2010/8/30(Mon) OP
| P/C | 0.8 | 0.1 | 0.7 | 1 | 1.1 | 1.1 | 1.1 | 1.1 | 0.8 | 0.7 |
| 先物 | 9127.5 | 150 | 8977.5 | 8892.5 | 8820 | 8972.5 | 9102.5 | 9165 | 9362.5 | 9237.5 |
| 基準 | 26.7 | 0.1 | 26.6 | 28 | 28.9 | 26.8 | 25.8 | 24.8 | 23.7 | 24.5 |
| 期近 | 27.7 | 0.3 | 27.4 | 28.8 | 30.1 | 27.5 | 26.5 | 24.8 | 23.9 | 24.7 |
| 期先1 | 26.2 | 0.2 | 26 | 27.2 | 27.5 | 25.8 | 24.6 | 24.5 | 22.8 | 23.9 |
| 期先2 | 25.6 | -0.1 | 25.6 | 26.6 | 26.8 | 25.5 | 24.5 | 24.6 | 22.9 | 23.9 |
| 当/先 | 1.1 | 0 | 1.1 | 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 |
| 10 | 38 | 73 |
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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 | 9130 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 |
| 1.1 | 2 | 4.6 | 10.6 | 24.5 | 54.4 | 117.3 | 234.4 | 346.7 | 112.3 | 42.7 | 13.9 | 4.3 | 1.8 | 1 |
| -1.1 | -3.4 | -6.6 | -13.3 | -25.9 | -47.7 | -81.7 | -115.6 | -80.5 | 35.1 | 12.9 | 2.9 | 0.9 | 0.4 | 0 |
| 45.8 | 41.7 | 38.9 | 36.1 | 33.5 | 30.8 | 28.5 | 26.9 | 26.9 | 26.9 | 26.6 | 26.9 | 27.7 | 30 | 32.9 |
| 5.3 | 3 | 3 | 2.7 | 2.4 | 2 | 1.2 | 0.7 | 0.8 | 0.8 | 0.5 | 0.1 | 0.6 | 1.2 | 0.9 |
| 0 | -0.01 | -0.02 | -0.05 | -0.1 | -0.2 | -0.38 | -0.61 |
| 0.39 | 0.19 | 0.08 | 0.03 | 0.01 | 0.01 |
| 0.002 | 0.004 | 0.008 | 0.017 | 0.034 | 0.059 | 0.086 | 0.093 |
| 0.093 | 0.067 | 0.035 | 0.015 | 0.007 | 0.003 |
| 0.22 | 0.38 | 0.76 | 1.46 | 2.67 | 4.31 | 5.83 | 5.91 |
| 5.91 | 4.21 | 2.2 | 0.95 | 0.47 | 0.27 |
| -0.48 | -0.75 | -1.43 | -2.55 | -4.31 | -6.41 | -8.02 | -7.66 |
| -7.7 | -5.41 | -2.86 | -1.27 | -0.68 | -0.43 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9070 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 26.7 | 38.1 | 56.3 | 84.9 | 125.2 | 185.9 | 272.9 | 392.7 | 606.3 | 213.6 | 120.4 | 64.7 | 32 | 15.3 | 7.2 |
| -9.7 | -15.2 | -22.2 | -29.4 | -43.7 | -59.8 | -79.2 | -101.7 | -52.3 | 49.3 | 29.2 | 17.5 | 8.1 | 3.8 | 2.2 |
| 38.9 | 36.6 | 34.6 | 32.9 | 31.1 | 29.6 | 28.4 | 27.6 | 24 | 22.7 | 22.1 | 22 | 21.9 | 22 | 22.3 |
| 1.3 | 0.9 | 0.7 | 0.9 | 0.5 | 0.4 | 0.2 | -0.3 | -0.1 | -0.1 | -0.3 | -0.1 | -0.3 | -0.3 | 0 |
| -0.05 | -0.07 | -0.11 | -0.16 | -0.22 | -0.31 | -0.42 | -0.54 |
| 0.44 | 0.3 | 0.19 | 0.11 | 0.06 | 0.03 |
| 0.009 | 0.013 | 0.018 | 0.025 | 0.033 | 0.04 | 0.046 | 0.049 |
| 0.059 | 0.053 | 0.041 | 0.028 | 0.017 | 0.01 |
| 3.17 | 4.18 | 5.52 | 7.15 | 8.86 | 10.48 | 11.57 | 11.74 |
| 11.69 | 10.3 | 7.96 | 5.42 | 3.36 | 1.95 |
| -1.61 | -1.99 | -2.49 | -3.06 | -3.58 | -4.04 | -4.28 | -4.22 |
| -3.47 | -2.97 | -2.29 | -1.55 | -0.97 | -0.57 |
| 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 9070 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 70.4 | 94.8 | 124.9 | 165.3 | 220 | 290.2 | 381.3 | 496.8 | 816.4 | 319.6 | 214.5 | 135 | 80.3 | 47 | 25.1 |
| -18.6 | -22.4 | -30.1 | -38.8 | -48.9 | -61.6 | -76.2 | -93.2 | -35 | 58.2 | 43.9 | 28.1 | 17.1 | 10.9 | 4.7 |
| 35.8 | 34.3 | 32.6 | 31.1 | 29.8 | 28.5 | 27.3 | 26.4 | 23.8 | 22.9 | 22.3 | 21.6 | 21.1 | 20.9 | 20.5 |
| 0.4 | 0.5 | 0.4 | 0.3 | 0.3 | 0.2 | 0.1 | -0.2 | 0 | 0 | 0 | -0.2 | -0.3 | -0.2 | -0.5 |
| -0.1 | -0.13 | -0.16 | -0.21 | -0.27 | -0.35 | -0.43 | -0.52 |
| 0.47 | 0.36 | 0.26 | 0.18 | 0.12 | 0.07 |
| 0.012 | 0.015 | 0.019 | 0.023 | 0.027 | 0.032 | 0.035 | 0.037 |
| 0.042 | 0.041 | 0.037 | 0.03 | 0.023 | 0.016 |
| 6.96 | 8.5 | 10.15 | 11.9 | 13.62 | 15.09 | 16.07 | 16.3 |
| 16.28 | 15.36 | 13.38 | 10.72 | 8.03 | 5.49 |
| -1.69 | -1.98 | -2.25 | -2.52 | -2.76 | -2.92 | -2.98 | -2.92 |
| -2.56 | -2.34 | -1.97 | -1.54 | -1.15 | -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 |
| 20.7 | 4 | 24.4 | 1 | 46.8 | 1 | 11250 |
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| -0.5 | 0.7 | -0.7 | 0 | 2.6 | 0 |
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| 20.7 | 7.7 | 23.5 | 1.8 | 42.4 | 1 | 11000 |
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| -0.3 | 1.7 | 0.4 | 0.7 | 2.1 | 0 |
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| 20.6 | 13.9 | 22.7 | 3.3 | 37.7 | 1 | 10750 |
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| -0.6 | 2.1 | -0.6 | 0.5 | 1.5 | 0 |
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| 20.5 | 25.1 | 22.3 | 7.2 | 32.9 | 1 | 10500 |
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| -0.5 | 4.7 | 0 | 2.2 | 0.9 | 0 |
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| 20.9 | 47 | 22 | 15.3 | 30 | 1.8 | 10250 |
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| -0.2 | 10.9 | -0.3 | 3.8 | 1.2 | 0.4 |
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| 21.1 | 80.3 | 21.9 | 32 | 27.7 | 4.3 | 10000 |
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| -0.3 | 17.1 | -0.3 | 8.1 | 0.6 | 0.9 |
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| 21.6 | 135 | 22 | 64.7 | 26.9 | 13.9 | 9750 | 637.3 | 27.4 | 742 | 28.4 | 812.5 | 25.7 |
| -0.2 | 28.1 | -0.1 | 17.5 | 0.1 | 2.9 | -145.7 | 0.7 | -135.8 | -1.2 | -122.5 | -0.6 |
| 22.3 | 214.5 | 22.1 | 120.4 | 26.6 | 42.7 | 9500 | 412 | 25.9 | 551.5 | 27.7 | 638.6 | 25.7 |
| 0 | 43.9 | -0.3 | 29.2 | 0.5 | 12.9 | -141 | -0.5 | -121.2 | -0.7 | -108.9 | -0.4 |
| 22.9 | 319.6 | 22.7 | 213.6 | 26.9 | 112.3 | 9250 | 234.4 | 26.9 | 392.7 | 27.6 | 496.8 | 26.4 |
| 0 | 58.2 | -0.1 | 49.3 | 0.8 | 35.1 | -115.6 | 0.7 | -101.7 | -0.3 | -93.2 | -0.2 |
| 23.8 | 453.6 | 23.4 | 343.2 | 28.6 | 245.4 | 9000 | 117.3 | 28.5 | 272.9 | 28.4 | 381.3 | 27.3 |
| 0.1 | 75 | 0 | 71 | 1.5 | 70.3 | -81.7 | 1.2 | -79.2 | 0.2 | -76.2 | 0.1 |
| 24.7 | 612.5 | 24 | 506.5 | 31.1 | 433.5 | 8750 | 54.4 | 30.8 | 185.9 | 29.6 | 290.2 | 28.5 |
| 0.1 | 90 | -0.1 | 91.3 | 2.3 | 103.5 | -47.7 | 2 | -59.8 | 0.4 | -61.6 | 0.2 |
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| 8500 | 24.5 | 33.5 | 125.2 | 31.1 | 220 | 29.8 |
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| -25.9 | 2.4 | -43.7 | 0.5 | -48.9 | 0.3 |
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| 8250 | 10.6 | 36.1 | 84.9 | 32.9 | 165.3 | 31.1 |
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| -13.3 | 2.7 | -29.4 | 0.9 | -38.8 | 0.3 |
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| 8000 | 4.6 | 38.9 | 56.3 | 34.6 | 124.9 | 32.6 |
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| -6.6 | 3 | -22.2 | 0.7 | -30.1 | 0.4 |
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| 7750 | 2 | 41.7 | 38.1 | 36.6 | 94.8 | 34.3 |
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| -3.4 | 3 | -15.2 | 0.9 | -22.4 | 0.5 |
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| 7500 | 1.1 | 45.8 | 26.7 | 38.9 | 70.4 | 35.8 |
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| -1.1 | 5.3 | -9.7 | 1.3 | -18.6 | 0.4 |
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| 7250 | 1 | 52.3 | 17 | 40.5 | 53.7 | 37.6 |
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| -0.5 | 7.1 | -8 | 0.8 | -13.4 | 0.5 |
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| 7000 | 1 | 59.5 | 11.5 | 42.6 | 39.6 | 39.1 |
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| 0 | 10 | -5.5 | 0.9 | -10.9 | 0.4 |
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