2010/8/17(Tue) OP
| P/C | 0.6 | -0.4 | 1 | 0.7 | 1.4 | 1.6 | 1.2 | 1 | 1.1 | 1.2 |
| 先物 | 9162.5 | -15 | 9177.5 | 9262.5 | 9277.5 | 9537.5 | 9552.5 | 9652.5 | 9625 | 9490 |
| 基準 | 25.8 | -0.4 | 26.3 | 26 | 27.5 | 25.8 | 25.2 | 23.4 | 23.3 | 24.8 |
| 期近 | 26 | -0.4 | 26.4 | 26 | 35 | 32.3 | 28.2 | 23.1 | 23 | 25.6 |
| 期先1 | 25.1 | -0.4 | 25.5 | 25.3 | 27.1 | 25.2 | 24.7 | 23.5 | 23.4 | 24.5 |
| 期先2 | 24.9 | -0.4 | 25.3 | 25.2 | 25.7 | 24 | 23.6 | 23.3 | 23.5 | 23.8 |
| 当/先 | 1 | 0 | 1 | 1 | 1.3 | 1.3 | 1.1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1.1 | 1 | 1 | 1 | 1 | 1 |
| 23 | 51 | 86 |
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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 | 9160 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 |
| 8.1 | 13.3 | 22 | 36 | 62.2 | 104.7 | 175 | 280.9 | 476.7 | 195.8 | 99.8 | 45 | 18.2 | 6.7 | 2.6 |
| -1.5 | -1.9 | -3 | -4.5 | -4.7 | -6.2 | -5.5 | -4 | -18.4 | -14.4 | -11.7 | -7.6 | -4.8 | -1.9 | -0.6 |
| 40.4 | 38 | 35.5 | 33 | 31 | 28.9 | 27.1 | 25.3 | 25.4 | 25.5 | 24.4 | 23.9 | 23.6 | 23.6 | 24 |
| -0.6 | -0.5 | -0.6 | -0.8 | -0.6 | -0.7 | -0.7 | -0.8 | -0.4 | -0.3 | -0.4 | -0.4 | -0.5 | -0.2 | 0.1 |
| -0.02 | -0.04 | -0.06 | -0.1 | -0.16 | -0.25 | -0.38 | -0.55 |
| 0.45 | 0.29 | 0.16 | 0.08 | 0.03 | 0.01 |
| 0.006 | 0.009 | 0.014 | 0.022 | 0.034 | 0.048 | 0.061 | 0.068 |
| 0.067 | 0.06 | 0.044 | 0.026 | 0.013 | 0.006 |
| 1.23 | 1.86 | 2.76 | 3.97 | 5.62 | 7.4 | 8.85 | 9.19 |
| 9.19 | 7.94 | 5.62 | 3.31 | 1.67 | 0.8 |
| -1.06 | -1.51 | -2.1 | -2.8 | -3.72 | -4.57 | -5.12 | -4.96 |
| -5.02 | -4.16 | -2.87 | -1.67 | -0.84 | -0.41 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9110 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 38.8 | 53.6 | 75 | 105.1 | 150 | 213.7 | 299.9 | 410.6 | 676.9 | 266.3 | 163.9 | 93.7 | 48.8 | 23.9 | 10.6 |
| -2.7 | -3.1 | -4.2 | -4.9 | -5.2 | -5.6 | -4.5 | -6.8 | -22.4 | -15.6 | -11.5 | -9.6 | -6.7 | -3.9 | -2.4 |
| 37.1 | 35.1 | 33.3 | 31.5 | 30 | 28.8 | 27.7 | 26.6 | 23.7 | 22.3 | 21.7 | 21.2 | 20.7 | 20.5 | 20.2 |
| -0.5 | -0.4 | -0.5 | -0.5 | -0.5 | -0.6 | -0.5 | -0.8 | -0.5 | -0.4 | -0.3 | -0.4 | -0.4 | -0.3 | -0.4 |
| -0.07 | -0.09 | -0.12 | -0.17 | -0.23 | -0.32 | -0.41 | -0.52 |
| 0.47 | 0.34 | 0.23 | 0.14 | 0.08 | 0.04 |
| 0.01 | 0.014 | 0.018 | 0.024 | 0.03 | 0.036 | 0.041 | 0.044 |
| 0.052 | 0.049 | 0.042 | 0.031 | 0.021 | 0.012 |
| 4.4 | 5.61 | 7.08 | 8.75 | 10.55 | 12.21 | 13.37 | 13.7 |
| 13.68 | 12.65 | 10.43 | 7.62 | 5 | 2.9 |
| -1.59 | -1.91 | -2.29 | -2.68 | -3.08 | -3.42 | -3.59 | -3.53 |
| -2.98 | -2.68 | -2.16 | -1.54 | -1 | -0.57 |
| 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 9110 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 81.2 | 105.4 | 138.9 | 179.8 | 234.7 | 306.7 | 395.4 | 504.8 | 870.3 | 365.5 | 252.4 | 167.5 | 105 | 62.2 | 35.2 |
| -4.8 | -5.9 | -7 | -6.5 | -8.1 | -6.9 | -7.4 | -9.1 | -26.1 | -17 | -15.1 | -13.3 | -10.9 | -7.7 | -5.5 |
| 34.8 | 33.2 | 31.9 | 30.4 | 29.1 | 28 | 26.9 | 25.8 | 23.8 | 22.8 | 22 | 21.4 | 20.9 | 20.4 | 20 |
| -0.6 | -0.6 | -0.7 | -0.6 | -0.6 | -0.6 | -0.6 | -0.8 | -0.5 | -0.4 | -0.4 | -0.4 | -0.5 | -0.4 | -0.4 |
| -0.1 | -0.13 | -0.17 | -0.22 | -0.27 | -0.34 | -0.42 | -0.5 |
| 0.49 | 0.39 | 0.29 | 0.21 | 0.14 | 0.09 |
| 0.012 | 0.014 | 0.018 | 0.022 | 0.026 | 0.029 | 0.033 | 0.035 |
| 0.039 | 0.039 | 0.036 | 0.031 | 0.025 | 0.018 |
| 7.95 | 9.52 | 11.28 | 13.06 | 14.83 | 16.36 | 17.41 | 17.78 |
| 17.77 | 17.08 | 15.35 | 12.82 | 9.93 | 7.17 |
| -1.6 | -1.83 | -2.08 | -2.29 | -2.49 | -2.64 | -2.7 | -2.64 |
| -2.35 | -2.18 | -1.91 | -1.55 | -1.17 | -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 |
| 19.6 | 5.4 | 20.7 | 1 | 30.7 | 1 | 11250 |
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| -0.5 | -1.6 | -0.1 | -0.2 | 0.8 | 0 |
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| 19.6 | 10.1 | 19.8 | 1.7 | 27.7 | 1 | 11000 |
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| -0.7 | -3.1 | -1 | -1.3 | 0.8 | 0 |
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| 19.9 | 20 | 19.7 | 4 | 24.9 | 1.1 | 10750 |
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| -0.6 | -4.5 | -0.8 | -1.9 | 0 | -0.3 |
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| 20 | 35.2 | 20.2 | 10.6 | 24 | 2.6 | 10500 |
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| -0.4 | -5.5 | -0.4 | -2.4 | 0.1 | -0.6 |
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| 20.4 | 62.2 | 20.5 | 23.9 | 23.6 | 6.7 | 10250 |
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| -0.4 | -7.7 | -0.3 | -3.9 | -0.2 | -1.9 |
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| 20.9 | 105 | 20.7 | 48.8 | 23.6 | 18.2 | 10000 |
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| -0.5 | -10.9 | -0.4 | -6.7 | -0.5 | -4.8 |
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| 21.4 | 167.5 | 21.2 | 93.7 | 23.9 | 45 | 9750 | 632.3 | 23.9 | 737.4 | 26.4 | 802.7 | 24.6 |
| -0.4 | -13.3 | -0.4 | -9.6 | -0.4 | -7.6 | 1.3 | -1.3 | 0.1 | -0.6 | -12.3 | -1.2 |
| 22 | 252.4 | 21.7 | 163.9 | 24.4 | 99.8 | 9500 | 435.7 | 24.3 | 562 | 26.5 | 640 | 25 |
| -0.4 | -15.1 | -0.3 | -11.5 | -0.4 | -11.7 | -2.1 | -1 | 1 | -0.4 | -12.5 | -1.1 |
| 22.8 | 365.5 | 22.3 | 266.3 | 25.5 | 195.8 | 9250 | 280.9 | 25.3 | 410.6 | 26.6 | 504.8 | 25.8 |
| -0.4 | -17 | -0.4 | -15.6 | -0.3 | -14.4 | -4 | -0.8 | -6.8 | -0.8 | -9.1 | -0.8 |
| 23.6 | 502.9 | 23.3 | 404.9 | 27 | 337.4 | 9000 | 175 | 27.1 | 299.9 | 27.7 | 395.4 | 26.9 |
| -0.8 | -24.6 | -0.1 | -13.9 | 0.1 | -13.4 | -5.5 | -0.7 | -4.5 | -0.5 | -7.4 | -0.6 |
| 24.3 | 661.7 | 23.8 | 567.2 | 28.9 | 517.6 | 8750 | 104.7 | 28.9 | 213.7 | 28.8 | 306.7 | 28 |
| -0.8 | -25.8 | -0.2 | -15.5 | 0.1 | -15.1 | -6.2 | -0.7 | -5.6 | -0.6 | -6.9 | -0.6 |
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| 8500 | 62.2 | 31 | 150 | 30 | 234.7 | 29.1 |
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| -4.7 | -0.6 | -5.2 | -0.5 | -8.1 | -0.6 |
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| 8250 | 36 | 33 | 105.1 | 31.5 | 179.8 | 30.4 |
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| -4.5 | -0.8 | -4.9 | -0.5 | -6.5 | -0.6 |
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| 8000 | 22 | 35.5 | 75 | 33.3 | 138.9 | 31.9 |
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| -3 | -0.6 | -4.2 | -0.5 | -7 | -0.7 |
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| 7750 | 13.3 | 38 | 53.6 | 35.1 | 105.4 | 33.2 |
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| -1.9 | -0.5 | -3.1 | -0.4 | -5.9 | -0.6 |
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| 7500 | 8.1 | 40.4 | 38.8 | 37.1 | 81.2 | 34.8 |
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| -1.5 | -0.6 | -2.7 | -0.5 | -4.8 | -0.6 |
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| 7250 | 5.2 | 43.3 | 27.5 | 39 | 63.3 | 36.6 |
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| -0.8 | -0.3 | -2.6 | -0.6 | -3.6 | -0.5 |
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| 7000 | 3 | 45.5 | 20 | 41.1 | 49.4 | 38.3 |
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| -0.7 | -0.5 | -2.9 | -0.9 | -2.3 | -0.4 |
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