2010/8/26(Thu) OP
| P/C | 1 | -0.1 | 1.1 | 1.1 | 1.1 | 1.1 | 0.8 | 0.7 | 0.6 | 1 |
| 先物 | 8892.5 | 72.5 | 8820 | 8972.5 | 9102.5 | 9165 | 9362.5 | 9237.5 | 9162.5 | 9177.5 |
| 基準 | 28 | -0.9 | 28.9 | 26.8 | 25.8 | 24.8 | 23.7 | 24.5 | 25.8 | 26.3 |
| 期近 | 28.8 | -1.3 | 30.1 | 27.5 | 26.5 | 24.8 | 23.9 | 24.7 | 26 | 26.4 |
| 期先1 | 27.2 | -0.3 | 27.5 | 25.8 | 24.6 | 24.5 | 22.8 | 23.9 | 25.1 | 25.5 |
| 期先2 | 26.6 | -0.1 | 26.8 | 25.5 | 24.5 | 24.6 | 22.9 | 23.9 | 24.9 | 25.3 |
| 当/先 | 1.1 | 0 | 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 |
| 14 | 42 | 77 |
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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 | 8890 | 9C900 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 |
| 2.6 | 4.9 | 10.5 | 20.7 | 40.2 | 77 | 144.8 | 256.4 | 405.1 | 148.7 | 64.2 | 22.1 | 8 | 2.8 | 1.3 |
| -1.9 | -4.3 | -7.1 | -11.9 | -19.1 | -29.6 | -40.4 | -54.8 | -39.8 | 15 | 5.8 | -0.9 | -1 | -0.2 | -0.2 |
| 44.7 | 41.7 | 39.6 | 37 | 34.4 | 32 | 29.9 | 28 | 28 | 27.9 | 26.8 | 25.9 | 26.6 | 27.3 | 29.2 |
| -0.4 | -1.2 | -0.9 | -0.9 | -0.9 | -0.9 | -0.5 | -0.7 | -1 | -1.1 | -1 | -1.7 | -1.6 | -1 | -1 |
| -0.01 | -0.02 | -0.04 | -0.07 | -0.13 | -0.23 | -0.38 | -0.57 |
| 0.43 | 0.24 | 0.1 | 0.04 | 0.02 | 0.01 |
| 0.003 | 0.006 | 0.011 | 0.021 | 0.035 | 0.054 | 0.072 | 0.079 |
| 0.08 | 0.065 | 0.039 | 0.019 | 0.008 | 0.004 |
| 0.45 | 0.78 | 1.41 | 2.36 | 3.7 | 5.33 | 6.72 | 6.91 |
| 6.91 | 5.45 | 3.18 | 1.61 | 0.72 | 0.37 |
| -0.7 | -1.13 | -1.95 | -3.05 | -4.44 | -5.93 | -6.98 | -6.73 |
| -6.73 | -5.09 | -2.87 | -1.49 | -0.68 | -0.38 |
| 10P725 | 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 8830 | 10C900 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 |
| 33.5 | 47.1 | 67.9 | 97.9 | 140.9 | 204.1 | 290 | 407.3 | 647.2 | 240 | 142.7 | 78.5 | 39.5 | 20 | 9.9 |
| -9.7 | -13 | -17 | -22 | -27.7 | -32.4 | -40.9 | -49.1 | -30.2 | 18.9 | 12.6 | 7.9 | 4.4 | 2.4 | 1.2 |
| 40.4 | 38.2 | 36.2 | 34.3 | 32.5 | 31.1 | 29.8 | 28.9 | 25.3 | 23.9 | 23.2 | 22.8 | 22.4 | 22.6 | 22.8 |
| -0.8 | -0.8 | -0.8 | -0.7 | -0.6 | -0.4 | -0.4 | -0.5 | -0.7 | -0.8 | -0.6 | -0.5 | -0.4 | -0.3 | -0.3 |
| -0.06 | -0.08 | -0.12 | -0.17 | -0.23 | -0.32 | -0.42 | -0.53 |
| 0.46 | 0.32 | 0.21 | 0.12 | 0.07 | 0.04 |
| 0.01 | 0.013 | 0.018 | 0.024 | 0.031 | 0.038 | 0.043 | 0.045 |
| 0.055 | 0.051 | 0.042 | 0.03 | 0.019 | 0.012 |
| 3.62 | 4.69 | 6.04 | 7.59 | 9.24 | 10.77 | 11.82 | 12.05 |
| 12.02 | 10.89 | 8.7 | 6.12 | 3.99 | 2.44 |
| -1.73 | -2.11 | -2.58 | -3.07 | -3.54 | -3.95 | -4.15 | -4.1 |
| -3.4 | -2.99 | -2.35 | -1.62 | -1.06 | -0.66 |
| 11P725 | 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 8840 | 11C900 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 |
| 80 | 105.9 | 137.1 | 180.3 | 235.7 | 305.9 | 396.1 | 507.5 | 852.8 | 345.3 | 234.9 | 151.7 | 94 | 54.8 | 30.2 |
| -11.5 | -13.7 | -18.2 | -24.6 | -26.3 | -33 | -37.4 | -44 | -19.7 | 24.3 | 18 | 13.7 | 9.9 | 6.2 | 3.4 |
| 37.5 | 35.9 | 34.2 | 32.7 | 31.3 | 29.9 | 28.7 | 27.6 | 25.1 | 24.1 | 23.2 | 22.5 | 22.1 | 21.6 | 21.2 |
| -0.2 | -0.2 | -0.3 | -0.4 | -0.2 | -0.3 | -0.2 | -0.2 | -0.4 | -0.4 | -0.4 | -0.3 | -0.2 | -0.2 | -0.2 |
| -0.1 | -0.13 | -0.17 | -0.22 | -0.28 | -0.35 | -0.42 | -0.51 |
| 0.48 | 0.38 | 0.28 | 0.2 | 0.13 | 0.08 |
| 0.012 | 0.015 | 0.018 | 0.022 | 0.026 | 0.03 | 0.033 | 0.035 |
| 0.04 | 0.04 | 0.036 | 0.031 | 0.024 | 0.017 |
| 7.28 | 8.79 | 10.36 | 12.06 | 13.69 | 15.09 | 16.04 | 16.32 |
| 16.31 | 15.55 | 13.78 | 11.34 | 8.63 | 6.08 |
| -1.76 | -2.04 | -2.29 | -2.55 | -2.76 | -2.91 | -2.97 | -2.9 |
| -2.55 | -2.34 | -2.01 | -1.62 | -1.21 | -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 |
| 21.6 | 5.7 | 23.9 | 1.2 | 40.5 | 1 | 11000 | 2109.89473684211 |
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| 0.3 | 1.4 | -0.2 | 0.2 | 0 | 0 | -67.739671760045 |
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| 21.1 | 9.2 | 23.4 | 2.3 | 36.6 | 1 | 10750 |
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| 0.1 | 1.8 | -0.4 | 0.2 | -0.2 | 0 |
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| 21 | 16.6 | 22.9 | 4.5 | 32.6 | 1 | 10500 |
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| -0.3 | 1.5 | -0.3 | 0.5 | -0.3 | 0 |
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| 21.2 | 30.2 | 22.8 | 9.9 | 29.2 | 1.3 | 10250 |
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| -0.2 | 3.4 | -0.3 | 1.2 | -1 | -0.2 |
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| 21.6 | 54.8 | 22.6 | 20 | 27.3 | 2.8 | 10000 |
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| -0.2 | 6.2 | -0.3 | 2.4 | -1 | -0.2 |
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| 22.1 | 94 | 22.4 | 39.5 | 26.6 | 8 | 9750 |
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| -0.2 | 9.9 | -0.4 | 4.4 | -1.6 | -1 |
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| 22.5 | 151.7 | 22.8 | 78.5 | 25.9 | 22.1 | 9500 | 633 | 27 | 742.8 | 28.9 | 815 | 26.6 |
| -0.3 | 13.7 | -0.5 | 7.9 | -1.7 | -0.9 | -69.2 | -0.4 | -60.2 | -0.3 | -46.7 | 0.4 |
| 23.2 | 234.9 | 23.2 | 142.7 | 26.8 | 64.2 | 9250 | 423 | 27.1 | 557.9 | 28.5 | 647.5 | 26.9 |
| -0.4 | 18 | -0.6 | 12.6 | -1 | 5.8 | -64.9 | -0.7 | -55.6 | -0.4 | -47.6 | 0 |
| 24.1 | 345.3 | 23.9 | 240 | 27.9 | 148.7 | 9000 | 256.4 | 28 | 407.3 | 28.9 | 507.5 | 27.6 |
| -0.4 | 24.3 | -0.8 | 18.9 | -1.1 | 15 | -54.8 | -0.7 | -49.1 | -0.5 | -44 | -0.2 |
| 25.4 | 487 | 24.8 | 374 | 29.6 | 285.5 | 8750 | 144.8 | 29.9 | 290 | 29.8 | 396.1 | 28.7 |
| -0.1 | 37 | -0.9 | 27.3 | -1.2 | 27.6 | -40.4 | -0.5 | -40.9 | -0.4 | -37.4 | -0.2 |
| 26.4 | 647.5 | 25.6 | 538.6 | 31.5 | 467.5 | 8500 | 77 | 32 | 204.1 | 31.1 | 305.9 | 29.9 |
| -0.3 | 40 | -1.1 | 34.8 | -1.5 | 39.4 | -29.6 | -0.9 | -32.4 | -0.4 | -33 | -0.3 |
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| 8250 | 40.2 | 34.4 | 140.9 | 32.5 | 235.7 | 31.3 |
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| -19.1 | -0.9 | -27.7 | -0.6 | -26.3 | -0.2 |
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| 8000 | 20.7 | 37 | 97.9 | 34.3 | 180.3 | 32.7 |
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| -11.9 | -0.9 | -22 | -0.7 | -24.6 | -0.4 |
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| 7750 | 10.5 | 39.6 | 67.9 | 36.2 | 137.1 | 34.2 |
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| -7.1 | -0.9 | -17 | -0.8 | -18.2 | -0.3 |
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| 7500 | 4.9 | 41.7 | 47.1 | 38.2 | 105.9 | 35.9 |
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| -4.3 | -1.2 | -13 | -0.8 | -13.7 | -0.2 |
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| 7250 | 2.6 | 44.7 | 33.5 | 40.4 | 80 | 37.5 |
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| -1.9 | -0.4 | -9.7 | -0.8 | -11.5 | -0.2 |
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| 7000 | 1.7 | 48.8 | 23.8 | 42.7 | 60.5 | 39.1 |
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| -0.8 | 0.7 | -6.6 | -0.6 | -9.4 | -0.3 |
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| 6750 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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