2010/8/27(Fri) OP
| P/C | 0.7 | -0.3 | 1 | 1.1 | 1.1 | 1.1 | 1.1 | 0.8 | 0.7 | 0.6 |
| 先物 | 8977.5 | 85 | 8892.5 | 8820 | 8972.5 | 9102.5 | 9165 | 9362.5 | 9237.5 | 9162.5 |
| 基準 | 26.6 | -1.4 | 28 | 28.9 | 26.8 | 25.8 | 24.8 | 23.7 | 24.5 | 25.8 |
| 期近 | 27.4 | -1.4 | 28.8 | 30.1 | 27.5 | 26.5 | 24.8 | 23.9 | 24.7 | 26 |
| 期先1 | 26 | -1.3 | 27.2 | 27.5 | 25.8 | 24.6 | 24.5 | 22.8 | 23.9 | 25.1 |
| 期先2 | 25.6 | -1 | 26.6 | 26.8 | 25.5 | 24.5 | 24.6 | 22.9 | 23.9 | 24.9 |
| 当/先 | 1.1 | 0 | 1.1 | 1.1 | 1.1 | 1.1 | 1 | 1.1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 13 | 41 | 76 |
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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 | 8980 | 9C900 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 |
| 1.5 | 2.2 | 5.4 | 11.2 | 23.9 | 50.4 | 102.1 | 199 | 374.1 | 175.1 | 77.2 | 29.8 | 11 | 3.4 | 1.4 |
| -1.1 | -2.7 | -5.1 | -9.5 | -16.3 | -26.6 | -42.7 | -57.4 | -31 | 26.5 | 13 | 7.7 | 3 | 0.6 | 0.2 |
| 45.2 | 40.5 | 38.7 | 35.9 | 33.4 | 31.1 | 28.9 | 27.3 | 27.2 | 27.1 | 26.1 | 26.1 | 26.8 | 27.2 | 28.8 |
| 0.5 | -1.2 | -0.9 | -1.1 | -1 | -0.9 | -1 | -0.7 | -0.7 | -0.8 | -0.7 | 0.2 | 0.2 | -0.2 | -0.3 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.09 | -0.17 | -0.31 | -0.51 |
| 0.49 | 0.28 | 0.13 | 0.06 | 0.02 | 0.01 |
| 0.002 | 0.004 | 0.008 | 0.015 | 0.028 | 0.048 | 0.071 | 0.085 |
| 0.086 | 0.075 | 0.048 | 0.025 | 0.01 | 0.005 |
| 0.29 | 0.43 | 0.88 | 1.58 | 2.74 | 4.37 | 6.07 | 6.85 |
| 6.85 | 5.82 | 3.72 | 1.96 | 0.84 | 0.41 |
| -0.49 | -0.64 | -1.28 | -2.13 | -3.42 | -5.08 | -6.54 | -7 |
| -6.96 | -5.7 | -3.64 | -1.97 | -0.85 | -0.44 |
| 10P725 | 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 8920 | 10C900 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 |
| 24.9 | 36.4 | 53.3 | 78.5 | 114.3 | 168.9 | 245.7 | 352.1 | 624.3 | 272.2 | 164.3 | 91.2 | 47.1 | 23.9 | 11.4 |
| -8.6 | -10.7 | -14.6 | -19.4 | -26.6 | -35.2 | -44.4 | -55.2 | -23 | 32.2 | 21.6 | 12.7 | 7.7 | 3.9 | 1.6 |
| 39.7 | 37.6 | 35.7 | 33.8 | 32 | 30.6 | 29.2 | 28.3 | 25.6 | 23.4 | 22.8 | 22.4 | 22.1 | 22.3 | 22.4 |
| -0.7 | -0.5 | -0.5 | -0.5 | -0.5 | -0.6 | -0.6 | -0.6 | -0.5 | -0.4 | -0.4 | -0.4 | -0.3 | -0.3 | -0.4 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.2 | -0.28 | -0.38 | -0.49 |
| 0.5 | 0.36 | 0.24 | 0.14 | 0.08 | 0.04 |
| 0.008 | 0.012 | 0.016 | 0.022 | 0.029 | 0.036 | 0.043 | 0.047 |
| 0.056 | 0.054 | 0.046 | 0.034 | 0.022 | 0.013 |
| 3 | 4.01 | 5.28 | 6.81 | 8.48 | 10.17 | 11.49 | 12.05 |
| 12.06 | 11.34 | 9.36 | 6.8 | 4.52 | 2.74 |
| -1.44 | -1.82 | -2.27 | -2.78 | -3.27 | -3.75 | -4.05 | -4.11 |
| -3.43 | -3.14 | -2.53 | -1.82 | -1.22 | -0.74 |
| 11P725 | 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 8920 | 11C900 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 |
| 67.1 | 89 | 117.2 | 155 | 204.1 | 268.9 | 351.8 | 457.5 | 836.1 | 378.6 | 261.4 | 170.5 | 107 | 63.2 | 36 |
| -13 | -16.9 | -19.9 | -25.3 | -31.6 | -36.9 | -44.3 | -50 | -16.6 | 33.4 | 26.5 | 18.8 | 13 | 8.4 | 5.8 |
| 37 | 35.4 | 33.8 | 32.3 | 30.8 | 29.5 | 28.3 | 27.3 | 25.3 | 23.7 | 23 | 22.2 | 21.8 | 21.4 | 21.1 |
| -0.5 | -0.5 | -0.4 | -0.4 | -0.5 | -0.4 | -0.4 | -0.3 | -0.3 | -0.4 | -0.3 | -0.3 | -0.3 | -0.2 | -0.1 |
| -0.09 | -0.12 | -0.15 | -0.2 | -0.25 | -0.32 | -0.4 | -0.48 |
| 0.51 | 0.41 | 0.31 | 0.22 | 0.15 | 0.09 |
| 0.011 | 0.013 | 0.017 | 0.021 | 0.025 | 0.029 | 0.033 | 0.036 |
| 0.041 | 0.041 | 0.038 | 0.033 | 0.026 | 0.019 |
| 6.61 | 8.05 | 9.64 | 11.36 | 13.08 | 14.64 | 15.82 | 16.37 |
| 16.37 | 15.95 | 14.43 | 12.12 | 9.41 | 6.82 |
| -1.6 | -1.86 | -2.13 | -2.4 | -2.63 | -2.82 | -2.92 | -2.91 |
| -2.55 | -2.41 | -2.11 | -1.73 | -1.32 | -0.94 |
| 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 | 6 | 23.2 | 1.1 | 40.3 | 1 | 11000 | 2020.88495575221 |
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| -0.5 | 0.3 | -0.7 | 0 | -0.2 | 0 | -89.0097810898931 |
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| 21.2 | 11.8 | 23.2 | 2.8 | 36.2 | 1 | 10750 |
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| 0.1 | 2.6 | -0.2 | 0.5 | -0.4 | 0 |
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| 21 | 20.3 | 22.4 | 5 | 32 | 1 | 10500 |
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| 0 | 3.7 | -0.6 | 0.5 | -0.6 | 0 |
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| 21.1 | 36 | 22.4 | 11.4 | 28.8 | 1.4 | 10250 |
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| -0.1 | 5.8 | -0.4 | 1.6 | -0.3 | 0.2 |
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| 21.4 | 63.2 | 22.3 | 23.9 | 27.2 | 3.4 | 10000 |
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| -0.2 | 8.4 | -0.3 | 3.9 | -0.2 | 0.6 |
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| 21.8 | 107 | 22.1 | 47.1 | 26.8 | 11 | 9750 |
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| -0.3 | 13 | -0.3 | 7.7 | 0.2 | 3 |
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| 22.2 | 170.5 | 22.4 | 91.2 | 26.1 | 29.8 | 9500 | 553 | 26.4 | 672.7 | 28.4 | 747.5 | 26.1 |
| -0.3 | 18.8 | -0.4 | 12.7 | 0.2 | 7.7 | -80 | -0.6 | -70 | -0.5 | -67.5 | -0.5 |
| 23 | 261.4 | 22.8 | 164.3 | 26.1 | 77.2 | 9250 | 350 | 26.2 | 494.3 | 27.9 | 590 | 26.6 |
| -0.3 | 26.5 | -0.4 | 21.6 | -0.7 | 13 | -73 | -0.9 | -63.6 | -0.6 | -57.5 | -0.3 |
| 23.7 | 378.6 | 23.4 | 272.2 | 27.1 | 175.1 | 9000 | 199 | 27.3 | 352.1 | 28.3 | 457.5 | 27.3 |
| -0.4 | 33.4 | -0.4 | 32.2 | -0.8 | 26.5 | -57.4 | -0.7 | -55.2 | -0.6 | -50 | -0.3 |
| 24.6 | 522.5 | 24.1 | 415.2 | 28.9 | 330 | 8750 | 102.1 | 28.9 | 245.7 | 29.2 | 351.8 | 28.3 |
| -0.8 | 35.5 | -0.7 | 41.2 | -0.7 | 44.5 | -42.7 | -1 | -44.4 | -0.6 | -44.3 | -0.4 |
| 25.5 | 690 | 24.5 | 587.5 | 30.8 | 526.9 | 8500 | 50.4 | 31.1 | 168.9 | 30.6 | 268.9 | 29.5 |
| -0.9 | 42.5 | -1.1 | 48.9 | -0.7 | 59.4 | -26.6 | -0.9 | -35.2 | -0.6 | -36.9 | -0.4 |
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| 8250 | 23.9 | 33.4 | 114.3 | 32 | 204.1 | 30.8 |
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| -16.3 | -1 | -26.6 | -0.5 | -31.6 | -0.5 |
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| 8000 | 11.2 | 35.9 | 78.5 | 33.8 | 155 | 32.3 |
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| -9.5 | -1.1 | -19.4 | -0.5 | -25.3 | -0.4 |
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| 7750 | 5.4 | 38.7 | 53.3 | 35.7 | 117.2 | 33.8 |
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| -5.1 | -0.9 | -14.6 | -0.5 | -19.9 | -0.4 |
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| 7500 | 2.2 | 40.5 | 36.4 | 37.6 | 89 | 35.4 |
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| -2.7 | -1.2 | -10.7 | -0.5 | -16.9 | -0.5 |
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| 7250 | 1.5 | 45.2 | 24.9 | 39.7 | 67.1 | 37 |
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| -1.1 | 0.5 | -8.6 | -0.7 | -13 | -0.5 |
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| 7000 | 1 | 49.5 | 17 | 41.7 | 50.6 | 38.7 |
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| -0.7 | 0.7 | -6.7 | -0.9 | -10 | -0.4 |
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