2010/7/16 (Fri) OP
| P/C | 1.3 | 0 | 1.3 | 0.8 | 1.2 | 1 | 0.9 | 1 | 1.1 | 1 |
| 先物 | 9407.5 | -262.5 | 9670 | 9797.5 | 9527.5 | 9552.5 | 9577.5 | 9537.5 | 9282.5 | 9357.5 |
| 基準 | 26.6 | 3 | 23.6 | 22.4 | 23.7 | 24.1 | 23.9 | 24.6 | 26.7 | 26.8 |
| 期近 | 26.6 | 3 | 23.6 | 22.4 | 23.7 | 24.1 | 23.9 | 24.3 | 26.2 | 26.2 |
| 期先1 | 26.1 | 2.1 | 24.1 | 22.9 | 24.5 | 24.8 | 24.8 | 25 | 26.9 | 26.8 |
| 期先2 | 26 | 2 | 24 | 3.9 | 21.8 | 20 | 17.7 | 0 | 0 | 0 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1.9 | 1.4 | 1.3 |
| 先/先2 | 1 | 0 | 1 | 5.9 | 1.1 | 1.2 | 1.4 | 1 | 1 | 1 |
| 27 | 55 | 83 |
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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 | 9410 | 8C950 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 |
| 15.2 | 24.2 | 37.1 | 58.6 | 90 | 138.1 | 210.7 | 313.6 | 539.1 | 225.5 | 122.3 | 58.9 | 25 | 9.9 | 3.5 |
| 9.7 | 14.7 | 21.9 | 32.8 | 47.6 | 67.3 | 95.1 | 127.7 | -6.5 | -134.2 | -90.6 | -53.2 | -26.1 | -10.2 | -3.9 |
| 40.4 | 38.4 | 36.1 | 34.1 | 31.9 | 29.7 | 27.8 | 25.7 | 25.9 | 26.1 | 24.7 | 23.7 | 23.1 | 22.8 | 22.6 |
| 2.9 | 2.7 | 2.5 | 2.3 | 2.1 | 1.7 | 1.5 | 1.1 | 1.1 | 1.1 | 1.5 | 1.6 | 1.8 | 2.2 | 2.1 |
| -0.04 | -0.06 | -0.08 | -0.13 | -0.19 | -0.28 | -0.4 | -0.54 |
| 0.46 | 0.31 | 0.18 | 0.09 | 0.04 | 0.02 |
| 0.007 | 0.011 | 0.017 | 0.024 | 0.033 | 0.044 | 0.054 | 0.06 |
| 0.059 | 0.056 | 0.043 | 0.028 | 0.015 | 0.007 |
| 2.01 | 2.88 | 3.97 | 5.4 | 7.01 | 8.66 | 9.93 | 10.22 |
| 10.22 | 9.09 | 6.81 | 4.27 | 2.32 | 1.09 |
| -1.48 | -2.02 | -2.62 | -3.36 | -4.08 | -4.7 | -5.03 | -4.78 |
| -4.88 | -4.1 | -2.96 | -1.8 | -0.97 | -0.45 |
| 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9410 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 |
| 51.1 | 69.8 | 94.8 | 129.5 | 174.8 | 236.1 | 317 | 424.7 | 756.1 | 331.4 | 217.2 | 133.8 | 75.5 | 40.2 | 20.3 |
| 19.9 | 26.5 | 34.9 | 48.3 | 61.6 | 80.1 | 99.6 | 128.3 | -4.8 | -133.1 | -103 | -72.9 | -49.6 | -29.8 | -16.5 |
| 37.1 | 35.3 | 33.6 | 31.9 | 30.2 | 28.6 | 27 | 25.7 | 25.6 | 25.6 | 24.4 | 23.5 | 22.6 | 22 | 21.6 |
| 1 | 0.9 | 0.8 | 1 | 0.8 | 0.8 | 0.5 | 0.7 | 0.7 | 0.7 | 0.8 | 1 | 0.9 | 0.9 | 1 |
| -0.08 | -0.11 | -0.14 | -0.19 | -0.25 | -0.32 | -0.42 | -0.52 |
| 0.48 | 0.37 | 0.27 | 0.18 | 0.11 | 0.06 |
| 0.011 | 0.014 | 0.018 | 0.023 | 0.029 | 0.034 | 0.039 | 0.042 |
| 0.043 | 0.042 | 0.038 | 0.031 | 0.023 | 0.015 |
| 5.37 | 6.71 | 8.24 | 9.93 | 11.63 | 13.18 | 14.28 | 14.6 |
| 14.6 | 13.85 | 12.05 | 9.48 | 6.78 | 4.44 |
| -1.8 | -2.14 | -2.49 | -2.86 | -3.17 | -3.39 | -3.47 | -3.38 |
| -3.38 | -3.06 | -2.56 | -1.94 | -1.35 | -0.87 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9350 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 99.3 | 125.7 | 160.6 | 205.7 | 260.9 | 332.1 | 421.6 | 532.7 | 917 | 384.3 | 267.5 | 179 | 114.1 | 69 | 39.5 |
| 34.7 | 41.4 | 50.8 | 64.8 | 78.8 | 94.4 | 114.3 | 136.4 | 12.4 | -124 | -100.7 | -76.4 | -53 | -36.9 | -24.7 |
| 36.5 | 34.8 | 33.3 | 31.9 | 30.4 | 29.1 | 28 | 27 | 24.8 | 23.8 | 22.8 | 22.1 | 21.5 | 21 | 20.5 |
| 1.4 | 1.1 | 1 | 1.2 | 1.1 | 1 | 1 | 1 | 1.1 | 1.1 | 1 | 1 | 1.1 | 0.9 | 0.8 |
| -0.12 | -0.14 | -0.18 | -0.23 | -0.28 | -0.35 | -0.42 | -0.5 |
| 0.49 | 0.39 | 0.3 | 0.22 | 0.15 | 0.1 |
| 0.012 | 0.015 | 0.018 | 0.021 | 0.025 | 0.028 | 0.031 | 0.033 |
| 0.037 | 0.038 | 0.035 | 0.03 | 0.025 | 0.018 |
| 8.73 | 10.24 | 11.9 | 13.61 | 15.23 | 16.63 | 17.6 | 17.94 |
| 17.93 | 17.28 | 15.63 | 13.21 | 10.39 | 7.6 |
| -1.91 | -2.13 | -2.37 | -2.6 | -2.77 | -2.9 | -2.94 | -2.89 |
| -2.57 | -2.37 | -2.08 | -1.71 | -1.31 | -0.94 |
| 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 | 7 | 21.8 | 2.6 | 27.7 | 1 | 11500 |
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| 0.8 | -5.3 | 1.7 | -1.4 | 3.9 | 0 |
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| 20.1 | 12 | 21.1 | 4.5 | 25 | 1 | 11250 |
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| 0.8 | -8.6 | 1 | -4.3 | 3.9 | 0 |
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| 20.1 | 21.2 | 21.4 | 10 | 23.6 | 1.7 | 11000 |
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| 0.8 | -15 | 1 | -8.9 | 2.8 | -1.1 |
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| 20.5 | 39.5 | 21.6 | 20.3 | 22.6 | 3.5 | 10750 |
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| 0.8 | -24.7 | 1 | -16.5 | 2.1 | -3.9 |
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| 21 | 69 | 22 | 40.2 | 22.8 | 9.9 | 10500 |
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| 0.9 | -36.9 | 0.9 | -29.8 | 2.2 | -10.2 |
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| 21.5 | 114.1 | 22.6 | 75.5 | 23.1 | 25 | 10250 |
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| 1.1 | -53 | 0.9 | -49.6 | 1.8 | -26.1 |
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| 22.1 | 179 | 23.5 | 133.8 | 23.7 | 58.9 | 10000 | 642.2 | 22.5 | 722.4 | 23.3 | 818.3 | 25.1 |
| 1 | -76.4 | 1 | -72.9 | 1.6 | -53.2 | 203.4 | 0.6 | 185.8 | 0.7 | 170.8 | 0.5 |
| 22.8 | 267.5 | 24.4 | 217.2 | 24.7 | 122.3 | 9750 | 459.1 | 24.1 | 556.8 | 24.3 | 666.3 | 26.1 |
| 1 | -100.7 | 0.8 | -103 | 1.5 | -90.6 | 168.3 | 1 | 154.8 | 0.5 | 154.8 | 0.8 |
| 23.8 | 384.3 | 25.6 | 331.4 | 26.1 | 225.5 | 9500 | 313.6 | 25.7 | 424.7 | 25.7 | 532.7 | 27 |
| 1.1 | -124 | 0.7 | -133.1 | 1.1 | -134.2 | 127.7 | 1.1 | 128.3 | 0.7 | 136.4 | 1 |
| 25.1 | 529.6 | 27 | 476.1 | 28.1 | 372.2 | 9250 | 210.7 | 27.8 | 317 | 27 | 421.6 | 28 |
| 1.4 | -142.9 | 1 | -156.3 | 1.5 | -166.3 | 95.1 | 1.5 | 99.6 | 0.5 | 114.3 | 1 |
| 26.2 | 692.5 | 28.8 | 647.8 | 30.5 | 552.6 | 9000 | 138.1 | 29.7 | 236.1 | 28.6 | 332.1 | 29.1 |
| 1.9 | -157.5 | 1.3 | -176 | 1.9 | -192.6 | 67.3 | 1.7 | 80.1 | 0.8 | 94.4 | 1 |
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| 8750 | 90 | 31.9 | 174.8 | 30.2 | 260.9 | 30.4 |
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| 47.6 | 2.1 | 61.6 | 0.8 | 78.8 | 1.1 |
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| 8500 | 58.6 | 34.1 | 129.5 | 31.9 | 205.7 | 31.9 |
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| 32.8 | 2.3 | 48.3 | 1 | 64.8 | 1.2 |
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| 8250 | 37.1 | 36.1 | 94.8 | 33.6 | 160.6 | 33.3 |
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| 21.9 | 2.5 | 34.9 | 0.8 | 50.8 | 1 |
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| 8000 | 24.2 | 38.4 | 69.8 | 35.3 | 125.7 | 34.8 |
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| 14.7 | 2.7 | 26.5 | 0.9 | 41.4 | 1.1 |
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| 7750 | 15.2 | 40.4 | 51.1 | 37.1 | 99.3 | 36.5 |
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| 9.7 | 2.9 | 19.9 | 1 | 34.7 | 1.4 |
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| 7500 | 9.2 | 42.2 | 38.7 | 39.2 | 77.2 | 38 |
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| 6.1 | 3.2 | 15.7 | 1.2 | 27.5 | 1.4 |
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| 7250 | 5.5 | 44.1 | 29 | 41.2 | 0 | 0 |
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| 3.2 | 1.9 | 11.6 | 1.1 | 0 | 0 |
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| 7000 | 3.4 | 46.3 | 22.2 | 43.4 | 50 | 41.9 |
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| 2 | 2.1 | 9 | 1.2 | 19.4 | 1.8 |
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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 | 1.8 | 52.4 | 12.6 | 47.7 | 30.4 | 45.4 |
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| 0.8 | 0.7 | 5.4 | 1.5 | 11 | 1.4 |
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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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