2010/7/20 (Tue) OP
| P/C | 1 | -0.3 | 1.3 | 1.3 | 0.8 | 1.2 | 1 | 0.9 | 1 | 1.1 |
| 先物 | 9297.5 | -110 | 9407.5 | 9670 | 9797.5 | 9527.5 | 9552.5 | 9577.5 | 9537.5 | 9282.5 |
| 基準 | 26.4 | -0.2 | 26.6 | 23.6 | 22.4 | 23.7 | 24.1 | 23.9 | 24.6 | 26.7 |
| 期近 | 26.4 | -0.2 | 26.6 | 23.6 | 22.4 | 23.7 | 24.1 | 23.9 | 24.3 | 26.2 |
| 期先1 | 26.4 | 0.3 | 26.1 | 24.1 | 22.9 | 24.5 | 24.8 | 24.8 | 25 | 26.9 |
| 期先2 | 26 | 0 | 26 | 24 | 3.9 | 21.8 | 20 | 17.7 | 0 | 0 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1.9 | 1.4 |
| 先/先2 | 1 | 0 | 1 | 1 | 5.9 | 1.1 | 1.2 | 1.4 | 1 | 1 |
| 23 | 51 | 79 |
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| 7500 | 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9250 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 |
| 8P750 | 8P775 | 8P800 | 8P825 | 8P850 | 8P875 | 8P900 | 8P925 | 9300 | 8C925 | 8C950 | 8C975 | 8C1000 | 8C1025 | 8C1050 |
| 7.6 | 13.3 | 20.8 | 34.8 | 55.5 | 88.7 | 140.6 | 224.8 | 501 | 276.3 | 150.8 | 73 | 32.3 | 13.2 | 5.3 |
| -1.6 | -2 | -3.4 | -2.4 | -3.1 | -1.3 | 2.5 | 14.1 | -81.8 | -95.9 | -74.7 | -49.3 | -26.6 | -11.8 | -4.6 |
| 42.5 | 40.6 | 37.9 | 35.9 | 33.4 | 31 | 28.5 | 26.5 | 26.7 | 26.9 | 25.1 | 24.2 | 23.9 | 23.8 | 24.2 |
| 0.2 | 0.1 | -0.4 | -0.2 | -0.7 | -0.9 | -1.2 | -1.2 | -1.2 | -1.2 | -0.9 | -0.5 | 0.1 | 0.8 | 1.3 |
| -0.02 | -0.03 | -0.05 | -0.09 | -0.13 | -0.21 | -0.31 | -0.46 |
| 0.54 | 0.38 | 0.23 | 0.12 | 0.06 | 0.03 |
| 0.005 | 0.008 | 0.012 | 0.019 | 0.028 | 0.039 | 0.053 | 0.064 |
| 0.063 | 0.064 | 0.053 | 0.036 | 0.02 | 0.01 |
| 1.14 | 1.77 | 2.55 | 3.7 | 5.1 | 6.74 | 8.33 | 9.33 |
| 9.33 | 8.95 | 7.11 | 4.7 | 2.67 | 1.39 |
| -1.03 | -1.54 | -2.07 | -2.84 | -3.64 | -4.46 | -5.08 | -5.28 |
| -5.38 | -4.82 | -3.68 | -2.41 | -1.36 | -0.72 |
| 9P750 | 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9300 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 |
| 38.2 | 51.7 | 70.9 | 98.6 | 135.3 | 185.4 | 255 | 346.9 | 742.2 | 395.3 | 264.1 | 164.3 | 95.2 | 50.7 | 25.7 |
| -0.5 | 0.7 | 1.1 | 3.9 | 5.8 | 10.6 | 19 | 29.8 | -51 | -80.8 | -67.3 | -52.9 | -38.6 | -24.8 | -14.4 |
| 39 | 36.9 | 35 | 33.3 | 31.5 | 29.8 | 28.2 | 26.7 | 26.7 | 26.7 | 25.3 | 24.1 | 23.3 | 22.5 | 22.1 |
| -0.2 | -0.2 | -0.3 | -0.3 | -0.4 | -0.4 | -0.4 | -0.3 | -0.3 | -0.3 | -0.3 | -0.2 | -0.2 | -0.1 | 0.1 |
| -0.06 | -0.08 | -0.11 | -0.15 | -0.21 | -0.27 | -0.36 | -0.46 |
| 0.54 | 0.43 | 0.32 | 0.21 | 0.13 | 0.08 |
| 0.009 | 0.012 | 0.016 | 0.02 | 0.026 | 0.032 | 0.038 | 0.043 |
| 0.043 | 0.045 | 0.042 | 0.036 | 0.027 | 0.019 |
| 4.23 | 5.33 | 6.68 | 8.27 | 9.95 | 11.62 | 13.03 | 13.84 |
| 13.84 | 13.69 | 12.41 | 10.19 | 7.5 | 5.03 |
| -1.6 | -1.92 | -2.28 | -2.68 | -3.05 | -3.36 | -3.57 | -3.59 |
| -3.61 | -3.38 | -2.92 | -2.31 | -1.64 | -1.08 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9240 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 79.4 | 100.8 | 130.3 | 169.1 | 216.1 | 277.6 | 359.5 | 456.5 | 903.6 | 447.1 | 319.6 | 214.4 | 138 | 85.1 | 49.4 |
| 2.1 | 1.5 | 4.6 | 8.5 | 10.4 | 16.7 | 27.4 | 34.9 | -47.6 | -82.5 | -64.7 | -53.1 | -41 | -29.1 | -19.6 |
| 37.9 | 36.1 | 34.5 | 33.1 | 31.5 | 30.1 | 29.1 | 27.9 | 26.5 | 24.5 | 23.6 | 22.6 | 21.9 | 21.4 | 20.9 |
| -0.2 | -0.4 | -0.3 | -0.2 | -0.4 | -0.3 | 0 | -0.1 | -0.3 | -0.6 | -0.2 | -0.2 | -0.2 | -0.1 | 0 |
| -0.1 | -0.12 | -0.15 | -0.2 | -0.25 | -0.31 | -0.38 | -0.46 |
| 0.54 | 0.44 | 0.35 | 0.25 | 0.18 | 0.12 |
| 0.01 | 0.013 | 0.016 | 0.019 | 0.023 | 0.027 | 0.03 | 0.033 |
| 0.037 | 0.039 | 0.038 | 0.034 | 0.028 | 0.022 |
| 7.37 | 8.74 | 10.32 | 12.02 | 13.68 | 15.24 | 16.49 | 17.2 |
| 17.2 | 17.13 | 15.99 | 13.91 | 11.27 | 8.47 |
| -1.75 | -1.98 | -2.24 | -2.5 | -2.71 | -2.89 | -3.01 | -3.01 |
| -2.66 | -2.56 | -2.28 | -1.93 | -1.52 | -1.12 |
| 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 |
| 20.4 | 8.2 | 22.2 | 3.2 | 28.7 | 1 | 11250 |
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| 0.3 | -3.8 | 1.1 | -1.3 | 3.7 | 0 |
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| 20.3 | 14.7 | 22.1 | 6.5 | 25.7 | 1 | 11000 |
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| 0.3 | -6.4 | 0.7 | -3.5 | 2.1 | -0.7 |
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| 20.6 | 27.3 | 21.9 | 12.7 | 24.3 | 1.9 | 10750 |
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| 0.1 | -12.2 | 0.3 | -7.6 | 1.7 | -1.6 |
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| 20.9 | 49.4 | 22.1 | 25.7 | 24.2 | 5.3 | 10500 |
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| 0 | -19.6 | 0.1 | -14.4 | 1.3 | -4.6 |
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| 21.4 | 85.1 | 22.5 | 50.7 | 23.8 | 13.2 | 10250 |
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| -0.1 | -29.1 | -0.1 | -24.8 | 0.8 | -11.8 |
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| 21.9 | 138 | 23.3 | 95.2 | 23.9 | 32.3 | 10000 |
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| -0.2 | -41 | -0.2 | -38.6 | 0.1 | -26.6 |
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| 22.6 | 214.4 | 24.1 | 164.3 | 24.2 | 73 | 9750 | 518.8 | 23.3 | 616.9 | 24.3 | 722.5 | 26.1 |
| -0.2 | -53.1 | -0.2 | -52.9 | -0.5 | -49.3 | 59.7 | -0.8 | 60.1 | 0 | 56.3 | 0 |
| 23.6 | 319.6 | 25.3 | 264.1 | 25.1 | 150.8 | 9500 | 347.7 | 24.6 | 466.3 | 25.4 | 578.7 | 27 |
| -0.2 | -64.7 | -0.3 | -67.3 | -0.9 | -74.7 | 34.1 | -1.1 | 41.5 | -0.3 | 46 | 0 |
| 24.5 | 447.1 | 26.7 | 395.3 | 26.9 | 276.3 | 9250 | 224.8 | 26.5 | 346.9 | 26.7 | 456.5 | 27.9 |
| -0.6 | -82.5 | -0.3 | -80.8 | -1.2 | -95.9 | 14.1 | -1.2 | 29.8 | -0.3 | 34.9 | -0.1 |
| 25.8 | 605 | 28.1 | 552.5 | 28.9 | 441.8 | 9000 | 140.6 | 28.5 | 255 | 28.2 | 359.5 | 29.1 |
| -0.4 | -87.5 | -0.7 | -95.3 | -1.6 | -110.9 | 2.5 | -1.2 | 19 | -0.4 | 27.4 | 0 |
| 26.7 | 775 | 29.6 | 732.7 | 31.7 | 641.4 | 8750 | 88.7 | 31 | 185.4 | 29.8 | 277.6 | 30.1 |
| -0.2 | -92.5 | -0.6 | -100.8 | -1.1 | -112.8 | -1.3 | -0.9 | 10.6 | -0.4 | 16.7 | -0.3 |
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| 8500 | 55.5 | 33.4 | 135.3 | 31.5 | 216.1 | 31.5 |
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| -3.1 | -0.7 | 5.8 | -0.4 | 10.4 | -0.4 |
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| 8250 | 34.8 | 35.9 | 98.6 | 33.3 | 169.1 | 33.1 |
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| -2.4 | -0.2 | 3.9 | -0.3 | 8.5 | -0.2 |
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| 8000 | 20.8 | 37.9 | 70.9 | 35 | 130.3 | 34.5 |
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| -3.4 | -0.4 | 1.1 | -0.3 | 4.6 | -0.3 |
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| 7750 | 13.3 | 40.6 | 51.7 | 36.9 | 100.8 | 36.1 |
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| -2 | 0.1 | 0.7 | -0.2 | 1.5 | -0.4 |
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| 7500 | 7.6 | 42.5 | 38.2 | 39 | 79.4 | 37.9 |
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| -1.6 | 0.2 | -0.5 | -0.2 | 2.1 | -0.2 |
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| 7250 | 4.5 | 44.7 | 28.4 | 41.1 | 0 | 0 |
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| -0.9 | 0.6 | -0.7 | -0.1 | 0 | 0 |
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| 7000 | 3 | 47.6 | 21.1 | 43.2 | 49.3 | 41.6 |
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| -0.4 | 1.4 | -1.1 | -0.2 | -0.6 | -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 | 1.2 | 52.9 | 12.1 | 47.9 | 31.4 | 45.6 |
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| -0.6 | 0.5 | -0.5 | 0.2 | 1 | 0.3 |
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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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| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |

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