2010/8/13(Fri) OP
| P/C | 0.7 | -0.7 | 1.4 | 1.6 | 1.2 | 1 | 1.1 | 1.2 | 1 | 0.8 |
| 先物 | 9262.5 | -15 | 9277.5 | 9537.5 | 9552.5 | 9652.5 | 9625 | 9490 | 9672.5 | 9557.5 |
| 基準 | 26 | -1.5 | 27.5 | 25.8 | 25.2 | 23.4 | 23.3 | 24.8 | 23.3 | 24.1 |
| 期近 | 26 | -9 | 35 | 32.3 | 28.2 | 23.1 | 23 | 25.6 | 23.6 | 24.4 |
| 期先1 | 25.3 | -1.8 | 27.1 | 25.2 | 24.7 | 23.5 | 23.4 | 24.5 | 23.1 | 23.9 |
| 期先2 | 25.2 | -0.5 | 25.7 | 24 | 23.6 | 23.3 | 23.5 | 23.8 | 22.7 | 23.3 |
| 当/先 | 1 | -0.3 | 1.3 | 1.3 | 1.1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1.1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 27 | 55 | 90 |
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| 7500 | 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9250 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 |
| 9P750 | 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9270 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 |
| 11.6 | 17.3 | 26.9 | 42.1 | 65.7 | 104.9 | 165.5 | 255.8 | 527.1 | 271.3 | 153.6 | 78.3 | 35.2 | 15.4 | 6.1 |
| 10.6 | 16.3 | 25.9 | 41.1 | 64.6 | 101.7 | 151.7 | 194.8 | 367.9 | 173.1 | 136.8 | 74.1 | 34.2 | 14.4 | 5.1 |
| 41.5 | 38.8 | 36.4 | 34.1 | 31.8 | 29.8 | 27.8 | 26 | 26.1 | 26.2 | 24.9 | 24.1 | 23.5 | 23.5 | 23.4 |
| -92.5 | -76.4 | -60.4 | -44.5 | -29.6 | -21.1 | -14.3 | -6.8 | -8.8 | -10.9 | -12.7 | -22.2 | -29 | -43.8 | -57.9 |
| -0.03 | -0.04 | -0.06 | -0.1 | -0.15 | -0.23 | -0.34 | -0.48 |
| 0.52 | 0.37 | 0.23 | 0.12 | 0.06 | 0.03 |
| 0.006 | 0.009 | 0.014 | 0.02 | 0.029 | 0.04 | 0.052 | 0.061 |
| 0.06 | 0.06 | 0.05 | 0.034 | 0.02 | 0.011 |
| 1.62 | 2.26 | 3.19 | 4.42 | 5.94 | 7.69 | 9.28 | 10.1 |
| 10.1 | 9.56 | 7.67 | 5.16 | 3.07 | 1.59 |
| -1.22 | -1.6 | -2.12 | -2.75 | -3.44 | -4.18 | -4.71 | -4.78 |
| -4.85 | -4.35 | -3.38 | -2.22 | -1.32 | -0.68 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9200 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 43.3 | 58.9 | 80.3 | 110.3 | 150.8 | 208.3 | 284.7 | 387.3 | 728.8 | 341.5 | 223.8 | 136.5 | 77.9 | 41.4 | 20.4 |
| 27.1 | 35.6 | 45.2 | 57.8 | 71.6 | 88.5 | 104.1 | 116.3 | 157.3 | 41 | 44.8 | 39.8 | 28.6 | 18.4 | 10.3 |
| 38.2 | 36.3 | 34.5 | 32.8 | 31.1 | 29.7 | 28.4 | 27.4 | 25.5 | 23.3 | 22.5 | 21.9 | 21.4 | 21 | 20.7 |
| -4.6 | -3.8 | -3.3 | -2.7 | -2.1 | -1.3 | -0.5 | 0.2 | -1.8 | -4 | -3.4 | -3.1 | -3.3 | -3.5 | -3.8 |
| -0.07 | -0.09 | -0.12 | -0.17 | -0.22 | -0.29 | -0.38 | -0.47 |
| 0.52 | 0.4 | 0.29 | 0.19 | 0.12 | 0.06 |
| 0.009 | 0.013 | 0.016 | 0.021 | 0.026 | 0.032 | 0.037 | 0.04 |
| 0.047 | 0.048 | 0.043 | 0.035 | 0.026 | 0.017 |
| 4.71 | 5.92 | 7.35 | 8.97 | 10.69 | 12.37 | 13.69 | 14.36 |
| 14.36 | 13.97 | 12.32 | 9.8 | 7.04 | 4.56 |
| -1.62 | -1.94 | -2.28 | -2.65 | -3 | -3.31 | -3.5 | -3.54 |
| -3.03 | -2.85 | -2.44 | -1.9 | -1.34 | -0.85 |
| 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 9210 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 85.6 | 110.7 | 141 | 180.8 | 233.7 | 299.4 | 381.6 | 482.6 | 927.7 | 445.1 | 319.3 | 220.1 | 144.3 | 91.4 | 53.9 |
| 33.3 | 40.7 | 50.1 | 59.8 | 69.5 | 78.9 | 85.7 | 88.7 | 170.3 | 81.6 | 76 | 69.4 | 55.4 | 43.6 | 29.3 |
| 35.8 | 34.4 | 32.8 | 31.4 | 30.1 | 28.9 | 27.8 | 26.7 | 25.3 | 23.8 | 22.9 | 22.2 | 21.6 | 21.1 | 20.6 |
| -3.7 | -3.3 | -2.7 | -2.3 | -1.9 | -1.6 | -1.4 | -1.2 | -0.6 | 0 | -0.1 | -0.1 | -0.3 | -0.1 | -0.4 |
| -0.1 | -0.13 | -0.16 | -0.21 | -0.26 | -0.32 | -0.39 | -0.47 |
| 0.53 | 0.44 | 0.34 | 0.26 | 0.18 | 0.12 |
| 0.011 | 0.013 | 0.016 | 0.02 | 0.023 | 0.027 | 0.03 | 0.032 |
| 0.036 | 0.037 | 0.036 | 0.032 | 0.027 | 0.021 |
| 8.16 | 9.72 | 11.37 | 13.13 | 14.89 | 16.47 | 17.68 | 18.33 |
| 18.34 | 18.14 | 16.92 | 14.8 | 12.15 | 9.25 |
| -1.61 | -1.84 | -2.06 | -2.27 | -2.48 | -2.63 | -2.71 | -2.69 |
| -2.43 | -2.31 | -2.09 | -1.77 | -1.42 | -1.06 |
| 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 |
| 20.4 | 10.9 | 20.9 | 2.3 | 27 | 1 | 11250 |
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| -1 | 7.5 | -5 | 1.3 | -93.1 | 0 |
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| 20.2 | 18.3 | 20.5 | 4.6 | 24.4 | 1.1 | 11000 |
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| -0.6 | 12.2 | -5.1 | 2.2 | -83.2 | 0.1 |
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| 20.5 | 32.6 | 20.6 | 10 | 23.4 | 2.2 | 10750 |
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| -0.3 | 20.6 | -4.3 | 5.2 | -71.3 | 1.2 |
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| 20.6 | 53.9 | 20.7 | 20.4 | 23.4 | 6.1 | 10500 |
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| -0.4 | 29.3 | -3.8 | 10.3 | -57.9 | 5.1 |
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| 21.1 | 91.4 | 21 | 41.4 | 23.5 | 15.4 | 10250 |
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| -0.1 | 43.6 | -3.5 | 18.4 | -43.8 | 14.4 |
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| 21.6 | 144.3 | 21.4 | 77.9 | 23.5 | 35.2 | 10000 |
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| -0.3 | 55.4 | -3.3 | 28.6 | -29 | 34.2 |
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| 22.2 | 220.1 | 21.9 | 136.5 | 24.1 | 78.3 | 9750 | 561.6 | 23.6 | 675.7 | 26.1 | 788.3 | 27 |
| -0.1 | 69.4 | -3.1 | 39.8 | -22.2 | 74.1 | 96.6 | 23.6 | 113.9 | 1.8 | 112.9 | 0.7 |
| 22.9 | 319.3 | 22.5 | 223.8 | 24.9 | 153.6 | 9500 | 386.3 | 24.4 | 513.2 | 26.3 | 602.5 | 25.6 |
| -0.1 | 76 | -3.4 | 44.8 | -12.7 | 136.8 | 157.2 | -4.2 | 116.8 | 0.8 | 83.4 | -1.3 |
| 23.8 | 445.1 | 23.3 | 341.5 | 26.2 | 271.3 | 9250 | 255.8 | 26 | 387.3 | 27.4 | 482.6 | 26.7 |
| 0 | 81.6 | -4 | 41 | -10.9 | 173.1 | 194.8 | -6.8 | 116.3 | 0.2 | 88.7 | -1.2 |
| 25 | 597.5 | 24.3 | 492.4 | 28.2 | 432 | 9000 | 165.5 | 27.8 | 284.7 | 28.4 | 381.6 | 27.8 |
| 0 | 80 | -5 | 30.2 | -23.3 | 129 | 151.7 | -14.3 | 104.1 | -0.5 | 85.7 | -1.4 |
| 25.8 | 762.5 | 25 | 665.1 | 30.2 | 621.1 | 8750 | 104.9 | 29.8 | 208.3 | 29.7 | 299.4 | 28.9 |
| 0 | 72.5 | -6.4 | 13.5 | -41.9 | 76.6 | 101.7 | -21.1 | 88.5 | -1.3 | 78.9 | -1.6 |
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| 8500 | 65.7 | 31.8 | 150.8 | 31.1 | 233.7 | 30.1 |
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| 64.6 | -29.6 | 71.6 | -2.1 | 69.5 | -1.9 |
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| 8250 | 42.1 | 34.1 | 110.3 | 32.8 | 180.8 | 31.4 |
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| 41.1 | -44.5 | 57.8 | -2.7 | 59.8 | -2.3 |
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| 8000 | 26.9 | 36.4 | 80.3 | 34.5 | 141 | 32.8 |
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| 25.9 | -60.4 | 45.2 | -3.3 | 50.1 | -2.7 |
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| 7750 | 17.3 | 38.8 | 58.9 | 36.3 | 110.7 | 34.4 |
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| 16.3 | -76.4 | 35.6 | -3.8 | 40.7 | -3.3 |
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| 7500 | 11.6 | 41.5 | 43.3 | 38.2 | 85.6 | 35.8 |
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| 10.6 | -92.5 | 27.1 | -4.6 | 33.3 | -3.7 |
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| 7250 | 7.5 | 43.9 | 32.2 | 40.2 | 67.4 | 37.5 |
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| 6.5 | -109.3 | 21.9 | -4.6 | 67.4 | 37.5 |
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| 7000 | 4.9 | 46.4 | 24.1 | 42.3 | 53 | 39.2 |
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| 3.9 | -126.5 | 16.9 | -5.3 | 23.6 | -4.2 |
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