2010/7/8 (Thu) OP
| P/C | 1 | -0.1 | 1.1 | 1 | 1.2 | 1.1 | 1.2 | 1.3 | 1.4 | 0.9 |
| 先物 | 9537.5 | 255 | 9282.5 | 9357.5 | 9237.5 | 9217.5 | 9177.5 | 9370 | 9552.5 | 9682.5 |
| 基準 | 24.6 | -2.1 | 26.7 | 26.8 | 27.7 | 28.9 | 28.6 | 27.8 | 26 | 25.2 |
| 期近 | 45.2 | 8.8 | 36.3 | 33.5 | 31.1 | 30.8 | 30.7 | 30.2 | 27.5 | 25.7 |
| 期先1 | 24.3 | -1.9 | 26.2 | 26.2 | 27.2 | 28.3 | 27.9 | 26.8 | 25.3 | 24.8 |
| 期先2 | 25 | -1.8 | 26.9 | 26.8 | 27.4 | 28.5 | 28.4 | 27.2 | 26 | 25.6 |
| 当/先 | 1.9 | 0.5 | 1.4 | 1.3 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 |
| 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9500 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 | 11000 |
| 7P775 | 7P800 | 7P825 | 7P850 | 7P875 | 7P900 | 7P925 | 7P950 | 9540 | 7C950 | 7C975 | 7C1000 | 7C1025 | 7C1050 | 7C1075 | 7C1100 |
| 1 | 1 | 1 | 1 | 1 | 1.7 | 3.9 | 37.4 | 112 | 74.5 | 3.4 | 1 | 1 | 1 | 1 | 1 |
| 0 | 0 | 0 | -0.4 | -3 | -16.1 | -60.7 | -190.4 | -133.4 | 57 | 0.8 | 0 | 0 | 0 | 0 | 0 |
| 254.2 | 218.9 | 184.2 | 150 | 116 | 88.5 | 60 | 45.4 | 45.3 | 45.1 | 44.7 | 68.3 | 98.2 | 126.3 | 153 | 178.6 |
| 138.8 | 121.8 | 105.3 | 86.6 | 62.8 | 42.3 | 24.7 | 13.6 | 11.1 | 7.6 | 2.8 | 16.2 | 31.4 | 45.4 | 58.7 | 71.3 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.02 | -0.05 | -0.39 |
| 0.61 | 0.06 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.004 | 0.007 | 0.016 | 0.058 | 0.282 |
| 0.284 | 0.088 | 0.017 | 0.009 | 0.006 | 0.004 | 0.003 |
| 0.04 | 0.04 | 0.05 | 0.06 | 0.07 | 0.13 | 0.31 | 1.15 |
| 1.15 | 0.35 | 0.11 | 0.08 | 0.07 | 0.06 | 0.05 |
| -12.91 | -12.59 | -12.23 | -11.78 | -11.21 | -16.09 | -26.24 | -72.41 |
| -71.88 | -21.95 | -10.15 | -11.01 | -11.63 | -12.1 | -12.49 |
| 8P775 | 8P800 | 8P825 | 8P850 | 8P875 | 8P900 | 8P925 | 8P950 | 9540 | 8C950 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 | 8C1100 |
| 16.1 | 23 | 34 | 50.1 | 77.4 | 119.9 | 182.7 | 270.7 | 580.4 | 309.7 | 184.2 | 100.1 | 47.6 | 21.4 | 9.8 | 4.1 |
| -12.5 | -17.3 | -26.3 | -39.6 | -56.7 | -78.9 | -106.9 | -139.9 | -31.2 | 108.8 | 73.2 | 43.9 | 21.7 | 9.3 | 4.2 | 1.2 |
| 37.9 | 35.5 | 33.4 | 31.2 | 29.4 | 27.8 | 26.2 | 24.5 | 24.5 | 24.6 | 23.2 | 22.3 | 21.5 | 21.2 | 21.4 | 21.5 |
| 0.2 | 0.3 | 0.1 | -0.2 | -0.2 | -0.1 | 0 | 0 | -0.2 | -0.6 | -0.7 | -0.8 | -1 | -1.4 | -1.4 | -2 |
| -0.03 | -0.05 | -0.07 | -0.11 | -0.16 | -0.24 | -0.34 | -0.46 |
| 0.54 | 0.39 | 0.26 | 0.15 | 0.08 | 0.04 | 0.02 |
| 0.007 | 0.01 | 0.014 | 0.02 | 0.028 | 0.037 | 0.047 | 0.055 |
| 0.055 | 0.056 | 0.049 | 0.036 | 0.023 | 0.013 | 0.007 |
| 2.27 | 3.06 | 4.15 | 5.51 | 7.26 | 9.17 | 10.86 | 11.79 |
| 11.79 | 11.42 | 9.61 | 6.88 | 4.3 | 2.52 | 1.31 |
| -1.22 | -1.54 | -1.96 | -2.43 | -3.01 | -3.59 | -4.01 | -4.07 |
| -4.11 | -3.75 | -3.04 | -2.09 | -1.29 | -0.76 | -0.4 |
| 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9530 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 | 9C1100 |
| 50.1 | 66 | 90 | 120.3 | 160.2 | 215.7 | 289.8 | 381.6 | 797.5 | 416 | 287.9 | 187 | 114.9 | 67.3 | 37.5 | 20.2 |
| -25.4 | -34.4 | -44.2 | -55.4 | -74.3 | -92.6 | -112.1 | -142 | -31.3 | 110.7 | 84.8 | 59.8 | 39.3 | 23.4 | 12.6 | 6.7 |
| 36.2 | 34.4 | 32.9 | 31.2 | 29.6 | 28.1 | 26.8 | 25.3 | 25.2 | 25.1 | 24 | 23 | 22.2 | 21.7 | 21.4 | 21.2 |
| -0.2 | -0.4 | -0.3 | -0.2 | -0.4 | -0.3 | -0.2 | -0.5 | -0.6 | -0.6 | -0.7 | -0.8 | -0.8 | -1 | -1.2 | -1.3 |
| -0.07 | -0.1 | -0.13 | -0.17 | -0.22 | -0.29 | -0.37 | -0.46 |
| 0.54 | 0.43 | 0.33 | 0.23 | 0.16 | 0.1 | 0.06 |
| 0.01 | 0.013 | 0.016 | 0.02 | 0.025 | 0.031 | 0.035 | 0.039 |
| 0.04 | 0.041 | 0.04 | 0.035 | 0.028 | 0.02 | 0.014 |
| 5.53 | 6.8 | 8.39 | 10.08 | 11.85 | 13.59 | 15.01 | 15.79 |
| 15.79 | 15.63 | 14.36 | 12.15 | 9.48 | 6.83 | 4.61 |
| -1.58 | -1.84 | -2.17 | -2.48 | -2.76 | -3.01 | -3.17 | -3.15 |
| -3.13 | -2.97 | -2.61 | -2.14 | -1.63 | -1.16 | -0.77 |
| 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 |
| 21.5 | 6.3 | 22.9 | 1 | 227.5 | 1 | 11500 |
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| -1.6 | 1.5 | -2.6 | 0 | 95.7 | 0 |
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| 21.2 | 11.1 | 21.7 | 1.7 | 203.7 | 1 | 11250 |
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| -1.3 | 3.6 | -2 | 0.4 | 84 | 0 |
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| 21.2 | 20.2 | 21.5 | 4.1 | 179.1 | 1 | 11000 |
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| -1.3 | 6.7 | -2 | 1.2 | 71.8 | 0 |
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| 21.4 | 37.5 | 21.4 | 9.8 | 153.4 | 1 | 10750 |
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| -1.2 | 12.6 | -1.4 | 4.2 | 59.1 | 0 |
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| 21.7 | 67.3 | 21.2 | 21.4 | 126.6 | 1 | 10500 |
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| -1 | 23.4 | -1.4 | 9.3 | 45.7 | 0 |
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| 22.3 | 114.9 | 21.5 | 47.6 | 98.5 | 1 | 10250 |
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| -0.8 | 39.3 | -1 | 21.7 | 31.6 | 0 |
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| 23 | 187 | 22.3 | 100.1 | 68.5 | 1 | 10000 | 461.7 | 0 | 556.4 | 21.8 | 650.6 | 23.2 |
| -0.8 | 59.8 | -0.8 | 43.9 | 16.4 | 0 | -251.5 | 0 | -212.8 | -0.8 | -187.4 | -0.2 |
| 24 | 287.9 | 23.2 | 184.2 | 44.9 | 3.4 | 9750 | 218.9 | 52 | 395.7 | 23.1 | 502.5 | 24.2 |
| -0.7 | 84.8 | -0.7 | 73.2 | 2.9 | 0.8 | -245.6 | 52 | -178.6 | -0.4 | -165 | -0.3 |
| 25.1 | 416 | 24.6 | 309.7 | 45.2 | 74.5 | 9500 | 37.4 | 45.5 | 270.7 | 24.5 | 381.6 | 25.3 |
| -0.6 | 110.7 | -0.6 | 108.8 | 7.7 | 57 | -190.4 | 13.8 | -139.9 | 0 | -142 | -0.5 |
| 26.5 | 573.6 | 26.4 | 473.6 | 73 | 296.5 | 9250 | 3.9 | 60.2 | 182.7 | 26.2 | 289.8 | 26.8 |
| -0.6 | 136.2 | -0.1 | 147.2 | 35.7 | 195 | -60.7 | 24.9 | -106.9 | 0 | -112.1 | -0.2 |
| 27.7 | 749.4 | 27.9 | 659.1 | 93.4 | 539.9 | 9000 | 1.7 | 88.7 | 119.9 | 27.8 | 215.7 | 28.1 |
| -0.7 | 158.2 | -0.1 | 175.5 | 45.6 | 237.4 | -16.1 | 42.6 | -78.9 | -0.1 | -92.6 | -0.3 |
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| 8750 | 1 | 116.3 | 77.4 | 29.4 | 160.2 | 29.6 |
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| -3 | 63.1 | -56.7 | -0.2 | -74.3 | -0.4 |
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| 8500 | 1 | 150.3 | 50.1 | 31.2 | 120.3 | 31.2 |
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| -0.4 | 87 | -39.6 | -0.2 | -55.4 | -0.2 |
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| 8250 | 1 | 184.6 | 34 | 33.4 | 90 | 32.9 |
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| 0 | 105.7 | -26.3 | 0.1 | -44.2 | -0.3 |
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| 8000 | 1 | 219.4 | 23 | 35.5 | 66 | 34.4 |
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| 0 | 122.4 | -17.3 | 0.3 | -34.4 | -0.4 |
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| 7750 | 1 | 254.9 | 16.1 | 37.9 | 50.1 | 36.2 |
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| 0 | 139.4 | -12.5 | 0.2 | -25.4 | -0.2 |
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| 7500 | 1 | 291.1 | 11.3 | 40.3 | 38.1 | 38.1 |
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| 0 | 156.9 | -8.5 | 0.3 | -18 | 0.1 |
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| 7250 | 1 | 328.2 | 8.1 | 42.9 | 29.5 | 40.2 |
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| 0 | 174.8 | -5.7 | 0.5 | -14.6 | -0.1 |
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| 7000 | 1 | 366.3 | 5.8 | 45.3 | 22.4 | 42.1 |
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| 0 | 193.2 | -3.8 | 0.7 | -11.9 | -0.2 |
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| 6750 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 6500 | 1 | 446 | 2.9 | 50.4 | 13.6 | 46.5 |
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| 0 | 231.8 | -2.5 | -0.1 | -6.4 | 0.1 |
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| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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