2010/7/12 (Tue) OP
| P/C | 1.2 | 0.2 | 1 | 0.9 | 1 | 1.1 | 1 | 1.2 | 1.1 | 1.2 |
| 先物 | 9527.5 | -25 | 9552.5 | 9577.5 | 9537.5 | 9282.5 | 9357.5 | 9237.5 | 9217.5 | 9177.5 |
| 基準 | 23.7 | -0.4 | 24.1 | 23.9 | 24.6 | 26.7 | 26.8 | 27.7 | 28.9 | 28.6 |
| 期近 | 23.7 | -0.4 | 24.1 | 23.9 | 24.3 | 26.2 | 26.2 | 27.2 | 28.3 | 27.9 |
| 期先1 | 24.5 | -0.4 | 24.8 | 24.8 | 25 | 26.9 | 26.8 | 27.4 | 28.5 | 28.4 |
| 期先2 | 21.8 | 1.8 | 20 | 17.7 | 0 | 0 | 0 | 0 | 0 | 0 |
| 当/先 | 1 | 0 | 1 | 1 | 1.9 | 1.4 | 1.3 | 1.1 | 1.1 | 1.1 |
| 先/先2 | 1.1 | -0.1 | 1.2 | 1.4 | 1 | 1 | 1 | 1 | 0 | 0 |
| 30 | 58 | 86 |
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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 | 9530 | 8C950 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 |
| 9.4 | 14.6 | 23.6 | 38.3 | 61.3 | 99.2 | 158.9 | 246.7 | 522.3 | 275.7 | 154.4 | 77.5 | 34.6 | 13.3 | 4.9 |
| -1.2 | -1.7 | -1.2 | -0.5 | -1.3 | -1.1 | 1.6 | 2.4 | -22.1 | -24.5 | -20.3 | -12.9 | -7.2 | -4.1 | -1.8 |
| 37.1 | 34.9 | 32.9 | 31 | 29 | 27.2 | 25.6 | 23.8 | 23.8 | 23.9 | 22.5 | 21.8 | 21.3 | 20.8 | 20.7 |
| -0.5 | -0.6 | -0.3 | -0.1 | -0.3 | -0.4 | -0.2 | -0.4 | -0.5 | -0.6 | -0.6 | -0.4 | -0.3 | -0.4 | -0.3 |
| -0.02 | -0.04 | -0.06 | -0.09 | -0.14 | -0.22 | -0.33 | -0.47 | 0 | 0.53 | 0.37 | 0.23 | 0.12 | 0.06 | 0.02 |
| 0.005 | 0.008 | 0.013 | 0.02 | 0.029 | 0.04 | 0.052 | 0.061 | 0 | 0.061 | 0.061 | 0.051 | 0.035 | 0.02 | 0.01 |
| 1.53 | 2.21 | 3.22 | 4.57 | 6.24 | 8.18 | 9.95 | 10.93 | 0 | 10.93 | 10.41 | 8.34 | 5.59 | 3.09 | 1.51 |
| -0.94 | -1.27 | -1.74 | -2.33 | -2.98 | -3.66 | -4.18 | -4.27 | 0 | -4.31 | -3.87 | -2.99 | -1.96 | -1.06 | -0.52 |
| 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9530 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 |
| 39.5 | 53.9 | 73.9 | 101.3 | 140.4 | 194.9 | 264.9 | 359.2 | 746.7 | 387.6 | 259 | 160.3 | 94.7 | 53.3 | 29.1 |
| -2.1 | -2.2 | -3.2 | -4.3 | -4.3 | -1.6 | -2.5 | 0.1 | -24.1 | -24.3 | -18.8 | -18.5 | -13.2 | -7.2 | -5.1 |
| 35.5 | 33.7 | 32 | 30.3 | 28.8 | 27.5 | 26 | 24.6 | 24.6 | 24.6 | 23.3 | 22.2 | 21.6 | 21.2 | 21.1 |
| -0.5 | -0.4 | -0.5 | -0.6 | -0.6 | -0.4 | -0.6 | -0.5 | -0.5 | -0.5 | -0.3 | -0.6 | -0.5 | -0.2 | -0.3 |
| -0.06 | -0.09 | -0.12 | -0.16 | -0.21 | -0.28 | -0.37 | -0.47 | 0 | 0.53 | 0.42 | 0.31 | 0.21 | 0.14 | 0.08 |
| 0.009 | 0.012 | 0.016 | 0.021 | 0.026 | 0.032 | 0.038 | 0.042 | 0 | 0.042 | 0.044 | 0.042 | 0.035 | 0.027 | 0.019 |
| 4.74 | 5.99 | 7.49 | 9.19 | 11.06 | 12.88 | 14.35 | 15.15 | 0 | 15.15 | 14.9 | 13.42 | 11.02 | 8.28 | 5.79 |
| -1.44 | -1.73 | -2.05 | -2.39 | -2.73 | -3.03 | -3.18 | -3.18 | 0 | -3.2 | -2.99 | -2.56 | -2.04 | -1.51 | -1.05 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9470 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 0 | 102.2 | 0 | 170 | 0 | 284.9 | 0 | 463 | 897.2 | 434.1 | 0 | 211.1 | 0 | 85.3 | 0 |
| 0 | -4.7 | 0 | -5.8 | 0 | -4 | 0 | -5.7 | -31.2 | -25.4 | 0 | -18 | 0 | -11.2 | 0 |
| 0 | 33.5 | 0 | 30.6 | 0 | 28.2 | 0 | 25.9 | 24.5 | 22.7 | 0 | 21.3 | 0 | 20.3 | 0 |
| 0 | -0.6 | 0 | -0.7 | 0 | -0.6 | 0 | -0.8 | -0.7 | -0.5 | 0 | -0.4 | 0 | -0.4 | 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 |
| 19.7 | 9.4 | 21.1 | 3.9 | 24.8 | 1 | 11500 |
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| -0.4 | -2.6 | -0.2 | -1 | 0.7 | 0 |
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| 0 | 0 | 21 | 7.7 | 22.2 | 1 | 11250 |
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| 0 | 0 | -0.2 | -1.7 | 0.7 | 0 |
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| 19.8 | 29.4 | 20.9 | 15 | 21.2 | 2 | 11000 |
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| -0.4 | -5.6 | -0.3 | -3 | -0.2 | -0.7 |
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| 0 | 0 | 21.1 | 29.1 | 20.7 | 4.9 | 10750 |
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| 0 | 0 | -0.3 | -5.1 | -0.3 | -1.8 |
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| 20.3 | 85.3 | 21.2 | 53.3 | 20.8 | 13.3 | 10500 |
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| -0.4 | -11.2 | -0.2 | -7.2 | -0.4 | -4.1 |
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| 0 | 0 | 21.6 | 94.7 | 21.3 | 34.6 | 10250 |
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| 0 | 0 | -0.5 | -13.2 | -0.3 | -7.2 |
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| 21.3 | 211.1 | 22.2 | 160.3 | 21.8 | 77.5 | 10000 | 546.8 | 21.5 | 631.7 | 22.3 | 740 | 24.7 |
| -0.4 | -18 | -0.6 | -18.5 | -0.4 | -12.9 | 7.9 | -0.9 | 5.9 | -0.6 | 2.5 | -0.6 |
| 0 | 0 | 23.3 | 259 | 22.5 | 154.4 | 9750 | 374.2 | 22.3 | 481.4 | 23.4 | 0 | 0 |
| 0 | 0 | -0.3 | -18.8 | -0.6 | -20.3 | 6 | -0.5 | 3.7 | -0.5 | 0 | 0 |
| 22.7 | 434.1 | 24.6 | 387.6 | 23.9 | 275.7 | 9500 | 246.7 | 23.8 | 359.2 | 24.6 | 463 | 25.9 |
| -0.5 | -25.4 | -0.5 | -24.3 | -0.6 | -24.5 | 2.4 | -0.4 | 0.1 | -0.5 | -5.7 | -0.8 |
| 0 | 0 | 25.9 | 542.8 | 25.6 | 437.5 | 9250 | 158.9 | 25.6 | 264.9 | 26 | 0 | 0 |
| 0 | 0 | -0.5 | -25.8 | -0.3 | -24.4 | 1.6 | -0.2 | -2.5 | -0.6 | 0 | 0 |
| 24.6 | 756.4 | 27.2 | 719.9 | 27.2 | 627.5 | 9000 | 99.2 | 27.2 | 194.9 | 27.5 | 284.9 | 28.2 |
| -0.4 | -26.1 | -0.6 | -28.7 | -0.4 | -26.1 | -1.1 | -0.4 | -1.6 | -0.4 | -4 | -0.6 |
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| 8750 | 61.3 | 29 | 140.4 | 28.8 | 0 | 0 |
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| -1.3 | -0.3 | -4.3 | -0.6 | 0 | 0 |
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| 8500 | 38.3 | 31 | 101.3 | 30.3 | 170 | 30.6 |
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| -0.5 | -0.1 | -4.3 | -0.6 | -5.8 | -0.7 |
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| 8250 | 23.6 | 32.9 | 73.9 | 32 | 0 | 0 |
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| -1.2 | -0.3 | -3.2 | -0.5 | 0 | 0 |
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| 8000 | 14.6 | 34.9 | 53.9 | 33.7 | 102.2 | 33.5 |
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| -1.7 | -0.6 | -2.2 | -0.4 | -4.7 | -0.6 |
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| 7750 | 9.4 | 37.1 | 39.5 | 35.5 | 0 | 0 |
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| -1.2 | -0.5 | -2.1 | -0.5 | 0 | 0 |
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| 7500 | 6.2 | 39.5 | 29.3 | 37.4 | 62.8 | 36.7 |
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| -0.8 | -0.4 | -1.4 | -0.4 | -1.6 | -0.3 |
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| 7250 | 3.8 | 41.4 | 22.1 | 39.5 | 0 | 0 |
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| -0.3 | -0.1 | -2.1 | -0.6 | 0 | 0 |
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| 7000 | 2.5 | 43.9 | 16.3 | 41.4 | 39.4 | 40.3 |
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| -0.1 | 0.1 | -2 | -0.8 | -0.7 | -0.2 |
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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 | 48.3 | 9.6 | 45.8 | 24.5 | 44 |
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| -0.4 | -1.3 | -0.4 | -0.2 | -0.4 | -0.1 |
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| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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