2010/7/28 (Wed) OP
| P/C | 0.7 | -0.2 | 0.9 | 0.9 | 0.5 | 0.8 | 0.9 | 1 | 1.3 | 1.3 |
| 先物 | 9735 | 235 | 9500 | 9492.5 | 9435 | 9202.5 | 9270 | 9297.5 | 9407.5 | 9670 |
| 基準 | 23 | -1.3 | 24.3 | 25.1 | 25 | 26.7 | 26 | 26.4 | 26.6 | 23.6 |
| 期近 | 22.9 | -1.3 | 24.1 | 25 | 24.9 | 26.6 | 25.8 | 26.4 | 26.6 | 23.6 |
| 期先1 | 23.2 | -1.4 | 24.6 | 25.1 | 25.4 | 27 | 26.5 | 26.4 | 26.1 | 24.1 |
| 期先2 | 22.4 | -1.3 | 23.7 | 24.2 | 24.8 | 26.5 | 25.9 | 26 | 26 | 24 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 15 | 43 | 71 |
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| 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 9750 | 9750 | 10000 | 10250 | 10500 | 10750 | 11000 |
| 8P800 | 8P825 | 8P850 | 8P875 | 8P900 | 8P925 | 8P950 | 8P975 | 9740 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 | 8C1100 |
| 3.4 | 5.2 | 8.4 | 14.9 | 25.7 | 48.4 | 94.8 | 185.4 | 363.1 | 177.6 | 78 | 29.1 | 10 | 3.7 | 1.5 |
| -2.4 | -4.6 | -9.3 | -17.7 | -31.9 | -56.7 | -97.5 | -152.8 | -65.6 | 87.1 | 40.4 | 15.4 | 5.2 | 1.9 | 0.5 |
| 42.8 | 39.2 | 35.8 | 32.8 | 29.4 | 26.6 | 24.1 | 22.3 | 22.8 | 23.2 | 22.3 | 22.1 | 22.5 | 23.6 | 25 |
| 2.7 | 2.2 | 1.5 | 1.1 | 0.7 | 0.5 | 0.1 | -0.7 | -0.4 | -0.2 | -1.1 | -1.4 | -1.6 | -1.5 | -2.1 |
| -0.01 | -0.02 | -0.03 | -0.05 | -0.09 | -0.17 | -0.3 | -0.5 |
| 0.5 | 0.29 | 0.13 | 0.05 | 0.02 | 0.01 |
| 0.003 | 0.006 | 0.009 | 0.016 | 0.028 | 0.047 | 0.072 | 0.089 |
| 0.086 | 0.076 | 0.049 | 0.024 | 0.011 | 0.005 |
| 0.59 | 0.88 | 1.35 | 2.14 | 3.28 | 5 | 6.96 | 7.97 |
| 7.97 | 6.8 | 4.3 | 2.17 | 1.04 | 0.5 |
| -0.82 | -1.12 | -1.57 | -2.29 | -3.14 | -4.32 | -5.45 | -5.78 |
| -6.02 | -4.95 | -3.1 | -1.59 | -0.8 | -0.41 |
| 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9P975 | 9740 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 | 9C1100 |
| 23 | 31.9 | 45.7 | 66.5 | 100 | 148.1 | 218 | 315.9 | 619.4 | 303.5 | 189.8 | 109.4 | 59.9 | 30.3 | 16.1 |
| -15.2 | -22.8 | -32.2 | -43.5 | -61 | -81.8 | -108.3 | -139.5 | -40.1 | 99.4 | 71.4 | 44.5 | 26.8 | 13.6 | 8.2 |
| 35 | 32.7 | 30.8 | 28.9 | 27.4 | 25.8 | 24.4 | 23.1 | 23.1 | 23.2 | 22.4 | 21.7 | 21.5 | 21.2 | 21.5 |
| 0 | -0.4 | -0.5 | -0.3 | -0.4 | -0.3 | -0.4 | -0.5 | -0.3 | -0.2 | -0.1 | -0.3 | -0.3 | -0.5 | -0.2 |
| -0.05 | -0.06 | -0.09 | -0.13 | -0.19 | -0.27 | -0.37 | -0.49 |
| 0.51 | 0.38 | 0.26 | 0.16 | 0.09 | 0.05 |
| 0.008 | 0.011 | 0.016 | 0.022 | 0.029 | 0.038 | 0.046 | 0.052 |
| 0.051 | 0.051 | 0.044 | 0.034 | 0.024 | 0.015 |
| 3.21 | 4.19 | 5.5 | 7.13 | 9.08 | 11.05 | 12.66 | 13.38 |
| 13.38 | 12.77 | 10.85 | 8.25 | 5.62 | 3.68 |
| -1.29 | -1.58 | -1.95 | -2.37 | -2.86 | -3.28 | -3.55 | -3.55 |
| -3.59 | -3.3 | -2.72 | -2.05 | -1.38 | -0.92 |
| 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 10P975 | 9680 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 | 10C1100 |
| 56.2 | 74.2 | 99.1 | 130.1 | 174.6 | 234.6 | 316.3 | 417.6 | 766.8 | 349.1 | 233.2 | 146.2 | 85.1 | 47.9 | 25.4 |
| -27.6 | -34.7 | -44 | -58.2 | -74.3 | -93.3 | -113.4 | -139.4 | -39.6 | 99.7 | 74.4 | 51.7 | 30.7 | 18.1 | 9.6 |
| 33.5 | 31.9 | 30.3 | 28.7 | 27.3 | 26 | 25 | 23.9 | 22.2 | 20.7 | 20.1 | 19.5 | 19 | 18.7 | 18.5 |
| -0.5 | -0.4 | -0.3 | -0.5 | -0.5 | -0.6 | -0.5 | -0.7 | -0.5 | -0.4 | -0.4 | -0.3 | -0.6 | -0.6 | -0.8 |
| -0.08 | -0.11 | -0.14 | -0.18 | -0.24 | -0.31 | -0.39 | -0.48 |
| 0.51 | 0.4 | 0.29 | 0.2 | 0.12 | 0.07 |
| 0.01 | 0.013 | 0.017 | 0.021 | 0.026 | 0.031 | 0.036 | 0.039 |
| 0.045 | 0.045 | 0.041 | 0.034 | 0.025 | 0.018 |
| 6.45 | 7.89 | 9.59 | 11.39 | 13.32 | 15.13 | 16.52 | 17.16 |
| 17.16 | 16.62 | 14.74 | 11.88 | 8.82 | 6.01 |
| -1.51 | -1.76 | -2.03 | -2.28 | -2.54 | -2.75 | -2.89 | -2.86 |
| -2.5 | -2.35 | -2.02 | -1.58 | -1.16 | -0.78 |
| 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 |
| 0 | 0 | 21.9 | 1.7 | 34.8 | 1 | 11750 |
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| 0 | 0 | -1 | 0.7 | -2.9 | 0 |
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| 18.6 | 7 | 21.8 | 3.6 | 31.3 | 1 | 11500 |
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| -0.8 | 2.7 | -0.8 | 1.6 | -3 | 0 |
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| 18.6 | 13.5 | 21.6 | 7.6 | 27.6 | 1 | 11250 |
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| -0.7 | 5.5 | -0.5 | 3.8 | -3.2 | 0 |
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| 18.5 | 25.4 | 21.5 | 16.1 | 25 | 1.5 | 11000 |
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| -0.8 | 9.6 | -0.2 | 8.2 | -2.1 | 0.5 |
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| 18.7 | 47.9 | 21.2 | 30.3 | 23.6 | 3.7 | 10750 |
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| -0.6 | 18.1 | -0.5 | 13.6 | -1.5 | 1.9 |
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| 19 | 85.1 | 21.5 | 59.9 | 22.5 | 10 | 10500 |
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| -0.6 | 30.7 | -0.3 | 26.8 | -1.6 | 5.2 |
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| 19.5 | 146.2 | 21.7 | 109.4 | 22.1 | 29.1 | 10250 | 536.3 | 20.3 | 619.6 | 21.4 | 710 | 22.8 |
| -0.3 | 51.7 | -0.3 | 44.5 | -1.4 | 15.4 | -224.7 | -2.3 | -197.4 | -1 | -190.4 | -1.4 |
| 20.1 | 233.2 | 22.4 | 189.8 | 22.3 | 78 | 10000 | 335.4 | 21.2 | 452.8 | 22.3 | 547.5 | 23.1 |
| -0.4 | 74.4 | -0.1 | 71.4 | -1.1 | 40.4 | -201.9 | -2.2 | -167.8 | -0.5 | -167.2 | -1.1 |
| 20.7 | 349.1 | 23.2 | 303.5 | 23.2 | 177.6 | 9750 | 185.4 | 22.3 | 315.9 | 23.1 | 417.6 | 23.9 |
| -0.4 | 99.7 | -0.2 | 99.4 | -0.2 | 87.1 | -152.8 | -0.7 | -139.5 | -0.5 | -139.4 | -0.7 |
| 21.5 | 495 | 24.3 | 452.5 | 24.8 | 335.1 | 9500 | 94.8 | 24.1 | 218 | 24.4 | 316.3 | 25 |
| -0.3 | 126 | -0.2 | 128.4 | 0.5 | 140.1 | -97.5 | 0.1 | -108.3 | -0.4 | -113.4 | -0.5 |
| 22.1 | 663.3 | 26 | 636.2 | 27.3 | 537.6 | 9250 | 48.4 | 26.6 | 148.1 | 25.8 | 234.6 | 26 |
| -0.5 | 147.3 | 0.2 | 159.5 | 0.9 | 179.6 | -56.7 | 0.5 | -81.8 | -0.3 | -93.3 | -0.6 |
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| 9000 | 25.7 | 29.4 | 100 | 27.4 | 174.6 | 27.3 |
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| -31.9 | 0.7 | -61 | -0.4 | -74.3 | -0.5 |
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| 8750 | 14.9 | 32.8 | 66.5 | 28.9 | 130.1 | 28.7 |
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| -17.7 | 1.1 | -43.5 | -0.3 | -58.2 | -0.5 |
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| 8500 | 8.4 | 35.8 | 45.7 | 30.8 | 99.1 | 30.3 |
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| -9.3 | 1.5 | -32.2 | -0.5 | -44 | -0.3 |
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| 8250 | 5.2 | 39.2 | 31.9 | 32.7 | 74.2 | 31.9 |
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| -4.6 | 2.2 | -22.8 | -0.4 | -34.7 | -0.4 |
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| 8000 | 3.4 | 42.8 | 23 | 35 | 56.2 | 33.5 |
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| -2.4 | 2.7 | -15.2 | 0 | -27.6 | -0.5 |
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| 7750 | 2.6 | 47.1 | 16.2 | 37 | 44.4 | 35.5 |
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| -0.8 | 4.2 | -10.8 | 0 | -19.5 | -0.1 |
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| 7500 | 1.5 | 49.7 | 11.5 | 39.1 | 34.4 | 37.4 |
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| -0.4 | 4.2 | -8.5 | -0.3 | -14.9 | 0 |
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| 7250 | 1 | 53.4 | 8.2 | 41.2 | 0 | 0 |
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| 0 | 5.5 | -5.7 | -0.1 | 0 | 0 |
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| 7000 | 1 | 59.2 | 6.3 | 43.8 | 21.3 | 41.4 |
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| 0 | 5.6 | -3.8 | 0.3 | -8.3 | 0.2 |
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