2010/8/24(Tue) OP
| P/C | 1.1 | 0.1 | 1.1 | 1.1 | 0.8 | 0.7 | 0.6 | 1 | 0.7 | 1.4 |
| 先物 | 8972.5 | -130 | 9102.5 | 9165 | 9362.5 | 9237.5 | 9162.5 | 9177.5 | 9262.5 | 9277.5 |
| 基準 | 26.8 | 1 | 25.8 | 24.8 | 23.7 | 24.5 | 25.8 | 26.3 | 26 | 27.5 |
| 期近 | 27.5 | 1 | 26.5 | 24.8 | 23.9 | 24.7 | 26 | 26.4 | 26 | 35 |
| 期先1 | 25.8 | 1.2 | 24.6 | 24.5 | 22.8 | 23.9 | 25.1 | 25.5 | 25.3 | 27.1 |
| 期先2 | 25.5 | 1 | 24.5 | 24.6 | 22.9 | 23.9 | 24.9 | 25.3 | 25.2 | 25.7 |
| 当/先 | 1.1 | 0 | 1.1 | 1 | 1.1 | 1 | 1 | 1 | 1 | 1.3 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1.1 |
| 16 | 44 | 79 |
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| 7250 | 7500 | 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9000 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 |
| 9P725 | 9P750 | 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 8970 | 9C900 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 |
| 2.9 | 5.9 | 11.1 | 20.6 | 36.8 | 68.8 | 125.2 | 221.9 | 414.8 | 192.9 | 91 | 38 | 13.4 | 4.6 | 1.7 |
| 0.2 | 1.4 | 2.2 | 4.5 | 9.5 | 18.1 | 32 | 55.6 | -20.8 | -76.4 | -48 | -23.1 | -10 | -3.2 | -0.9 |
| 44.1 | 42 | 39.4 | 36.8 | 33.9 | 31.5 | 29.2 | 27.4 | 27.3 | 27.2 | 26 | 25.7 | 25.5 | 25.8 | 26.8 |
| -0.8 | 0.2 | -0.3 | -0.2 | 0 | 0 | 0 | 0.3 | 0.1 | 0 | 0.4 | 1 | 1 | 1.5 | 1.9 |
| -0.01 | -0.02 | -0.04 | -0.07 | -0.11 | -0.2 | -0.33 | -0.51 |
| 0.49 | 0.3 | 0.15 | 0.06 | 0.03 | 0.01 |
| 0.003 | 0.006 | 0.011 | 0.018 | 0.03 | 0.047 | 0.065 | 0.077 |
| 0.077 | 0.07 | 0.048 | 0.026 | 0.012 | 0.005 |
| 0.5 | 0.91 | 1.51 | 2.42 | 3.66 | 5.31 | 6.89 | 7.58 |
| 7.58 | 6.6 | 4.49 | 2.41 | 1.11 | 0.52 |
| -0.67 | -1.16 | -1.81 | -2.73 | -3.79 | -5.11 | -6.15 | -6.34 |
| -6.3 | -5.24 | -3.53 | -1.88 | -0.88 | -0.42 |
| 10P725 | 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 8920 | 10C900 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 |
| 30.1 | 43.1 | 60.2 | 87.3 | 125.1 | 181.1 | 259.9 | 360.7 | 640.3 | 279.6 | 167.3 | 93.3 | 48.2 | 23.4 | 10.5 |
| 4.9 | 7.6 | 10.2 | 15.7 | 22.9 | 32.5 | 49.1 | 58.3 | -9.9 | -68.2 | -51.7 | -33.2 | -18.7 | -9.1 | -4.4 |
| 39.8 | 37.8 | 35.6 | 33.8 | 32 | 30.5 | 29.3 | 27.8 | 25.4 | 23.4 | 22.5 | 21.9 | 21.6 | 21.5 | 21.3 |
| 0 | 0.1 | -0.1 | 0.1 | 0.1 | 0.2 | 0.6 | 0.2 | 0.3 | 0.4 | 0.3 | 0.4 | 0.6 | 0.8 | 0.8 |
| -0.05 | -0.08 | -0.11 | -0.15 | -0.21 | -0.29 | -0.38 | -0.49 |
| 0.5 | 0.36 | 0.24 | 0.14 | 0.08 | 0.04 |
| 0.009 | 0.012 | 0.017 | 0.022 | 0.029 | 0.036 | 0.042 | 0.046 |
| 0.054 | 0.053 | 0.045 | 0.034 | 0.022 | 0.013 |
| 3.43 | 4.51 | 5.76 | 7.32 | 8.99 | 10.65 | 11.94 | 12.48 |
| 12.48 | 11.74 | 9.72 | 7.09 | 4.62 | 2.69 |
| -1.54 | -1.92 | -2.31 | -2.79 | -3.24 | -3.66 | -3.93 | -3.9 |
| -3.31 | -2.98 | -2.41 | -1.73 | -1.12 | -0.65 |
| 11P725 | 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 8920 | 11C900 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 |
| 74 | 94.5 | 124.8 | 164.3 | 214.4 | 277.9 | 360.9 | 463.8 | 847.1 | 383.3 | 263.5 | 172.5 | 107.4 | 62.8 | 35 |
| 9.8 | 12 | 17.4 | 24.2 | 29.9 | 38 | 48.2 | 59.1 | -10.1 | -69.3 | -56.3 | -41.3 | -27 | -17.5 | -9.9 |
| 37.3 | 35.3 | 33.8 | 32.4 | 30.9 | 29.4 | 28.2 | 27 | 25.2 | 23.7 | 22.8 | 22.1 | 21.5 | 21 | 20.6 |
| 0 | -0.1 | 0 | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 0.2 | 0.2 | 0.2 | 0.3 | 0.4 | 0.5 | 0.6 |
| -0.09 | -0.12 | -0.16 | -0.2 | -0.26 | -0.32 | -0.4 | -0.48 |
| 0.51 | 0.41 | 0.31 | 0.22 | 0.15 | 0.09 |
| 0.011 | 0.014 | 0.017 | 0.021 | 0.025 | 0.029 | 0.033 | 0.035 |
| 0.04 | 0.041 | 0.038 | 0.033 | 0.026 | 0.019 |
| 7.03 | 8.4 | 10.04 | 11.76 | 13.46 | 14.99 | 16.14 | 16.68 |
| 16.68 | 16.25 | 14.71 | 12.34 | 9.55 | 6.84 |
| -1.65 | -1.87 | -2.14 | -2.39 | -2.62 | -2.77 | -2.86 | -2.82 |
| -2.5 | -2.34 | -2.05 | -1.68 | -1.27 | -0.89 |
| 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 |
| 20.2 | 5.1 | 22.2 | 1 | 36.5 | 1 | 11000 | 2026.22641509434 |
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| 0.5 | -1.9 | 1.1 | -0.3 | 3.3 | 0 | 129.049381601517 |
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| 20.5 | 10.8 | 21.8 | 2.2 | 32.8 | 1 | 10750 |
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| 0.8 | -2.5 | 1.1 | -0.7 | 3.3 | 0 |
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| 20.6 | 20 | 21.5 | 4.7 | 29 | 1 | 10500 |
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| 0.7 | -5.2 | 0.8 | -2 | 2.1 | -0.4 |
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| 20.6 | 35 | 21.3 | 10.5 | 26.8 | 1.7 | 10250 |
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| 0.6 | -9.9 | 0.8 | -4.4 | 1.9 | -0.9 |
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| 21 | 62.8 | 21.5 | 23.4 | 25.8 | 4.6 | 10000 |
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| 0.5 | -17.5 | 0.8 | -9.1 | 1.5 | -3.2 |
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| 21.5 | 107.4 | 21.6 | 48.2 | 25.5 | 13.4 | 9750 |
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| 0.4 | -27 | 0.6 | -18.7 | 1 | -10 |
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| 22.1 | 172.5 | 21.9 | 93.3 | 25.7 | 38 | 9500 | 562.6 | 25.1 | 676.5 | 27.5 | 745 | 25.2 |
| 0.3 | -41.3 | 0.4 | -33.2 | 1 | -23.1 | 106.6 | 0.8 | 95.3 | 0.9 | 82.5 | 0.1 |
| 22.8 | 263.5 | 22.5 | 167.3 | 26 | 91 | 9250 | 367.9 | 25.9 | 500.8 | 27.2 | 592 | 26 |
| 0.2 | -56.3 | 0.3 | -51.7 | 0.4 | -48 | 81 | 0.2 | 78.4 | 0.6 | 69.7 | 0 |
| 23.7 | 383.3 | 23.4 | 279.6 | 27.2 | 192.9 | 9000 | 221.9 | 27.4 | 360.7 | 27.8 | 463.8 | 27 |
| 0.2 | -69.3 | 0.4 | -68.2 | 0 | -76.4 | 55.6 | 0.3 | 58.3 | 0.2 | 59.1 | 0.1 |
| 24.9 | 532.5 | 24.2 | 423.6 | 29.5 | 349.6 | 8750 | 125.2 | 29.2 | 259.9 | 29.3 | 360.9 | 28.2 |
| 0.5 | -77.5 | 0.5 | -83.8 | 0.2 | -96.3 | 32 | 0 | 49.1 | 0.6 | 48.2 | 0.1 |
| 25.9 | 700 | 24.9 | 595.8 | 31.9 | 543.4 | 8500 | 68.8 | 31.5 | 181.1 | 30.5 | 277.9 | 29.4 |
| 0.7 | -85 | 0.7 | -96.6 | 0.3 | -110.5 | 18.1 | 0 | 32.5 | 0.2 | 38 | 0.1 |
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| 8250 | 36.8 | 33.9 | 125.1 | 32 | 214.4 | 30.9 |
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| 9.5 | 0 | 22.9 | 0.1 | 29.9 | 0.1 |
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| 8000 | 20.6 | 36.8 | 87.3 | 33.8 | 164.3 | 32.4 |
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| 4.5 | -0.2 | 15.7 | 0.1 | 24.2 | 0.2 |
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| 7750 | 11.1 | 39.4 | 60.2 | 35.6 | 124.8 | 33.8 |
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| 2.2 | -0.3 | 10.2 | -0.1 | 17.4 | 0 |
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| 7500 | 5.9 | 42 | 43.1 | 37.8 | 94.5 | 35.3 |
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| 1.4 | 0.2 | 7.6 | 0.1 | 12 | -0.1 |
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| 7250 | 2.9 | 44.1 | 30.1 | 39.8 | 74 | 37.3 |
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| 0.2 | -0.8 | 4.9 | 0 | 9.8 | 0 |
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| 7000 | 1.9 | 47.9 | 21 | 41.8 | 55 | 38.7 |
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| 0.1 | -0.5 | 3 | -0.2 | 5.5 | -0.3 |
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