2010/7/15 (Thu) OP
| P/C | 1.3 | 0.5 | 0.8 | 1.2 | 1 | 0.9 | 1 | 1 | 1.2 | 1.1 |
| 先物 | 9670 | -127.5 | 9797.5 | 9527.5 | 9552.5 | 9577.5 | 9537.5 | 9357.5 | 9237.5 | 9217.5 |
| 基準 | 23.6 | 1.2 | 22.4 | 23.7 | 24.1 | 23.9 | 24.6 | 26.8 | 27.7 | 28.9 |
| 期近 | 23.6 | 1.2 | 22.4 | 23.7 | 24.1 | 23.9 | 24.3 | 26.2 | 27.2 | 28.3 |
| 期先1 | 24.1 | 1.2 | 22.9 | 24.5 | 24.8 | 24.8 | 25 | 26.8 | 27.4 | 28.5 |
| 期先2 | 24 | 20.1 | 3.9 | 21.8 | 20 | 17.7 | 0 | 0 | 0 | 0 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1.4 | 1.3 | 1.1 | 1.1 |
| 先/先2 | 1 | -4.9 | 5.9 | 1.1 | 1.2 | 1.4 | 1 | 1 | 1 | 0 |
| 28 | 56 | 84 |
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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 | 9670 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 | 8C1100 |
| 9.4 | 15.3 | 25.8 | 42.3 | 70.8 | 115.6 | 186 | 290.8 | 503.6 | 212.9 | 112.1 | 51.1 | 20.1 | 7.4 | 2.8 |
| 1.4 | 2.5 | 5.7 | 8.6 | 16.9 | 29.2 | 44.8 | 65.6 | 1.2 | -64.4 | -42.8 | -23.9 | -11.4 | -4.6 | -1.3 |
| 35.6 | 33.5 | 31.7 | 29.8 | 28.1 | 26.3 | 24.6 | 23.1 | 23.2 | 23.2 | 22.1 | 21.3 | 20.7 | 20.5 | 20.8 |
| -0.4 | -0.4 | 0 | -0.2 | 0.1 | 0.4 | 0.5 | 0.6 | 0.4 | 0.4 | 0.5 | 0.6 | 0.6 | 0.7 | 1.2 |
| -0.03 | -0.04 | -0.07 | -0.11 | -0.17 | -0.26 | -0.38 | -0.54 |
| 0.46 | 0.3 | 0.17 | 0.08 | 0.03 | 0.01 |
| 0.006 | 0.01 | 0.015 | 0.023 | 0.033 | 0.046 | 0.058 | 0.064 |
| 0.063 | 0.059 | 0.044 | 0.027 | 0.014 | 0.006 |
| 1.58 | 2.34 | 3.48 | 4.94 | 6.8 | 8.74 | 10.3 | 10.71 |
| 10.71 | 9.43 | 6.84 | 4.05 | 2.05 | 0.98 |
| -0.99 | -1.38 | -1.95 | -2.59 | -3.36 | -4.05 | -4.46 | -4.34 |
| -4.39 | -3.69 | -2.57 | -1.48 | -0.74 | -0.36 |
| 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9P975 | 9670 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 | 9C1100 |
| 43.3 | 59.8 | 81.2 | 113.2 | 156 | 217.4 | 296.4 | 402.1 | 722.2 | 320.1 | 206.8 | 125.1 | 70 | 36.8 | 19 |
| 8.2 | 12.1 | 15 | 23.2 | 30.8 | 42.2 | 54.9 | 69.6 | 7.8 | -61.8 | -45.6 | -30.1 | -19.4 | -12.5 | -6.7 |
| 34.4 | 32.7 | 30.9 | 29.4 | 27.8 | 26.5 | 25 | 23.8 | 23.6 | 23.5 | 22.5 | 21.7 | 21 | 20.6 | 20.4 |
| 0.3 | 0.4 | 0.2 | 0.5 | 0.5 | 0.6 | 0.6 | 0.7 | 0.5 | 0.4 | 0.5 | 0.7 | 0.6 | 0.5 | 0.5 |
| -0.07 | -0.1 | -0.13 | -0.18 | -0.24 | -0.32 | -0.41 | -0.52 |
| 0.48 | 0.37 | 0.26 | 0.17 | 0.1 | 0.06 |
| 0.01 | 0.014 | 0.018 | 0.023 | 0.029 | 0.035 | 0.041 | 0.044 |
| 0.045 | 0.044 | 0.039 | 0.032 | 0.023 | 0.015 |
| 5.14 | 6.51 | 8.07 | 9.89 | 11.76 | 13.51 | 14.76 | 15.15 |
| 15.15 | 14.34 | 12.36 | 9.62 | 6.78 | 4.45 |
| -1.57 | -1.89 | -2.21 | -2.57 | -2.89 | -3.17 | -3.27 | -3.18 |
| -3.17 | -2.87 | -2.39 | -1.8 | -1.24 | -0.81 |
| 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 10P975 | 9610 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 | 10C1100 |
| 84.3 | 109.8 | 140.9 | 182.1 | 237.7 | 307.3 | 396.3 | 511.4 | 879.7 | 368.3 | 255.4 | 167.1 | 105.9 | 64.2 | 36.2 |
| 15.1 | 109.8 | 24.6 | 182.1 | 40.4 | 307.3 | 62.4 | 511.4 | 879.7 | 368.3 | -42.9 | 167.1 | -21 | 64.2 | -9.7 |
| 33.7 | 32.3 | 30.7 | 29.4 | 28.2 | 27 | 26 | 25.3 | 23 | 21.8 | 21.1 | 20.4 | 20 | 19.7 | 19.3 |
| 0.5 | 32.3 | 0.6 | 29.4 | 0.7 | 27 | 0.8 | 25.3 | 23 | 21.8 | 0.7 | 20.4 | 0.7 | 19.7 | 0.5 |
| -0.11 | -0.14 | -0.17 | -0.22 | -0.27 | -0.34 | -0.42 | -0.5 |
| 0.49 | 0.39 | 0.29 | 0.21 | 0.14 | 0.09 |
| 0.012 | 0.014 | 0.018 | 0.022 | 0.025 | 0.029 | 0.032 | 0.034 |
| 0.039 | 0.039 | 0.036 | 0.031 | 0.025 | 0.018 |
| 8.45 | 10.1 | 11.84 | 13.68 | 15.5 | 17.06 | 18.16 | 18.55 |
| 18.54 | 17.84 | 16.01 | 13.41 | 10.48 | 7.56 |
| -1.68 | -1.93 | -2.15 | -2.37 | -2.58 | -2.72 | -2.79 | -2.77 |
| -2.41 | -2.24 | -1.94 | -1.6 | -1.23 | -0.87 |
| 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 | 19.8 | 1.7 | 26.4 | 1 | 11750 |
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| 0 | 0 | -0.1 | -1.4 | 2 | 0 |
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| 19.4 | 12.3 | 20 | 4 | 23.8 | 1 | 11500 |
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| 0.5 | -3.3 | 0.1 | -2.7 | 2 | 0 |
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| 19.2 | 20.6 | 20.1 | 8.8 | 21.1 | 1 | 11250 |
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| 19.2 | 20.6 | 0.3 | -4.3 | 1.2 | -0.4 |
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| 19.3 | 36.2 | 20.4 | 19 | 20.8 | 2.8 | 11000 |
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| 0.5 | -9.7 | 0.5 | -6.7 | 1.2 | -1.3 |
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| 19.7 | 64.2 | 20.6 | 36.8 | 20.5 | 7.4 | 10750 |
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| 19.7 | 64.2 | 0.5 | -12.5 | 0.7 | -4.6 |
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| 20 | 105.9 | 21 | 70 | 20.7 | 20.1 | 10500 |
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| 0.7 | -21 | 0.6 | -19.4 | 0.6 | -11.4 |
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| 20.4 | 167.1 | 21.7 | 125.1 | 21.3 | 51.1 | 10250 | 626.6 | 20.7 | 707.9 | 22 | 810.2 | 24.4 |
| 20.4 | 167.1 | 0.7 | -30.1 | 0.6 | -23.9 | 104.8 | 0.6 | 102.1 | 1 | 810.2 | 24.4 |
| 21.1 | 255.4 | 22.5 | 206.8 | 22.1 | 112.1 | 10000 | 438.9 | 21.9 | 536.7 | 22.6 | 647.5 | 24.7 |
| 0.7 | -42.9 | 0.5 | -45.6 | 0.5 | -42.8 | 86.6 | 0.6 | 83.5 | 0.6 | 91.7 | 1.2 |
| 21.8 | 368.3 | 23.5 | 320.1 | 23.2 | 212.9 | 9750 | 290.8 | 23.1 | 402.1 | 23.8 | 511.4 | 25.3 |
| 21.8 | 368.3 | 0.4 | -61.8 | 0.4 | -64.4 | 65.6 | 0.6 | 69.6 | 0.7 | 511.4 | 25.3 |
| 22.7 | 508.3 | 24.8 | 464.5 | 24.9 | 359.7 | 9500 | 186 | 24.6 | 296.4 | 25 | 396.3 | 26 |
| 0.6 | -69.6 | 0.4 | -76.8 | 0.5 | -82 | 44.8 | 0.5 | 54.9 | 0.6 | 62.4 | 0.8 |
| 23.7 | 672.5 | 26 | 632.4 | 26.6 | 538.5 | 9250 | 115.6 | 26.3 | 217.4 | 26.5 | 307.3 | 27 |
| 23.7 | 672.5 | 0.3 | -89.5 | -0.1 | -101.8 | 29.2 | 0.4 | 42.2 | 0.6 | 307.3 | 27 |
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| 9000 | 70.8 | 28.1 | 156 | 27.8 | 237.7 | 28.2 |
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| 16.9 | 0.1 | 30.8 | 0.5 | 40.4 | 0.7 |
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| 8750 | 42.3 | 29.8 | 113.2 | 29.4 | 182.1 | 29.4 |
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| 8.6 | -0.2 | 23.2 | 0.5 | 182.1 | 29.4 |
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| 8500 | 25.8 | 31.7 | 81.2 | 30.9 | 140.9 | 30.7 |
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| 5.7 | 0 | 15 | 0.2 | 24.6 | 0.6 |
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| 8250 | 15.3 | 33.5 | 59.8 | 32.7 | 109.8 | 32.3 |
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| 2.5 | -0.4 | 12.1 | 0.4 | 109.8 | 32.3 |
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| 8000 | 9.4 | 35.6 | 43.3 | 34.4 | 84.3 | 33.7 |
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| 1.4 | -0.4 | 8.2 | 0.3 | 15.1 | 0.5 |
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| 7750 | 5.6 | 37.5 | 31.2 | 36.1 | 64.6 | 35.1 |
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| 0.4 | -0.7 | 5.5 | 0.2 | 64.6 | 35.1 |
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| 7500 | 3.1 | 39.1 | 23 | 38 | 49.7 | 36.6 |
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| -0.2 | -1.4 | 3.9 | 0.2 | 6.7 | 0.1 |
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| 7250 | 2.3 | 42.2 | 17.4 | 40.1 | 0 | 0 |
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| 0 | -0.8 | 2.4 | 0 | 0 | 0 |
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| 7000 | 1.4 | 44.2 | 13.2 | 42.2 | 30.6 | 40.1 |
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| -0.1 | -1.1 | 1.7 | -0.1 | 4.2 | 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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| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |

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