2010/8/18(Wed) OP
| P/C | 0.7 | 0.1 | 0.6 | 1 | 0.7 | 1.4 | 1.6 | 1.2 | 1 | 1.1 |
| 先物 | 9237.5 | 75 | 9162.5 | 9177.5 | 9262.5 | 9277.5 | 9537.5 | 9552.5 | 9652.5 | 9625 |
| 基準 | 24.5 | -1.3 | 25.8 | 26.3 | 26 | 27.5 | 25.8 | 25.2 | 23.4 | 23.3 |
| 期近 | 24.7 | -1.3 | 26 | 26.4 | 26 | 35 | 32.3 | 28.2 | 23.1 | 23 |
| 期先1 | 23.9 | -1.2 | 25.1 | 25.5 | 25.3 | 27.1 | 25.2 | 24.7 | 23.5 | 23.4 |
| 期先2 | 23.9 | -1 | 24.9 | 25.3 | 25.2 | 25.7 | 24 | 23.6 | 23.3 | 23.5 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1.3 | 1.3 | 1.1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1.1 | 1 | 1 | 1 | 1 |
| 22 | 50 | 85 |
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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 | 9240 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 |
| 5.9 | 9.4 | 15.8 | 25.4 | 45.3 | 79.9 | 137.3 | 230.3 | 448.5 | 218.3 | 110.8 | 47.9 | 18.9 | 6.6 | 2.3 |
| -2.2 | -3.9 | -6.3 | -10.5 | -16.9 | -24.8 | -37.7 | -50.6 | -28.1 | 22.5 | 11 | 2.9 | 0.7 | -0.1 | -0.3 |
| 40.7 | 37.9 | 35.4 | 32.5 | 30.4 | 28.4 | 26.4 | 24.6 | 24.6 | 24.6 | 23.5 | 22.7 | 22.6 | 22.5 | 22.9 |
| 0.2 | -0.1 | -0.2 | -0.4 | -0.5 | -0.4 | -0.7 | -0.7 | -0.8 | -0.9 | -1 | -1.2 | -1 | -1 | -1.1 |
| -0.02 | -0.03 | -0.05 | -0.07 | -0.13 | -0.21 | -0.33 | -0.5 |
| 0.5 | 0.33 | 0.18 | 0.08 | 0.03 | 0.01 |
| 0.005 | 0.007 | 0.012 | 0.019 | 0.03 | 0.044 | 0.06 | 0.071 |
| 0.071 | 0.067 | 0.05 | 0.029 | 0.014 | 0.006 |
| 0.96 | 1.44 | 2.2 | 3.21 | 4.75 | 6.59 | 8.31 | 9.12 |
| 9.12 | 8.24 | 5.91 | 3.47 | 1.69 | 0.76 |
| -0.88 | -1.22 | -1.74 | -2.33 | -3.23 | -4.18 | -4.89 | -5 |
| -5.02 | -4.33 | -3 | -1.75 | -0.85 | -0.39 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9180 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 30.8 | 44.1 | 60.8 | 86.9 | 124.5 | 178.8 | 255.1 | 361.3 | 652.5 | 291.3 | 180 | 102.1 | 53.8 | 25.4 | 11.9 |
| -7.9 | -9.5 | -14.2 | -18.2 | -25.5 | -34.9 | -44.8 | -49.3 | -24.3 | 25 | 16.1 | 8.4 | 5 | 1.4 | 1.3 |
| 36.6 | 34.9 | 32.8 | 31.1 | 29.5 | 28 | 26.8 | 26 | 23.7 | 21.7 | 21.1 | 20.5 | 20.2 | 19.8 | 19.8 |
| -0.5 | -0.3 | -0.5 | -0.4 | -0.6 | -0.8 | -0.9 | -0.6 | -0.6 | -0.6 | -0.6 | -0.7 | -0.6 | -0.7 | -0.4 |
| -0.05 | -0.08 | -0.11 | -0.15 | -0.21 | -0.28 | -0.38 | -0.49 |
| 0.51 | 0.38 | 0.25 | 0.15 | 0.08 | 0.04 |
| 0.009 | 0.012 | 0.016 | 0.022 | 0.028 | 0.035 | 0.041 | 0.045 |
| 0.054 | 0.052 | 0.045 | 0.034 | 0.023 | 0.014 |
| 3.81 | 4.99 | 6.32 | 7.98 | 9.81 | 11.61 | 13.04 | 13.68 |
| 13.68 | 13.02 | 10.95 | 8.14 | 5.3 | 3.19 |
| -1.38 | -1.72 | -2.05 | -2.46 | -2.86 | -3.22 | -3.46 | -3.51 |
| -2.96 | -2.73 | -2.23 | -1.63 | -1.04 | -0.63 |
| 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 9180 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 69.9 | 90.2 | 120.5 | 156.2 | 205.9 | 270.7 | 353.8 | 458.1 | 848.4 | 390.3 | 269.9 | 177 | 110.6 | 65 | 36.1 |
| -11.3 | -15.3 | -18.4 | -23.6 | -28.8 | -36.1 | -41.7 | -46.7 | -21.8 | 24.9 | 17.6 | 9.4 | 5.6 | 2.9 | 0.8 |
| 34.5 | 32.8 | 31.5 | 29.9 | 28.6 | 27.5 | 26.4 | 25.4 | 23.7 | 22.2 | 21.4 | 20.7 | 20.2 | 19.7 | 19.3 |
| -0.3 | -0.5 | -0.4 | -0.5 | -0.5 | -0.5 | -0.5 | -0.4 | -0.5 | -0.6 | -0.6 | -0.7 | -0.7 | -0.7 | -0.7 |
| -0.09 | -0.12 | -0.15 | -0.2 | -0.25 | -0.32 | -0.39 | -0.48 |
| 0.52 | 0.41 | 0.31 | 0.22 | 0.15 | 0.09 |
| 0.011 | 0.013 | 0.017 | 0.021 | 0.025 | 0.029 | 0.033 | 0.035 |
| 0.04 | 0.041 | 0.038 | 0.033 | 0.026 | 0.019 |
| 7.32 | 8.8 | 10.57 | 12.36 | 14.22 | 15.91 | 17.19 | 17.8 |
| 17.81 | 17.41 | 15.83 | 13.33 | 10.37 | 7.43 |
| -1.47 | -1.69 | -1.95 | -2.16 | -2.38 | -2.55 | -2.65 | -2.64 |
| -2.33 | -2.19 | -1.92 | -1.58 | -1.2 | -0.84 |
| 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 |
| 19.1 | 5.5 | 20.1 | 1 | 30.2 | 1 | 11250 |
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| -0.5 | 0.1 | -0.5 | 0 | -0.5 | 0 |
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| 18.9 | 10.1 | 19.7 | 2.1 | 27.2 | 1 | 11000 |
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| -0.6 | 0 | -0.1 | 0.4 | -0.5 | 0 |
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| 19.1 | 19.6 | 19.6 | 5 | 24 | 1 | 10750 |
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| -0.8 | -0.3 | -0.1 | 0.9 | -1 | -0.1 |
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| 19.3 | 36.1 | 19.8 | 11.9 | 22.9 | 2.3 | 10500 |
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| -0.7 | 0.8 | -0.4 | 1.3 | -1.1 | -0.3 |
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| 19.7 | 65 | 19.8 | 25.4 | 22.5 | 6.6 | 10250 |
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| -0.7 | 2.9 | -0.7 | 1.4 | -1 | -0.1 |
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| 20.2 | 110.6 | 20.2 | 53.8 | 22.6 | 18.9 | 10000 |
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| -0.7 | 5.6 | -0.6 | 5 | -1 | 0.7 |
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| 20.7 | 177 | 20.5 | 102.1 | 22.7 | 47.9 | 9750 | 562.1 | 23.1 | 672.4 | 25.6 | 738.3 | 23.9 |
| -0.7 | 9.4 | -0.7 | 8.4 | -1.2 | 2.9 | -70.2 | -0.9 | -65 | -0.8 | -64.4 | -0.7 |
| 21.4 | 269.9 | 21.1 | 180 | 23.5 | 110.8 | 9500 | 370.8 | 23.2 | 500.7 | 25.6 | 580 | 24.2 |
| -0.6 | 17.6 | -0.6 | 16.1 | -1 | 11 | -64.9 | -1.1 | -61.3 | -0.9 | -60 | -0.8 |
| 22.2 | 390.3 | 21.7 | 291.3 | 24.6 | 218.3 | 9250 | 230.3 | 24.6 | 361.3 | 26 | 458.1 | 25.4 |
| -0.6 | 24.9 | -0.6 | 25 | -0.9 | 22.5 | -50.6 | -0.7 | -49.3 | -0.6 | -46.7 | -0.4 |
| 23.3 | 540.7 | 22.2 | 434.7 | 26.1 | 372.9 | 9000 | 137.3 | 26.4 | 255.1 | 26.8 | 353.8 | 26.4 |
| -0.3 | 37.8 | -1 | 29.8 | -0.9 | 35.5 | -37.7 | -0.7 | -44.8 | -0.9 | -41.7 | -0.5 |
| 23.8 | 702.5 | 22.7 | 607.6 | 28.1 | 565.5 | 8750 | 79.9 | 28.4 | 178.8 | 28 | 270.7 | 27.5 |
| -0.5 | 40.8 | -1.1 | 40.4 | -0.8 | 47.9 | -24.8 | -0.4 | -34.9 | -0.8 | -36.1 | -0.5 |
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| 8500 | 45.3 | 30.4 | 124.5 | 29.5 | 205.9 | 28.6 |
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| -16.9 | -0.5 | -25.5 | -0.6 | -28.8 | -0.5 |
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| 8250 | 25.4 | 32.5 | 86.9 | 31.1 | 156.2 | 29.9 |
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| -10.5 | -0.4 | -18.2 | -0.4 | -23.6 | -0.5 |
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| 8000 | 15.8 | 35.4 | 60.8 | 32.8 | 120.5 | 31.5 |
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| -6.3 | -0.2 | -14.2 | -0.5 | -18.4 | -0.4 |
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| 7750 | 9.4 | 37.9 | 44.1 | 34.9 | 90.2 | 32.8 |
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| -3.9 | -0.1 | -9.5 | -0.3 | -15.3 | -0.5 |
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| 7500 | 5.9 | 40.7 | 30.8 | 36.6 | 69.9 | 34.5 |
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| -2.2 | 0.2 | -7.9 | -0.5 | -11.3 | -0.3 |
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| 7250 | 3.4 | 43 | 22.9 | 38.9 | 53.9 | 36.2 |
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| -1.8 | -0.4 | -4.6 | 0 | -9.4 | -0.4 |
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| 7000 | 2.2 | 45.8 | 16.5 | 41 | 40.7 | 37.7 |
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| -0.8 | 0.3 | -3.5 | -0.1 | -8.8 | -0.6 |
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