2010/7/12 (Mon) OP
| P/C | 1 | 0.1 | 0.9 | 1 | 1.1 | 1 | 1.2 | 1.1 | 1.2 | 1.3 |
| 先物 | 9552.5 | -25 | 9577.5 | 9537.5 | 9282.5 | 9357.5 | 9237.5 | 9217.5 | 9177.5 | 9370 |
| 基準 | 24.1 | 0.2 | 23.9 | 24.6 | 26.7 | 26.8 | 27.7 | 28.9 | 28.6 | 27.8 |
| 期近 | 24.1 | 0.2 | 23.9 | 24.3 | 26.2 | 26.2 | 27.2 | 28.3 | 27.9 | 26.8 |
| 期先1 | 24.8 | 0 | 24.8 | 25 | 26.9 | 26.8 | 27.4 | 28.5 | 28.4 | 27.2 |
| 期先2 | 20 | 2.3 | 17.7 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 当/先 | 1 | 0 | 1 | 1.9 | 1.4 | 1.3 | 1.1 | 1.1 | 1.1 | 1.1 |
| 先/先2 | 1.2 | -0.2 | 1.4 | 1 | 1 | 1 | 1 | 0 | 0 | 0 |
| 31 | 59 | 87 |
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| 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9500 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 |
| 8P775 | 8P800 | 8P825 | 8P850 | 8P875 | 8P900 | 8P925 | 8P950 | 9560 | 8C950 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 |
| 10.6 | 16.2 | 24.8 | 38.8 | 62.6 | 100.3 | 157.3 | 244.3 | 544.4 | 300.1 | 174.7 | 90.4 | 41.8 | 17.4 | 6.7 |
| -2.5 | -3.3 | -4.6 | -4.4 | -4.8 | -5.8 | -4.5 | -2.2 | -28.2 | -26.1 | -19.3 | -13.8 | -7.9 | -3.8 | -2.4 |
| 37.7 | 35.4 | 33.2 | 31.1 | 29.3 | 27.6 | 25.8 | 24.3 | 24.3 | 24.5 | 23.2 | 22.2 | 21.6 | 21.2 | 21.1 |
| 0 | -0.1 | -0.2 | 0 | 0 | -0.1 | 0 | -0.1 | 0 | 0 | 0.2 | 0.2 | 0.3 | 0.5 | 0.2 |
| -0.03 | -0.04 | -0.06 | -0.09 | -0.14 | -0.22 | -0.32 | -0.45 | 0 | 0.55 | 0.4 | 0.25 | 0.14 | 0.07 | 0.03 |
| 0.006 | 0.009 | 0.013 | 0.019 | 0.028 | 0.038 | 0.05 | 0.058 | 0 | 0.058 | 0.059 | 0.051 | 0.037 | 0.022 | 0.012 |
| 1.67 | 2.37 | 3.32 | 4.63 | 6.33 | 8.25 | 10.03 | 11.1 | 0 | 11.1 | 10.78 | 8.92 | 6.22 | 3.68 | 1.9 |
| -1 | -1.34 | -1.76 | -2.29 | -2.95 | -3.62 | -4.12 | -4.28 | 0 | -4.34 | -3.99 | -3.16 | -2.14 | -1.25 | -0.64 |
| 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9550 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 |
| 41.6 | 56 | 77.1 | 105.7 | 144.8 | 196.5 | 267.4 | 359 | 770.9 | 411.8 | 277.7 | 178.7 | 107.9 | 60.5 | 34.2 |
| -3.1 | -3.7 | -2.9 | -3.9 | -4.4 | -3.4 | -2.4 | 0.2 | -22.9 | -23.1 | -24 | -18.7 | -12.3 | -9.6 | -5.5 |
| 36 | 34.1 | 32.6 | 31 | 29.5 | 27.9 | 26.5 | 25.2 | 25.1 | 25.1 | 23.7 | 22.8 | 22.1 | 21.5 | 21.4 |
| -0.1 | -0.1 | 0 | -0.1 | -0.1 | -0.1 | -0.1 | -0.1 | -0.1 | 0 | -0.3 | -0.2 | 0 | -0.1 | 0.1 |
| -0.06 | -0.09 | -0.12 | -0.16 | -0.21 | -0.28 | -0.36 | -0.46 | 0 | 0.54 | 0.43 | 0.33 | 0.23 | 0.15 | 0.09 |
| 0.009 | 0.012 | 0.016 | 0.02 | 0.026 | 0.031 | 0.037 | 0.041 | 0 | 0.041 | 0.043 | 0.041 | 0.036 | 0.028 | 0.02 |
| 4.88 | 6.11 | 7.63 | 9.34 | 11.17 | 12.94 | 14.43 | 15.28 | 0 | 15.28 | 15.16 | 13.89 | 11.65 | 8.87 | 6.38 |
| -1.48 | -1.76 | -2.09 | -2.43 | -2.76 | -3.03 | -3.22 | -3.23 | 0 | -3.24 | -3.03 | -2.67 | -2.17 | -1.61 | -1.15 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9490 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 0 | 106.9 | 0 | 175.8 | 0 | 289 | 0 | 468.8 | 928.4 | 459.6 | 0 | 229.1 | 0 | 96.5 | 0 |
| 0 | -3.1 | 0 | -3.1 | 0 | -4 | 0 | 2 | -24.3 | -26.3 | 0 | -23.1 | 0 | -13.4 | 0 |
| 0 | 34.1 | 0 | 31.3 | 0 | 28.7 | 0 | 26.7 | 25.3 | 23.2 | 0 | 21.7 | 0 | 20.7 | 0 |
| 0 | -0.1 | 0 | -0.1 | 0 | -0.2 | 0 | 0 | -0.1 | -0.3 | 0 | -0.4 | 0 | -0.3 | 0 |
| -0.13 |
| -0.2 |
| -0.31 |
| -0.45 |
| 0.55 |
| 0.37 |
| 0.2 |
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| 0.013 |
| 0.019 |
| 0.025 |
| 0.031 |
| 0.035 |
| 0.036 |
| 0.028 |
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| 9.86 |
| 13.3 |
| 16.73 |
| 18.85 |
| 18.85 |
| 17.98 |
| 13.54 |
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| -1.86 |
| -2.3 |
| -2.67 |
| -2.78 |
| -2.47 |
| -2.21 |
| -1.58 |
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| 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 |
| 20.2 | 12 | 21.3 | 4.9 | 24.1 | 1 | 11500 |
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| -0.7 | -4.9 | 0 | -1.5 | 1.4 | 0 |
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| 0 | 0 | 21.2 | 9.4 | 21.6 | 1 | 11250 |
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| 0 | 0 | 0.1 | -2 | 0.2 | -0.5 |
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| 20.2 | 35 | 21.2 | 18 | 21.4 | 2.7 | 11000 |
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| -0.5 | -8.9 | 0 | -3.7 | 0.3 | -1.1 |
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| 0 | 0 | 21.4 | 34.2 | 21.1 | 6.7 | 10750 |
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| 0 | 0 | 0.1 | -5.5 | 0.2 | -2.4 |
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| 20.7 | 96.5 | 21.5 | 60.5 | 21.2 | 17.4 | 10500 |
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| -0.3 | -13.4 | -0.1 | -9.6 | 0.5 | -3.8 |
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| 0 | 0 | 22.1 | 107.9 | 21.6 | 41.8 | 10250 |
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| 0 | 0 | 0 | -12.3 | 0.3 | -7.9 |
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| 21.7 | 229.1 | 22.8 | 178.7 | 22.2 | 90.4 | 10000 | 539 | 22.4 | 625.9 | 22.9 | 737.5 | 25.3 |
| -0.4 | -23.1 | -0.2 | -18.7 | 0.2 | -13.8 | 15.8 | 0.7 | 9.5 | 0.1 | 5 | -0.1 |
| 0 | 0 | 23.7 | 277.7 | 23.2 | 174.7 | 9750 | 368.2 | 22.9 | 477.7 | 23.9 | 0 | 0 |
| 0 | 0 | -0.3 | -24 | 0.2 | -19.3 | 4.5 | 0.1 | 4.7 | 0 | 0 | 0 |
| 23.2 | 459.6 | 25.1 | 411.8 | 24.5 | 300.1 | 9500 | 244.3 | 24.3 | 359 | 25.2 | 468.8 | 26.7 |
| -0.3 | -26.3 | 0 | -23.1 | 0 | -26.1 | -2.2 | -0.1 | 0.2 | -0.1 | 2 | 0 |
| 0 | 0 | 26.4 | 568.6 | 25.9 | 461.9 | 9250 | 157.3 | 25.8 | 267.4 | 26.5 | 0 | 0 |
| 0 | 0 | -0.2 | -27.8 | -0.1 | -30.5 | -4.5 | 0 | -2.4 | -0.1 | 0 | 0 |
| 25 | 782.5 | 27.8 | 748.6 | 27.6 | 653.6 | 9000 | 100.3 | 27.6 | 196.5 | 27.9 | 289 | 28.7 |
| 0.1 | -22.5 | -0.1 | -28.6 | -0.1 | -31.5 | -5.8 | -0.1 | -3.4 | -0.1 | -4 | -0.2 |
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| 8750 | 62.6 | 29.3 | 144.8 | 29.5 | 0 | 0 |
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| -4.8 | 0 | -4.4 | -0.1 | 0 | 0 |
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| 8500 | 38.8 | 31.1 | 105.7 | 31 | 175.8 | 31.3 |
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| -4.4 | 0 | -3.9 | -0.1 | -3.1 | -0.1 |
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| 8250 | 24.8 | 33.2 | 77.1 | 32.6 | 0 | 0 |
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| -4.6 | -0.2 | -2.9 | 0 | 0 | 0 |
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| 8000 | 16.2 | 35.4 | 56 | 34.1 | 106.9 | 34.1 |
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| -3.3 | -0.1 | -3.7 | -0.1 | -3.1 | -0.1 |
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| 7750 | 10.6 | 37.7 | 41.6 | 36 | 0 | 0 |
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| -2.5 | 0 | -3.1 | -0.1 | 0 | 0 |
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| 7500 | 6.9 | 39.9 | 30.8 | 37.8 | 64.5 | 37 |
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| -2.6 | -0.5 | -3.5 | -0.3 | -5.5 | -0.5 |
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| 7250 | 4.1 | 41.5 | 24.2 | 40.1 | 0 | 0 |
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| -2.3 | -1 | -1.9 | 0.1 | 0 | 0 |
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| 7000 | 2.7 | 43.8 | 18.3 | 42.1 | 40 | 40.5 |
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| -2 | -1.4 | -1.8 | 0.1 | -3.6 | -0.3 |
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| 6750 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 6500 | 1.4 | 49.7 | 10 | 46 | 25 | 44.1 |
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| -1.1 | -1.1 | -2.5 | -0.7 | -3.5 | -0.6 |
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