2010/8/16(Mon) OP
| P/C | 1 | 0.3 | 0.7 | 1.4 | 1.6 | 1.2 | 1 | 1.1 | 1.2 | 1 |
| 先物 | 9177.5 | -85 | 9262.5 | 9277.5 | 9537.5 | 9552.5 | 9652.5 | 9625 | 9490 | 9672.5 |
| 基準 | 26.3 | 0.3 | 26 | 27.5 | 25.8 | 25.2 | 23.4 | 23.3 | 24.8 | 23.3 |
| 期近 | 26.4 | 0.4 | 26 | 35 | 32.3 | 28.2 | 23.1 | 23 | 25.6 | 23.6 |
| 期先1 | 25.5 | 0.2 | 25.3 | 27.1 | 25.2 | 24.7 | 23.5 | 23.4 | 24.5 | 23.1 |
| 期先2 | 25.3 | 0.1 | 25.2 | 25.7 | 24 | 23.6 | 23.3 | 23.5 | 23.8 | 22.7 |
| 当/先 | 1 | 0 | 1 | 1.3 | 1.3 | 1.1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1.1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 24 | 52 | 87 |
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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 | 9180 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 |
| 9.6 | 15.2 | 25.1 | 40.4 | 66.9 | 111 | 180.5 | 284.9 | 495.1 | 210.2 | 111.5 | 52.6 | 23 | 8.6 | 3.1 |
| -2 | -2.1 | -1.8 | -1.6 | 1.2 | 6.1 | 15 | 29.1 | -32 | -61.1 | -42 | -25.7 | -12.2 | -6.8 | -2.9 |
| 41 | 38.4 | 36.2 | 33.7 | 31.5 | 29.6 | 27.8 | 26 | 25.9 | 25.8 | 24.8 | 24.2 | 24.1 | 23.8 | 23.9 |
| -0.5 | -0.4 | -0.3 | -0.4 | -0.2 | -0.2 | -0.1 | 0.1 | -0.2 | -0.4 | 0 | 0.2 | 0.7 | 0.3 | 0.5 |
| -0.03 | -0.04 | -0.06 | -0.1 | -0.16 | -0.25 | -0.38 | -0.53 |
| 0.47 | 0.31 | 0.17 | 0.09 | 0.04 | 0.02 |
| 0.006 | 0.009 | 0.015 | 0.022 | 0.033 | 0.046 | 0.058 | 0.064 |
| 0.065 | 0.06 | 0.045 | 0.028 | 0.015 | 0.007 |
| 1.39 | 2.04 | 2.99 | 4.24 | 5.84 | 7.59 | 9.02 | 9.43 |
| 9.42 | 8.32 | 6.11 | 3.82 | 1.99 | 0.94 |
| -1.17 | -1.61 | -2.22 | -2.93 | -3.78 | -4.61 | -5.13 | -5.03 |
| -4.99 | -4.25 | -3.04 | -1.89 | -0.97 | -0.46 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9110 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 41.5 | 56.7 | 79.2 | 110 | 155.2 | 219.4 | 304.5 | 417.4 | 699.3 | 281.9 | 175.4 | 103.3 | 55.5 | 27.9 | 12.9 |
| -1.8 | -2.3 | -1.1 | -0.3 | 4.4 | 11.1 | 19.8 | 30.1 | -29.5 | -59.6 | -48.5 | -33.2 | -22.3 | -13.5 | -7.5 |
| 37.6 | 35.6 | 33.8 | 32 | 30.6 | 29.4 | 28.2 | 27.4 | 24.4 | 22.7 | 22 | 21.6 | 21.1 | 20.8 | 20.5 |
| -0.6 | -0.7 | -0.7 | -0.7 | -0.5 | -0.4 | -0.2 | -0.1 | -0.4 | -0.5 | -0.6 | -0.3 | -0.3 | -0.2 | -0.1 |
| -0.07 | -0.09 | -0.13 | -0.17 | -0.24 | -0.31 | -0.41 | -0.51 |
| 0.48 | 0.35 | 0.24 | 0.15 | 0.09 | 0.05 |
| 0.01 | 0.013 | 0.018 | 0.023 | 0.029 | 0.035 | 0.04 | 0.042 |
| 0.05 | 0.049 | 0.042 | 0.032 | 0.022 | 0.013 |
| 4.57 | 5.78 | 7.26 | 8.92 | 10.69 | 12.32 | 13.48 | 13.86 |
| 13.85 | 12.94 | 10.87 | 8.14 | 5.48 | 3.32 |
| -1.64 | -1.96 | -2.34 | -2.72 | -3.11 | -3.45 | -3.62 | -3.61 |
| -3.02 | -2.72 | -2.24 | -1.64 | -1.09 | -0.65 |
| 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 9120 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 86 | 111.3 | 145.9 | 186.3 | 242.7 | 313.6 | 402.8 | 513.8 | 896.3 | 382.5 | 267.4 | 180.9 | 115.9 | 69.9 | 40.7 |
| 0.4 | 0.6 | 4.9 | 5.5 | 9 | 14.2 | 21.3 | 31.2 | -31.4 | -62.6 | -51.8 | -39.2 | -28.4 | -21.6 | -13.2 |
| 35.4 | 33.9 | 32.5 | 31 | 29.7 | 28.6 | 27.5 | 26.6 | 24.4 | 23.2 | 22.4 | 21.9 | 21.3 | 20.8 | 20.5 |
| -0.4 | -0.5 | -0.3 | -0.4 | -0.4 | -0.4 | -0.3 | -0.1 | -0.5 | -0.7 | -0.5 | -0.3 | -0.2 | -0.3 | -0.1 |
| -0.11 | -0.13 | -0.17 | -0.22 | -0.27 | -0.34 | -0.42 | -0.5 |
| 0.5 | 0.4 | 0.3 | 0.22 | 0.15 | 0.1 |
| 0.011 | 0.014 | 0.017 | 0.021 | 0.025 | 0.029 | 0.032 | 0.033 |
| 0.038 | 0.038 | 0.036 | 0.031 | 0.025 | 0.019 |
| 8.16 | 9.73 | 11.48 | 13.21 | 14.95 | 16.45 | 17.51 | 17.91 |
| 17.91 | 17.32 | 15.73 | 13.34 | 10.51 | 7.76 |
| -1.65 | -1.88 | -2.13 | -2.33 | -2.54 | -2.68 | -2.74 | -2.71 |
| -2.39 | -2.23 | -1.97 | -1.63 | -1.25 | -0.91 |
| 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 |
| 20.1 | 7 | 20.8 | 1.2 | 29.8 | 1 | 11250 |
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| -0.3 | -3.9 | -0.1 | -1.1 | 2.8 | 0 |
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| 20.2 | 13.2 | 20.8 | 3 | 26.9 | 1 | 11000 |
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| 0 | -5.1 | 0.3 | -1.6 | 2.5 | -0.1 |
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| 20.5 | 24.5 | 20.5 | 6 | 24.9 | 1.5 | 10750 |
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| 0 | -8.2 | -0.1 | -4 | 1.5 | -0.7 |
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| 20.5 | 40.7 | 20.5 | 12.9 | 23.9 | 3.1 | 10500 |
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| -0.1 | -13.2 | -0.1 | -7.5 | 0.5 | -2.9 |
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| 20.8 | 69.9 | 20.8 | 27.9 | 23.8 | 8.6 | 10250 |
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| -0.3 | -21.6 | -0.2 | -13.5 | 0.3 | -6.8 |
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| 21.3 | 115.9 | 21.1 | 55.5 | 24.1 | 23 | 10000 |
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| -0.2 | -28.4 | -0.3 | -22.3 | 0.7 | -12.2 |
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| 21.9 | 180.9 | 21.6 | 103.3 | 24.2 | 52.6 | 9750 | 631 | 25.3 | 737.3 | 27 | 815 | 25.8 |
| -0.3 | -39.2 | -0.3 | -33.2 | 0.2 | -25.7 | 69.4 | 1.7 | 61.7 | 1 | 26.7 | -1.2 |
| 22.4 | 267.4 | 22 | 175.4 | 24.8 | 111.5 | 9500 | 437.8 | 25.3 | 561 | 26.9 | 652.5 | 26.1 |
| -0.5 | -51.8 | -0.6 | -48.5 | 0 | -42 | 51.6 | 0.9 | 47.8 | 0.5 | 50 | 0.5 |
| 23.2 | 382.5 | 22.7 | 281.9 | 25.8 | 210.2 | 9250 | 284.9 | 26 | 417.4 | 27.4 | 513.8 | 26.6 |
| -0.7 | -62.6 | -0.5 | -59.6 | -0.4 | -61.1 | 29.1 | 0.1 | 30.1 | -0.1 | 31.2 | -0.1 |
| 24.4 | 527.5 | 23.4 | 418.8 | 26.9 | 350.8 | 9000 | 180.5 | 27.8 | 304.5 | 28.2 | 402.8 | 27.5 |
| -0.7 | -70 | -0.9 | -73.7 | -1.3 | -81.2 | 15 | -0.1 | 19.8 | -0.2 | 21.3 | -0.3 |
| 25.2 | 687.5 | 24 | 582.7 | 28.8 | 532.7 | 8750 | 111 | 29.6 | 219.4 | 29.4 | 313.6 | 28.6 |
| -0.6 | -75 | -1.1 | -82.4 | -1.4 | -88.4 | 6.1 | -0.2 | 11.1 | -0.4 | 14.2 | -0.4 |
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| 8500 | 66.9 | 31.5 | 155.2 | 30.6 | 242.7 | 29.7 |
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| 1.2 | -0.2 | 4.4 | -0.5 | 9 | -0.4 |
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| 8250 | 40.4 | 33.7 | 110 | 32 | 186.3 | 31 |
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| -1.6 | -0.4 | -0.3 | -0.7 | 5.5 | -0.4 |
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| 8000 | 25.1 | 36.2 | 79.2 | 33.8 | 145.9 | 32.5 |
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| -1.8 | -0.3 | -1.1 | -0.7 | 4.9 | -0.3 |
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| 7750 | 15.2 | 38.4 | 56.7 | 35.6 | 111.3 | 33.9 |
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| -2.1 | -0.4 | -2.3 | -0.7 | 0.6 | -0.5 |
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| 7500 | 9.6 | 41 | 41.5 | 37.6 | 86 | 35.4 |
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| -2 | -0.5 | -1.8 | -0.6 | 0.4 | -0.4 |
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| 7250 | 6 | 43.6 | 30.1 | 39.6 | 66.9 | 37.1 |
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| -1.5 | -0.3 | -2.2 | -0.6 | -0.5 | -0.5 |
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| 7000 | 3.7 | 46 | 23 | 42 | 51.7 | 38.7 |
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| -1.2 | -0.3 | -1.2 | -0.3 | -1.3 | -0.5 |
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