | 0.046 | 0.052 |
| 0.051 | 0.051 | 0.044 | 0.034 | 0.024 | 0.015 |
| 3.21 | 4.19 | 5.5 | 7.13 | 9.08 | 11.05 | 12.66 | 13.38 |
| 13.38 | 12.77 | 10.85 | 8.25 | 5.62 | 3.68 |
| -1.29 | -1.58 | -1.95 | -2.37 | -2.86 | -3.28 | -3.55 | -3.55 |
| -3.59 | -3.3 | -2.72 | -2.05 | -1.38 | -0.92 |
| 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 10P975 | 9680 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 | 10C1100 |
| 56.2 | 74.2 | 99.1 | 130.1 | 174.6 | 234.6 | 316.3 | 417.6 | 766.8 | 349.1 | 233.2 | 146.2 | 85.1 | 47.9 | 25.4 |
| -27.6 | -34.7 | -44 | -58.2 | -74.3 | -93.3 | -113.4 | -139.4 | -39.6 | 99.7 | 74.4 | 51.7 | 30.7 | 18.1 | 9.6 |
| 33.5 | 31.9 | 30.3 | 28.7 | 27.3 | 26 | 25 | 23.9 | 22.2 | 20.7 | 20.1 | 19.5 | 19 | 18.7 | 18.5 |
| -0.5 | -0.4 | -0.3 | -0.5 | -0.5 | -0.6 | -0.5 | -0.7 | -0.5 | -0.4 | -0.4 | -0.3 | -0.6 | -0.6 | -0.8 |
| -0.08 | -0.11 | -0.14 | -0.18 | -0.24 | -0.31 | -0.39 | -0.48 |
| 0.51 | 0.4 | 0.29 | 0.2 | 0.12 | 0.07 |
| 0.01 | 0.013 | 0.017 | 0.021 | 0.026 | 0.031 | 0.036 | 0.039 |
| 0.045 | 0.045 | 0.041 | 0.034 | 0.025 | 0.018 |
| 6.45 | 7.89 | 9.59 | 11.39 | 13.32 | 15.13 | 16.52 | 17.16 |
| 17.16 | 16.62 | 14.74 | 11.88 | 8.82 | 6.01 |
| -1.51 | -1.76 | -2.03 | -2.28 | -2.54 | -2.75 | -2.89 | -2.86 |
| -2.5 | -2.35 | -2.02 | -1.58 | -1.16 | -0.78 |
| 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 | 21.9 | 1.7 | 34.8 | 1 | 11750 |
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| 0 | 0 | -1 | 0.7 | -2.9 | 0 |
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| 18.6 | 7 | 21.8 | 3.6 | 31.3 | 1 | 11500 |
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| -0.8 | 2.7 | -0.8 | 1.6 | -3 | 0 |
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| 18.6 | 13.5 | 21.6 | 7.6 | 27.6 | 1 | 11250 |
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| -0.7 | 5.5 | -0.5 | 3.8 | -3.2 | 0 |
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| 18.5 | 25.4 | 21.5 | 16.1 | 25 | 1.5 | 11000 |
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| -0.8 | 9.6 | -0.2 | 8.2 | -2.1 | 0.5 |
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| 18.7 | 47.9 | 21.2 | 30.3 | 23.6 | 3.7 | 10750 |
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| -0.6 | 18.1 | -0.5 | 13.6 | -1.5 | 1.9 |
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| 19 | 85.1 | 21.5 | 59.9 | 22.5 | 10 | 10500 |
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| -0.6 | 30.7 | -0.3 | 26.8 | -1.6 | 5.2 |
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| 19.5 | 146.2 | 21.7 | 109.4 | 22.1 | 29.1 | 10250 | 536.3 | 20.3 | 619.6 | 21.4 | 710 | 22.8 |
| -0.3 | 51.7 | -0.3 | 44.5 | -1.4 | 15.4 | -224.7 | -2.3 | -197.4 | -1 | -190.4 | -1.4 |
| 20.1 | 233.2 | 22.4 | 189.8 | 22.3 | 78 | 10000 | 335.4 | 21.2 | 452.8 | 22.3 | 547.5 | 23.1 |
| -0.4 | 74.4 | -0.1 | 71.4 | -1.1 | 40.4 | -201.9 | -2.2 | -167.8 | -0.5 | -167.2 | -1.1 |
| 20.7 | 349.1 | 23.2 | 303.5 | 23.2 | 177.6 | 9750 | 185.4 | 22.3 | 315.9 | 23.1 | 417.6 | 23.9 |
| -0.4 | 99.7 | -0.2 | 99.4 | -0.2 | 87.1 | -152.8 | -0.7 | -139.5 | -0.5 | -139.4 | -0.7 |
| 21.5 | 495 | 24.3 | 452.5 | 24.8 | 335.1 | 9500 | 94.8 | 24.1 | 218 | 24.4 | 316.3 | 25 |
| -0.3 | 126 | -0.2 | 128.4 | 0.5 | 140.1 | -97.5 | 0.1 | -108.3 | -0.4 | -113.4 | -0.5 |
| 22.1 | 663.3 | 26 | 636.2 | 27.3 | 537.6 | 9250 | 48.4 | 26.6 | 148.1 | 25.8 | 234.6 | 26 |
| -0.5 | 147.3 | 0.2 | 159.5 | 0.9 | 179.6 | -56.7 | 0.5 | -81.8 | -0.3 | -93.3 | -0.6 |
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| 9000 | 25.7 | 29.4 | 100 | 27.4 | 174.6 | 27.3 |
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| -31.9 | 0.7 | -61 | -0.4 | -74.3 | -0.5 |
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| 8750 | 14.9 | 32.8 | 66.5 | 28.9 | 130.1 | 28.7 |
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| -17.7 | 1.1 | -43.5 | -0.3 | -58.2 | -0.5 |
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| 8500 | 8.4 | 35.8 | 45.7 | 30.8 | 99.1 | 30.3 |
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| -9.3 | 1.5 | -32.2 | -0.5 | -44 | -0.3 |
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| 8250 | 5.2 | 39.2 | 31.9 | 32.7 | 74.2 | 31.9 |
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| -4.6 | 2.2 | -22.8 | -0.4 | -34.7 | -0.4 |
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| 8000 | 3.4 | 42.8 | 23 | 35 | 56.2 | 33.5 |
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| -2.4 | 2.7 | -15.2 | 0 | -27.6 | -0.5 |
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| 7750 | 2.6 | 47.1 | 16.2 | 37 | 44.4 | 35.5 |
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| -0.8 | 4.2 | -10.8 | 0 | -19.5 | -0.1 |
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| 7500 | 1.5 | 49.7 | 11.5 | 39.1 | 34.4 | 37.4 |
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| -0.4 | 4.2 | -8.5 | -0.3 | -14.9 | 0 |
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| 7250 | 1 | 53.4 | 8.2 | 41.2 | 0 | 0 |
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| 0 | 5.5 | -5.7 | -0.1 | 0 | 0 |
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| 7000 | 1 | 59.2 | 6.3 | 43.8 | 21.3 | 41.4 |
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| 0 | 5.6 | -3.8 | 0.3 | -8.3 | 0.2 |