2010/7/30 (Fri) OP
| P/C | 1.2 | 0.2 | 1 | 0.7 | 0.9 | 0.9 | 0.5 | 0.8 | 0.9 | 1 |
| 先物 | 9532.5 | -160 | 9692.5 | 9735 | 9500 | 9492.5 | 9435 | 9202.5 | 9270 | 9297.5 |
| 基準 | 24.4 | 0.8 | 23.6 | 23 | 24.3 | 25.1 | 25 | 26.7 | 26 | 26.4 |
| 期近 | 24.4 | 1.1 | 23.3 | 22.9 | 24.1 | 25 | 24.9 | 26.6 | 25.8 | 26.4 |
| 期先1 | 24.3 | 0.4 | 23.9 | 23.2 | 24.6 | 25.1 | 25.4 | 27 | 26.5 | 26.4 |
| 期先2 | 23.7 | 0.4 | 23.3 | 22.4 | 23.7 | 24.2 | 24.8 | 26.5 | 25.9 | 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 |
| 13 | 41 | 69 |
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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 | 9540 | 8C950 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 |
| 2 | 3.7 | 6.3 | 11.8 | 22 | 43.2 | 84.9 | 160.4 | 358.9 | 198.5 | 85 | 28.7 | 9 | 3 | 1.7 |
| 0.1 | 0.7 | 1.5 | 3.6 | 7 | 14.8 | 31.3 | 56 | -46.2 | -102.2 | -66.5 | -31.4 | -12.3 | -4 | -1.1 |
| 45 | 42.1 | 38.7 | 35.7 | 32.5 | 29.8 | 27.1 | 24.3 | 24.6 | 25 | 23.4 | 22.6 | 23 | 24.1 | 26.8 |
| -1.3 | -0.6 | -0.4 | -0.2 | -0.3 | -0.2 | 0.1 | -0.1 | 0 | 0.1 | 0.2 | 0.6 | 0.8 | 1.3 | 2.5 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.08 | -0.15 | -0.27 | -0.46 |
| 0.54 | 0.32 | 0.14 | 0.05 | 0.02 | 0.01 |
| 0.002 | 0.004 | 0.008 | 0.014 | 0.025 | 0.043 | 0.067 | 0.09 |
| 0.087 | 0.083 | 0.054 | 0.025 | 0.011 | 0.006 |
| 0.36 | 0.62 | 1 | 1.68 | 2.7 | 4.25 | 6.06 | 7.24 |
| 7.24 | 6.48 | 4.05 | 1.93 | 0.84 | 0.49 |
| -0.61 | -0.98 | -1.45 | -2.24 | -3.29 | -4.73 | -6.14 | -6.57 |
| -6.79 | -5.69 | -3.43 | -1.66 | -0.76 | -0.49 |
| 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9530 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 |
| 21.5 | 31.8 | 45.8 | 66 | 97.1 | 141.5 | 206.1 | 297.7 | 626.2 | 328.5 | 203.3 | 115.8 | 60.8 | 30.2 | 14.9 |
| 3.5 | 6.8 | 10.5 | 14.4 | 22.4 | 31.3 | 45.1 | 61 | -37.6 | -98.6 | -80.1 | -57.6 | -37.6 | -20.8 | -10.6 |
| 37 | 35.2 | 33.2 | 31.2 | 29.5 | 27.7 | 26.1 | 24.6 | 24.5 | 24.4 | 23.1 | 22.2 | 21.7 | 21.4 | 21.5 |
| -0.5 | -0.1 | 0 | -0.2 | -0.1 | -0.2 | -0.2 | -0.3 | -0.3 | -0.3 | -0.4 | -0.3 | -0.3 | 0 | 0.3 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.18 | -0.25 | -0.35 | -0.47 |
| 0.53 | 0.4 | 0.27 | 0.17 | 0.1 | 0.05 |
| 0.008 | 0.011 | 0.015 | 0.021 | 0.028 | 0.036 | 0.044 | 0.05 |
| 0.051 | 0.052 | 0.047 | 0.036 | 0.025 | 0.016 |
| 2.9 | 3.92 | 5.16 | 6.66 | 8.43 | 10.27 | 11.87 | 12.76 |
| 12.76 | 12.41 | 10.69 | 8.1 | 5.48 | 3.45 |
| -1.3 | -1.67 | -2.07 | -2.51 | -3 | -3.43 | -3.73 | -3.78 |
| -3.77 | -3.48 | -2.88 | -2.12 | -1.42 | -0.9 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9470 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 59.7 | 76.2 | 99.7 | 133.5 | 175.8 | 234.8 | 309.8 | 408.2 | 789 | 380.8 | 258.2 | 163.6 | 98.3 | 54.9 | 29.5 |
| 9.8 | 11.3 | 16.4 | 23.5 | 30 | 41.3 | 51.7 | 63.4 | -29.8 | -93.2 | -74.2 | -57.1 | -40.2 | -25.1 | -14.8 |
| 36.2 | 34.2 | 32.4 | 31 | 29.4 | 28.1 | 26.8 | 25.7 | 24.1 | 22 | 21.2 | 20.5 | 20 | 19.6 | 19.3 |
| -0.1 | -0.3 | -0.2 | -0.1 | -0.1 | 0 | -0.1 | -0.2 | -0.1 | 0 | 0.1 | 0 | 0.1 | 0.2 | 0.3 |
| -0.08 | -0.11 | -0.14 | -0.18 | -0.23 | -0.3 | -0.38 | -0.46 |
| 0.53 | 0.42 | 0.31 | 0.22 | 0.14 | 0.08 |
| 0.01 | 0.013 | 0.016 | 0.02 | 0.025 | 0.03 | 0.034 | 0.037 |
| 0.044 | 0.044 | 0.042 | 0.035 | 0.027 | 0.019 |
| 6.28 | 7.57 | 9.11 | 10.88 | 12.67 | 14.39 | 15.76 | 16.51 |
| 16.52 | 16.26 | 14.71 | 12.17 | 9.16 | 6.36 |
| -1.64 | -1.86 | -2.13 | -2.43 | -2.68 | -2.91 | -3.03 | -3.05 |
| -2.63 | -2.5 | -2.18 | -1.76 | -1.29 | -0.89 |
| 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 |
| 19.6 | 4.4 | 23.7 | 2.6 | 37.3 | 1 | 11500 |
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| 0.7 | -1.8 | 1.5 | -0.7 | 4.2 | 0 |
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| 18.9 | 7.1 | 22.9 | 4.5 | 33.4 | 1 | 11250 |
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| -0.1 | -5.8 | 0.9 | -2.4 | 4.1 | 0 |
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| 19.2 | 15.2 | 22.1 | 7.9 | 29.4 | 1 | 11000 |
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| 0.1 | -9.7 | 0.4 | -5.8 | 3.3 | -0.3 |
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| 19.3 | 29.5 | 21.5 | 14.9 | 26.8 | 1.7 | 10750 |
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| 0.3 | -14.8 | 0.3 | -10.6 | 2.5 | -1.1 |
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| 19.6 | 54.9 | 21.4 | 30.2 | 24.1 | 3 | 10500 |
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| 0.2 | -25.1 | 0 | -20.8 | 1.3 | -4 |
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| 20 | 98.3 | 21.7 | 60.8 | 23 | 9 | 10250 |
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| 0.1 | -40.2 | -0.3 | -37.6 | 0.8 | -12.3 |
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| 20.5 | 163.6 | 22.2 | 115.8 | 22.6 | 28.7 | 10000 | 492.2 | 21.7 | 587.6 | 22.7 | 687.5 | 24.4 |
| 0 | -57.1 | -0.3 | -57.6 | 0.6 | -31.4 | 126 | -0.2 | 105.2 | -0.1 | 102.5 | 0.3 |
| 21.2 | 258.2 | 23.1 | 203.3 | 23.4 | 85 | 9750 | 296.4 | 22.5 | 422.9 | 23.4 | 532.8 | 24.8 |
| 0.1 | -74.2 | -0.4 | -80.1 | 0.2 | -66.5 | 91.6 | -0.2 | 81 | -0.3 | 84.1 | 0.1 |
| 22 | 380.8 | 24.4 | 328.5 | 25 | 198.5 | 9500 | 160.4 | 24.3 | 297.7 | 24.6 | 408.2 | 25.7 |
| 0 | -93.2 | -0.3 | -98.6 | 0.1 | -102.2 | 56 | -0.1 | 61 | -0.3 | 63.4 | -0.2 |
| 22.8 | 531.3 | 25.8 | 486.9 | 27.5 | 369.9 | 9250 | 84.9 | 27.1 | 206.1 | 26.1 | 309.8 | 26.8 |
| 0 | -109.9 | -0.3 | -116.8 | -0.3 | -130.5 | 31.3 | 0.1 | 45.1 | -0.2 | 51.7 | -0.1 |
| 23.4 | 702.5 | 27.4 | 671.8 | 30.4 | 578.5 | 9000 | 43.2 | 29.8 | 141.5 | 27.7 | 234.8 | 28.1 |
| -0.3 | -127.3 | -0.4 | -131 | -1.2 | -148.3 | 14.8 | -0.2 | 31.3 | -0.2 | 41.3 | 0 |
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| 8750 | 22 | 32.5 | 97.1 | 29.5 | 175.8 | 29.4 |
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| 7 | -0.3 | 22.4 | -0.1 | 30 | -0.1 |
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| 8500 | 11.8 | 35.7 | 66 | 31.2 | 133.5 | 31 |
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| 3.6 | -0.2 | 14.4 | -0.2 | 23.5 | -0.1 |
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| 8250 | 6.3 | 38.7 | 45.8 | 33.2 | 99.7 | 32.4 |
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| 1.5 | -0.4 | 10.5 | 0 | 16.4 | -0.2 |
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| 8000 | 3.7 | 42.1 | 31.8 | 35.2 | 76.2 | 34.2 |
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| 0.7 | -0.6 | 6.8 | -0.1 | 11.3 | -0.3 |
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| 7750 | 2 | 45 | 21.5 | 37 | 59.7 | 36.2 |
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| 0.1 | -1.3 | 3.5 | -0.5 | 9.8 | -0.1 |
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| 7500 | 1.5 | 49.5 | 15.1 | 39.2 | 45.5 | 37.9 |
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| 0.1 | -0.9 | 2.5 | -0.4 | 5.7 | -0.5 |
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| 7250 | 1 | 53.6 | 10.9 | 41.5 | 0 | 0 |
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| 0 | -0.9 | 1.9 | -0.3 | 0 | 0 |
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| 7000 | 1 | 59.8 | 7.7 | 43.6 | 27.5 | 41.8 |
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| 0 | -0.6 | 1.5 | -0.1 | 2.6 | -0.6 |
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