2010/7/27 (Tue) OP
| P/C | 0.9 | 0 | 0.9 | 0.5 | 0.8 | 0.9 | 1 | 1.3 | 1.3 | 0.8 |
| 先物 | 9500 | 7.5 | 9492.5 | 9435 | 9202.5 | 9270 | 9297.5 | 9407.5 | 9670 | 9797.5 |
| 基準 | 24.3 | -0.7 | 25.1 | 25 | 26.7 | 26 | 26.4 | 26.6 | 23.6 | 22.4 |
| 期近 | 24.1 | -0.9 | 25 | 24.9 | 26.6 | 25.8 | 26.4 | 26.6 | 23.6 | 22.4 |
| 期先1 | 24.6 | -0.5 | 25.1 | 25.4 | 27 | 26.5 | 26.4 | 26.1 | 24.1 | 22.9 |
| 期先2 | 23.7 | -0.5 | 24.2 | 24.8 | 26.5 | 25.9 | 26 | 26 | 24 | 3.9 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 5.9 |
| 16 | 44 | 72 |
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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 |
| 3.4 | 5.8 | 9.7 | 17.7 | 32.6 | 57.6 | 105.1 | 192.3 | 387.3 | 195 | 90.5 | 37.5 | 13.7 | 4.8 | 1.9 |
| -0.8 | -1.8 | -3.3 | -4.5 | -5.8 | -9.4 | -13.9 | -15.3 | -25.3 | -10 | -9.7 | -7.4 | -5.1 | -2.1 | -0.9 |
| 42.9 | 40 | 36.9 | 34.3 | 31.7 | 28.7 | 26.1 | 24 | 24.1 | 24.3 | 23.3 | 23.4 | 23.6 | 24.1 | 25.2 |
| 0.2 | -0.4 | -0.8 | -0.6 | -0.4 | -0.6 | -0.8 | -0.7 | -0.8 | -1 | -1 | -1 | -1.3 | -0.9 | -0.7 |
| -0.01 | -0.02 | -0.03 | -0.06 | -0.1 | -0.18 | -0.3 | -0.49 |
| 0.51 | 0.31 | 0.16 | 0.07 | 0.03 | 0.01 |
| 0.003 | 0.006 | 0.01 | 0.017 | 0.028 | 0.045 | 0.067 | 0.083 |
| 0.082 | 0.075 | 0.051 | 0.027 | 0.013 | 0.006 |
| 0.59 | 0.94 | 1.47 | 2.34 | 3.63 | 5.26 | 7.04 | 8.02 |
| 8.02 | 7.08 | 4.82 | 2.62 | 1.24 | 0.58 |
| -0.77 | -1.15 | -1.65 | -2.45 | -3.52 | -4.61 | -5.61 | -5.87 |
| -5.96 | -5.06 | -3.44 | -1.89 | -0.91 | -0.45 |
| 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9500 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 |
| 27 | 38.2 | 54.7 | 77.8 | 110 | 160.9 | 230 | 326.3 | 650.4 | 324.1 | 204.1 | 118.4 | 64.9 | 33.2 | 16.7 |
| -3.4 | -5 | -5 | -7.1 | -9.9 | -9.7 | -11.2 | -12.6 | -19.2 | -6.5 | -5.9 | -6.4 | -5 | -3.9 | -2.8 |
| 37 | 35 | 33.1 | 31.2 | 29.2 | 27.8 | 26.2 | 24.7 | 24.6 | 24.5 | 23.4 | 22.5 | 22.1 | 21.8 | 21.8 |
| -0.4 | -0.6 | -0.3 | -0.4 | -0.6 | -0.4 | -0.4 | -0.4 | -0.5 | -0.5 | -0.4 | -0.5 | -0.5 | -0.5 | -0.6 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.2 | -0.27 | -0.37 | -0.48 |
| 0.52 | 0.39 | 0.27 | 0.17 | 0.1 | 0.06 |
| 0.008 | 0.012 | 0.016 | 0.022 | 0.028 | 0.036 | 0.043 | 0.049 |
| 0.049 | 0.05 | 0.044 | 0.035 | 0.024 | 0.016 |
| 3.42 | 4.49 | 5.82 | 7.39 | 9.14 | 10.98 | 12.47 | 13.2 |
| 13.2 | 12.72 | 10.95 | 8.43 | 5.82 | 3.73 |
| -1.43 | -1.77 | -2.17 | -2.6 | -3 | -3.43 | -3.67 | -3.67 |
| -3.66 | -3.36 | -2.78 | -2.1 | -1.43 | -0.92 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9440 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 63.9 | 83.8 | 108.9 | 143.1 | 188.3 | 248.9 | 327.9 | 429.7 | 798.7 | 369 | 249.4 | 158.9 | 94.5 | 54.4 | 29.8 |
| -5.7 | -6.1 | -6.6 | -8.4 | -11.1 | -14.9 | -13.4 | -10.9 | -20.1 | -9.1 | -10 | -6.8 | -6.2 | -5.3 | -3 |
| 35.6 | 34 | 32.2 | 30.7 | 29.2 | 27.8 | 26.6 | 25.5 | 23.7 | 21.8 | 21.1 | 20.4 | 19.8 | 19.6 | 19.4 |
| -0.5 | -0.4 | -0.3 | -0.4 | -0.5 | -0.6 | -0.5 | -0.3 | -0.4 | -0.6 | -0.6 | -0.5 | -0.5 | -0.5 | -0.4 |
| -0.09 | -0.11 | -0.15 | -0.19 | -0.24 | -0.31 | -0.39 | -0.48 |
| 0.52 | 0.41 | 0.3 | 0.21 | 0.14 | 0.08 |
| 0.01 | 0.013 | 0.017 | 0.021 | 0.025 | 0.03 | 0.034 | 0.037 |
| 0.043 | 0.044 | 0.04 | 0.034 | 0.026 | 0.019 |
| 6.66 | 8.09 | 9.66 | 11.41 | 13.21 | 14.89 | 16.2 | 16.85 |
| 16.85 | 16.44 | 14.77 | 12.12 | 9.18 | 6.44 |
| -1.64 | -1.9 | -2.15 | -2.41 | -2.65 | -2.85 | -2.97 | -2.96 |
| -2.55 | -2.4 | -2.09 | -1.67 | -1.24 | -0.86 |
| 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 |
| 19.4 | 4.3 | 22.5 | 2 | 34.3 | 1 | 11500 |
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| -0.5 | -1.1 | -0.5 | -0.5 | 0.9 | 0 |
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| 19.2 | 8 | 22 | 3.9 | 30.8 | 1 | 11250 |
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| -0.4 | -1.4 | -0.8 | -1.3 | 0.8 | 0 |
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| 19.3 | 15.8 | 21.8 | 7.9 | 27.1 | 1 | 11000 |
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| -0.3 | -1.3 | -0.7 | -1.9 | 0.6 | 0 |
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| 19.4 | 29.8 | 21.8 | 16.7 | 25.2 | 1.9 | 10750 |
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| -0.4 | -3 | -0.6 | -2.8 | -0.7 | -0.9 |
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| 19.6 | 54.4 | 21.8 | 33.2 | 24.1 | 4.8 | 10500 |
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| -0.5 | -5.3 | -0.5 | -3.9 | -0.9 | -2.1 |
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| 19.8 | 94.5 | 22.1 | 64.9 | 23.6 | 13.7 | 10250 |
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| -0.5 | -6.2 | -0.5 | -5 | -1.3 | -5.1 |
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| 20.4 | 158.9 | 22.5 | 118.4 | 23.4 | 37.5 | 10000 | 537.3 | 23.4 | 620.6 | 22.8 | 714.7 | 24.2 |
| -0.5 | -6.8 | -0.5 | -6.4 | -1 | -7.4 | -11.9 | -0.4 | -10.6 | -0.2 | -7.8 | 0 |
| 21.1 | 249.4 | 23.4 | 204.1 | 23.3 | 90.5 | 9750 | 338.2 | 23.1 | 455.4 | 23.6 | 557 | 24.7 |
| -0.6 | -10 | -0.4 | -5.9 | -1 | -9.7 | -14 | -0.5 | -12.4 | -0.4 | -17.1 | -0.6 |
| 21.8 | 369 | 24.5 | 324.1 | 24.3 | 195 | 9500 | 192.3 | 24 | 326.3 | 24.7 | 429.7 | 25.5 |
| -0.6 | -9.1 | -0.5 | -6.5 | -1 | -10 | -15.3 | -0.7 | -12.6 | -0.4 | -10.9 | -0.3 |
| 22.6 | 516 | 25.8 | 476.7 | 26.4 | 358 | 9250 | 105.1 | 26.1 | 230 | 26.2 | 327.9 | 26.6 |
| -0.6 | -7.8 | -0.5 | -5.5 | -0.5 | -4.4 | -13.9 | -0.8 | -11.2 | -0.4 | -13.4 | -0.5 |
| 23.6 | 688.2 | 27.3 | 657.4 | 29 | 559.3 | 9000 | 57.6 | 28.7 | 160.9 | 27.8 | 248.9 | 27.8 |
| -0.7 | -6.8 | -0.5 | -3.3 | -0.9 | -3.7 | -9.4 | -0.6 | -9.7 | -0.4 | -14.9 | -0.6 |
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| 8750 | 32.6 | 31.7 | 110 | 29.2 | 188.3 | 29.2 |
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| -5.8 | -0.4 | -9.9 | -0.6 | -11.1 | -0.5 |
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| 8500 | 17.7 | 34.3 | 77.8 | 31.2 | 143.1 | 30.7 |
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| -4.5 | -0.6 | -7.1 | -0.4 | -8.4 | -0.4 |
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| 8250 | 9.7 | 36.9 | 54.7 | 33.1 | 108.9 | 32.2 |
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| -3.3 | -0.8 | -5 | -0.3 | -6.6 | -0.3 |
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| 8000 | 5.8 | 40 | 38.2 | 35 | 83.8 | 34 |
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| -1.8 | -0.4 | -5 | -0.6 | -6.1 | -0.4 |
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| 7750 | 3.4 | 42.9 | 27 | 37 | 63.9 | 35.6 |
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| -0.8 | 0.2 | -3.4 | -0.4 | -5.7 | -0.5 |
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| 7500 | 1.9 | 45.5 | 20 | 39.4 | 49.3 | 37.4 |
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| -0.7 | -0.2 | -2.1 | -0.2 | -4.9 | -0.5 |
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| 7250 | 1 | 47.9 | 13.9 | 41.3 | 0 | 0 |
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| -0.3 | 0.1 | -2.1 | -0.5 | 0 | 0 |
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| 7000 | 1 | 53.6 | 10.2 | 43.6 | 29.6 | 41.2 |
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| 0 | 1.7 | -2 | -0.7 | -2.6 | -0.3 |
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