2010/7/29 (Thu) OP
| P/C | 1 | 0.2 | 0.7 | 0.9 | 0.9 | 0.5 | 0.8 | 0.9 | 1 | 1.3 |
| 先物 | 9692.5 | -42.5 | 9735 | 9500 | 9492.5 | 9435 | 9202.5 | 9270 | 9297.5 | 9407.5 |
| 基準 | 23.6 | 0.6 | 23 | 24.3 | 25.1 | 25 | 26.7 | 26 | 26.4 | 26.6 |
| 期近 | 23.3 | 0.5 | 22.9 | 24.1 | 25 | 24.9 | 26.6 | 25.8 | 26.4 | 26.6 |
| 期先1 | 23.9 | 0.7 | 23.2 | 24.6 | 25.1 | 25.4 | 27 | 26.5 | 26.4 | 26.1 |
| 期先2 | 23.3 | 0.9 | 22.4 | 23.7 | 24.2 | 24.8 | 26.5 | 25.9 | 26 | 26 |
| 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 |
| 14 | 42 | 70 |
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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 | 9700 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 | 8C1100 |
| 3 | 4.8 | 8.2 | 15 | 28.4 | 53.6 | 104.4 | 204.8 | 356.4 | 151.5 | 60.1 | 21.3 | 7 | 2.7 | 1.3 |
| -0.4 | -0.4 | -0.2 | 0.1 | 2.7 | 5.3 | 9.6 | 19.4 | -6.7 | -26.1 | -17.8 | -7.8 | -3 | -1 | -0.3 |
| 42.7 | 39.1 | 35.9 | 32.9 | 30 | 27 | 24.4 | 22.7 | 23 | 23.2 | 22.1 | 22.2 | 22.8 | 24.2 | 26.1 |
| -0.1 | -0.1 | 0.1 | 0.1 | 0.6 | 0.5 | 0.3 | 0.4 | 0.2 | 0 | -0.3 | 0 | 0.2 | 0.6 | 1.1 |
| -0.01 | -0.02 | -0.03 | -0.05 | -0.1 | -0.18 | -0.33 | -0.54 |
| 0.46 | 0.24 | 0.11 | 0.04 | 0.02 | 0.01 |
| 0.003 | 0.006 | 0.01 | 0.017 | 0.031 | 0.051 | 0.077 | 0.091 |
| 0.089 | 0.074 | 0.043 | 0.02 | 0.009 | 0.004 |
| 0.53 | 0.82 | 1.31 | 2.12 | 3.4 | 5.12 | 6.96 | 7.62 |
| 7.63 | 6.04 | 3.52 | 1.66 | 0.79 | 0.41 |
| -0.79 | -1.11 | -1.63 | -2.43 | -3.55 | -4.81 | -5.9 | -6.02 |
| -6.18 | -4.64 | -2.72 | -1.32 | -0.67 | -0.38 |
| 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9P975 | 9690 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 | 9C1100 |
| 25 | 35.3 | 51.6 | 74.7 | 110.2 | 161 | 236.7 | 341.9 | 625.3 | 283.5 | 173.4 | 98.4 | 51 | 25.6 | 13.7 |
| 1.9 | 3.4 | 6 | 8.2 | 10.3 | 12.9 | 18.7 | 26 | 5.9 | -20.1 | -16.4 | -11 | -8.9 | -4.7 | -2.4 |
| 35.4 | 33.3 | 31.5 | 29.6 | 27.9 | 26.2 | 24.9 | 23.7 | 23.6 | 23.5 | 22.6 | 22 | 21.4 | 21.3 | 21.7 |
| 0.4 | 0.5 | 0.7 | 0.7 | 0.5 | 0.4 | 0.5 | 0.6 | 0.5 | 0.4 | 0.2 | 0.2 | 0 | 0.1 | 0.2 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.2 | -0.28 | -0.39 | -0.51 |
| 0.49 | 0.36 | 0.24 | 0.14 | 0.08 | 0.05 |
| 0.009 | 0.012 | 0.017 | 0.023 | 0.031 | 0.039 | 0.047 | 0.051 |
| 0.051 | 0.05 | 0.043 | 0.032 | 0.022 | 0.014 |
| 3.35 | 4.41 | 5.81 | 7.45 | 9.35 | 11.21 | 12.66 | 13.17 |
| 13.17 | 12.32 | 10.25 | 7.52 | 5.01 | 3.26 |
| -1.4 | -1.73 | -2.15 | -2.6 | -3.07 | -3.46 | -3.71 | -3.67 |
| -3.67 | -3.29 | -2.66 | -1.91 | -1.26 | -0.84 |
| 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 10P975 | 9630 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 | 10C1100 |
| 64.9 | 83.2 | 110 | 145.7 | 193.5 | 258.1 | 344.7 | 448.7 | 781.1 | 332.4 | 220.8 | 138.5 | 80 | 44.3 | 24.9 |
| 8.7 | 9.1 | 11 | 15.6 | 19 | 23.5 | 28.4 | 31 | 14.3 | -16.7 | -12.5 | -7.7 | -5.1 | -3.6 | -0.5 |
| 34.5 | 32.6 | 31 | 29.5 | 28.1 | 26.9 | 25.9 | 24.7 | 22.5 | 21.1 | 20.5 | 19.9 | 19.4 | 19 | 19.1 |
| 1 | 0.8 | 0.7 | 0.9 | 0.8 | 0.8 | 0.9 | 0.8 | 0.6 | 0.4 | 0.4 | 0.4 | 0.4 | 0.3 | 0.6 |
| -0.09 | -0.12 | -0.15 | -0.2 | -0.25 | -0.32 | -0.41 | -0.5 |
| 0.49 | 0.38 | 0.28 | 0.18 | 0.12 | 0.07 |
| 0.011 | 0.014 | 0.018 | 0.022 | 0.027 | 0.031 | 0.035 | 0.038 |
| 0.044 | 0.044 | 0.039 | 0.032 | 0.024 | 0.017 |
| 6.88 | 8.28 | 9.96 | 11.78 | 13.62 | 15.3 | 16.52 | 16.98 |
| 16.97 | 16.23 | 14.24 | 11.35 | 8.31 | 5.79 |
| -1.69 | -1.92 | -2.19 | -2.47 | -2.71 | -2.91 | -3.03 | -2.97 |
| -2.56 | -2.37 | -2.02 | -1.57 | -1.13 | -0.79 |
| 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 | 23 | 1.9 | 36.8 | 1 | 11750 |
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| 0 | 0 | 1.1 | 0.2 | 2 | 0 |
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| 18.8 | 6.2 | 22.2 | 3.3 | 33.1 | 1 | 11500 |
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| 0.2 | -0.8 | 0.5 | -0.3 | 1.8 | 0 |
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| 19 | 12.9 | 22 | 6.9 | 29.3 | 1 | 11250 |
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| 0.4 | -0.6 | 0.5 | -0.7 | 1.7 | 0 |
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| 19.1 | 24.9 | 21.7 | 13.7 | 26.1 | 1.3 | 11000 |
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| 0.6 | -0.5 | 0.2 | -2.4 | 1.1 | -0.3 |
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| 19 | 44.3 | 21.3 | 25.6 | 24.2 | 2.7 | 10750 |
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| 0.3 | -3.6 | 0.1 | -4.7 | 0.6 | -1 |
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| 19.4 | 80 | 21.4 | 51 | 22.8 | 7 | 10500 |
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| 0.4 | -5.1 | 0 | -8.9 | 0.2 | -3 |
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| 19.9 | 138.5 | 22 | 98.4 | 22.2 | 21.3 | 10250 | 574.2 | 20.9 | 653.5 | 21.8 | 752.5 | 23.9 |
| 0.4 | -7.7 | 0.2 | -11 | 0 | -7.8 | 37.9 | 0.6 | 33.9 | 0.4 | 42.5 | 1.1 |
| 20.5 | 220.8 | 22.6 | 173.4 | 22.1 | 60.1 | 10000 | 366.2 | 21.9 | 482.4 | 22.8 | 585 | 24 |
| 0.4 | -12.5 | 0.2 | -16.4 | -0.3 | -17.8 | 30.8 | 0.6 | 29.7 | 0.5 | 37.5 | 0.9 |
| 21.1 | 332.4 | 23.5 | 283.5 | 23.2 | 151.5 | 9750 | 204.8 | 22.7 | 341.9 | 23.7 | 448.7 | 24.7 |
| 0.4 | -16.7 | 0.4 | -20.1 | 0 | -26.1 | 19.4 | 0.4 | 26 | 0.6 | 31 | 0.8 |
| 22 | 474.1 | 24.6 | 427.2 | 24.9 | 300.8 | 9500 | 104.4 | 24.4 | 236.7 | 24.9 | 344.7 | 25.9 |
| 0.5 | -20.9 | 0.4 | -25.3 | 0.1 | -34.3 | 9.6 | 0.3 | 18.7 | 0.5 | 28.4 | 0.9 |
| 22.8 | 641.3 | 26.2 | 603.6 | 27.8 | 500.3 | 9250 | 53.6 | 27 | 161 | 26.2 | 258.1 | 26.9 |
| 0.7 | -22.1 | 0.1 | -32.6 | 0.5 | -37.2 | 5.3 | 0.5 | 12.9 | 0.4 | 23.5 | 0.8 |
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| 9000 | 28.4 | 30 | 110.2 | 27.9 | 193.5 | 28.1 |
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| 2.7 | 0.6 | 10.3 | 0.5 | 19 | 0.8 |
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| 8750 | 15 | 32.9 | 74.7 | 29.6 | 145.7 | 29.5 |
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| 0.1 | 0.1 | 8.2 | 0.7 | 15.6 | 0.9 |
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| 8500 | 8.2 | 35.9 | 51.6 | 31.5 | 110 | 31 |
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| -0.2 | 0.1 | 6 | 0.7 | 11 | 0.7 |
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| 8250 | 4.8 | 39.1 | 35.3 | 33.3 | 83.2 | 32.6 |
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| -0.4 | -0.1 | 3.4 | 0.5 | 9.1 | 0.8 |
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| 8000 | 3 | 42.7 | 25 | 35.4 | 64.9 | 34.5 |
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| -0.4 | -0.1 | 1.9 | 0.4 | 8.7 | 1 |
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| 7750 | 1.9 | 46.2 | 18 | 37.6 | 50 | 36.3 |
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| -0.7 | -0.9 | 1.7 | 0.6 | 5.6 | 0.8 |
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| 7500 | 1.4 | 50.4 | 12.6 | 39.6 | 39.8 | 38.4 |
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| -0.1 | 0.6 | 1.1 | 0.5 | 5.4 | 1 |
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| 7250 | 1 | 54.5 | 9 | 41.7 | 0 | 0 |
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| 0 | 1.1 | 0.7 | 0.5 | 0 | 0 |
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| 7000 | 1 | 60.5 | 6.2 | 43.7 | 25 | 42.5 |
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| 0 | 1.3 | -0.1 | -0.1 | 3.6 | 1.1 |
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