2010/7/26 (Mon) OP
| P/C | 0.9 | 0.4 | 0.5 | 0.8 | 0.9 | 1 | 1.3 | 1.3 | 0.8 | 1.2 |
| 先物 | 9492.5 | 57.5 | 9435 | 9202.5 | 9270 | 9297.5 | 9407.5 | 9670 | 9797.5 | 9527.5 |
| 基準 | 25.1 | 0.1 | 25 | 26.7 | 26 | 26.4 | 26.6 | 23.6 | 22.4 | 23.7 |
| 期近 | 25 | 0.2 | 24.9 | 26.6 | 25.8 | 26.4 | 26.6 | 23.6 | 22.4 | 23.7 |
| 期先1 | 25.1 | -0.3 | 25.4 | 27 | 26.5 | 26.4 | 26.1 | 24.1 | 22.9 | 24.5 |
| 期先2 | 24.2 | -0.6 | 24.8 | 26.5 | 25.9 | 26 | 26 | 24 | 3.9 | 21.8 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 5.9 | 1.1 |
| 17 | 45 | 73 |
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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 | 9500 | 8C950 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 |
| 4.2 | 7.6 | 13.1 | 22.2 | 38.4 | 67 | 119 | 207.6 | 412.6 | 205 | 100.2 | 44.9 | 18.9 | 6.9 | 2.8 |
| -1.8 | -2.6 | -4 | -6.9 | -11.1 | -18 | -26.2 | -41.9 | -27.3 | 14.6 | 5.4 | 1.7 | -0.5 | -0.9 | -0.8 |
| 42.7 | 40.4 | 37.7 | 34.8 | 32.1 | 29.3 | 26.9 | 24.7 | 25 | 25.2 | 24.3 | 24.4 | 24.8 | 25.1 | 25.9 |
| 2.2 | 2.3 | 2.2 | 1.9 | 1.6 | 1.3 | 1.2 | 0.5 | 0.5 | 0.4 | 0.3 | 0.5 | 0.4 | 0.2 | 0.1 |
| -0.01 | -0.02 | -0.04 | -0.07 | -0.12 | -0.19 | -0.32 | -0.49 |
| 0.51 | 0.32 | 0.17 | 0.08 | 0.03 | 0.01 |
| 0.004 | 0.007 | 0.011 | 0.018 | 0.029 | 0.045 | 0.064 | 0.078 |
| 0.076 | 0.071 | 0.05 | 0.03 | 0.015 | 0.007 |
| 0.7 | 1.15 | 1.79 | 2.71 | 4.02 | 5.68 | 7.39 | 8.26 |
| 8.26 | 7.37 | 5.25 | 3.14 | 1.58 | 0.77 |
| -0.85 | -1.34 | -1.95 | -2.72 | -3.71 | -4.79 | -5.72 | -5.86 |
| -6.01 | -5.16 | -3.69 | -2.25 | -1.14 | -0.58 |
| 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9490 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 |
| 30.4 | 43.2 | 59.7 | 85 | 119.9 | 170.7 | 241.2 | 338.9 | 669.6 | 330.6 | 210 | 124.8 | 70 | 37.1 | 19.4 |
| -5.8 | -7 | -10.5 | -14.5 | -19.6 | -24.2 | -31.2 | -36.7 | -19.5 | 17.1 | 12.4 | 5.7 | 2.9 | 1.2 | -0.5 |
| 37.4 | 35.6 | 33.5 | 31.7 | 29.8 | 28.1 | 26.5 | 25.1 | 25.1 | 25 | 23.8 | 23 | 22.6 | 22.3 | 22.3 |
| 0.6 | 0.7 | 0.4 | 0.3 | 0.2 | 0.3 | 0.1 | 0.2 | 0.1 | -0.1 | 0 | -0.1 | -0.1 | -0.1 | -0.3 |
| -0.05 | -0.08 | -0.11 | -0.15 | -0.2 | -0.28 | -0.37 | -0.49 |
| 0.51 | 0.39 | 0.27 | 0.18 | 0.11 | 0.06 |
| 0.009 | 0.012 | 0.016 | 0.022 | 0.028 | 0.036 | 0.043 | 0.047 |
| 0.048 | 0.048 | 0.043 | 0.034 | 0.025 | 0.016 |
| 3.69 | 4.82 | 6.12 | 7.72 | 9.47 | 11.23 | 12.67 | 13.34 |
| 13.34 | 12.85 | 11.15 | 8.71 | 6.17 | 4.08 |
| -1.52 | -1.89 | -2.25 | -2.69 | -3.11 | -3.48 | -3.69 | -3.69 |
| -3.69 | -3.38 | -2.84 | -2.17 | -1.52 | -1.01 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9440 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 69.6 | 90 | 115.5 | 151.5 | 199.4 | 263.8 | 341.3 | 440.6 | 818.7 | 378.1 | 259.4 | 165.7 | 100.7 | 59.7 | 32.8 |
| -8.6 | -10.7 | -15.6 | -18.8 | -22.1 | -23.3 | -32.9 | -42.7 | -26.1 | 16.6 | 14.6 | 6.1 | 4.6 | 3.5 | 2.8 |
| 36.1 | 34.4 | 32.6 | 31 | 29.6 | 28.5 | 27 | 25.8 | 24.1 | 22.4 | 21.7 | 20.9 | 20.3 | 20.1 | 19.8 |
| 0.3 | 0.3 | 0 | 0 | 0.1 | 0.3 | -0.1 | -0.3 | -0.3 | -0.3 | -0.1 | -0.3 | -0.2 | -0.1 | 0.1 |
| -0.09 | -0.12 | -0.15 | -0.19 | -0.25 | -0.31 | -0.39 | -0.48 |
| 0.52 | 0.41 | 0.31 | 0.21 | 0.14 | 0.09 |
| 0.011 | 0.013 | 0.017 | 0.021 | 0.025 | 0.029 | 0.033 | 0.036 |
| 0.042 | 0.042 | 0.039 | 0.034 | 0.026 | 0.019 |
| 6.97 | 8.38 | 9.94 | 11.69 | 13.47 | 15.11 | 16.35 | 16.95 |
| 16.96 | 16.56 | 14.93 | 12.39 | 9.56 | 6.77 |
| -1.71 | -1.96 | -2.2 | -2.47 | -2.72 | -2.92 | -3 | -2.97 |
| -2.61 | -2.46 | -2.13 | -1.72 | -1.31 | -0.92 |
| 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 |
| 19.9 | 5.4 | 23 | 2.6 | 33.4 | 1 | 11500 |
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| -0.5 | -0.6 | -0.5 | -0.6 | 1.7 | 0 |
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| 19.6 | 9.4 | 22.8 | 5.2 | 30 | 1 | 11250 |
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| -0.4 | -0.7 | -0.3 | -0.5 | 1.4 | 0 |
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| 19.5 | 17.1 | 22.4 | 9.8 | 26.5 | 1 | 11000 |
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| -0.3 | -0.3 | -0.5 | -1.1 | 0.6 | -0.2 |
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| 19.8 | 32.8 | 22.3 | 19.4 | 25.9 | 2.8 | 10750 |
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| 0.1 | 2.8 | -0.3 | -0.5 | 0.1 | -0.8 |
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| 20.1 | 59.7 | 22.3 | 37.1 | 25.1 | 6.9 | 10500 |
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| -0.1 | 3.5 | -0.1 | 1.2 | 0.2 | -0.9 |
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| 20.3 | 100.7 | 22.6 | 70 | 24.8 | 18.9 | 10250 |
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| -0.2 | 4.6 | -0.1 | 2.9 | 0.4 | -0.5 |
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| 20.9 | 165.7 | 23 | 124.8 | 24.4 | 44.9 | 10000 | 549.2 | 23.8 | 631.1 | 23 | 722.5 | 24.3 |
| -0.3 | 6.1 | -0.1 | 5.7 | 0.5 | 1.7 | -51.7 | 1.2 | -50.5 | 0 | -60 | -0.9 |
| 21.7 | 259.4 | 23.8 | 210 | 24.3 | 100.2 | 9750 | 352.2 | 23.6 | 467.8 | 23.9 | 574.1 | 25.3 |
| -0.1 | 14.6 | 0 | 12.4 | 0.3 | 5.4 | -51.7 | 0.3 | -44.6 | 0.1 | -43.4 | -0.1 |
| 22.4 | 378.1 | 25 | 330.6 | 25.2 | 205 | 9500 | 207.6 | 24.7 | 338.9 | 25.1 | 440.6 | 25.8 |
| -0.3 | 16.6 | -0.1 | 17.1 | 0.4 | 14.6 | -41.9 | 0.5 | -36.7 | 0.2 | -42.7 | -0.3 |
| 23.3 | 523.8 | 26.3 | 482.2 | 27 | 362.4 | 9250 | 119 | 26.9 | 241.2 | 26.5 | 341.3 | 27 |
| -0.4 | 21.3 | 0 | 24.8 | 0.7 | 26.5 | -26.2 | 1.2 | -31.2 | 0.1 | -32.9 | 0 |
| 24.2 | 695 | 27.8 | 660.7 | 29.9 | 563.1 | 9000 | 67 | 29.3 | 170.7 | 28.1 | 263.8 | 28.5 |
| -0.2 | 30.4 | 0.2 | 32.9 | 1.4 | 39.3 | -18 | 1.3 | -24.2 | 0.3 | -23.3 | 0.3 |
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| 8750 | 38.4 | 32.1 | 119.9 | 29.8 | 199.4 | 29.6 |
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| -11.1 | 1.6 | -19.6 | 0.2 | -22.1 | 0.1 |
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| 8500 | 22.2 | 34.8 | 85 | 31.7 | 151.5 | 31 |
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| -6.9 | 1.9 | -14.5 | 0.3 | -18.8 | 0 |
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| 8250 | 13.1 | 37.7 | 59.7 | 33.5 | 115.5 | 32.6 |
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| -4 | 2.2 | -10.5 | 0.4 | -15.6 | 0 |
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| 8000 | 7.6 | 40.4 | 43.2 | 35.6 | 90 | 34.4 |
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| -2.6 | 2.3 | -7 | 0.7 | -10.7 | 0.3 |
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| 7750 | 4.2 | 42.7 | 30.4 | 37.4 | 69.6 | 36.1 |
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| -1.8 | 2.2 | -5.8 | 0.6 | -8.6 | 0.3 |
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| 7500 | 2.5 | 45.7 | 22.1 | 39.6 | 54.2 | 38 |
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| -0.9 | 2.7 | -3.9 | 0.8 | -6.8 | 0.3 |
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| 7250 | 1.3 | 47.9 | 16 | 41.7 | 0 | 0 |
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| -0.6 | 2.7 | -3.2 | 0.7 | 0 | 0 |
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| 7000 | 1 | 51.9 | 12.2 | 44.2 | 32.2 | 41.5 |
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| 0 | 4.8 | -2 | 1 | -4.7 | 0.3 |
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