2010/8/25(Wed) OP
| P/C | 1.1 | 0 | 1.1 | 1.1 | 1.1 | 0.8 | 0.7 | 0.6 | 1 | 0.7 |
| 先物 | 8820 | -152.5 | 8972.5 | 9102.5 | 9165 | 9362.5 | 9237.5 | 9162.5 | 9177.5 | 9262.5 |
| 基準 | 28.9 | 2.1 | 26.8 | 25.8 | 24.8 | 23.7 | 24.5 | 25.8 | 26.3 | 26 |
| 期近 | 30.1 | 2.6 | 27.5 | 26.5 | 24.8 | 23.9 | 24.7 | 26 | 26.4 | 26 |
| 期先1 | 27.5 | 1.7 | 25.8 | 24.6 | 24.5 | 22.8 | 23.9 | 25.1 | 25.5 | 25.3 |
| 期先2 | 26.8 | 1.3 | 25.5 | 24.5 | 24.6 | 22.9 | 23.9 | 24.9 | 25.3 | 25.2 |
| 当/先 | 1.1 | 0 | 1.1 | 1.1 | 1 | 1.1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 15 | 43 | 78 |
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| 7000 | 7250 | 7500 | 7750 | 8000 | 8250 | 8500 | 8750 | 8750 | 8750 | 9000 | 9250 | 9500 | 9750 | 10000 |
| 9P700 | 9P725 | 9P750 | 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 8820 | 9C875 | 9C900 | 9C925 | 9C950 | 9C975 | 9C1000 |
| 2.5 | 4.5 | 9.1 | 17.5 | 32.6 | 59.4 | 106.6 | 185.2 | 443.1 | 257.9 | 133.7 | 58.4 | 23 | 9 | 3 |
| 0.6 | 1.7 | 3.2 | 6.5 | 12 | 22.6 | 37.8 | 60 | -31.7 | -91.7 | -59.2 | -32.6 | -15.1 | -4.5 | -1.5 |
| 48.1 | 45.1 | 42.9 | 40.5 | 37.9 | 35.3 | 32.8 | 30.4 | 30.5 | 30.7 | 29 | 27.8 | 27.6 | 28.2 | 28.4 |
| 0.2 | 1 | 0.9 | 1 | 1 | 1.4 | 1.3 | 1.2 | 1.2 | 1.3 | 1.8 | 1.9 | 1.9 | 2.7 | 2.6 |
| -0.01 | -0.02 | -0.03 | -0.05 | -0.1 | -0.17 | -0.28 | -0.44 |
| 0.56 | 0.38 | 0.21 | 0.1 | 0.04 | 0.02 |
| 0.003 | 0.005 | 0.009 | 0.015 | 0.025 | 0.039 | 0.057 | 0.072 |
| 0.071 | 0.072 | 0.057 | 0.035 | 0.018 | 0.008 |
| 0.41 | 0.69 | 1.22 | 2.01 | 3.12 | 4.55 | 6.09 | 7.13 |
| 7.13 | 6.88 | 5.22 | 3.17 | 1.68 | 0.75 |
| -0.64 | -1.01 | -1.7 | -2.64 | -3.85 | -5.23 | -6.5 | -7.04 |
| -7.14 | -6.51 | -4.73 | -2.85 | -1.54 | -0.69 |
| 10P700 | 10P725 | 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 8770 | 10C875 | 10C900 | 10C925 | 10C950 | 10C975 | 10C1000 |
| 30.4 | 43.2 | 60.2 | 84.9 | 119.9 | 168.6 | 236.5 | 330.9 | 677.6 | 346.7 | 221.1 | 130 | 70.5 | 35.1 | 17.6 |
| 9.4 | 13.1 | 17.1 | 24.7 | 32.7 | 43.5 | 55.4 | 71 | -5.9 | -76.9 | -58.5 | -37.3 | -22.8 | -13.1 | -5.8 |
| 43.2 | 41.2 | 39 | 36.9 | 35 | 33.2 | 31.5 | 30.3 | 28.6 | 25.7 | 24.7 | 23.9 | 23.3 | 22.8 | 22.9 |
| 1.4 | 1.4 | 1.2 | 1.4 | 1.2 | 1.2 | 1 | 1 | 1.1 | 1.4 | 1.3 | 1.4 | 1.3 | 1.2 | 1.4 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.19 | -0.26 | -0.35 | -0.45 |
| 0.55 | 0.42 | 0.3 | 0.19 | 0.11 | 0.06 |
| 0.008 | 0.011 | 0.015 | 0.02 | 0.026 | 0.032 | 0.038 | 0.043 |
| 0.051 | 0.052 | 0.048 | 0.038 | 0.027 | 0.017 |
| 3.23 | 4.22 | 5.38 | 6.77 | 8.31 | 9.87 | 11.22 | 12.03 |
| 12.02 | 11.9 | 10.5 | 8.21 | 5.66 | 3.64 |
| -1.61 | -2 | -2.41 | -2.88 | -3.35 | -3.77 | -4.07 | -4.18 |
| -3.57 | -3.4 | -2.9 | -2.21 | -1.49 | -0.96 |
| 11P700 | 11P725 | 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 8770 | 11C875 | 11C900 | 11C925 | 11C950 | 11C975 | 11C1000 |
| 70 | 91.5 | 119.6 | 155.3 | 204.9 | 262 | 338.8 | 433.5 | 883.5 | 450 | 321 | 216.9 | 138 | 84.1 | 48.6 |
| 14.9 | 17.5 | 25.1 | 30.4 | 40.6 | 47.6 | 61 | 72.6 | -9.9 | -82.5 | -62.3 | -46.6 | -34.5 | -23.2 | -14.2 |
| 39.4 | 37.7 | 36.1 | 34.5 | 33.2 | 31.5 | 30.2 | 28.9 | 27.6 | 25.5 | 24.5 | 23.6 | 22.8 | 22.2 | 21.8 |
| 0.7 | 0.5 | 0.8 | 0.6 | 0.8 | 0.6 | 0.7 | 0.7 | 0.6 | 0.5 | 0.8 | 0.9 | 0.8 | 0.7 | 0.8 |
| -0.09 | -0.11 | -0.15 | -0.19 | -0.24 | -0.3 | -0.37 | -0.45 |
| 0.55 | 0.45 | 0.35 | 0.26 | 0.18 | 0.12 |
| 0.01 | 0.012 | 0.016 | 0.019 | 0.023 | 0.027 | 0.031 | 0.034 |
| 0.038 | 0.04 | 0.038 | 0.035 | 0.029 | 0.022 |
| 6.49 | 7.84 | 9.36 | 10.96 | 12.64 | 14.15 | 15.41 | 16.17 |
| 16.17 | 16.19 | 15.18 | 13.22 | 10.69 | 8.01 |
| -1.63 | -1.89 | -2.15 | -2.41 | -2.67 | -2.84 | -2.96 | -2.97 |
| -2.64 | -2.54 | -2.3 | -1.93 | -1.52 | -1.11 |
| 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 |
| 21 | 7.4 | 23.8 | 2.1 | 36.8 | 1 | 10750 | 1927.72486772487 |
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| 0.5 | -3.4 | 2 | -0.1 | 3.9 | 0 | 150.670604158976 |
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| 21.4 | 15.1 | 23.2 | 4 | 32.9 | 1 | 10500 |
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| 0.8 | -4.9 | 1.7 | -0.7 | 3.9 | 0 |
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| 21.4 | 26.8 | 23.1 | 8.7 | 30.2 | 1.5 | 10250 |
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| 0.8 | -8.2 | 1.8 | -1.8 | 3.4 | -0.3 |
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| 21.8 | 48.6 | 22.9 | 17.6 | 28.4 | 3 | 10000 |
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| 0.8 | -14.2 | 1.4 | -5.8 | 2.6 | -1.5 |
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| 22.2 | 84.1 | 22.8 | 35.1 | 28.2 | 9 | 9750 |
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| 0.7 | -23.2 | 1.2 | -13.1 | 2.7 | -4.5 |
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| 22.8 | 138 | 23.3 | 70.5 | 27.6 | 23 | 9500 |
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| 0.8 | -34.5 | 1.3 | -22.8 | 1.9 | -15.1 |
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| 23.6 | 216.9 | 23.9 | 130 | 27.8 | 58.4 | 9250 | 487.9 | 27.8 | 613.5 | 28.9 | 695.1 | 26.9 |
| 0.9 | -46.6 | 1.4 | -37.3 | 1.9 | -32.6 | 120 | 1.9 | 112.7 | 1.7 | 103.1 | 0.9 |
| 24.5 | 321 | 24.7 | 221.1 | 29 | 133.7 | 9000 | 311.2 | 28.7 | 456.3 | 29.4 | 551.5 | 27.8 |
| 0.8 | -62.3 | 1.3 | -58.5 | 1.8 | -59.2 | 89.3 | 1.3 | 95.6 | 1.6 | 87.7 | 0.8 |
| 25.5 | 450 | 25.7 | 346.7 | 30.7 | 257.9 | 8750 | 185.2 | 30.4 | 330.9 | 30.3 | 433.5 | 28.9 |
| 0.5 | -82.5 | 1.4 | -76.9 | 1.3 | -91.7 | 60 | 1.2 | 71 | 1 | 72.6 | 0.7 |
| 26.7 | 607.5 | 26.7 | 503.8 | 33 | 428.1 | 8500 | 106.6 | 32.8 | 236.5 | 31.5 | 338.8 | 30.2 |
| 0.8 | -92.5 | 1.9 | -92 | 1.1 | -115.3 | 37.8 | 1.3 | 55.4 | 1 | 61 | 0.7 |
| 27.9 | 783.3 | 27.3 | 683.6 | 36.1 | 633.5 | 8250 | 59.4 | 35.3 | 168.6 | 33.2 | 262 | 31.5 |
| 0.9 | -104.2 | 2.1 | -108.1 | 2.3 | -125.8 | 22.6 | 1.4 | 43.5 | 1.2 | 47.6 | 0.6 |
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| 8000 | 32.6 | 37.9 | 119.9 | 35 | 204.9 | 33.2 |
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| 12 | 1 | 32.7 | 1.2 | 40.6 | 0.8 |
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| 7750 | 17.5 | 40.5 | 84.9 | 36.9 | 155.3 | 34.5 |
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| 6.5 | 1 | 24.7 | 1.4 | 30.4 | 0.6 |
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| 7500 | 9.1 | 42.9 | 60.2 | 39 | 119.6 | 36.1 |
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| 3.2 | 0.9 | 17.1 | 1.2 | 25.1 | 0.8 |
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| 7250 | 4.5 | 45.1 | 43.2 | 41.2 | 91.5 | 37.7 |
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| 1.7 | 1 | 13.1 | 1.4 | 17.5 | 0.5 |
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| 7000 | 2.5 | 48.1 | 30.4 | 43.2 | 70 | 39.4 |
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| 0.6 | 0.2 | 9.4 | 1.4 | 14.9 | 0.7 |
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