2010/8/31(Tue) OP
| P/C | 1.3 | 0.5 | 0.8 | 0.7 | 1 | 1.1 | 1.1 | 1.1 | 1.1 | 0.8 |
| 先物 | 8802.5 | -325 | 9127.5 | 8977.5 | 8892.5 | 8820 | 8972.5 | 9102.5 | 9165 | 9362.5 |
| 基準 | 29.6 | 2.9 | 26.7 | 26.6 | 28 | 28.9 | 26.8 | 25.8 | 24.8 | 23.7 |
| 期近 | 32 | 4.3 | 27.7 | 27.4 | 28.8 | 30.1 | 27.5 | 26.5 | 24.8 | 23.9 |
| 期先1 | 28.4 | 2.2 | 26.2 | 26 | 27.2 | 27.5 | 25.8 | 24.6 | 24.5 | 22.8 |
| 期先2 | 27.6 | 2.1 | 25.6 | 25.6 | 26.6 | 26.8 | 25.5 | 24.5 | 24.6 | 22.9 |
| 当/先 | 1.1 | 0.1 | 1.1 | 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 |
| 9 | 37 | 72 |
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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 | 8800 | 9C875 | 9C900 | 9C925 | 9C950 | 9C975 | 9C1000 |
| 1 | 1.8 | 3.7 | 7.3 | 17.3 | 37 | 78.6 | 156 | 364.3 | 208.3 | 94.8 | 34.7 | 11.9 | 3.6 | 1.6 |
| 0 | 0.8 | 2.6 | 5.3 | 12.7 | 26.4 | 54.1 | 101.5 | -123.7 | -225.2 | -150.6 | -77.7 | -30.7 | -10.3 | -2.7 |
| 55 | 50.7 | 47.1 | 43.2 | 40.7 | 37.7 | 35 | 32.3 | 32.3 | 32.3 | 31 | 30.2 | 30.8 | 31.3 | 33.9 |
| -4.5 | -1.6 | 1.2 | 1.5 | 1.8 | 1.6 | 1.5 | 1.5 | 1.3 | 1.1 | 2.4 | 3.3 | 4.2 | 4.4 | 6.2 |
| 0 | -0.01 | -0.02 | -0.03 | -0.07 | -0.13 | -0.26 | -0.44 |
| 0.56 | 0.34 | 0.16 | 0.06 | 0.02 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.011 | 0.023 | 0.041 | 0.065 | 0.087 |
| 0.087 | 0.084 | 0.057 | 0.029 | 0.012 | 0.006 |
| 0.17 | 0.29 | 0.54 | 0.96 | 1.83 | 3.05 | 4.55 | 5.57 |
| 5.57 | 5.14 | 3.41 | 1.77 | 0.74 | 0.38 |
| -0.5 | -0.79 | -1.36 | -2.22 | -3.98 | -6.14 | -8.5 | -9.6 |
| -9.6 | -8.52 | -5.5 | -2.92 | -1.25 | -0.69 |
| 10P700 | 10P725 | 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 8740 | 10C875 | 10C900 | 10C925 | 10C950 | 10C975 | 10C1000 |
| 23.9 | 35.3 | 50.7 | 75.2 | 110.1 | 159.6 | 229.5 | 324.9 | 643.4 | 318.5 | 197.9 | 111.9 | 59 | 29.2 | 13.8 |
| 12.3 | 18.3 | 24 | 37.1 | 53.8 | 74.7 | 104.3 | 139.1 | -48.9 | -188 | -145.3 | -101.7 | -61.4 | -35.4 | -18.2 |
| 44 | 41.9 | 39.7 | 37.8 | 36 | 34.3 | 32.7 | 31.3 | 29.2 | 26 | 25.1 | 24.4 | 24 | 23.8 | 23.8 |
| 1.3 | 1.5 | 0.8 | 1.3 | 1.4 | 1.4 | 1.6 | 1.7 | 1.8 | 2 | 1.7 | 1.6 | 1.9 | 1.8 | 1.8 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.19 | -0.26 | -0.35 | -0.46 |
| 0.55 | 0.41 | 0.28 | 0.17 | 0.1 | 0.05 |
| 0.008 | 0.011 | 0.015 | 0.02 | 0.027 | 0.034 | 0.04 | 0.045 |
| 0.054 | 0.055 | 0.049 | 0.037 | 0.025 | 0.016 |
| 2.65 | 3.57 | 4.66 | 6.04 | 7.58 | 9.11 | 10.42 | 11.17 |
| 11.16 | 10.93 | 9.4 | 7.12 | 4.8 | 2.93 |
| -1.56 | -2 | -2.47 | -3.06 | -3.65 | -4.18 | -4.56 | -4.67 |
| -3.89 | -3.69 | -3.07 | -2.28 | -1.53 | -0.93 |
| 11P700 | 11P725 | 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 8750 | 11C875 | 11C900 | 11C925 | 11C950 | 11C975 | 11C1000 |
| 65.4 | 88.4 | 116.7 | 154.2 | 201.9 | 262.9 | 340.4 | 436.6 | 870.5 | 433.9 | 305.8 | 205 | 130.8 | 79.2 | 45.5 |
| 25.7 | 34.7 | 46.4 | 59.4 | 77 | 97.7 | 120.4 | 146.4 | -32.2 | -178.6 | -147.8 | -114.6 | -83.7 | -55.8 | -34.8 |
| 40 | 38.6 | 37 | 35.4 | 33.9 | 32.5 | 31.1 | 29.7 | 28.3 | 26.1 | 25.1 | 24.2 | 23.5 | 23 | 22.5 |
| 0.9 | 1 | 1.2 | 1.2 | 1.3 | 1.3 | 1.3 | 1.3 | 1.3 | 1.4 | 1.3 | 1.3 | 1.3 | 1.4 | 1.4 |
| -0.08 | -0.11 | -0.15 | -0.19 | -0.24 | -0.3 | -0.37 | -0.46 |
| 0.54 | 0.44 | 0.34 | 0.25 | 0.17 | 0.11 |
| 0.01 | 0.013 | 0.016 | 0.019 | 0.023 | 0.027 | 0.031 | 0.034 |
| 0.039 | 0.04 | 0.039 | 0.034 | 0.028 | 0.021 |
| 6.07 | 7.46 | 8.95 | 10.55 | 12.16 | 13.64 | 14.84 | 15.54 |
| 15.54 | 15.48 | 14.41 | 12.46 | 9.99 | 7.43 |
| -1.68 | -1.99 | -2.28 | -2.58 | -2.84 | -3.05 | -3.18 | -3.18 |
| -2.81 | -2.69 | -2.42 | -2.03 | -1.59 | -1.16 |
| 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 |
| 21.9 | 7 | 25.3 | 1.8 | 47.5 | 1 | 10750 | 1950.04784688995 |
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| 1.3 | -6.9 | 2.7 | -1.5 | 9.8 | 0 | 328.434943664146 |
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| 22.4 | 14.8 | 24.3 | 3 | 42.6 | 1 | 10500 |
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| 1.9 | -10.3 | 1.9 | -4.2 | 9.7 | 0 |
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| 22.2 | 25.1 | 24.2 | 6.9 | 37.4 | 1 | 10250 |
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| 1.3 | -21.9 | 2.2 | -8.4 | 7.4 | -0.8 |
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| 22.5 | 45.5 | 23.8 | 13.8 | 33.9 | 1.6 | 10000 |
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| 1.4 | -34.8 | 1.8 | -18.2 | 6.2 | -2.7 |
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| 23 | 79.2 | 23.8 | 29.2 | 31.3 | 3.6 | 9750 |
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| 1.4 | -55.8 | 1.8 | -35.4 | 4.4 | -10.3 |
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| 23.5 | 130.8 | 24 | 59 | 30.8 | 11.9 | 9500 |
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| 1.3 | -83.7 | 1.9 | -61.4 | 4.2 | -30.7 |
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| 24.2 | 205 | 24.4 | 111.9 | 30.2 | 34.7 | 9250 | 481.7 | 30.1 | 618.4 | 30.5 | 705 | 27.9 |
| 1.3 | -114.6 | 1.6 | -101.7 | 3.3 | -77.7 | 247.3 | 3.2 | 225.8 | 2.8 | 208.2 | 1.5 |
| 25.1 | 305.8 | 25.1 | 197.9 | 31 | 94.8 | 9000 | 291.7 | 30.9 | 453.8 | 30.5 | 558 | 28.7 |
| 1.3 | -147.8 | 1.7 | -145.3 | 2.4 | -150.6 | 174.4 | 2.4 | 180.9 | 2.1 | 176.7 | 1.4 |
| 26.1 | 433.9 | 26 | 318.5 | 32.3 | 208.3 | 8750 | 156 | 32.3 | 324.9 | 31.3 | 436.6 | 29.7 |
| 1.4 | -178.6 | 2 | -188 | 1.1 | -225.2 | 101.5 | 1.5 | 139.1 | 1.7 | 146.4 | 1.3 |
| 29 | 613.3 | 26.9 | 472.5 | 34.9 | 380.9 | 8500 | 78.6 | 35 | 229.5 | 32.7 | 340.4 | 31.1 |
| 3.6 | -176.7 | 2.7 | -223.5 | 1 | -272.5 | 54.1 | 1.5 | 104.3 | 1.6 | 120.4 | 1.3 |
| 29.7 | 780 | 27.4 | 652.5 | 36.8 | 587.1 | 8250 | 37 | 37.7 | 159.6 | 34.3 | 262.9 | 32.5 |
| 4.7 | -196.7 | 4.6 | -250.9 | 0.6 | -301.3 | 26.4 | 1.6 | 74.7 | 1.4 | 97.7 | 1.3 |
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| 8000 | 17.3 | 40.7 | 110.1 | 36 | 201.9 | 33.9 |
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| 12.7 | 1.8 | 53.8 | 1.4 | 77 | 1.3 |
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| 7750 | 7.3 | 43.2 | 75.2 | 37.8 | 154.2 | 35.4 |
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| 5.3 | 1.5 | 37.1 | 1.3 | 59.4 | 1.2 |
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| 7500 | 3.7 | 47.1 | 50.7 | 39.7 | 116.7 | 37 |
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| 2.6 | 1.2 | 24 | 0.8 | 46.4 | 1.2 |
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| 7250 | 1.8 | 50.7 | 35.3 | 41.9 | 88.4 | 38.6 |
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| 0.8 | -1.6 | 18.3 | 1.5 | 34.7 | 1 |
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| 7000 | 1 | 55 | 23.9 | 44 | 65.4 | 40 |
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| 0 | -4.5 | 12.3 | 1.3 | 25.7 | 0.9 |
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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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| 6500 | 1 | 70.9 | 11.1 | 48.4 | 37.4 | 43.7 |
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| 0 | -3.5 | 6 | 1.6 | 15 | 1 |
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