2010/7/23 (Fri) OP
| P/C | 0.5 | -0.3 | 0.8 | 0.9 | 1 | 1.3 | 1.3 | 0.8 | 1.2 | 1 |
| 先物 | 9435 | 232.5 | 9202.5 | 9270 | 9297.5 | 9407.5 | 9670 | 9797.5 | 9527.5 | 9552.5 |
| 基準 | 25 | -1.7 | 26.7 | 26 | 26.4 | 26.6 | 23.6 | 22.4 | 23.7 | 24.1 |
| 期近 | 24.9 | -1.7 | 26.6 | 25.8 | 26.4 | 26.6 | 23.6 | 22.4 | 23.7 | 24.1 |
| 期先1 | 25.4 | -1.6 | 27 | 26.5 | 26.4 | 26.1 | 24.1 | 22.9 | 24.5 | 24.8 |
| 期先2 | 24.8 | -1.7 | 26.5 | 25.9 | 26 | 26 | 24 | 3.9 | 21.8 | 20 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 5.9 | 1.1 | 1.2 |
| 20 | 48 | 76 |
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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 | 9440 | 8C950 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 |
| 5.9 | 10.2 | 17.1 | 29.1 | 49.5 | 85 | 145.2 | 249.5 | 439.9 | 190.4 | 94.8 | 43.3 | 19.4 | 7.8 | 3.5 |
| -6.3 | -10.4 | -17.5 | -28.4 | -45.8 | -71.3 | -109.5 | -152 | -71.1 | 80.9 | 44.5 | 21 | 10.1 | 3.9 | 1.9 |
| 40.5 | 38.1 | 35.5 | 33 | 30.4 | 28 | 25.7 | 24.2 | 24.6 | 24.8 | 24 | 23.9 | 24.5 | 24.8 | 25.8 |
| 0.6 | 0.6 | 0.4 | 0.3 | 0.2 | 0.2 | -0.2 | -0.4 | -0.5 | -0.5 | -0.7 | -1 | -0.8 | -1.1 | -0.6 |
| -0.02 | -0.03 | -0.05 | -0.08 | -0.14 | -0.23 | -0.36 | -0.54 |
| 0.47 | 0.29 | 0.16 | 0.08 | 0.04 | 0.02 |
| 0.005 | 0.008 | 0.013 | 0.021 | 0.033 | 0.048 | 0.065 | 0.074 |
| 0.072 | 0.064 | 0.045 | 0.027 | 0.014 | 0.007 |
| 0.97 | 1.52 | 2.3 | 3.43 | 4.93 | 6.73 | 8.34 | 8.85 |
| 8.86 | 7.64 | 5.39 | 3.32 | 1.78 | 0.96 |
| -0.96 | -1.42 | -2.01 | -2.78 | -3.68 | -4.62 | -5.25 | -5.24 |
| -5.4 | -4.5 | -3.17 | -2 | -1.08 | -0.61 |
| 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9440 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 |
| 36.2 | 50.2 | 70.2 | 99.5 | 139.5 | 194.8 | 272.4 | 375.6 | 689.1 | 313.5 | 197.6 | 119 | 67 | 35.8 | 19.9 |
| -19.1 | -26.3 | -36 | -50.1 | -66.2 | -89.1 | -113.7 | -141.3 | -47.8 | 93.5 | 63.1 | 41.2 | 23.8 | 12.9 | 7.8 |
| 36.9 | 34.9 | 33 | 31.3 | 29.6 | 27.9 | 26.4 | 24.9 | 25 | 25.1 | 23.8 | 23.1 | 22.6 | 22.4 | 22.6 |
| 0.1 | 0 | 0 | -0.2 | -0.2 | -0.4 | -0.4 | -0.5 | -0.4 | -0.3 | -0.7 | -0.7 | -0.9 | -1 | -0.8 |
| -0.06 | -0.09 | -0.12 | -0.17 | -0.23 | -0.3 | -0.4 | -0.51 |
| 0.49 | 0.37 | 0.26 | 0.17 | 0.1 | 0.06 |
| 0.01 | 0.013 | 0.018 | 0.023 | 0.03 | 0.036 | 0.043 | 0.047 |
| 0.046 | 0.046 | 0.041 | 0.032 | 0.023 | 0.016 |
| 4.22 | 5.41 | 6.85 | 8.53 | 10.31 | 11.99 | 13.26 | 13.7 |
| 13.7 | 12.96 | 11.11 | 8.62 | 6.1 | 4.16 |
| -1.61 | -1.95 | -2.33 | -2.76 | -3.15 | -3.45 | -3.61 | -3.52 |
| -3.56 | -3.19 | -2.66 | -2.02 | -1.41 | -0.97 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9380 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 78.2 | 100.6 | 131.1 | 170.2 | 221.5 | 287 | 374.1 | 483.3 | 844.8 | 361.5 | 244.8 | 159.6 | 96.1 | 56.2 | 30 |
| -31.5 | -40.1 | -52.7 | -65.9 | -84.5 | -104.5 | -124.8 | -151.7 | -67 | 84.6 | 61.6 | 42.5 | 24.7 | 14.9 | 5.4 |
| 35.8 | 34.1 | 32.6 | 31 | 29.6 | 28.2 | 27.1 | 26.1 | 24 | 22.7 | 21.8 | 21.2 | 20.5 | 20.2 | 19.7 |
| -0.3 | -0.4 | -0.6 | -0.6 | -0.8 | -1 | -1 | -1.4 | -1.2 | -1 | -1.1 | -1.1 | -1.4 | -1.3 | -1.8 |
| -0.1 | -0.13 | -0.16 | -0.21 | -0.27 | -0.33 | -0.41 | -0.5 |
| 0.5 | 0.39 | 0.29 | 0.2 | 0.13 | 0.08 |
| 0.011 | 0.014 | 0.018 | 0.022 | 0.026 | 0.03 | 0.033 | 0.035 |
| 0.041 | 0.041 | 0.037 | 0.032 | 0.025 | 0.018 |
| 7.55 | 9.02 | 10.68 | 12.42 | 14.15 | 15.68 | 16.79 | 17.22 |
| 17.22 | 16.56 | 14.81 | 12.17 | 9.29 | 6.46 |
| -1.77 | -2.01 | -2.27 | -2.52 | -2.74 | -2.89 | -2.97 | -2.93 |
| -2.57 | -2.37 | -2.06 | -1.64 | -1.23 | -0.83 |
| 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 | 6 | 23.5 | 3.2 | 31.7 | 1 | 11500 |
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| -1.5 | 1.1 | -0.7 | 1.4 | -2.8 | 0 |
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| 20.1 | 10 | 23.1 | 5.7 | 28.6 | 1 | 11250 |
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| -1.5 | 1.9 | -0.6 | 2.5 | -2.9 | 0 |
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| 19.9 | 17.4 | 22.9 | 11 | 25.8 | 1.2 | 11000 |
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| -1.5 | 3.7 | -0.6 | 4.7 | -2.5 | 0.2 |
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| 19.7 | 30 | 22.6 | 19.9 | 25.8 | 3.5 | 10750 |
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| -1.8 | 5.4 | -0.8 | 7.8 | -0.6 | 1.9 |
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| 20.2 | 56.2 | 22.4 | 35.8 | 24.8 | 7.8 | 10500 |
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| -1.3 | 14.9 | -1 | 12.9 | -1.1 | 3.9 |
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| 20.5 | 96.1 | 22.6 | 67 | 24.5 | 19.4 | 10250 |
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| -1.4 | 24.7 | -0.9 | 23.8 | -0.8 | 10.1 |
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| 21.2 | 159.6 | 23.1 | 119 | 23.9 | 43.3 | 10000 | 601 | 22.6 | 681.7 | 23 | 782.5 | 25.1 |
| -1.1 | 42.5 | -0.7 | 41.2 | -1 | 21 | -216.1 | -1.7 | -195.7 | -1.2 | -197.3 | -2.2 |
| 21.8 | 244.8 | 23.8 | 197.6 | 24 | 94.8 | 9750 | 404 | 23.3 | 512.4 | 23.9 | 617.5 | 25.4 |
| -1.1 | 61.6 | -0.7 | 63.1 | -0.7 | 44.5 | -192.5 | -1.3 | -169.6 | -0.7 | -175 | -1.7 |
| 22.7 | 361.5 | 25.1 | 313.5 | 24.8 | 190.4 | 9500 | 249.5 | 24.2 | 375.6 | 24.9 | 483.3 | 26.1 |
| -1 | 84.6 | -0.3 | 93.5 | -0.5 | 80.9 | -152 | -0.4 | -141.3 | -0.5 | -151.7 | -1.4 |
| 23.6 | 502.5 | 26.3 | 457.4 | 26.3 | 335.8 | 9250 | 145.2 | 25.7 | 272.4 | 26.4 | 374.1 | 27.1 |
| -0.8 | 111.9 | -0.3 | 120.1 | -0.3 | 122.2 | -109.5 | -0.2 | -113.7 | -0.4 | -124.8 | -1 |
| 24.4 | 664.6 | 27.6 | 627.8 | 28.5 | 523.8 | 9000 | 85 | 28 | 194.8 | 27.9 | 287 | 28.2 |
| -1.5 | 122.7 | -0.4 | 142.7 | 0.4 | 162.7 | -71.3 | 0.2 | -89.1 | -0.4 | -104.5 | -1 |
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| 8750 | 49.5 | 30.4 | 139.5 | 29.6 | 221.5 | 29.6 |
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| -45.8 | 0.2 | -66.2 | -0.2 | -84.5 | -0.8 |
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| 8500 | 29.1 | 33 | 99.5 | 31.3 | 170.2 | 31 |
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| -28.4 | 0.3 | -50.1 | -0.2 | -65.9 | -0.6 |
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| 8250 | 17.1 | 35.5 | 70.2 | 33 | 131.1 | 32.6 |
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| -17.5 | 0.4 | -36 | 0 | -52.7 | -0.6 |
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| 8000 | 10.2 | 38.1 | 50.2 | 34.9 | 100.6 | 34.1 |
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| -10.4 | 0.6 | -26.3 | 0 | -40.1 | -0.4 |
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| 7750 | 5.9 | 40.5 | 36.2 | 36.9 | 78.2 | 35.8 |
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| -6.3 | 0.6 | -19.1 | 0.1 | -31.5 | -0.3 |
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| 7500 | 3.5 | 42.9 | 26.1 | 38.8 | 61 | 37.6 |
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| -3.5 | 0.9 | -14.2 | 0 | -23 | -0.1 |
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| 7250 | 1.9 | 45.1 | 19.2 | 41 | 0 | 0 |
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| -1.9 | 1 | -10.1 | 0.2 | 0 | 0 |
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| 7000 | 1 | 47.1 | 14.1 | 43.2 | 37 | 41.3 |
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| -0.9 | 1.4 | -8 | 0 | -13.2 | 0.1 |
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