2010/8/2 (Mon)
| P/C | 0.8 | -0.3 | 1.2 | 1 | 0.7 | 0.9 | 0.9 | 0.5 | 0.8 | 0.9 |
| 先物 | 9557.5 | 25 | 9532.5 | 9692.5 | 9735 | 9500 | 9492.5 | 9435 | 9202.5 | 9270 |
| 基準 | 24.1 | -0.3 | 24.4 | 23.6 | 23 | 24.3 | 25.1 | 25 | 26.7 | 26 |
| 期近 | 24.4 | -0.1 | 24.4 | 23.3 | 22.9 | 24.1 | 25 | 24.9 | 26.6 | 25.8 |
| 期先1 | 23.9 | -0.4 | 24.3 | 23.9 | 23.2 | 24.6 | 25.1 | 25.4 | 27 | 26.5 |
| 期先2 | 23.3 | -0.4 | 23.7 | 23.3 | 22.4 | 23.7 | 24.2 | 24.8 | 26.5 | 25.9 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 10 | 38 | 66 |
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| 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9500 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 |
| 8P775 | 8P800 | 8P825 | 8P850 | 8P875 | 8P900 | 8P925 | 8P950 | 9560 | 8C950 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 |
| 1.5 | 2 | 3.8 | 7.1 | 14.2 | 29.8 | 60.2 | 128.8 | 320 | 191.2 | 75.3 | 23.9 | 6.8 | 2.2 | 1 |
| -0.4 | -1.7 | -2.5 | -4.8 | -7.7 | -13.4 | -24.7 | -31.6 | -39 | -7.4 | -9.7 | -4.8 | -2.1 | -0.8 | -0.7 |
| 50.1 | 44.7 | 41.2 | 37.5 | 34.1 | 30.9 | 27.2 | 24.4 | 24.6 | 25.1 | 23.5 | 23.3 | 24 | 25.6 | 28 |
| 5.2 | 2.5 | 2.6 | 1.8 | 1.6 | 1.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.7 | 1 | 1.5 | 1.3 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.06 | -0.12 | -0.23 | -0.43 |
| 0.57 | 0.31 | 0.13 | 0.04 | 0.02 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.011 | 0.021 | 0.04 | 0.069 | 0.1 |
| 0.097 | 0.094 | 0.056 | 0.024 | 0.009 | 0.004 |
| 0.27 | 0.36 | 0.63 | 1.08 | 1.89 | 3.2 | 4.9 | 6.34 |
| 6.34 | 5.72 | 3.39 | 1.49 | 0.62 | 0.31 |
| -0.64 | -0.77 | -1.26 | -1.96 | -3.12 | -4.77 | -6.43 | -7.43 |
| -7.68 | -6.49 | -3.82 | -1.73 | -0.77 | -0.42 |
| 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9560 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 |
| 17 | 25.3 | 37.2 | 55 | 82.7 | 123.8 | 184.7 | 271.1 | 598.2 | 327.1 | 200.8 | 110.9 | 56.8 | 27.3 | 12.9 |
| -4.6 | -6.5 | -8.6 | -11 | -14.5 | -17.7 | -21.4 | -26.6 | -28.1 | -1.4 | -2.6 | -5 | -4 | -2.9 | -2 |
| 37.1 | 35.2 | 33.1 | 31.1 | 29.3 | 27.6 | 25.9 | 24.3 | 24.2 | 24.1 | 22.9 | 22 | 21.4 | 21.2 | 21.3 |
| 0 | -0.1 | -0.1 | -0.1 | -0.2 | -0.1 | -0.1 | -0.3 | -0.3 | -0.3 | -0.2 | -0.3 | -0.2 | -0.2 | -0.2 |
| -0.04 | -0.05 | -0.08 | -0.11 | -0.16 | -0.24 | -0.33 | -0.45 |
| 0.55 | 0.41 | 0.27 | 0.17 | 0.09 | 0.05 |
| 0.007 | 0.01 | 0.014 | 0.02 | 0.027 | 0.036 | 0.045 | 0.053 |
| 0.053 | 0.055 | 0.049 | 0.038 | 0.025 | 0.015 |
| 2.43 | 3.34 | 4.48 | 5.92 | 7.67 | 9.55 | 11.26 | 12.28 |
| 12.28 | 12.04 | 10.33 | 7.72 | 5.1 | 3.1 |
| -1.17 | -1.53 | -1.93 | -2.4 | -2.93 | -3.43 | -3.8 | -3.88 |
| -3.87 | -3.61 | -2.96 | -2.16 | -1.41 | -0.86 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9500 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 50.5 | 67.3 | 89.6 | 119.3 | 159.6 | 211.4 | 286.7 | 382.2 | 765.3 | 383.1 | 255.1 | 160.2 | 93.9 | 50.1 | 25.4 |
| -9.3 | -8.8 | -10.1 | -14.2 | -16.2 | -23.3 | -23.1 | -25.9 | -23.7 | 2.2 | -3.2 | -3.4 | -4.4 | -4.8 | -4.1 |
| 35.7 | 34 | 32.4 | 30.7 | 29.2 | 27.6 | 26.5 | 25.4 | 24 | 21.8 | 20.8 | 20.2 | 19.6 | 19.1 | 18.7 |
| -0.4 | -0.1 | -0.1 | -0.3 | -0.2 | -0.5 | -0.3 | -0.3 | -0.3 | -0.2 | -0.4 | -0.3 | -0.4 | -0.5 | -0.6 |
| -0.07 | -0.1 | -0.13 | -0.17 | -0.22 | -0.28 | -0.36 | -0.46 |
| 0.55 | 0.43 | 0.32 | 0.21 | 0.13 | 0.08 |
| 0.01 | 0.012 | 0.016 | 0.02 | 0.025 | 0.03 | 0.035 | 0.038 |
| 0.045 | 0.046 | 0.043 | 0.036 | 0.028 | 0.019 |
| 5.66 | 6.99 | 8.53 | 10.24 | 12.06 | 13.81 | 15.31 | 16.16 |
| 16.15 | 16 | 14.48 | 11.89 | 8.74 | 5.85 |
| -1.52 | -1.79 | -2.08 | -2.37 | -2.65 | -2.86 | -3.04 | -3.08 |
| -2.66 | -2.52 | -2.21 | -1.76 | -1.26 | -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 |
| 18.9 | 3.1 | 23.3 | 1.8 | 41.8 | 1 | 11500 |
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| -0.7 | -1.3 | -0.4 | -0.8 | 4.5 | 0 |
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| 19.3 | 7.6 | 22.1 | 3 | 37.4 | 1 | 11250 |
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| 0.4 | 0.5 | -0.7 | -1.5 | 4 | 0 |
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| 19 | 14 | 22 | 6.7 | 32.8 | 1 | 11000 |
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| -0.2 | -1.1 | -0.1 | -1.1 | 3.4 | 0 |
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| 18.7 | 25.4 | 21.3 | 12.9 | 28 | 1 | 10750 |
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| -0.6 | -4.1 | -0.2 | -2 | 1.3 | -0.7 |
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| 19.1 | 50.1 | 21.2 | 27.3 | 25.6 | 2.2 | 10500 |
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| -0.5 | -4.8 | -0.2 | -2.9 | 1.5 | -0.8 |
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| 19.6 | 93.9 | 21.4 | 56.8 | 24 | 6.8 | 10250 |
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| -0.4 | -4.4 | -0.2 | -4 | 1 | -2.1 |
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| 20.2 | 160.2 | 22 | 110.9 | 23.3 | 23.9 | 10000 | 462.7 | 22.3 | 552.5 | 22 | 657.5 | 24 |
| -0.3 | -3.4 | -0.3 | -5 | 0.7 | -4.8 | -29.5 | 0.6 | -35.2 | -0.8 | -30 | -0.4 |
| 20.8 | 255.1 | 22.9 | 200.8 | 23.5 | 75.3 | 9750 | 261.3 | 22.4 | 392.5 | 23 | 505.5 | 24.5 |
| -0.4 | -3.2 | -0.2 | -2.6 | 0.1 | -9.7 | -35 | -0.1 | -30.4 | -0.4 | -27.3 | -0.3 |
| 21.8 | 383.1 | 24.1 | 327.1 | 25.1 | 191.2 | 9500 | 128.8 | 24.4 | 271.1 | 24.3 | 382.2 | 25.4 |
| -0.2 | 2.2 | -0.3 | -1.4 | 0.1 | -7.4 | -31.6 | 0.1 | -26.6 | -0.3 | -25.9 | -0.3 |
| 22.6 | 536.3 | 25.7 | 491 | 29 | 376.6 | 9250 | 60.2 | 27.2 | 184.7 | 25.9 | 286.7 | 26.5 |
| -0.2 | 5 | -0.1 | 4.1 | 1.5 | 6.8 | -24.7 | 0.1 | -21.4 | -0.1 | -23.1 | -0.3 |
| 23.5 | 715 | 27.7 | 682.9 | 32.3 | 592.1 | 9000 | 29.8 | 30.9 | 123.8 | 27.6 | 211.4 | 27.6 |
| 0.1 | 12.5 | 0.3 | 11.1 | 2 | 13.6 | -13.4 | 1.1 | -17.7 | -0.1 | -23.3 | -0.5 |
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| 8750 | 14.2 | 34.1 | 82.7 | 29.3 | 159.6 | 29.2 |
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| -7.7 | 1.6 | -14.5 | -0.2 | -16.2 | -0.2 |
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| 8500 | 7.1 | 37.5 | 55 | 31.1 | 119.3 | 30.7 |
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| -4.8 | 1.8 | -11 | -0.1 | -14.2 | -0.3 |
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| 8250 | 3.8 | 41.2 | 37.2 | 33.1 | 89.6 | 32.4 |
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| -2.5 | 2.6 | -8.6 | -0.1 | -10.1 | -0.1 |
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| 8000 | 2 | 44.7 | 25.3 | 35.2 | 67.3 | 34 |
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| -1.7 | 2.5 | -6.5 | -0.1 | -8.8 | -0.1 |
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| 7750 | 1.5 | 50.1 | 17 | 37.1 | 50.5 | 35.7 |
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| -0.4 | 5.2 | -4.6 | 0 | -9.3 | -0.4 |
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| 7500 | 1 | 54.5 | 11.7 | 39.2 | 39.7 | 37.9 |
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| -0.5 | 5 | -3.4 | 0.1 | -5.8 | 0 |
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| 7250 | 1 | 61.4 | 8.1 | 41.4 | 0 | 0 |
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| 0 | 7.8 | -2.8 | 0 | 0 | 0 |
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| 7000 | 1 | 68.5 | 6.2 | 44.2 | 24 | 41.9 |
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| 0 | 8.6 | -1.5 | 0.6 | -3.5 | 0.1 |
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