2010/7/22 (Thu) OP
| P/C | 0.8 | 0 | 0.9 | 1 | 1.3 | 1.3 | 0.8 | 1.2 | 1 | 0.9 |
| 先物 | 9202.5 | -67.5 | 9270 | 9297.5 | 9407.5 | 9670 | 9797.5 | 9527.5 | 9552.5 | 9577.5 |
| 基準 | 26.7 | 0.7 | 26 | 26.4 | 26.6 | 23.6 | 22.4 | 23.7 | 24.1 | 23.9 |
| 期近 | 26.6 | 0.7 | 25.8 | 26.4 | 26.6 | 23.6 | 22.4 | 23.7 | 24.1 | 23.9 |
| 期先1 | 27 | 0.5 | 26.5 | 26.4 | 26.1 | 24.1 | 22.9 | 24.5 | 24.8 | 24.8 |
| 期先2 | 26.5 | 0.6 | 25.9 | 26 | 26 | 24 | 3.9 | 21.8 | 20 | 17.7 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 5.9 | 1.1 | 1.2 | 1.4 |
| 21 | 49 | 77 |
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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 | 9210 | 8C925 | 8C950 | 8C975 | 8C1000 | 8C1025 | 8C1050 |
| 6.9 | 12.2 | 20.6 | 34.6 | 57.5 | 95.3 | 156.4 | 254.7 | 468.4 | 213.7 | 109.5 | 50.3 | 22.2 | 9.3 | 4 |
| 0.8 | 0.8 | 1 | 2.7 | 5.2 | 10 | 16.4 | 28.4 | -6.7 | -35.1 | -20.7 | -10.7 | -4 | -1.7 | -0.3 |
| 42 | 39.9 | 37.5 | 35.1 | 32.6 | 30.2 | 27.8 | 25.9 | 26.3 | 26.6 | 25.3 | 24.7 | 24.9 | 25.3 | 25.9 |
| 0.5 | 0.1 | -0.2 | -0.1 | -0.1 | 0 | -0.2 | 0 | 0.3 | 0.5 | 0.8 | 0.9 | 1.2 | 1.2 | 1.6 |
| -0.02 | -0.03 | -0.06 | -0.09 | -0.15 | -0.23 | -0.36 | -0.52 |
| 0.48 | 0.31 | 0.17 | 0.09 | 0.04 | 0.02 |
| 0.005 | 0.008 | 0.014 | 0.021 | 0.032 | 0.046 | 0.06 | 0.069 |
| 0.067 | 0.063 | 0.047 | 0.029 | 0.016 | 0.008 |
| 1.06 | 1.67 | 2.51 | 3.67 | 5.14 | 6.82 | 8.31 | 8.87 |
| 8.87 | 7.88 | 5.73 | 3.58 | 1.99 | 1.04 |
| -1.04 | -1.56 | -2.2 | -3.01 | -3.92 | -4.82 | -5.41 | -5.36 |
| -5.52 | -4.66 | -3.32 | -2.09 | -1.18 | -0.63 |
| 9P750 | 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9200 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 |
| 40.3 | 55.3 | 76.6 | 106.2 | 149.5 | 205.7 | 283.9 | 386.2 | 723.5 | 337.3 | 220 | 134.6 | 77.8 | 43.2 | 22.9 |
| 2.8 | 4.8 | 6.2 | 7.8 | 13.7 | 15.9 | 24.2 | 30.3 | -6.7 | -37 | -26.1 | -17.7 | -11.1 | -5.4 | -2.5 |
| 38.8 | 36.8 | 34.9 | 33 | 31.5 | 29.7 | 28.2 | 26.8 | 26.7 | 26.6 | 25.4 | 24.5 | 23.9 | 23.6 | 23.4 |
| 0 | 0.2 | 0.1 | 0 | 0.2 | 0 | 0.2 | 0.1 | 0.1 | 0.1 | 0.3 | 0.4 | 0.5 | 0.6 | 0.7 |
| -0.07 | -0.09 | -0.12 | -0.17 | -0.23 | -0.3 | -0.39 | -0.5 |
| 0.5 | 0.38 | 0.28 | 0.18 | 0.12 | 0.07 |
| 0.01 | 0.013 | 0.017 | 0.022 | 0.028 | 0.035 | 0.04 | 0.044 |
| 0.044 | 0.044 | 0.04 | 0.033 | 0.024 | 0.017 |
| 4.35 | 5.52 | 6.92 | 8.51 | 10.23 | 11.81 | 13.03 | 13.5 |
| 13.5 | 12.94 | 11.31 | 9 | 6.58 | 4.45 |
| -1.71 | -2.05 | -2.44 | -2.84 | -3.26 | -3.55 | -3.72 | -3.65 |
| -3.65 | -3.34 | -2.81 | -2.18 | -1.57 | -1.05 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9140 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 84 | 109.6 | 140.8 | 183.8 | 236.2 | 306 | 391.5 | 498.9 | 889.6 | 390.6 | 276.9 | 183.2 | 117.1 | 71.5 | 41.2 |
| 4.2 | 8.3 | 10 | 13.4 | 16.2 | 22.1 | 26.8 | 34.3 | 0.1 | -34.2 | -23.8 | -18.5 | -12.2 | -7.1 | -3.9 |
| 37.7 | 36.2 | 34.5 | 33.1 | 31.6 | 30.4 | 29.1 | 28.1 | 25.9 | 24.4 | 23.8 | 22.9 | 22.3 | 21.9 | 21.5 |
| -0.1 | 0.2 | 0.1 | 0.2 | 0.1 | 0.2 | 0.2 | 0.3 | 0.2 | 0.2 | 0.4 | 0.4 | 0.4 | 0.5 | 0.5 |
| -0.1 | -0.13 | -0.17 | -0.21 | -0.27 | -0.33 | -0.41 | -0.49 |
| 0.5 | 0.41 | 0.31 | 0.23 | 0.15 | 0.1 |
| 0.011 | 0.014 | 0.017 | 0.021 | 0.025 | 0.028 | 0.031 | 0.034 |
| 0.039 | 0.039 | 0.036 | 0.032 | 0.026 | 0.019 |
| 7.58 | 9.06 | 10.63 | 12.33 | 13.95 | 15.4 | 16.44 | 16.9 |
| 16.9 | 16.44 | 14.96 | 12.71 | 10.07 | 7.42 |
| -1.84 | -2.11 | -2.37 | -2.63 | -2.84 | -3.02 | -3.09 | -3.06 |
| -2.68 | -2.53 | -2.22 | -1.84 | -1.43 | -1.03 |
| 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 |
| 21.6 | 8.1 | 23.6 | 3.1 | 31.5 | 1 | 11250 |
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| 1 | 0.4 | 1.2 | 0.2 | 1.7 | 0 |
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| 21.4 | 13.7 | 23.5 | 6.3 | 28.3 | 1 | 11000 |
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| 0.6 | -0.9 | 1.1 | 0 | 1.7 | 0 |
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| 21.5 | 24.7 | 23.4 | 12.1 | 26.4 | 1.6 | 10750 |
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| 0.8 | -0.8 | 1 | -0.6 | 1.2 | -0.3 |
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| 21.5 | 41.2 | 23.4 | 22.9 | 25.9 | 4 | 10500 |
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| 0.5 | -3.9 | 0.7 | -2.5 | 1.6 | -0.3 |
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| 21.9 | 71.5 | 23.6 | 43.2 | 25.3 | 9.3 | 10250 |
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| 0.5 | -7.1 | 0.6 | -5.4 | 1.2 | -1.7 |
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| 22.3 | 117.1 | 23.9 | 77.8 | 24.9 | 22.2 | 10000 |
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| 0.4 | -12.2 | 0.5 | -11.1 | 1.2 | -4 |
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| 22.9 | 183.2 | 24.5 | 134.6 | 24.7 | 50.3 | 9750 | 596.5 | 24.6 | 682 | 24.6 | 792.5 | 27 |
| 0.4 | -18.5 | 0.4 | -17.7 | 0.9 | -10.7 | 58.3 | 1.1 | 46.7 | 0.1 | 54.3 | 0.8 |
| 23.8 | 276.9 | 25.4 | 220 | 25.3 | 109.5 | 9500 | 401.5 | 24.6 | 516.9 | 25.4 | 635 | 27.5 |
| 0.4 | -23.8 | 0.3 | -26.1 | 0.8 | -20.7 | 43.7 | 0.4 | 40.4 | 0.2 | 49.6 | 0.9 |
| 24.4 | 390.6 | 26.6 | 337.3 | 26.6 | 213.7 | 9250 | 254.7 | 25.9 | 386.2 | 26.8 | 498.9 | 28.1 |
| 0.2 | -34.2 | 0.1 | -37 | 0.5 | -35.1 | 28.4 | 0 | 30.3 | 0.1 | 34.3 | 0.3 |
| 25.9 | 541.9 | 28.1 | 485.1 | 28.1 | 361.1 | 9000 | 156.4 | 27.8 | 283.9 | 28.2 | 391.5 | 29.1 |
| 0.5 | -35.5 | 0.3 | -41.4 | -0.5 | -53.7 | 16.4 | -0.2 | 24.2 | 0.2 | 26.8 | 0.2 |
| 27.4 | 714.2 | 29.7 | 658.7 | 30.6 | 550.8 | 8750 | 95.3 | 30.2 | 205.7 | 29.7 | 306 | 30.4 |
| 1.1 | -33.2 | 0.2 | -48.5 | 0.1 | -56.5 | 10 | 0 | 15.9 | 0 | 22.1 | 0.2 |
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| 8500 | 57.5 | 32.6 | 149.5 | 31.5 | 236.2 | 31.6 |
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| 5.2 | -0.1 | 13.7 | 0.2 | 16.2 | 0.1 |
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| 8250 | 34.6 | 35.1 | 106.2 | 33 | 183.8 | 33.1 |
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| 2.7 | -0.1 | 7.8 | 0 | 13.4 | 0.2 |
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| 8000 | 20.6 | 37.5 | 76.6 | 34.9 | 140.8 | 34.5 |
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| 1 | -0.2 | 6.2 | 0.1 | 10 | 0.1 |
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| 7750 | 12.2 | 39.9 | 55.3 | 36.8 | 109.6 | 36.2 |
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| 0.8 | 0.1 | 4.8 | 0.2 | 8.3 | 0.2 |
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| 7500 | 6.9 | 42 | 40.3 | 38.8 | 84 | 37.7 |
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| 0.8 | 0.5 | 2.8 | 0 | 4.2 | -0.1 |
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| 7250 | 3.8 | 44.1 | 29.3 | 40.9 | 0 | 0 |
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| 0.1 | 0.1 | 1.9 | 0 | 0 | 0 |
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| 7000 | 1.9 | 45.7 | 22.1 | 43.2 | 50.2 | 41.1 |
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| -0.6 | -1.4 | 1.6 | 0.2 | 2.1 | -0.1 |
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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 | 52.9 | 11.7 | 47.5 | 30.5 | 44.9 |
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| 0 | 0.2 | 0.6 | 0.1 | 1.9 | 0.1 |
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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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