2010/8/10(Tue) OP
| P/C | 1.6 | 0.4 | 1.2 | 1 | 1.1 | 1.2 | 1 | 0.8 | 1.2 | 1 |
| 先物 | 9537.5 | -15 | 9552.5 | 9652.5 | 9625 | 9490 | 9672.5 | 9557.5 | 9532.5 | 9692.5 |
| 基準 | 25.8 | 0.6 | 25.2 | 23.4 | 23.3 | 24.8 | 23.3 | 24.1 | 24.4 | 23.6 |
| 期近 | 32.2 | 4 | 28.2 | 23.1 | 23 | 25.6 | 23.6 | 24.4 | 24.4 | 23.3 |
| 期先1 | 25.2 | 0.4 | 24.7 | 23.5 | 23.4 | 24.5 | 23.1 | 23.9 | 24.3 | 23.9 |
| 期先2 | 24 | 0.4 | 23.6 | 23.3 | 23.5 | 23.8 | 22.7 | 23.3 | 23.7 | 23.3 |
| 当/先 | 1.3 | 0.1 | 1.1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 2 | 30 | 58 |
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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 |
| 1 | 1 | 1 | 1.4 | 3 | 8.2 | 22.6 | 80 | 200.2 | 120.3 | 26.6 | 4.7 | 1.5 | 1 | 1 |
| 0 | 0 | -0.4 | -0.7 | -1.6 | -1.7 | -2.3 | 4.7 | -12.2 | -16.8 | -7.2 | -1.8 | -0.2 | 0 | 0 |
| 99.2 | 85.4 | 71.9 | 60.9 | 52.6 | 45.6 | 37.3 | 31.9 | 32.3 | 32.9 | 31.8 | 34.3 | 40.5 | 49.3 | 59.7 |
| 15.5 | 13.2 | 8.7 | 6.6 | 4.6 | 5 | 3.9 | 4.7 | 4 | 3 | 3.6 | 4.4 | 6.6 | 8.6 | 10.2 |
| 0 | 0 | -0.01 | -0.01 | -0.02 | -0.05 | -0.15 | -0.43 |
| 0.56 | 0.2 | 0.04 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.005 | 0.012 | 0.032 | 0.082 | 0.161 |
| 0.156 | 0.114 | 0.036 | 0.012 | 0.006 | 0.004 |
| 0.09 | 0.11 | 0.12 | 0.18 | 0.37 | 0.85 | 1.79 | 3.02 |
| 3.02 | 2.14 | 0.72 | 0.28 | 0.17 | 0.15 |
| -1.96 | -1.92 | -1.86 | -2.34 | -4.1 | -8.19 | -14.15 | -20.4 |
| -21.03 | -14.38 | -5.2 | -2.37 | -1.77 | -1.84 |
| 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9530 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 |
| 14.9 | 21.7 | 32.2 | 48.5 | 73.1 | 112.3 | 172.1 | 260.6 | 556 | 295.4 | 173.9 | 91 | 44.8 | 19.2 | 8.7 |
| 0.6 | 1.1 | 1.3 | 1.5 | 2.6 | 2.7 | 6.9 | 7 | -2.7 | -9.7 | -6.1 | -4.9 | -2.4 | -2 | -0.6 |
| 40.4 | 37.9 | 35.6 | 33.3 | 31.1 | 29.1 | 27.2 | 25.5 | 25.4 | 25.2 | 24 | 23 | 22.8 | 22.3 | 22.7 |
| 0.7 | 0.7 | 0.6 | 0.5 | 0.5 | 0.4 | 0.6 | 0.4 | 0.4 | 0.3 | 0.4 | 0.2 | 0.3 | 0.1 | 0.3 |
| -0.03 | -0.05 | -0.07 | -0.11 | -0.16 | -0.23 | -0.33 | -0.46 |
| 0.54 | 0.39 | 0.25 | 0.14 | 0.07 | 0.04 |
| 0.007 | 0.01 | 0.014 | 0.02 | 0.028 | 0.038 | 0.049 | 0.057 |
| 0.057 | 0.058 | 0.05 | 0.036 | 0.022 | 0.013 |
| 2.02 | 2.75 | 3.75 | 5.04 | 6.61 | 8.38 | 10 | 10.93 |
| 10.93 | 10.55 | 8.72 | 6.23 | 3.78 | 2.18 |
| -1.34 | -1.71 | -2.19 | -2.76 | -3.38 | -4.01 | -4.47 | -4.58 |
| -4.55 | -4.18 | -3.32 | -2.34 | -1.39 | -0.81 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9480 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 44.6 | 60.2 | 80.5 | 110.2 | 150.1 | 207 | 280.6 | 376.7 | 733.8 | 357.1 | 235.4 | 144.2 | 80.1 | 43.8 | 21.2 |
| 0.4 | 1.4 | 1.3 | 3.6 | 5.1 | 7.9 | 9.1 | 8.4 | 1.1 | -7.3 | -5.6 | -4.2 | -3.8 | -1.1 | -1.8 |
| 36.7 | 34.9 | 33 | 31.5 | 29.9 | 28.6 | 27.3 | 26.1 | 24.4 | 22.2 | 21.5 | 20.8 | 20.1 | 19.9 | 19.4 |
| 0.2 | 0.3 | 0.2 | 0.4 | 0.4 | 0.5 | 0.5 | 0.3 | 0.3 | 0.2 | 0.2 | 0.2 | 0.1 | 0.3 | 0 |
| -0.07 | -0.09 | -0.12 | -0.16 | -0.22 | -0.29 | -0.37 | -0.46 |
| 0.54 | 0.42 | 0.3 | 0.2 | 0.12 | 0.07 |
| 0.009 | 0.012 | 0.016 | 0.021 | 0.026 | 0.031 | 0.036 | 0.04 |
| 0.047 | 0.048 | 0.044 | 0.036 | 0.027 | 0.018 |
| 5.02 | 6.28 | 7.72 | 9.42 | 11.21 | 12.97 | 14.38 | 15.15 |
| 15.15 | 14.88 | 13.25 | 10.54 | 7.68 | 4.95 |
| -1.58 | -1.87 | -2.18 | -2.53 | -2.86 | -3.17 | -3.35 | -3.37 |
| -2.9 | -2.75 | -2.37 | -1.82 | -1.31 | -0.83 |
| 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 |
| 20.2 | 2.9 | 24.7 | 1 | 88.5 | 1 | 11500 |
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| 0.7 | 0.4 | 0.6 | 0 | 14.9 | 0 |
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| 19.9 | 5.8 | 23.6 | 1.8 | 79.3 | 1 | 11250 |
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| 0.2 | -0.2 | -0.1 | -0.4 | 13.4 | 0 |
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| 19.6 | 10.8 | 22.7 | 3.5 | 69.7 | 1 | 11000 |
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| 0.2 | -0.4 | 0.2 | -0.4 | 11.8 | 0 |
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| 19.4 | 21.2 | 22.7 | 8.7 | 59.7 | 1 | 10750 |
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| 0 | -1.8 | 0.3 | -0.6 | 10.2 | 0 |
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| 19.9 | 43.8 | 22.3 | 19.2 | 49.3 | 1 | 10500 |
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| 0.3 | -1.1 | 0.1 | -2 | 8.6 | 0 |
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| 20.1 | 80.1 | 22.8 | 44.8 | 40.5 | 1.5 | 10250 |
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| 0.1 | -3.8 | 0.3 | -2.4 | 6.6 | -0.2 |
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| 20.8 | 144.2 | 23 | 91 | 34.3 | 4.7 | 10000 | 460.4 | 0 | 555.2 | 23.3 | 665 | 25.2 |
| 0.2 | -4.2 | 0.2 | -4.9 | 4.4 | -1.8 | 15.4 | 0 | 13.7 | 0.7 | 16.3 | 0.7 |
| 21.5 | 235.4 | 24 | 173.9 | 31.8 | 26.6 | 9750 | 234.6 | 29.7 | 386.9 | 24.1 | 507.5 | 25.6 |
| 0.2 | -5.6 | 0.4 | -6.1 | 3.6 | -7.2 | 10.8 | 4.3 | 10 | 0.5 | 15.6 | 0.7 |
| 22.2 | 357.1 | 25.2 | 295.4 | 32.9 | 120.3 | 9500 | 80 | 31.9 | 260.6 | 25.5 | 376.7 | 26.1 |
| 0.2 | -7.3 | 0.3 | -9.7 | 3 | -16.8 | 4.7 | 4.7 | 7 | 0.4 | 8.4 | 0.3 |
| 23 | 508.6 | 26.9 | 456.7 | 40.3 | 315.8 | 9250 | 22.6 | 37.3 | 172.1 | 27.2 | 280.6 | 27.3 |
| 0.3 | -8.9 | 0.4 | -10.4 | 4.8 | -16.5 | -2.3 | 3.9 | 6.9 | 0.6 | 9.1 | 0.5 |
| 23.6 | 682.5 | 28.8 | 648.3 | 49 | 549 | 9000 | 8.2 | 45.6 | 112.3 | 29.1 | 207 | 28.6 |
| 0 | -13.4 | 0.2 | -13.6 | 3 | -20.3 | -1.7 | 5 | 2.7 | 0.4 | 7.9 | 0.5 |
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| 8750 | 3 | 52.6 | 73.1 | 31.1 | 150.1 | 29.9 |
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| -1.6 | 4.6 | 2.6 | 0.5 | 5.1 | 0.4 |
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| 8500 | 1.4 | 60.9 | 48.5 | 33.3 | 110.2 | 31.5 |
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| -0.7 | 6.6 | 1.5 | 0.5 | 3.6 | 0.4 |
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| 8250 | 1 | 71.9 | 32.2 | 35.6 | 80.5 | 33 |
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| -0.4 | 8.7 | 1.3 | 0.6 | 1.3 | 0.2 |
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| 8000 | 1 | 85.4 | 21.7 | 37.9 | 60.2 | 34.9 |
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| 0 | 13.2 | 1.1 | 0.7 | 1.4 | 0.3 |
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| 7750 | 1 | 99.2 | 14.9 | 40.4 | 44.6 | 36.7 |
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| 0 | 15.5 | 0.6 | 0.7 | 0.4 | 0.2 |
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| 7500 | 1 | 113.3 | 10.5 | 43 | 35.1 | 39 |
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| 0 | 17.8 | 0.8 | 1 | 1.3 | 0.4 |
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| 7250 | 1 | 127.7 | 6.9 | 45.1 | 0 | 0 |
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| 0 | 20.1 | 0.1 | 0.6 | 0 | 0 |
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| 7000 | 1 | 142.5 | 4.8 | 47.8 | 20.1 | 43 |
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| 0 | 22.5 | 0.3 | 1 | 0.1 | 0.2 |
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