| P/C | 0.8 | 0.1 | 0.7 | 1 | 1.1 | 1.1 | 1.1 | 1.1 | 0.8 | 0.7 |
| 先物 | 9127.5 | 150 | 8977.5 | 8892.5 | 8820 | 8972.5 | 9102.5 | 9165 | 9362.5 | 9237.5 |
| 基準 | 26.7 | 0.1 | 26.6 | 28 | 28.9 | 26.8 | 25.8 | 24.8 | 23.7 | 24.5 |
| 期近 | 27.7 | 0.3 | 27.4 | 28.8 | 30.1 | 27.5 | 26.5 | 24.8 | 23.9 | 24.7 |
| 期先1 | 26.2 | 0.2 | 26 | 27.2 | 27.5 | 25.8 | 24.6 | 24.5 | 22.8 | 23.9 |
| 期先2 | 25.6 | -0.1 | 25.6 | 26.6 | 26.8 | 25.5 | 24.5 | 24.6 | 22.9 | 23.9 |
| 当/先 | 1.1 | 0 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1 | 1.1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 10 | 38 | 73 |
|
|
|
|
|
|
|
|
|
|
|
|
| 7500 | 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9250 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 |
| 9P750 | 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9130 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 |
| 1.1 | 2 | 4.6 | 10.6 | 24.5 | 54.4 | 117.3 | 234.4 | 346.7 | 112.3 | 42.7 | 13.9 | 4.3 | 1.8 | 1 |
| -1.1 | -3.4 | -6.6 | -13.3 | -25.9 | -47.7 | -81.7 | -115.6 | -80.5 | 35.1 | 12.9 | 2.9 | 0.9 | 0.4 | 0 |
| 45.8 | 41.7 | 38.9 | 36.1 | 33.5 | 30.8 | 28.5 | 26.9 | 26.9 | 26.9 | 26.6 | 26.9 | 27.7 | 30 | 32.9 |
| 5.3 | 3 | 3 | 2.7 | 2.4 | 2 | 1.2 | 0.7 | 0.8 | 0.8 | 0.5 | 0.1 | 0.6 | 1.2 | 0.9 |
| 0 | -0.01 | -0.02 | -0.05 | -0.1 | -0.2 | -0.38 | -0.61 |
| 0.39 | 0.19 | 0.08 | 0.03 | 0.01 | 0.01 |
| 0.002 | 0.004 | 0.008 | 0.017 | 0.034 | 0.059 | 0.086 | 0.093 |
| 0.093 | 0.067 | 0.035 | 0.015 | 0.007 | 0.003 |
| 0.22 | 0.38 | 0.76 | 1.46 | 2.67 | 4.31 | 5.83 | 5.91 |
| 5.91 | 4.21 | 2.2 | 0.95 | 0.47 | 0.27 |
| -0.48 | -0.75 | -1.43 | -2.55 | -4.31 | -6.41 | -8.02 | -7.66 |
| -7.7 | -5.41 | -2.86 | -1.27 | -0.68 | -0.43 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9070 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 26.7 | 38.1 | 56.3 | 84.9 | 125.2 | 185.9 | 272.9 | 392.7 | 606.3 | 213.6 | 120.4 | 64.7 | 32 | 15.3 | 7.2 |
| -9.7 | -15.2 | -22.2 | -29.4 | -43.7 | -59.8 | -79.2 | -101.7 | -52.3 | 49.3 | 29.2 | 17.5 | 8.1 | 3.8 | 2.2 |
| 38.9 | 36.6 | 34.6 | 32.9 | 31.1 | 29.6 | 28.4 | 27.6 | 24 | 22.7 | 22.1 | 22 | 21.9 | 22 | 22.3 |
| 1.3 | 0.9 | 0.7 | 0.9 | 0.5 | 0.4 | 0.2 | -0.3 | -0.1 | -0.1 | -0.3 | -0.1 | -0.3 | -0.3 | 0 |
| -0.05 | -0.07 | -0.11 | -0.16 | -0.22 | -0.31 | -0.42 | -0.54 |
| 0.44 | 0.3 | 0.19 | 0.11 | 0.06 | 0.03 |
| 0.009 | 0.013 | 0.018 | 0.025 | 0.033 | 0.04 | 0.046 | 0.049 |
| 0.059 | 0.053 | 0.041 | 0.028 | 0.017 | 0.01 |
| 3.17 | 4.18 | 5.52 | 7.15 | 8.86 | 10.48 | 11.57 | 11.74 |
| 11.69 | 10.3 | 7.96 | 5.42 | 3.36 | 1.95 |
| -1.61 | -1.99 | -2.49 | -3.06 | -3.58 | -4.04 | -4.28 | -4.22 |
| -3.47 | -2.97 | -2.29 | -1.55 | -0.97 | -0.57 |
| 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 9070 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 70.4 | 94.8 | 124.9 | 165.3 | 220 | 290.2 | 381.3 | 496.8 | 816.4 | 319.6 | 214.5 | 135 | 80.3 | 47 | 25.1 |
| -18.6 | -22.4 | -30.1 | -38.8 | -48.9 | -61.6 | -76.2 | -93.2 | -35 | 58.2 | 43.9 | 28.1 | 17.1 | 10.9 | 4.7 |
| 35.8 | 34.3 | 32.6 | 31.1 | 29.8 | 28.5 | 27.3 | 26.4 | 23.8 | 22.9 | 22.3 | 21.6 | 21.1 | 20.9 | 20.5 |
| 0.4 | 0.5 | 0.4 | 0.3 | 0.3 | 0.2 | 0.1 | -0.2 | 0 | 0 | 0 | -0.2 | -0.3 | -0.2 | -0.5 |
| -0.1 | -0.13 | -0.16 | -0.21 | -0.27 | -0.35 | -0.43 | -0.52 |
| 0.47 | 0.36 | 0.26 | 0.18 | 0.12 | 0.07 |
| 0.012 | 0.015 | 0.019 | 0.023 | 0.027 | 0.032 | 0.035 | 0.037 |
| 0.042 | 0.041 | 0.037 | 0.03 | 0.023 | 0.016 |
| 6.96 | 8.5 | 10.15 | 11.9 | 13.62 | 15.09 | 16.07 | 16.3 |
| 16.28 | 15.36 | 13.38 | 10.72 | 8.03 | 5.49 |
| -1.69 | -1.98 | -2.25 | -2.52 | -2.76 | -2.92 | -2.98 | -2.92 |
| -2.56 | -2.34 | -1.97 | -1.54 | -1.15 | -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 |
| 20.7 | 4 | 24.4 | 1 | 46.8 | 1 | 11250 |
|
|
|
|
|
|
| -0.5 | 0.7 | -0.7 | 0 | 2.6 | 0 |
|
|
|
|
|
|
| 20.7 | 7.7 | 23.5 | 1.8 | 42.4 | 1 | 11000 |
|
|
|
|
|
|
| -0.3 | 1.7 | 0.4 | 0.7 | 2.1 | 0 |
|
|
|
|
|
|
| 20.6 | 13.9 | 22.7 | 3.3 | 37.7 | 1 | 10750 |
|
|
|
|
|
|
| -0.6 | 2.1 | -0.6 | 0.5 | 1.5 | 0 |
|
|
|
|
|
|
| 20.5 | 25.1 | 22.3 | 7.2 | 32.9 | 1 | 10500 |
|
|
|
|
|
|
| -0.5 | 4.7 | 0 | 2.2 | 0.9 | 0 |
|
|
|
|
|
|
| 20.9 | 47 | 22 | 15.3 | 30 | 1.8 | 10250 |
|
|
|
|
|
|
| -0.2 | 10.9 | -0.3 | 3.8 | 1.2 | 0.4 |
|
|
|
|
|
|
| 21.1 | 80.3 | 21.9 | 32 | 27.7 | 4.3 | 10000 |
|
|
|
|
|
|
| -0.3 | 17.1 | -0.3 | 8.1 | 0.6 | 0.9 |
|
|
|
|
|
|
| 21.6 | 135 | 22 | 64.7 | 26.9 | 13.9 | 9750 | 637.3 | 27.4 | 742 | 28.4 | 812.5 | 25.7 |
| -0.2 | 28.1 | -0.1 | 17.5 | 0.1 | 2.9 | -145.7 | 0.7 | -135.8 | -1.2 | -122.5 | -0.6 |
| 22.3 | 214.5 | 22.1 | 120.4 | 26.6 | 42.7 | 9500 | 412 | 25.9 | 551.5 | 27.7 | 638.6 | 25.7 |
| 0 | 43.9 | -0.3 | 29.2 | 0.5 | 12.9 | -141 | -0.5 | -121.2 | -0.7 | -108.9 | -0.4 |
| 22.9 | 319.6 | 22.7 | 213.6 | 26.9 | 112.3 | 9250 | 234.4 | 26.9 | 392.7 | 27.6 | 496.8 | 26.4 |
| 0 | 58.2 | -0.1 | 49.3 | 0.8 | 35.1 | -115.6 | 0.7 | -101.7 | -0.3 | -93.2 | -0.2 |
| 23.8 | 453.6 | 23.4 | 343.2 | 28.6 | 245.4 | 9000 | 117.3 | 28.5 | 272.9 | 28.4 | 381.3 | 27.3 |
| 0.1 | 75 | 0 | 71 | 1.5 | 70.3 | -81.7 | 1.2 | -79.2 | 0.2 | -76.2 | 0.1 |
| 24.7 | 612.5 | 24 | 506.5 | 31.1 | 433.5 | 8750 | 54.4 | 30.8 | 185.9 | 29.6 | 290.2 | 28.5 |
| 0.1 | 90 | -0.1 | 91.3 | 2.3 | 103.5 | -47.7 | 2 | -59.8 | 0.4 | -61.6 | 0.2 |
|
|
|
|
|
| 8500 | 24.5 | 33.5 | 125.2 | 31.1 | 220 | 29.8 |
|
|
|
|
|
| -25.9 | 2.4 | -43.7 | 0.5 | -48.9 | 0.3 |
|
|
|
|
|
| 8250 | 10.6 | 36.1 | 84.9 | 32.9 | 165.3 | 31.1 |
|
|
|
|
|
| -13.3 | 2.7 | -29.4 | 0.9 | -38.8 | 0.3 |
|
|
|
|
|
| 8000 | 4.6 | 38.9 | 56.3 | 34.6 | 124.9 | 32.6 |
|
|
|
|
|
| -6.6 | 3 | -22.2 | 0.7 | -30.1 | 0.4 |
|
|
|
|
|
| 7750 | 2 | 41.7 | 38.1 | 36.6 | 94.8 | 34.3 |
|
|
|
|
|
| -3.4 | 3 | -15.2 | 0.9 | -22.4 | 0.5 |
|
|
|
|
|
| 7500 | 1.1 | 45.8 | 26.7 | 38.9 | 70.4 | 35.8 |
|
|
|
|
|
| -1.1 | 5.3 | -9.7 | 1.3 | -18.6 | 0.4 |
|
|
|
|
|
| 7250 | 1 | 52.3 | 17 | 40.5 | 53.7 | 37.6 |
|
|
|
|
|
| -0.5 | 7.1 | -8 | 0.8 | -13.4 | 0.5 |
|
|
|
|
|
| 7000 | 1 | 59.5 | 11.5 | 42.6 | 39.6 | 39.1 |
|
|
|
|
|
| 0 | 10 | -5.5 | 0.9 | -10.9 | 0.4 |
| P/C | 1.3 | 0.5 | 0.8 | 0.7 | 1 | 1.1 | 1.1 | 1.1 | 1.1 | 0.8 |
| 先物 | 8802.5 | -325 | 9127.5 | 8977.5 | 8892.5 | 8820 | 8972.5 | 9102.5 | 9165 | 9362.5 |
| 基準 | 29.6 | 2.9 | 26.7 | 26.6 | 28 | 28.9 | 26.8 | 25.8 | 24.8 | 23.7 |
| 期近 | 32 | 4.3 | 27.7 | 27.4 | 28.8 | 30.1 | 27.5 | 26.5 | 24.8 | 23.9 |
| 期先1 | 28.4 | 2.2 | 26.2 | 26 | 27.2 | 27.5 | 25.8 | 24.6 | 24.5 | 22.8 |
| 期先2 | 27.6 | 2.1 | 25.6 | 25.6 | 26.6 | 26.8 | 25.5 | 24.5 | 24.6 | 22.9 |
| 当/先 | 1.1 | 0.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1 | 1.1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 9 | 37 | 72 |
|
|
|
|
|
|
|
|
|
|
|
|
| 7000 | 7250 | 7500 | 7750 | 8000 | 8250 | 8500 | 8750 | 8750 | 8750 | 9000 | 9250 | 9500 | 9750 | 10000 |
| 9P700 | 9P725 | 9P750 | 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 8800 | 9C875 | 9C900 | 9C925 | 9C950 | 9C975 | 9C1000 |
| 1 | 1.8 | 3.7 | 7.3 | 17.3 | 37 | 78.6 | 156 | 364.3 | 208.3 | 94.8 | 34.7 | 11.9 | 3.6 | 1.6 |
| 0 | 0.8 | 2.6 | 5.3 | 12.7 | 26.4 | 54.1 | 101.5 | -123.7 | -225.2 | -150.6 | -77.7 | -30.7 | -10.3 | -2.7 |
| 55 | 50.7 | 47.1 | 43.2 | 40.7 | 37.7 | 35 | 32.3 | 32.3 | 32.3 | 31 | 30.2 | 30.8 | 31.3 | 33.9 |
| -4.5 | -1.6 | 1.2 | 1.5 | 1.8 | 1.6 | 1.5 | 1.5 | 1.3 | 1.1 | 2.4 | 3.3 | 4.2 | 4.4 | 6.2 |
| 0 | -0.01 | -0.02 | -0.03 | -0.07 | -0.13 | -0.26 | -0.44 |
| 0.56 | 0.34 | 0.16 | 0.06 | 0.02 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.011 | 0.023 | 0.041 | 0.065 | 0.087 |
| 0.087 | 0.084 | 0.057 | 0.029 | 0.012 | 0.006 |
| 0.17 | 0.29 | 0.54 | 0.96 | 1.83 | 3.05 | 4.55 | 5.57 |
| 5.57 | 5.14 | 3.41 | 1.77 | 0.74 | 0.38 |
| -0.5 | -0.79 | -1.36 | -2.22 | -3.98 | -6.14 | -8.5 | -9.6 |
| -9.6 | -8.52 | -5.5 | -2.92 | -1.25 | -0.69 |
| 10P700 | 10P725 | 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 8740 | 10C875 | 10C900 | 10C925 | 10C950 | 10C975 | 10C1000 |
| 23.9 | 35.3 | 50.7 | 75.2 | 110.1 | 159.6 | 229.5 | 324.9 | 643.4 | 318.5 | 197.9 | 111.9 | 59 | 29.2 | 13.8 |
| 12.3 | 18.3 | 24 | 37.1 | 53.8 | 74.7 | 104.3 | 139.1 | -48.9 | -188 | -145.3 | -101.7 | -61.4 | -35.4 | -18.2 |
| 44 | 41.9 | 39.7 | 37.8 | 36 | 34.3 | 32.7 | 31.3 | 29.2 | 26 | 25.1 | 24.4 | 24 | 23.8 | 23.8 |
| 1.3 | 1.5 | 0.8 | 1.3 | 1.4 | 1.4 | 1.6 | 1.7 | 1.8 | 2 | 1.7 | 1.6 | 1.9 | 1.8 | 1.8 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.19 | -0.26 | -0.35 | -0.46 |
| 0.55 | 0.41 | 0.28 | 0.17 | 0.1 | 0.05 |
| 0.008 | 0.011 | 0.015 | 0.02 | 0.027 | 0.034 | 0.04 | 0.045 |
| 0.054 | 0.055 | 0.049 | 0.037 | 0.025 | 0.016 |
| 2.65 | 3.57 | 4.66 | 6.04 | 7.58 | 9.11 | 10.42 | 11.17 |
| 11.16 | 10.93 | 9.4 | 7.12 | 4.8 | 2.93 |
| -1.56 | -2 | -2.47 | -3.06 | -3.65 | -4.18 | -4.56 | -4.67 |
| -3.89 | -3.69 | -3.07 | -2.28 | -1.53 | -0.93 |
| 11P700 | 11P725 | 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 8750 | 11C875 | 11C900 | 11C925 | 11C950 | 11C975 | 11C1000 |
| 65.4 | 88.4 | 116.7 | 154.2 | 201.9 | 262.9 | 340.4 | 436.6 | 870.5 | 433.9 | 305.8 | 205 | 130.8 | 79.2 | 45.5 |
| 25.7 | 34.7 | 46.4 | 59.4 | 77 | 97.7 | 120.4 | 146.4 | -32.2 | -178.6 | -147.8 | -114.6 | -83.7 | -55.8 | -34.8 |
| 40 | 38.6 | 37 | 35.4 | 33.9 | 32.5 | 31.1 | 29.7 | 28.3 | 26.1 | 25.1 | 24.2 | 23.5 | 23 | 22.5 |
| 0.9 | 1 | 1.2 | 1.2 | 1.3 | 1.3 | 1.3 | 1.3 | 1.3 | 1.4 | 1.3 | 1.3 | 1.3 | 1.4 | 1.4 |
| -0.08 | -0.11 | -0.15 | -0.19 | -0.24 | -0.3 | -0.37 | -0.46 |
| 0.54 | 0.44 | 0.34 | 0.25 | 0.17 | 0.11 |
| 0.01 | 0.013 | 0.016 | 0.019 | 0.023 | 0.027 | 0.031 | 0.034 |
| 0.039 | 0.04 | 0.039 | 0.034 | 0.028 | 0.021 |
| 6.07 | 7.46 | 8.95 | 10.55 | 12.16 | 13.64 | 14.84 | 15.54 |
| 15.54 | 15.48 | 14.41 | 12.46 | 9.99 | 7.43 |
| -1.68 | -1.99 | -2.28 | -2.58 | -2.84 | -3.05 | -3.18 | -3.18 |
| -2.81 | -2.69 | -2.42 | -2.03 | -1.59 | -1.16 |
| 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 |
| 21.9 | 7 | 25.3 | 1.8 | 47.5 | 1 | 10750 | 1950.04784688995 |
|
|
|
|
|
| 1.3 | -6.9 | 2.7 | -1.5 | 9.8 | 0 | 328.434943664146 |
|
|
|
|
|
| 22.4 | 14.8 | 24.3 | 3 | 42.6 | 1 | 10500 |
|
|
|
|
|
|
| 1.9 | -10.3 | 1.9 | -4.2 | 9.7 | 0 |
|
|
|
|
|
|
| 22.2 | 25.1 | 24.2 | 6.9 | 37.4 | 1 | 10250 |
|
|
|
|
|
|
| 1.3 | -21.9 | 2.2 | -8.4 | 7.4 | -0.8 |
|
|
|
|
|
|
| 22.5 | 45.5 | 23.8 | 13.8 | 33.9 | 1.6 | 10000 |
|
|
|
|
|
|
| 1.4 | -34.8 | 1.8 | -18.2 | 6.2 | -2.7 |
|
|
|
|
|
|
| 23 | 79.2 | 23.8 | 29.2 | 31.3 | 3.6 | 9750 |
|
|
|
|
|
|
| 1.4 | -55.8 | 1.8 | -35.4 | 4.4 | -10.3 |
|
|
|
|
|
|
| 23.5 | 130.8 | 24 | 59 | 30.8 | 11.9 | 9500 |
|
|
|
|
|
|
| 1.3 | -83.7 | 1.9 | -61.4 | 4.2 | -30.7 |
|
|
|
|
|
|
| 24.2 | 205 | 24.4 | 111.9 | 30.2 | 34.7 | 9250 | 481.7 | 30.1 | 618.4 | 30.5 | 705 | 27.9 |
| 1.3 | -114.6 | 1.6 | -101.7 | 3.3 | -77.7 | 247.3 | 3.2 | 225.8 | 2.8 | 208.2 | 1.5 |
| 25.1 | 305.8 | 25.1 | 197.9 | 31 | 94.8 | 9000 | 291.7 | 30.9 | 453.8 | 30.5 | 558 | 28.7 |
| 1.3 | -147.8 | 1.7 | -145.3 | 2.4 | -150.6 | 174.4 | 2.4 | 180.9 | 2.1 | 176.7 | 1.4 |
| 26.1 | 433.9 | 26 | 318.5 | 32.3 | 208.3 | 8750 | 156 | 32.3 | 324.9 | 31.3 | 436.6 | 29.7 |
| 1.4 | -178.6 | 2 | -188 | 1.1 | -225.2 | 101.5 | 1.5 | 139.1 | 1.7 | 146.4 | 1.3 |
| 29 | 613.3 | 26.9 | 472.5 | 34.9 | 380.9 | 8500 | 78.6 | 35 | 229.5 | 32.7 | 340.4 | 31.1 |
| 3.6 | -176.7 | 2.7 | -223.5 | 1 | -272.5 | 54.1 | 1.5 | 104.3 | 1.6 | 120.4 | 1.3 |
| 29.7 | 780 | 27.4 | 652.5 | 36.8 | 587.1 | 8250 | 37 | 37.7 | 159.6 | 34.3 | 262.9 | 32.5 |
| 4.7 | -196.7 | 4.6 | -250.9 | 0.6 | -301.3 | 26.4 | 1.6 | 74.7 | 1.4 | 97.7 | 1.3 |
|
|
|
|
|
| 8000 | 17.3 | 40.7 | 110.1 | 36 | 201.9 | 33.9 |
|
|
|
|
|
| 12.7 | 1.8 | 53.8 | 1.4 | 77 | 1.3 |
|
|
|
|
|
| 7750 | 7.3 | 43.2 | 75.2 | 37.8 | 154.2 | 35.4 |
|
|
|
|
|
| 5.3 | 1.5 | 37.1 | 1.3 | 59.4 | 1.2 |
|
|
|
|
|
| 7500 | 3.7 | 47.1 | 50.7 | 39.7 | 116.7 | 37 |
|
|
|
|
|
| 2.6 | 1.2 | 24 | 0.8 | 46.4 | 1.2 |
|
|
|
|
|
| 7250 | 1.8 | 50.7 | 35.3 | 41.9 | 88.4 | 38.6 |
|
|
|
|
|
| 0.8 | -1.6 | 18.3 | 1.5 | 34.7 | 1 |
|
|
|
|
|
| 7000 | 1 | 55 | 23.9 | 44 | 65.4 | 40 |
|
|
|
|
|
| 0 | -4.5 | 12.3 | 1.3 | 25.7 | 0.9 |
|
|
|
|
|
| 6750 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 6500 | 1 | 70.9 | 11.1 | 48.4 | 37.4 | 43.7 |
|
|
|
|
|
| 0 | -3.5 | 6 | 1.6 | 15 | 1 |
| P/C | 0.7 | -0.3 | 1 | 1.1 | 1.1 | 1.1 | 1.1 | 0.8 | 0.7 | 0.6 |
| 先物 | 8977.5 | 85 | 8892.5 | 8820 | 8972.5 | 9102.5 | 9165 | 9362.5 | 9237.5 | 9162.5 |
| 基準 | 26.6 | -1.4 | 28 | 28.9 | 26.8 | 25.8 | 24.8 | 23.7 | 24.5 | 25.8 |
| 期近 | 27.4 | -1.4 | 28.8 | 30.1 | 27.5 | 26.5 | 24.8 | 23.9 | 24.7 | 26 |
| 期先1 | 26 | -1.3 | 27.2 | 27.5 | 25.8 | 24.6 | 24.5 | 22.8 | 23.9 | 25.1 |
| 期先2 | 25.6 | -1 | 26.6 | 26.8 | 25.5 | 24.5 | 24.6 | 22.9 | 23.9 | 24.9 |
| 当/先 | 1.1 | 0 | 1.1 | 1.1 | 1.1 | 1.1 | 1 | 1.1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 13 | 41 | 76 |
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| 7250 | 7500 | 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9000 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 |
| 9P725 | 9P750 | 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 8980 | 9C900 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 |
| 1.5 | 2.2 | 5.4 | 11.2 | 23.9 | 50.4 | 102.1 | 199 | 374.1 | 175.1 | 77.2 | 29.8 | 11 | 3.4 | 1.4 |
| -1.1 | -2.7 | -5.1 | -9.5 | -16.3 | -26.6 | -42.7 | -57.4 | -31 | 26.5 | 13 | 7.7 | 3 | 0.6 | 0.2 |
| 45.2 | 40.5 | 38.7 | 35.9 | 33.4 | 31.1 | 28.9 | 27.3 | 27.2 | 27.1 | 26.1 | 26.1 | 26.8 | 27.2 | 28.8 |
| 0.5 | -1.2 | -0.9 | -1.1 | -1 | -0.9 | -1 | -0.7 | -0.7 | -0.8 | -0.7 | 0.2 | 0.2 | -0.2 | -0.3 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.09 | -0.17 | -0.31 | -0.51 |
| 0.49 | 0.28 | 0.13 | 0.06 | 0.02 | 0.01 |
| 0.002 | 0.004 | 0.008 | 0.015 | 0.028 | 0.048 | 0.071 | 0.085 |
| 0.086 | 0.075 | 0.048 | 0.025 | 0.01 | 0.005 |
| 0.29 | 0.43 | 0.88 | 1.58 | 2.74 | 4.37 | 6.07 | 6.85 |
| 6.85 | 5.82 | 3.72 | 1.96 | 0.84 | 0.41 |
| -0.49 | -0.64 | -1.28 | -2.13 | -3.42 | -5.08 | -6.54 | -7 |
| -6.96 | -5.7 | -3.64 | -1.97 | -0.85 | -0.44 |
| 10P725 | 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 8920 | 10C900 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 |
| 24.9 | 36.4 | 53.3 | 78.5 | 114.3 | 168.9 | 245.7 | 352.1 | 624.3 | 272.2 | 164.3 | 91.2 | 47.1 | 23.9 | 11.4 |
| -8.6 | -10.7 | -14.6 | -19.4 | -26.6 | -35.2 | -44.4 | -55.2 | -23 | 32.2 | 21.6 | 12.7 | 7.7 | 3.9 | 1.6 |
| 39.7 | 37.6 | 35.7 | 33.8 | 32 | 30.6 | 29.2 | 28.3 | 25.6 | 23.4 | 22.8 | 22.4 | 22.1 | 22.3 | 22.4 |
| -0.7 | -0.5 | -0.5 | -0.5 | -0.5 | -0.6 | -0.6 | -0.6 | -0.5 | -0.4 | -0.4 | -0.4 | -0.3 | -0.3 | -0.4 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.2 | -0.28 | -0.38 | -0.49 |
| 0.5 | 0.36 | 0.24 | 0.14 | 0.08 | 0.04 |
| 0.008 | 0.012 | 0.016 | 0.022 | 0.029 | 0.036 | 0.043 | 0.047 |
| 0.056 | 0.054 | 0.046 | 0.034 | 0.022 | 0.013 |
| 3 | 4.01 | 5.28 | 6.81 | 8.48 | 10.17 | 11.49 | 12.05 |
| 12.06 | 11.34 | 9.36 | 6.8 | 4.52 | 2.74 |
| -1.44 | -1.82 | -2.27 | -2.78 | -3.27 | -3.75 | -4.05 | -4.11 |
| -3.43 | -3.14 | -2.53 | -1.82 | -1.22 | -0.74 |
| 11P725 | 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 8920 | 11C900 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 |
| 67.1 | 89 | 117.2 | 155 | 204.1 | 268.9 | 351.8 | 457.5 | 836.1 | 378.6 | 261.4 | 170.5 | 107 | 63.2 | 36 |
| -13 | -16.9 | -19.9 | -25.3 | -31.6 | -36.9 | -44.3 | -50 | -16.6 | 33.4 | 26.5 | 18.8 | 13 | 8.4 | 5.8 |
| 37 | 35.4 | 33.8 | 32.3 | 30.8 | 29.5 | 28.3 | 27.3 | 25.3 | 23.7 | 23 | 22.2 | 21.8 | 21.4 | 21.1 |
| -0.5 | -0.5 | -0.4 | -0.4 | -0.5 | -0.4 | -0.4 | -0.3 | -0.3 | -0.4 | -0.3 | -0.3 | -0.3 | -0.2 | -0.1 |
| -0.09 | -0.12 | -0.15 | -0.2 | -0.25 | -0.32 | -0.4 | -0.48 |
| 0.51 | 0.41 | 0.31 | 0.22 | 0.15 | 0.09 |
| 0.011 | 0.013 | 0.017 | 0.021 | 0.025 | 0.029 | 0.033 | 0.036 |
| 0.041 | 0.041 | 0.038 | 0.033 | 0.026 | 0.019 |
| 6.61 | 8.05 | 9.64 | 11.36 | 13.08 | 14.64 | 15.82 | 16.37 |
| 16.37 | 15.95 | 14.43 | 12.12 | 9.41 | 6.82 |
| -1.6 | -1.86 | -2.13 | -2.4 | -2.63 | -2.82 | -2.92 | -2.91 |
| -2.55 | -2.41 | -2.11 | -1.73 | -1.32 | -0.94 |
| 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 | 6 | 23.2 | 1.1 | 40.3 | 1 | 11000 | 2020.88495575221 |
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| -0.5 | 0.3 | -0.7 | 0 | -0.2 | 0 | -89.0097810898931 |
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| 21.2 | 11.8 | 23.2 | 2.8 | 36.2 | 1 | 10750 |
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| 0.1 | 2.6 | -0.2 | 0.5 | -0.4 | 0 |
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| 21 | 20.3 | 22.4 | 5 | 32 | 1 | 10500 |
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| 0 | 3.7 | -0.6 | 0.5 | -0.6 | 0 |
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| 21.1 | 36 | 22.4 | 11.4 | 28.8 | 1.4 | 10250 |
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| -0.1 | 5.8 | -0.4 | 1.6 | -0.3 | 0.2 |
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| 21.4 | 63.2 | 22.3 | 23.9 | 27.2 | 3.4 | 10000 |
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| -0.2 | 8.4 | -0.3 | 3.9 | -0.2 | 0.6 |
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| 21.8 | 107 | 22.1 | 47.1 | 26.8 | 11 | 9750 |
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| -0.3 | 13 | -0.3 | 7.7 | 0.2 | 3 |
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| 22.2 | 170.5 | 22.4 | 91.2 | 26.1 | 29.8 | 9500 | 553 | 26.4 | 672.7 | 28.4 | 747.5 | 26.1 |
| -0.3 | 18.8 | -0.4 | 12.7 | 0.2 | 7.7 | -80 | -0.6 | -70 | -0.5 | -67.5 | -0.5 |
| 23 | 261.4 | 22.8 | 164.3 | 26.1 | 77.2 | 9250 | 350 | 26.2 | 494.3 | 27.9 | 590 | 26.6 |
| -0.3 | 26.5 | -0.4 | 21.6 | -0.7 | 13 | -73 | -0.9 | -63.6 | -0.6 | -57.5 | -0.3 |
| 23.7 | 378.6 | 23.4 | 272.2 | 27.1 | 175.1 | 9000 | 199 | 27.3 | 352.1 | 28.3 | 457.5 | 27.3 |
| -0.4 | 33.4 | -0.4 | 32.2 | -0.8 | 26.5 | -57.4 | -0.7 | -55.2 | -0.6 | -50 | -0.3 |
| 24.6 | 522.5 | 24.1 | 415.2 | 28.9 | 330 | 8750 | 102.1 | 28.9 | 245.7 | 29.2 | 351.8 | 28.3 |
| -0.8 | 35.5 | -0.7 | 41.2 | -0.7 | 44.5 | -42.7 | -1 | -44.4 | -0.6 | -44.3 | -0.4 |
| 25.5 | 690 | 24.5 | 587.5 | 30.8 | 526.9 | 8500 | 50.4 | 31.1 | 168.9 | 30.6 | 268.9 | 29.5 |
| -0.9 | 42.5 | -1.1 | 48.9 | -0.7 | 59.4 | -26.6 | -0.9 | -35.2 | -0.6 | -36.9 | -0.4 |
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| 8250 | 23.9 | 33.4 | 114.3 | 32 | 204.1 | 30.8 |
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| -16.3 | -1 | -26.6 | -0.5 | -31.6 | -0.5 |
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| 8000 | 11.2 | 35.9 | 78.5 | 33.8 | 155 | 32.3 |
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| -9.5 | -1.1 | -19.4 | -0.5 | -25.3 | -0.4 |
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| 7750 | 5.4 | 38.7 | 53.3 | 35.7 | 117.2 | 33.8 |
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| -5.1 | -0.9 | -14.6 | -0.5 | -19.9 | -0.4 |
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| 7500 | 2.2 | 40.5 | 36.4 | 37.6 | 89 | 35.4 |
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| -2.7 | -1.2 | -10.7 | -0.5 | -16.9 | -0.5 |
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| 7250 | 1.5 | 45.2 | 24.9 | 39.7 | 67.1 | 37 |
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| -1.1 | 0.5 | -8.6 | -0.7 | -13 | -0.5 |
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| 7000 | 1 | 49.5 | 17 | 41.7 | 50.6 | 38.7 |
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| -0.7 | 0.7 | -6.7 | -0.9 | -10 | -0.4 |