2010/8/11(Wed) OP
| P/C | 1.4 | -0.2 | 1.6 | 1.2 | 1 | 1.1 | 1.2 | 1 | 0.8 | 1.2 |
| 先物 | 9277.5 | -260 | 9537.5 | 9552.5 | 9652.5 | 9625 | 9490 | 9672.5 | 9557.5 | 9532.5 |
| 基準 | 27.5 | 1.7 | 25.8 | 25.2 | 23.4 | 23.3 | 24.8 | 23.3 | 24.1 | 24.4 |
| 期近 | 35 | 2.7 | 32.3 | 28.2 | 23.1 | 23 | 25.6 | 23.6 | 24.4 | 24.4 |
| 期先1 | 27.1 | 1.9 | 25.2 | 24.7 | 23.5 | 23.4 | 24.5 | 23.1 | 23.9 | 24.3 |
| 期先2 | 25.7 | 1.7 | 24 | 23.6 | 23.3 | 23.5 | 23.8 | 22.7 | 23.3 | 23.7 |
| 当/先 | 1.3 | 0 | 1.3 | 1.1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1.1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 1 | 29 | 57 |
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| 7500 | 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9250 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 |
| 8P750 | 8P775 | 8P800 | 8P825 | 8P850 | 8P875 | 8P900 | 8P925 | 9290 | 8C925 | 8C950 | 8C975 | 8C1000 | 8C1025 | 8C1050 |
| 1 | 1 | 1 | 1 | 1.1 | 3.2 | 13.8 | 61 | 159.2 | 98.2 | 16.8 | 4.2 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | -0.3 | 0.3 | 5.5 | 38.4 | -179.2 | -217.5 | -103.5 | -22.4 | -3.7 | -0.5 | 0 |
| 133.9 | 115.2 | 96.8 | 78.6 | 61.3 | 50.9 | 42.1 | 32.8 | 34.7 | 37.1 | 37.5 | 46.2 | 52.4 | 67.2 | 81.2 |
| 20.7 | 16 | 11.4 | 6.8 | 0.5 | -1.7 | -3.4 | -4.6 | -4 | -3.2 | 4.7 | 14.4 | 18.2 | 26.7 | 32 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.03 | -0.12 | -0.44 |
| 0.56 | 0.15 | 0.04 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.004 | 0.007 | 0.023 | 0.082 | 0.212 |
| 0.188 | 0.111 | 0.033 | 0.009 | 0.006 | 0.004 |
| 0.07 | 0.08 | 0.09 | 0.11 | 0.14 | 0.37 | 1.11 | 2.23 |
| 2.24 | 1.34 | 0.49 | 0.15 | 0.12 | 0.11 |
| -3.4 | -3.32 | -3.22 | -3.1 | -3.19 | -6.97 | -17.17 | -26.84 |
| -30.48 | -18.47 | -8.36 | -2.91 | -3.07 | -3.2 |
| 9P750 | 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9280 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 |
| 16.2 | 23.3 | 35.1 | 52.5 | 79.2 | 119.8 | 180.7 | 271 | 571.5 | 300.5 | 179 | 96.7 | 49.3 | 23 | 10.1 |
| 5.7 | 8.4 | 13.4 | 20.3 | 30.7 | 46.7 | 68.3 | 98.9 | -57.3 | -156.2 | -116.3 | -77.3 | -41.7 | -21.8 | -9.1 |
| 42.8 | 40.1 | 37.8 | 35.4 | 33.2 | 31 | 29 | 27.2 | 27.2 | 27.3 | 26 | 25 | 24.7 | 24.5 | 24.4 |
| -0.3 | -0.3 | -0.1 | -0.1 | -0.1 | 0 | -0.1 | 0 | 0.2 | 0.5 | 0.8 | 1 | 1.7 | 1.7 | 2.1 |
| -0.03 | -0.05 | -0.08 | -0.11 | -0.16 | -0.24 | -0.34 | -0.47 |
| 0.53 | 0.39 | 0.25 | 0.15 | 0.08 | 0.04 |
| 0.007 | 0.01 | 0.014 | 0.02 | 0.028 | 0.038 | 0.048 | 0.056 |
| 0.055 | 0.056 | 0.049 | 0.036 | 0.023 | 0.013 |
| 2.03 | 2.74 | 3.74 | 4.99 | 6.51 | 8.16 | 9.64 | 10.47 |
| 10.47 | 10.08 | 8.43 | 6.15 | 3.94 | 2.27 |
| -1.48 | -1.87 | -2.4 | -3.01 | -3.67 | -4.3 | -4.75 | -4.83 |
| -4.88 | -4.47 | -3.6 | -2.59 | -1.65 | -0.95 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9220 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 52.3 | 70 | 90.9 | 121.1 | 164.2 | 220.6 | 295.8 | 393.9 | 757.4 | 363.5 | 243.2 | 150.7 | 88.9 | 47.8 | 24.7 |
| 17.2 | 25.3 | 30.7 | 40.6 | 54 | 70.5 | 88.9 | 113.4 | -31.8 | -145.2 | -113.8 | -84.7 | -55.4 | -32.3 | -19.1 |
| 39.5 | 37.7 | 35.5 | 33.6 | 32.1 | 30.5 | 29.1 | 27.9 | 26.1 | 23.8 | 23.1 | 22.3 | 21.8 | 21.3 | 21 |
| 0.5 | 1 | 0.6 | 0.6 | 0.6 | 0.6 | 0.5 | 0.6 | 0.7 | 0.8 | 0.9 | 0.8 | 1 | 1.2 | 1.1 |
| -0.08 | -0.1 | -0.13 | -0.17 | -0.23 | -0.29 | -0.37 | -0.47 |
| 0.53 | 0.42 | 0.3 | 0.21 | 0.13 | 0.07 |
| 0.01 | 0.013 | 0.016 | 0.021 | 0.025 | 0.031 | 0.035 | 0.039 |
| 0.045 | 0.046 | 0.043 | 0.035 | 0.027 | 0.018 |
| 5.22 | 6.46 | 7.8 | 9.36 | 11.05 | 12.64 | 13.93 | 14.62 |
| 14.63 | 14.35 | 12.84 | 10.46 | 7.67 | 5.15 |
| -1.8 | -2.12 | -2.41 | -2.74 | -3.09 | -3.36 | -3.53 | -3.54 |
| -3.05 | -2.9 | -2.5 | -1.99 | -1.42 | -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 |
| 21.4 | 3.5 | 25.8 | 1 | 120 | 1 | 11250 |
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| 1.5 | -2.3 | 2.3 | -0.8 | 40.8 | 0 |
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| 20.9 | 6.1 | 25.7 | 2.4 | 107.6 | 1 | 11000 |
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| 1.3 | -4.7 | 2.9 | -1.1 | 37.9 | 0 |
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| 20.7 | 12 | 24.9 | 4.8 | 94.7 | 1 | 10750 |
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| 1.3 | -9.2 | 2.3 | -3.9 | 35 | 0 |
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| 21 | 24.7 | 24.4 | 10.1 | 81.2 | 1 | 10500 |
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| 1.1 | -19.1 | 2.1 | -9.1 | 32 | 0 |
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| 21.3 | 47.8 | 24.5 | 23 | 67.2 | 1 | 10250 |
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| 1.2 | -32.3 | 1.7 | -21.8 | 26.7 | -0.5 |
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| 21.8 | 88.9 | 24.7 | 49.3 | 52.4 | 1 | 10000 |
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| 1 | -55.4 | 1.7 | -41.7 | 18.2 | -3.7 |
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| 22.3 | 150.7 | 25 | 96.7 | 46.2 | 4.2 | 9750 | 465 | 0 | 561.8 | 24.2 | 675.5 | 26.3 |
| 0.8 | -84.7 | 1 | -77.3 | 14.4 | -22.4 | 230.4 | -29.7 | 174.9 | 0.1 | 168 | 0.8 |
| 23.1 | 243.2 | 26 | 179 | 37.5 | 16.8 | 9500 | 229.1 | 28.6 | 396.5 | 25.5 | 519.1 | 26.9 |
| 0.9 | -113.8 | 0.8 | -116.3 | 4.7 | -103.5 | 149.1 | -3.4 | 135.9 | 0 | 142.3 | 0.8 |
| 23.8 | 363.5 | 27.3 | 300.5 | 37.1 | 98.2 | 9250 | 61 | 32.8 | 271 | 27.2 | 393.9 | 27.9 |
| 0.8 | -145.2 | 0.5 | -156.2 | -3.2 | -217.5 | 38.4 | -4.6 | 98.9 | 0 | 113.4 | 0.6 |
| 25 | 517.5 | 29.3 | 462.2 | 51.5 | 303.1 | 9000 | 13.8 | 42.1 | 180.7 | 29 | 295.8 | 29.1 |
| 1.4 | -165 | 0.5 | -186.1 | 2.4 | -245.9 | 5.5 | -3.4 | 68.3 | -0.1 | 88.9 | 0.5 |
| 25.7 | 690 | 31.5 | 651.6 | 72 | 544.5 | 8750 | 3.2 | 50.9 | 119.8 | 31 | 220.6 | 30.5 |
| 1.7 | -187.5 | 0.3 | -210.2 | 18.4 | -246.4 | 0.3 | -1.7 | 46.7 | 0 | 70.5 | 0.6 |
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| 8500 | 1.1 | 61.3 | 79.2 | 33.2 | 164.2 | 32.1 |
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| -0.3 | 0.5 | 30.7 | -0.1 | 54 | 0.6 |
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| 8250 | 1 | 78.6 | 52.5 | 35.4 | 121.1 | 33.6 |
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| 0 | 6.8 | 20.3 | -0.1 | 40.6 | 0.6 |
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| 8000 | 1 | 96.8 | 35.1 | 37.8 | 90.9 | 35.5 |
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| 0 | 11.4 | 13.4 | -0.1 | 30.7 | 0.6 |
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| 7750 | 1 | 115.2 | 23.3 | 40.1 | 70 | 37.7 |
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| 0 | 16 | 8.4 | -0.3 | 25.3 | 1 |
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| 7500 | 1 | 133.9 | 16.2 | 42.8 | 52.3 | 39.5 |
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| 0 | 20.7 | 5.7 | -0.3 | 17.2 | 0.5 |
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| 7250 | 1 | 153.1 | 10.3 | 44.8 | 0 | 0 |
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| 0 | 25.4 | 3.4 | -0.4 | 0 | 0 |
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| 7000 | 1 | 172.8 | 7.2 | 47.6 | 29.5 | 43.4 |
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| 0 | 30.3 | 2.4 | -0.2 | 9.4 | 0.4 |
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