2010/8/20(Fri) OP
| P/C | 1.1 | 0.3 | 0.8 | 0.7 | 0.6 | 1 | 0.7 | 1.4 | 1.6 | 1.2 |
| 先物 | 9165 | -197.5 | 9362.5 | 9237.5 | 9162.5 | 9177.5 | 9262.5 | 9277.5 | 9537.5 | 9552.5 |
| 基準 | 24.8 | 1.1 | 23.7 | 24.5 | 25.8 | 26.3 | 26 | 27.5 | 25.8 | 25.2 |
| 期近 | 24.8 | 0.9 | 23.9 | 24.7 | 26 | 26.4 | 26 | 35 | 32.3 | 28.2 |
| 期先1 | 24.5 | 1.8 | 22.8 | 23.9 | 25.1 | 25.5 | 25.3 | 27.1 | 25.2 | 24.7 |
| 期先2 | 24.6 | 1.7 | 22.9 | 23.9 | 24.9 | 25.3 | 25.2 | 25.7 | 24 | 23.6 |
| 当/先 | 1 | 0 | 1.1 | 1 | 1 | 1 | 1 | 1.3 | 1.3 | 1.1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1.1 | 1 | 1 |
| 20 | 48 | 83 |
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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 | 9170 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 |
| 4.8 | 8.3 | 14.7 | 25.6 | 47.5 | 84.9 | 149.8 | 255.1 | 425.8 | 170.6 | 79.2 | 32.5 | 11.8 | 4 | 1.8 |
| 1.2 | 2.3 | 4.6 | 8.6 | 15.9 | 31.7 | 55.2 | 86.9 | -22.5 | -109.4 | -70.9 | -37 | -15.8 | -6.3 | -2 |
| 40 | 37.4 | 35 | 32.3 | 30.3 | 28.1 | 26 | 24.2 | 24.2 | 24.2 | 23.2 | 23 | 22.9 | 23.2 | 24.5 |
| -0.9 | -0.9 | -0.8 | -0.7 | -0.8 | -0.3 | -0.2 | -0.3 | -0.2 | -0.1 | 0 | 0.4 | 0.7 | 0.8 | 1.6 |
| -0.02 | -0.03 | -0.05 | -0.08 | -0.14 | -0.23 | -0.37 | -0.55 |
| 0.45 | 0.27 | 0.13 | 0.06 | 0.02 | 0.01 |
| 0.004 | 0.007 | 0.013 | 0.021 | 0.034 | 0.05 | 0.067 | 0.075 |
| 0.075 | 0.065 | 0.043 | 0.023 | 0.01 | 0.005 |
| 0.82 | 1.31 | 2.08 | 3.17 | 4.77 | 6.6 | 8.19 | 8.56 |
| 8.56 | 7.1 | 4.65 | 2.47 | 1.14 | 0.59 |
| -0.81 | -1.2 | -1.78 | -2.52 | -3.55 | -4.55 | -5.23 | -5.08 |
| -5.1 | -4.06 | -2.63 | -1.39 | -0.65 | -0.35 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9110 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 33.5 | 46.8 | 66.9 | 95.1 | 137.7 | 197.2 | 281 | 390.6 | 642.1 | 251.6 | 149.8 | 80.7 | 40.5 | 18.8 | 8.2 |
| 8.6 | 11.9 | 18.5 | 26.4 | 38.2 | 55.8 | 74.6 | 94 | -4.8 | -98.7 | -73.8 | -49.3 | -29.6 | -16.1 | -7.9 |
| 37 | 35 | 33.1 | 31.3 | 29.8 | 28.3 | 27.1 | 26 | 23.2 | 21.8 | 21.1 | 20.5 | 20.2 | 19.9 | 19.8 |
| -0.1 | -0.2 | 0.1 | 0.1 | 0.2 | 0.5 | 0.5 | 0.3 | 0.5 | 0.6 | 0.4 | 0.4 | 0.4 | 0.4 | 0.5 |
| -0.06 | -0.08 | -0.12 | -0.16 | -0.23 | -0.31 | -0.41 | -0.52 |
| 0.47 | 0.33 | 0.21 | 0.13 | 0.07 | 0.03 |
| 0.01 | 0.013 | 0.018 | 0.024 | 0.03 | 0.037 | 0.043 | 0.046 |
| 0.055 | 0.052 | 0.043 | 0.031 | 0.019 | 0.011 |
| 3.97 | 5.12 | 6.57 | 8.23 | 10.05 | 11.73 | 12.95 | 13.29 |
| 13.27 | 12.15 | 9.74 | 6.87 | 4.3 | 2.42 |
| -1.52 | -1.85 | -2.25 | -2.66 | -3.09 | -3.43 | -3.62 | -3.56 |
| -3 | -2.66 | -2.07 | -1.44 | -0.89 | -0.5 |
| 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 9110 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 79.1 | 101.5 | 135.2 | 175.3 | 226.8 | 295.1 | 382 | 491.8 | 846.5 | 354.7 | 241 | 155.8 | 95.6 | 55 | 30 |
| 19.6 | 24.6 | 34.9 | 42.5 | 52.1 | 65.4 | 80.1 | 97.9 | -0.4 | -98.3 | -77.6 | -58 | -39.7 | -26 | -16.3 |
| 35.2 | 33.4 | 32.1 | 30.6 | 29.1 | 27.8 | 26.6 | 25.6 | 23.5 | 22.5 | 21.6 | 21 | 20.4 | 20 | 19.6 |
| 0.5 | 0.4 | 0.7 | 0.6 | 0.4 | 0.4 | 0.4 | 0.4 | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 |
| -0.1 | -0.13 | -0.17 | -0.21 | -0.27 | -0.34 | -0.42 | -0.51 |
| 0.49 | 0.38 | 0.29 | 0.2 | 0.13 | 0.08 |
| 0.011 | 0.014 | 0.018 | 0.022 | 0.026 | 0.03 | 0.033 | 0.036 |
| 0.04 | 0.04 | 0.037 | 0.031 | 0.024 | 0.017 |
| 7.73 | 9.22 | 10.99 | 12.75 | 14.49 | 16.02 | 17.1 | 17.47 |
| 17.47 | 16.74 | 14.9 | 12.27 | 9.3 | 6.52 |
| -1.63 | -1.85 | -2.11 | -2.34 | -2.52 | -2.67 | -2.72 | -2.67 |
| -2.37 | -2.18 | -1.88 | -1.51 | -1.12 | -0.77 |
| 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 | 4.9 | 21.3 | 1 | 32.8 | 1 | 11250 |
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| 0.9 | -2.1 | 2.1 | -0.1 | 3.8 | 0 |
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| 19.5 | 8.9 | 20.6 | 1.9 | 29.6 | 1 | 11000 |
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| 0.9 | -4.1 | 1.2 | -1.2 | 3.8 | 0 |
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| 19.6 | 17 | 20.1 | 3.7 | 26.3 | 1 | 10750 |
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| 0.7 | -8.4 | 0.8 | -3.2 | 3.2 | -0.2 |
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| 19.6 | 30 | 19.8 | 8.2 | 24.5 | 1.8 | 10500 |
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| 0.5 | -16.3 | 0.5 | -7.9 | 1.6 | -2 |
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| 20 | 55 | 19.9 | 18.8 | 23.2 | 4 | 10250 |
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| 0.5 | -26 | 0.4 | -16.1 | 0.8 | -6.3 |
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| 20.4 | 95.6 | 20.2 | 40.5 | 22.9 | 11.8 | 10000 |
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| 0.5 | -39.7 | 0.4 | -29.6 | 0.7 | -15.8 |
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| 21 | 155.8 | 20.5 | 80.7 | 23 | 32.5 | 9750 | 615.5 | 22.6 | 721.5 | 25.9 | 795 | 24.6 |
| 0.5 | -58 | 0.4 | -49.3 | 0.4 | -37 | 158.4 | 0 | 144.7 | 0.9 | 140 | 0.9 |
| 21.6 | 241 | 21.1 | 149.8 | 23.2 | 79.2 | 9500 | 410.1 | 22.7 | 537.1 | 25.5 | 630 | 25 |
| 0.5 | -77.6 | 0.4 | -73.8 | 0 | -70.9 | 121.9 | -0.6 | 119.5 | 0.5 | 122.5 | 0.8 |
| 22.5 | 354.7 | 21.8 | 251.6 | 24.2 | 170.6 | 9250 | 255.1 | 24.2 | 390.6 | 26 | 491.8 | 25.6 |
| 0.5 | -98.3 | 0.6 | -98.7 | -0.1 | -109.4 | 86.9 | -0.3 | 94 | 0.3 | 97.9 | 0.4 |
| 23.5 | 496.3 | 22.6 | 388.8 | 26.1 | 315.6 | 9000 | 149.8 | 26 | 281 | 27.1 | 382 | 26.6 |
| 0.9 | -111 | 0.7 | -123.7 | -0.2 | -142.5 | 55.2 | -0.2 | 74.6 | 0.5 | 80.1 | 0.4 |
| 24.6 | 660 | 23.5 | 557.6 | 28.3 | 502.1 | 8750 | 84.9 | 28.1 | 197.2 | 28.3 | 295.1 | 27.8 |
| 1.3 | -122.5 | 1.3 | -140 | 0.8 | -159.7 | 31.7 | -0.3 | 55.8 | 0.5 | 65.4 | 0.4 |
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| 8500 | 47.5 | 30.3 | 137.7 | 29.8 | 226.8 | 29.1 |
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| 15.9 | -0.8 | 38.2 | 0.2 | 52.1 | 0.4 |
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| 8250 | 25.6 | 32.3 | 95.1 | 31.3 | 175.3 | 30.6 |
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| 8.6 | -0.7 | 26.4 | 0.1 | 42.5 | 0.6 |
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| 8000 | 14.7 | 35 | 66.9 | 33.1 | 135.2 | 32.1 |
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| 4.6 | -0.8 | 18.5 | 0.1 | 34.9 | 0.7 |
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| 7750 | 8.3 | 37.4 | 46.8 | 35 | 101.5 | 33.4 |
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| 2.3 | -0.9 | 11.9 | -0.2 | 24.6 | 0.4 |
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| 7500 | 4.8 | 40 | 33.5 | 37 | 79.1 | 35.2 |
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| 1.2 | -0.9 | 8.6 | -0.1 | 19.6 | 0.5 |
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| 7250 | 2.9 | 42.9 | 23.9 | 39 | 60 | 36.7 |
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| 0.6 | -0.9 | 5.2 | -0.4 | 14.7 | 0.4 |
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| 7000 | 1.8 | 45.9 | 16.8 | 41 | 45.2 | 38.2 |
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| 0.2 | -1.4 | 3.8 | -0.3 | 10.4 | 0.2 |
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