2010/7/21 (Wed) OP
| P/C | 0.9 | -0.1 | 1 | 1.3 | 1.3 | 0.8 | 1.2 | 1 | 0.9 | 1 |
| 先物 | 9270 | -27.5 | 9297.5 | 9407.5 | 9670 | 9797.5 | 9527.5 | 9552.5 | 9577.5 | 9537.5 |
| 基準 | 26 | -0.4 | 26.4 | 26.6 | 23.6 | 22.4 | 23.7 | 24.1 | 23.9 | 24.6 |
| 期近 | 25.8 | -0.5 | 26.4 | 26.6 | 23.6 | 22.4 | 23.7 | 24.1 | 23.9 | 24.3 |
| 期先1 | 26.5 | 0 | 26.4 | 26.1 | 24.1 | 22.9 | 24.5 | 24.8 | 24.8 | 25 |
| 期先2 | 25.9 | 0 | 26 | 26 | 24 | 3.9 | 21.8 | 20 | 17.7 | 0 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1.9 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 5.9 | 1.1 | 1.2 | 1.4 | 1 |
| 7500 | 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9250 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 |
| 8P750 | 8P775 | 8P800 | 8P825 | 8P850 | 8P875 | 8P900 | 8P925 | 9270 | 8C925 | 8C950 | 8C975 | 8C1000 | 8C1025 | 8C1050 |
| 6.1 | 11.4 | 19.6 | 31.9 | 52.3 | 85.3 | 140 | 226.3 | 475.1 | 248.7 | 130.2 | 61 | 26.2 | 11 | 4.2 |
| -1.5 | -1.9 | -1.2 | -2.8 | -3.2 | -3.4 | -0.7 | 1.5 | -26 | -27.5 | -20.6 | -12 | -6.1 | -2.2 | -1.1 |
| 41.5 | 39.8 | 37.7 | 35.2 | 32.8 | 30.3 | 28 | 25.9 | 26 | 26.1 | 24.5 | 23.8 | 23.7 | 24.1 | 24.4 |
| -0.9 | -0.8 | -0.2 | -0.7 | -0.6 | -0.7 | -0.5 | -0.6 | -0.7 | -0.8 | -0.7 | -0.4 | -0.2 | 0.2 | 0.2 |
| -0.02 | -0.03 | -0.05 | -0.08 | -0.13 | -0.21 | -0.32 | -0.47 |
| 0.53 | 0.35 | 0.2 | 0.1 | 0.05 | 0.02 |
| 0.004 | 0.008 | 0.012 | 0.019 | 0.029 | 0.041 | 0.056 | 0.067 |
| 0.067 | 0.066 | 0.052 | 0.033 | 0.018 | 0.009 |
| 0.98 | 1.6 | 2.44 | 3.52 | 4.94 | 6.6 | 8.23 | 9.13 |
| 9.13 | 8.54 | 6.51 | 4.13 | 2.32 | 1.16 |
| -0.91 | -1.43 | -2.06 | -2.77 | -3.61 | -4.46 | -5.14 | -5.27 |
| -5.34 | -4.68 | -3.47 | -2.19 | -1.25 | -0.63 |
| 9P750 | 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9270 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 |
| 37.5 | 50.5 | 70.4 | 98.4 | 135.9 | 189.8 | 259.7 | 355.9 | 730.2 | 374.3 | 246 | 152.3 | 88.9 | 48.6 | 25.5 |
| -0.8 | -1.2 | -0.5 | -0.2 | 0.6 | 4.4 | 4.7 | 9 | -12 | -21 | -18 | -12 | -6.3 | -2 | -0.3 |
| 38.8 | 36.6 | 34.8 | 33.1 | 31.3 | 29.8 | 28.1 | 26.7 | 26.6 | 26.5 | 25.1 | 24.1 | 23.4 | 22.9 | 22.6 |
| -0.2 | -0.3 | -0.2 | -0.2 | -0.2 | 0 | -0.1 | 0 | -0.1 | -0.2 | -0.2 | 0 | 0.2 | 0.4 | 0.6 |
| -0.06 | -0.08 | -0.11 | -0.16 | -0.21 | -0.28 | -0.37 | -0.47 |
| 0.53 | 0.41 | 0.3 | 0.2 | 0.13 | 0.08 |
| 0.009 | 0.012 | 0.016 | 0.021 | 0.027 | 0.033 | 0.039 | 0.043 |
| 0.044 | 0.045 | 0.042 | 0.035 | 0.027 | 0.018 |
| 4.17 | 5.26 | 6.64 | 8.24 | 9.93 | 11.62 | 12.98 | 13.7 |
| 13.7 | 13.42 | 12.01 | 9.77 | 7.21 | 4.89 |
| -1.6 | -1.91 | -2.29 | -2.7 | -3.08 | -3.43 | -3.61 | -3.62 |
| -3.62 | -3.35 | -2.88 | -2.28 | -1.64 | -1.1 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9210 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 79.8 | 101.4 | 130.7 | 170.4 | 219.9 | 283.9 | 364.7 | 464.6 | 889.5 | 424.9 | 300.7 | 201.8 | 129.2 | 78.5 | 45.1 |
| 0.4 | 0.5 | 0.5 | 1.3 | 3.9 | 6.3 | 5.1 | 8.1 | -14.2 | -22.3 | -19 | -12.6 | -8.8 | -6.5 | -4.3 |
| 37.8 | 36 | 34.4 | 33 | 31.5 | 30.2 | 29 | 27.8 | 26.1 | 24.2 | 23.3 | 22.5 | 21.9 | 21.4 | 20.9 |
| -0.1 | -0.1 | -0.2 | -0.1 | 0 | 0 | -0.1 | -0.1 | -0.2 | -0.3 | -0.3 | -0.1 | 0 | 0 | 0 |
| -0.1 | -0.12 | -0.16 | -0.2 | -0.25 | -0.31 | -0.39 | -0.47 |
| 0.53 | 0.43 | 0.33 | 0.24 | 0.17 | 0.11 |
| 0.011 | 0.013 | 0.016 | 0.02 | 0.024 | 0.027 | 0.031 | 0.033 |
| 0.038 | 0.039 | 0.038 | 0.033 | 0.027 | 0.021 |
| 7.37 | 8.75 | 10.33 | 12.03 | 13.71 | 15.24 | 16.44 | 17.08 |
| 17.08 | 16.89 | 15.63 | 13.47 | 10.78 | 8 |
| -1.77 | -2 | -2.26 | -2.52 | -2.75 | -2.93 | -3.03 | -3.02 |
| -2.65 | -2.52 | -2.25 | -1.89 | -1.47 | -1.07 |
| 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 |
| 20.6 | 7.7 | 22.5 | 3 | 29.7 | 1 | 11250 |
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| 0.2 | -0.5 | 0.3 | -0.3 | 1 | 0 |
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| 20.7 | 14.6 | 22.4 | 6.2 | 26.7 | 1 | 11000 |
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| 0.4 | -0.2 | 0.4 | -0.3 | 1 | 0 |
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| 20.7 | 25.5 | 22.4 | 12.6 | 25.3 | 1.9 | 10750 |
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| 0.2 | -1.8 | 0.6 | -0.1 | 0.9 | 0 |
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| 20.9 | 45.1 | 22.6 | 25.5 | 24.4 | 4.2 | 10500 |
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| 0 | -4.3 | 0.6 | -0.3 | 0.2 | -1.1 |
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| 21.4 | 78.5 | 22.9 | 48.6 | 24.1 | 11 | 10250 |
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| 0 | -6.5 | 0.4 | -2 | 0.2 | -2.2 |
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| 21.9 | 129.2 | 23.4 | 88.9 | 23.7 | 26.2 | 10000 |
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| 0 | -8.8 | 0.2 | -6.3 | -0.2 | -6.1 |
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| 22.5 | 201.8 | 24.1 | 152.3 | 23.8 | 61 | 9750 | 538.1 | 23.5 | 635.3 | 24.4 | 738.2 | 26.2 |
| -0.1 | -12.6 | 0 | -12 | -0.4 | -12 | 19.3 | 0.1 | 18.4 | 0.2 | 15.7 | 0.1 |
| 23.3 | 300.7 | 25.1 | 246 | 24.5 | 130.2 | 9500 | 357.8 | 24.2 | 476.5 | 25.2 | 585.4 | 26.7 |
| -0.3 | -19 | -0.2 | -18 | -0.7 | -20.6 | 10 | -0.3 | 10.3 | -0.2 | 6.7 | -0.3 |
| 24.2 | 424.9 | 26.5 | 374.3 | 26.1 | 248.7 | 9250 | 226.3 | 25.9 | 355.9 | 26.7 | 464.6 | 27.8 |
| -0.3 | -22.3 | -0.2 | -21 | -0.8 | -27.5 | 1.5 | -0.6 | 9 | 0 | 8.1 | -0.1 |
| 25.4 | 577.4 | 27.8 | 526.6 | 28.5 | 414.8 | 9000 | 140 | 28 | 259.7 | 28.1 | 364.7 | 29 |
| -0.5 | -27.6 | -0.4 | -25.9 | -0.4 | -27 | -0.7 | -0.5 | 4.7 | -0.1 | 5.1 | -0.1 |
| 26.3 | 747.4 | 29.4 | 707.2 | 30.5 | 607.3 | 8750 | 85.3 | 30.3 | 189.8 | 29.8 | 283.9 | 30.2 |
| -0.4 | -27.6 | -0.2 | -25.5 | -1.2 | -34.1 | -3.4 | -0.7 | 4.4 | 0 | 6.3 | 0 |
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| 8500 | 52.3 | 32.8 | 135.9 | 31.3 | 219.9 | 31.5 |
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| -3.2 | -0.6 | 0.6 | -0.2 | 3.9 | 0 |
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| 8250 | 31.9 | 35.2 | 98.4 | 33.1 | 170.4 | 33 |
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| -2.8 | -0.7 | -0.2 | -0.2 | 1.3 | -0.1 |
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| 8000 | 19.6 | 37.7 | 70.4 | 34.8 | 130.7 | 34.4 |
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| -1.2 | -0.2 | -0.5 | -0.2 | 0.5 | -0.2 |
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| 7750 | 11.4 | 39.8 | 50.5 | 36.6 | 101.4 | 36 |
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| -1.9 | -0.8 | -1.2 | -0.3 | 0.5 | -0.1 |
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| 7500 | 6.1 | 41.5 | 37.5 | 38.8 | 79.8 | 37.8 |
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| -1.5 | -0.9 | -0.8 | -0.2 | 0.4 | -0.1 |
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| 7250 | 3.7 | 44 | 27.5 | 40.8 | 0 | 0 |
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| -0.8 | -0.7 | -0.9 | -0.2 | 0 | 0 |
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| 7000 | 2.5 | 47.1 | 20.5 | 43.1 | 48.1 | 41.3 |
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| -0.6 | -0.6 | -0.6 | -0.2 | -1.2 | -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 | 52.7 | 11 | 47.4 | 28.6 | 44.8 |
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| -0.2 | -0.2 | -1.1 | -0.5 | -2.8 | -0.8 |
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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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