2010/7/8 (Fri) OP
| P/C | 0.9 | -0.2 | 1 | 1.1 | 1 | 1.2 | 1.1 | 1.2 | 1.3 | 1.4 |
| 先物 | 9577.5 | 40 | 9537.5 | 9282.5 | 9357.5 | 9237.5 | 9217.5 | 9177.5 | 9370 | 9552.5 |
| 基準 | 23.9 | -0.7 | 24.6 | 26.7 | 26.8 | 27.7 | 28.9 | 28.6 | 27.8 | 26 |
| 期近 | 23.9 | -0.4 | 24.3 | 26.2 | 26.2 | 27.2 | 28.3 | 27.9 | 26.8 | 25.3 |
| 期先1 | 24.8 | -0.2 | 25 | 26.9 | 26.8 | 27.4 | 28.5 | 28.4 | 27.2 | 26 |
| 期先2 | 17.7 | 17.7 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 当/先 | 1 | -0.9 | 1.9 | 1.4 | 1.3 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 |
| 先/先2 | 1.4 | 0.4 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 |
| 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9500 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 |
| 8P775 | 8P800 | 8P825 | 8P850 | 8P875 | 8P900 | 8P925 | 8P950 | 9580 | 8C950 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 |
| 13.1 | 19.6 | 29.4 | 43.2 | 67.4 | 106.1 | 161.8 | 246.4 | 572.6 | 326.2 | 194 | 104.2 | 49.7 | 21.1 | 9.1 |
| -3 | -3.4 | -4.7 | -6.9 | -10 | -13.7 | -20.9 | -24.3 | -7.8 | 16.5 | 9.7 | 4.1 | 2.1 | -0.2 | -0.7 |
| 37.7 | 35.5 | 33.4 | 31.1 | 29.3 | 27.7 | 25.8 | 24.3 | 24.4 | 24.4 | 22.9 | 22 | 21.2 | 20.7 | 20.8 |
| -0.3 | 0 | 0 | -0.1 | -0.1 | -0.1 | -0.4 | -0.2 | -0.2 | -0.1 | -0.2 | -0.4 | -0.3 | -0.5 | -0.6 |
| -0.03 | -0.04 | -0.07 | -0.1 | -0.15 | -0.22 | -0.32 | -0.44 |
| 0.56 | 0.41 | 0.27 | 0.16 | 0.08 | 0.04 |
| 0.006 | 0.009 | 0.013 | 0.019 | 0.027 | 0.036 | 0.047 | 0.055 |
| 0.055 | 0.058 | 0.051 | 0.038 | 0.024 | 0.014 |
| 1.97 | 2.73 | 3.76 | 5.03 | 6.74 | 8.67 | 10.45 | 11.6 |
| 11.6 | 11.45 | 9.76 | 7.05 | 4.32 | 2.43 |
| -1.08 | -1.41 | -1.82 | -2.27 | -2.86 | -3.48 | -3.92 | -4.09 |
| -4.14 | -3.83 | -3.12 | -2.18 | -1.3 | -0.74 |
| 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9580 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 |
| 44.7 | 59.7 | 80 | 109.6 | 149.2 | 200 | 269.8 | 358.8 | 793.7 | 434.9 | 301.7 | 197.4 | 120.2 | 70 | 39.7 |
| -5.5 | -6.3 | -10 | -10.7 | -11 | -15.8 | -20 | -22.7 | -3.8 | 18.9 | 13.8 | 10.4 | 5.3 | 2.7 | 2.2 |
| 36 | 34.2 | 32.5 | 31 | 29.6 | 28 | 26.7 | 25.3 | 25.2 | 25.1 | 23.9 | 23 | 22.1 | 21.5 | 21.3 |
| -0.2 | -0.1 | -0.4 | -0.2 | 0 | -0.1 | -0.2 | -0.1 | -0.1 | 0 | -0.1 | 0 | -0.2 | -0.2 | -0.1 |
| -0.07 | -0.09 | -0.12 | -0.16 | -0.21 | -0.28 | -0.35 | -0.45 |
| 0.55 | 0.45 | 0.34 | 0.24 | 0.16 | 0.1 |
| 0.009 | 0.012 | 0.015 | 0.02 | 0.025 | 0.03 | 0.035 | 0.04 |
| 0.04 | 0.042 | 0.04 | 0.036 | 0.029 | 0.021 |
| 5.15 | 6.41 | 7.89 | 9.62 | 11.46 | 13.22 | 14.74 | 15.66 |
| 15.66 | 15.66 | 14.55 | 12.39 | 9.71 | 7.08 |
| -1.49 | -1.76 | -2.05 | -2.39 | -2.71 | -2.96 | -3.14 | -3.16 |
| -3.16 | -3.01 | -2.69 | -2.2 | -1.68 | -1.21 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9520 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 110 |
| 178.9 |
| 293 |
| 466.8 | 952.7 | 485.9 |
| 252.2 |
| 109.9 |
|
| 110 |
| 178.9 |
| 293 |
| 466.8 | 952.7 | 485.9 |
| 252.2 |
| 109.9 |
|
| 34.2 |
| 31.3 |
| 29 |
| 26.7 | 25.6 | 23.5 |
| 22.2 |
| 21 |
|
| 34.2 |
| 31.3 |
| 29 |
| 26.7 | 25.6 | 23.5 |
| 22.2 |
| 21 |
|
| -0.13 |
| -0.2 |
| -0.31 |
| -0.45 |
| 0.55 |
| 0.37 |
| 0.2 |
|
| 0.013 |
| 0.019 |
| 0.025 |
| 0.031 |
| 0.035 |
| 0.036 |
| 0.028 |
|
| 9.86 |
| 13.3 |
| 16.73 |
| 18.85 |
| 18.85 |
| 17.98 |
| 13.54 |
|
| -1.86 |
| -2.3 |
| -2.67 |
| -2.78 |
| -2.47 |
| -2.21 |
| -1.58 |
|
| 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 |
| 20.8 | 16.9 | 21.3 | 6.4 | 22.7 | 1 | 11500 |
|
|
|
|
|
|
| 20.8 | 16.9 | -0.2 | 0.1 | -0.1 | 0 |
|
|
|
|
|
|
| 0 | 0 | 21.1 | 11.4 | 21.3 | 1.5 | 11250 |
|
|
|
|
|
|
| 0 | 0 | -0.2 | 0.3 | -0.4 | -0.1 |
|
|
|
|
|
|
| 20.7 | 43.9 | 21.1 | 21.6 | 21.1 | 3.9 | 11000 |
|
|
|
|
|
|
| 20.7 | 43.9 | 0 | 1.5 | -0.4 | -0.2 |
|
|
|
|
|
|
| 0 | 0 | 21.3 | 39.7 | 20.8 | 9.1 | 10750 |
|
|
|
|
|
|
| 0 | 0 | -0.1 | 2.2 | -0.6 | -0.7 |
|
|
|
|
|
|
| 21 | 109.9 | 21.5 | 70 | 20.7 | 21.1 | 10500 |
|
|
|
|
|
|
| 21 | 109.9 | -0.2 | 2.7 | -0.5 | -0.2 |
|
|
|
|
|
|
| 0 | 0 | 22.1 | 120.2 | 21.2 | 49.7 | 10250 |
|
|
|
|
|
|
| 0 | 0 | -0.2 | 5.3 | -0.3 | 2.1 |
|
|
|
|
|
|
| 22.2 | 252.2 | 23 | 197.4 | 22 | 104.2 | 10000 | 523.2 | 21.7 | 616.4 | 22.8 | 732.5 | 25.5 |
| 22.2 | 252.2 | 0 | 10.4 | -0.4 | 4.1 | -33.2 | -0.1 | -34.1 | -0.3 | 732.5 | 25.5 |
| 0 | 0 | 23.9 | 301.7 | 22.9 | 194 | 9750 | 363.7 | 22.8 | 473 | 23.9 | 0 | 0 |
| 0 | 0 | -0.1 | 13.8 | -0.2 | 9.7 | -32 | -0.4 | -29.5 | -0.3 | 0 | 0 |
| 23.5 | 485.9 | 25.1 | 434.9 | 24.4 | 326.2 | 9500 | 246.4 | 24.3 | 358.8 | 25.3 | 466.8 | 26.7 |
| 23.5 | 485.9 | 0 | 18.9 | -0.1 | 16.5 | -24.3 | -0.2 | -22.7 | -0.1 | 466.8 | 26.7 |
| 0 | 0 | 26.5 | 596.4 | 26.1 | 492.4 | 9250 | 161.8 | 25.8 | 269.8 | 26.7 | 0 | 0 |
| 0 | 0 | 0 | 22.8 | -0.4 | 18.8 | -20.9 | -0.4 | -20 | -0.2 | 0 | 0 |
| 24.9 | 805 | 27.9 | 777.2 | 27.7 | 685.1 | 9000 | 106.1 | 27.7 | 200 | 28 | 293 | 29 |
| 24.9 | 805 | 0.2 | 27.8 | -0.1 | 26 | -13.7 | -0.1 | -15.8 | -0.1 | 293 | 29 |
|
|
|
|
|
| 8750 | 67.4 | 29.3 | 149.2 | 29.6 | 0 | 0 |
|
|
|
|
|
| -10 | -0.1 | -11 | 0 | 0 | 0 |
|
|
|
|
|
| 8500 | 43.2 | 31.1 | 109.6 | 31 | 178.9 | 31.3 |
|
|
|
|
|
| -6.9 | -0.1 | -10.7 | -0.2 | 178.9 | 31.3 |
|
|
|
|
|
| 8250 | 29.4 | 33.4 | 80 | 32.5 | 0 | 0 |
|
|
|
|
|
| -4.7 | 0 | -10 | -0.4 | 0 | 0 |
|
|
|
|
|
| 8000 | 19.6 | 35.5 | 59.7 | 34.2 | 110 | 34.2 |
|
|
|
|
|
| -3.4 | 0 | -6.3 | -0.1 | 110 | 34.2 |
|
|
|
|
|
| 7750 | 13.1 | 37.7 | 44.7 | 36 | 0 | 0 |
|
|
|
|
|
| -3 | -0.3 | -5.5 | -0.2 | 0 | 0 |
|
|
|
|
|
| 7500 | 9.5 | 40.4 | 34.3 | 38.1 | 70 | 37.5 |
|
|
|
|
|
| -1.7 | 0 | -3.8 | -0.1 | 70 | 37.5 |
|
|
|
|
|
| 7250 | 6.3 | 42.5 | 26.1 | 40 | 0 | 0 |
|
|
|
|
|
| -1.7 | -0.4 | -3.4 | -0.2 | 0 | 0 |
|
|
|
|
|
| 7000 | 4.7 | 45.2 | 20 | 42.1 | 43.6 | 40.8 |
|
|
|
|
|
| -1.1 | -0.1 | -2.4 | -0.1 | 43.6 | 40.8 |
|
|
|
|
|
| 6750 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 6500 | 2.5 | 50.8 | 12.5 | 46.7 | 28.5 | 44.6 |
|
|
|
|
|
| -0.4 | 0.4 | -1.1 | 0.2 | 28.5 | 44.6 |
|
|
|
|
|
| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
|
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|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
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