2010/7/14 (Wed) OP
| P/C | 0.8 | -0.4 | 1.2 | 1 | 0.9 | 1 | 1.1 | 1 | 1.2 | 1.1 |
| 先物 | 9797.5 | 270 | 9527.5 | 9552.5 | 9577.5 | 9537.5 | 9282.5 | 9357.5 | 9237.5 | 9217.5 |
| 基準 | 22.4 | -1.3 | 23.7 | 24.1 | 23.9 | 24.6 | 26.7 | 26.8 | 27.7 | 28.9 |
| 期近 | 22.4 | -1.3 | 23.7 | 24.1 | 23.9 | 24.3 | 26.2 | 26.2 | 27.2 | 28.3 |
| 期先1 | 22.9 | -1.6 | 24.5 | 24.8 | 24.8 | 25 | 26.9 | 26.8 | 27.4 | 28.5 |
| 期先2 | 3.9 | -17.9 | 21.8 | 20 | 17.7 | 0 | 0 | 0 | 0 | 0 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1.9 | 1.4 | 1.3 | 1.1 | 1.1 |
| 先/先2 | 5.9 | 4.8 | 1.1 | 1.2 | 1.4 | 1 | 1 | 1 | 1 | 0 |
| 29 | 57 | 85 |
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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 | 9800 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 | 8C1100 |
| 8.1 | 12.8 | 20.1 | 33.7 | 53.9 | 86.4 | 141.1 | 225.2 | 502.5 | 277.3 | 154.8 | 75 | 31.5 | 12 | 4.1 |
| -6.5 | -10.8 | -18.2 | -27.6 | -45.4 | -72.5 | -105.6 | -149.1 | -26.2 | 122.8 | 77.3 | 40.4 | 18.2 | 7.1 | 2.1 |
| 36.1 | 34 | 31.8 | 30 | 27.9 | 25.9 | 24.2 | 22.5 | 22.6 | 22.8 | 21.7 | 20.7 | 20.1 | 19.8 | 19.7 |
| 1.2 | 1.1 | 0.8 | 1 | 0.7 | 0.3 | 0.4 | 0.1 | 0.2 | 0.3 | -0.1 | -0.5 | -0.7 | -0.9 | -1.5 |
| -0.02 | -0.03 | -0.05 | -0.09 | -0.13 | -0.21 | -0.31 | -0.46 |
| 0.54 | 0.38 | 0.23 | 0.12 | 0.05 | 0.02 |
| 0.005 | 0.008 | 0.012 | 0.019 | 0.028 | 0.04 | 0.053 | 0.063 |
| 0.063 | 0.063 | 0.053 | 0.035 | 0.02 | 0.009 |
| 1.4 | 2.07 | 2.97 | 4.33 | 5.97 | 7.92 | 9.86 | 11.02 |
| 11.02 | 10.59 | 8.45 | 5.49 | 2.99 | 1.37 |
| -0.86 | -1.19 | -1.61 | -2.21 | -2.84 | -3.49 | -4.05 | -4.21 |
| -4.3 | -3.92 | -2.99 | -1.88 | -1.01 | -0.46 |
| 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9P975 | 9800 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 | 9C1100 |
| 35.1 | 47.7 | 66.3 | 90 | 125.2 | 175.2 | 241.6 | 332.4 | 714.4 | 382 | 252.3 | 155.2 | 89.3 | 49.3 | 25.7 |
| -18.7 | -26.3 | -35.1 | -50.4 | -69.8 | -89.7 | -117.6 | -149 | -26 | 123 | 92.1 | 60.6 | 36 | 20.2 | 10.7 |
| 34.1 | 32.3 | 30.7 | 28.9 | 27.3 | 25.9 | 24.4 | 23.1 | 23.1 | 23.1 | 22 | 21 | 20.4 | 20.1 | 19.9 |
| 0.4 | 0.3 | 0.3 | 0 | -0.2 | -0.1 | -0.2 | -0.4 | -0.3 | -0.2 | -0.3 | -0.6 | -0.8 | -1 | -1 |
| -0.06 | -0.08 | -0.11 | -0.15 | -0.2 | -0.27 | -0.36 | -0.46 |
| 0.54 | 0.42 | 0.31 | 0.21 | 0.13 | 0.08 |
| 0.009 | 0.012 | 0.016 | 0.021 | 0.026 | 0.033 | 0.039 | 0.044 |
| 0.044 | 0.046 | 0.043 | 0.036 | 0.027 | 0.019 |
| 4.54 | 5.75 | 7.27 | 8.96 | 10.89 | 12.84 | 14.48 | 15.42 |
| 15.42 | 15.22 | 13.69 | 11.12 | 8.24 | 5.58 |
| -1.35 | -1.62 | -1.94 | -2.25 | -2.59 | -2.89 | -3.07 | -3.09 |
| -3.12 | -2.92 | -2.52 | -1.98 | -1.45 | -0.97 |
| 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 10P975 | 9750 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 | 10C1100 |
| 69.2 | 0 | 116.3 | 0 | 197.3 | 0 | 333.9 | 0 | 0 | 0 | 298.3 | 0 | 126.9 | 0 | 45.9 |
| -33 | 0 | -53.7 | 0 | -87.6 | 0 | -129.2 | 0 | 0 | 0 | 87.2 | 0 | 41.6 | 0 | 16.5 |
| 33.1 | 0 | 30.2 | 0 | 27.5 | 0 | 25.2 | 0 | 0 | 0 | 20.5 | 0 | 19.3 | 0 | 18.8 |
| -0.3 | 0 | -0.4 | 0 | -0.7 | 0 | -0.7 | 0 | 0 | 0 | -0.9 | 0 | -1 | 0 | -1 |
| -0.09 | -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 |
| 0 | 0 | 19.9 | 3.1 | 24.4 | 1 | 11750 |
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| 0 | 0 | -1.4 | 1 | -2.9 | 0 |
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| 18.9 | 15.6 | 20 | 6.7 | 21.8 | 1 | 11500 |
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| -0.8 | 6.2 | -1.1 | 2.8 | -3 | 0 |
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| 0 | 0 | 19.8 | 13.1 | 20 | 1.4 | 11250 |
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| 0 | 0 | -1.1 | 5.4 | -2.2 | 0.4 |
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| 18.8 | 45.9 | 19.9 | 25.7 | 19.7 | 4.1 | 11000 |
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| -1 | 16.5 | -1 | 10.7 | -1.5 | 2.1 |
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| 0 | 0 | 20.1 | 49.3 | 19.8 | 12 | 10750 |
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| 0 | 0 | -1 | 20.2 | -0.9 | 7.1 |
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| 19.3 | 126.9 | 20.4 | 89.3 | 20.1 | 31.5 | 10500 |
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| -1 | 41.6 | -0.8 | 36 | -0.7 | 18.2 |
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| 0 | 0 | 21 | 155.2 | 20.7 | 75 | 10250 | 521.8 | 20.1 | 605.9 | 21 | 0 | 0 |
| 0 | 0 | -0.6 | 60.6 | -0.5 | 40.4 | -232.1 | -0.7 | -210.3 | -0.6 | 0 | 0 |
| 20.5 | 298.3 | 22 | 252.3 | 21.7 | 154.8 | 10000 | 352.3 | 21.2 | 453.1 | 21.9 | 555.8 | 23.5 |
| -0.9 | 87.2 | -0.3 | 92.1 | -0.1 | 77.3 | -194.6 | -0.2 | -178.6 | -0.3 | -184.2 | -1.2 |
| 0 | 0 | 23.1 | 382 | 22.8 | 277.3 | 9750 | 225.2 | 22.5 | 332.4 | 23.1 | 0 | 0 |
| 0 | 0 | -0.2 | 123 | 0.3 | 122.8 | -149.1 | 0.1 | -149 | -0.4 | 0 | 0 |
| 22.1 | 577.9 | 24.5 | 541.3 | 24.4 | 441.7 | 9500 | 141.1 | 24.2 | 241.6 | 24.4 | 333.9 | 25.2 |
| -0.6 | 143.7 | -0.1 | 153.7 | 0.5 | 166 | -105.6 | 0.4 | -117.6 | -0.2 | -129.2 | -0.7 |
| 0 | 0 | 25.7 | 721.8 | 26.6 | 640.3 | 9250 | 86.4 | 25.9 | 175.2 | 25.9 | 0 | 0 |
| 0 | 0 | -0.2 | 179 | 1 | 202.8 | -72.5 | 0.3 | -89.7 | -0.1 | 0 | 0 |
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| 9000 | 53.9 | 27.9 | 125.2 | 27.3 | 197.3 | 27.5 |
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| -45.4 | 0.7 | -69.8 | -0.2 | -87.6 | -0.7 |
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| 8750 | 33.7 | 30 | 90 | 28.9 | 0 | 0 |
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| -27.6 | 1 | -50.4 | 0 | 0 | 0 |
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| 8500 | 20.1 | 31.8 | 66.3 | 30.7 | 116.3 | 30.2 |
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| -18.2 | 0.8 | -35.1 | 0.3 | -53.7 | -0.4 |
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| 8250 | 12.8 | 34 | 47.7 | 32.3 | 0 | 0 |
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| -10.8 | 1.1 | -26.3 | 0.3 | 0 | 0 |
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| 8000 | 8.1 | 36.1 | 35.1 | 34.1 | 69.2 | 33.1 |
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| -6.5 | 1.2 | -18.7 | 0.4 | -33 | -0.3 |
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| 7750 | 5.1 | 38.2 | 25.7 | 35.9 | 0 | 0 |
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| -4.3 | 1.1 | -13.8 | 0.4 | 0 | 0 |
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| 7500 | 3.3 | 40.4 | 19 | 37.8 | 43 | 36.6 |
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| -2.9 | 1 | -10.3 | 0.4 | -19.8 | -0.2 |
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| 7250 | 2.3 | 43 | 15 | 40.1 | 0 | 0 |
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| -1.5 | 1.6 | -7.2 | 0.6 | 0 | 0 |
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| 7000 | 1.5 | 45.3 | 11.5 | 42.2 | 26.4 | 40 |
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| -1.1 | 1.4 | -4.8 | 0.9 | -13 | -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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| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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