2010/8/19(Thu) OP
| P/C | 0.8 | 0 | 0.7 | 0.6 | 1 | 0.7 | 1.4 | 1.6 | 1.2 | 1 |
| 先物 | 9362.5 | 125 | 9237.5 | 9162.5 | 9177.5 | 9262.5 | 9277.5 | 9537.5 | 9552.5 | 9652.5 |
| 基準 | 23.7 | -0.8 | 24.5 | 25.8 | 26.3 | 26 | 27.5 | 25.8 | 25.2 | 23.4 |
| 期近 | 23.9 | -0.7 | 24.7 | 26 | 26.4 | 26 | 35 | 32.3 | 28.2 | 23.1 |
| 期先1 | 22.8 | -1.1 | 23.9 | 25.1 | 25.5 | 25.3 | 27.1 | 25.2 | 24.7 | 23.5 |
| 期先2 | 22.9 | -1 | 23.9 | 24.9 | 25.3 | 25.2 | 25.7 | 24 | 23.6 | 23.3 |
| 当/先 | 1.1 | 0 | 1 | 1 | 1 | 1 | 1.3 | 1.3 | 1.1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1.1 | 1 | 1 | 1 |
| 21 | 49 | 84 |
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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 | 9360 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 |
| 3.6 | 6 | 10.1 | 17 | 31.6 | 53.2 | 94.7 | 168.2 | 448.3 | 280 | 150.2 | 69.5 | 27.6 | 10.3 | 3.9 |
| -2.3 | -3.4 | -5.6 | -8.4 | -13.7 | -26.7 | -42.6 | -62.1 | -0.3 | 61.8 | 39.4 | 21.6 | 8.7 | 3.7 | 1.6 |
| 40.9 | 38.3 | 35.7 | 33.1 | 31.1 | 28.4 | 26.2 | 24.5 | 24.5 | 24.4 | 23.3 | 22.6 | 22.2 | 22.3 | 22.9 |
| 0.2 | 0.4 | 0.4 | 0.5 | 0.7 | 0 | -0.1 | -0.1 | -0.1 | -0.2 | -0.2 | -0.1 | -0.4 | -0.2 | 0 |
| -0.01 | -0.02 | -0.03 | -0.05 | -0.09 | -0.15 | -0.26 | -0.41 |
| 0.59 | 0.41 | 0.24 | 0.12 | 0.05 | 0.02 |
| 0.003 | 0.005 | 0.009 | 0.014 | 0.024 | 0.037 | 0.054 | 0.07 |
| 0.07 | 0.074 | 0.06 | 0.039 | 0.02 | 0.01 |
| 0.66 | 1.02 | 1.59 | 2.42 | 3.77 | 5.37 | 7.29 | 8.79 |
| 8.79 | 8.8 | 7 | 4.4 | 2.33 | 1.12 |
| -0.63 | -0.92 | -1.33 | -1.87 | -2.74 | -3.57 | -4.47 | -5.03 |
| -5.03 | -4.8 | -3.71 | -2.29 | -1.22 | -0.6 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9300 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 24.9 | 34.9 | 48.4 | 68.7 | 99.5 | 141.4 | 206.4 | 296.6 | 646.9 | 350.3 | 223.6 | 130 | 70.1 | 34.9 | 16.1 |
| -5.9 | -9.2 | -12.4 | -18.1 | -25 | -37.4 | -48.8 | -64.7 | -5.7 | 59 | 43.6 | 28 | 16.4 | 9.5 | 4.2 |
| 37.1 | 35.1 | 33.1 | 31.2 | 29.6 | 27.9 | 26.7 | 25.7 | 24.5 | 21.2 | 20.7 | 20.1 | 19.8 | 19.5 | 19.4 |
| 0.5 | 0.3 | 0.3 | 0.2 | 0.2 | -0.2 | -0.1 | -0.3 | -0.3 | -0.4 | -0.3 | -0.4 | -0.4 | -0.2 | -0.4 |
| -0.05 | -0.06 | -0.09 | -0.12 | -0.17 | -0.24 | -0.33 | -0.43 |
| 0.58 | 0.44 | 0.31 | 0.19 | 0.11 | 0.06 |
| 0.007 | 0.01 | 0.014 | 0.019 | 0.025 | 0.032 | 0.039 | 0.044 |
| 0.054 | 0.055 | 0.051 | 0.04 | 0.028 | 0.017 |
| 3.27 | 4.27 | 5.48 | 7.01 | 8.8 | 10.66 | 12.4 | 13.52 |
| 13.48 | 13.58 | 12.07 | 9.43 | 6.5 | 3.98 |
| -1.23 | -1.52 | -1.83 | -2.21 | -2.64 | -3 | -3.34 | -3.51 |
| -2.91 | -2.86 | -2.47 | -1.89 | -1.29 | -0.78 |
| 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 9310 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 59.5 | 76.9 | 100.3 | 132.8 | 174.7 | 229.7 | 301.9 | 393.9 | 846.9 | 453 | 318.6 | 213.8 | 135.3 | 81 | 46.3 |
| -10.3 | -13.3 | -20.2 | -23.3 | -31.1 | -40.9 | -51.9 | -64.2 | -1.5 | 62.6 | 48.7 | 36.8 | 24.8 | 16 | 10.2 |
| 34.7 | 33 | 31.4 | 30.1 | 28.7 | 27.4 | 26.2 | 25.2 | 24.3 | 22 | 21.2 | 20.5 | 19.9 | 19.4 | 19.1 |
| 0.2 | 0.2 | 0 | 0.1 | 0 | -0.1 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.3 | -0.3 | -0.2 |
| -0.08 | -0.1 | -0.13 | -0.17 | -0.22 | -0.28 | -0.35 | -0.44 |
| 0.57 | 0.46 | 0.36 | 0.26 | 0.18 | 0.11 |
| 0.009 | 0.012 | 0.015 | 0.019 | 0.023 | 0.027 | 0.031 | 0.035 |
| 0.04 | 0.042 | 0.041 | 0.036 | 0.03 | 0.023 |
| 6.61 | 8 | 9.62 | 11.44 | 13.34 | 15.16 | 16.72 | 17.72 |
| 17.7 | 17.88 | 16.83 | 14.65 | 11.75 | 8.73 |
| -1.36 | -1.56 | -1.79 | -2.03 | -2.26 | -2.45 | -2.59 | -2.63 |
| -2.32 | -2.25 | -2.05 | -1.73 | -1.36 | -0.99 |
| 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 |
| 18.7 | 7 | 19.2 | 1.1 | 29 | 1 | 11250 |
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| -0.4 | 1.5 | -0.9 | 0.1 | -1.2 | 0 |
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| 18.6 | 13 | 19.5 | 3.1 | 25.8 | 1 | 11000 |
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| -0.3 | 2.9 | -0.2 | 1 | -1.3 | 0 |
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| 18.9 | 25.4 | 19.3 | 6.9 | 23.1 | 1.2 | 10750 |
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| -0.3 | 5.7 | -0.3 | 2 | -0.8 | 0.2 |
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| 19.1 | 46.3 | 19.4 | 16.1 | 22.9 | 3.9 | 10500 |
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| -0.2 | 10.2 | -0.4 | 4.2 | 0 | 1.6 |
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| 19.4 | 81 | 19.5 | 34.9 | 22.3 | 10.3 | 10250 |
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| -0.3 | 16 | -0.2 | 9.5 | -0.2 | 3.7 |
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| 19.9 | 135.3 | 19.8 | 70.1 | 22.2 | 27.6 | 10000 |
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| -0.3 | 24.8 | -0.4 | 16.4 | -0.4 | 8.7 |
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| 20.5 | 213.8 | 20.1 | 130 | 22.6 | 69.5 | 9750 | 457.2 | 22.7 | 576.9 | 25 | 655 | 23.8 |
| -0.2 | 36.8 | -0.4 | 28 | -0.1 | 21.6 | -104.9 | -0.4 | -95.6 | -0.6 | -83.3 | -0.1 |
| 21.2 | 318.6 | 20.7 | 223.6 | 23.3 | 150.2 | 9500 | 288.2 | 23.4 | 417.6 | 25 | 507.5 | 24.1 |
| -0.2 | 48.7 | -0.3 | 43.6 | -0.2 | 39.4 | -82.6 | 0.1 | -83.1 | -0.6 | -72.5 | -0.1 |
| 22 | 453 | 21.2 | 350.3 | 24.4 | 280 | 9250 | 168.2 | 24.5 | 296.6 | 25.7 | 393.9 | 25.2 |
| -0.2 | 62.6 | -0.4 | 59 | -0.2 | 61.8 | -62.1 | -0.1 | -64.7 | -0.3 | -64.2 | -0.2 |
| 22.7 | 607.3 | 22 | 512.5 | 26.3 | 458.1 | 9000 | 94.7 | 26.2 | 206.4 | 26.7 | 301.9 | 26.2 |
| -0.6 | 66.6 | -0.3 | 77.7 | 0.2 | 85.2 | -42.6 | -0.1 | -48.8 | -0.1 | -51.9 | -0.2 |
| 23.2 | 782.5 | 22.2 | 697.5 | 27.6 | 661.8 | 8750 | 53.2 | 28.4 | 141.4 | 27.9 | 229.7 | 27.4 |
| -0.6 | 80 | -0.5 | 90 | -0.5 | 96.3 | -26.7 | 0 | -37.4 | -0.2 | -40.9 | -0.1 |
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| 8500 | 31.6 | 31.1 | 99.5 | 29.6 | 174.7 | 28.7 |
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| -13.7 | 0.7 | -25 | 0.2 | -31.1 | 0 |
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| 8250 | 17 | 33.1 | 68.7 | 31.2 | 132.8 | 30.1 |
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| -8.4 | 0.5 | -18.1 | 0.2 | -23.3 | 0.1 |
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| 8000 | 10.1 | 35.7 | 48.4 | 33.1 | 100.3 | 31.4 |
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| -5.6 | 0.4 | -12.4 | 0.3 | -20.2 | 0 |
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| 7750 | 6 | 38.3 | 34.9 | 35.1 | 76.9 | 33 |
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| -3.4 | 0.4 | -9.2 | 0.3 | -13.3 | 0.2 |
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| 7500 | 3.6 | 40.9 | 24.9 | 37.1 | 59.5 | 34.7 |
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| -2.3 | 0.2 | -5.9 | 0.5 | -10.3 | 0.2 |
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| 7250 | 2.3 | 43.9 | 18.6 | 39.4 | 45.3 | 36.3 |
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| -1.1 | 0.9 | -4.3 | 0.5 | -8.6 | 0.1 |
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| 7000 | 1.6 | 47.3 | 13 | 41.3 | 34.9 | 38 |
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| -0.5 | 1.5 | -3.5 | 0.3 | -5.8 | 0.3 |
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