2010/8/4(Wed) OP
| P/C | 1.2 | 0.2 | 1 | 0.8 | 1.2 | 1 | 0.7 | 0.9 | 0.9 | 0.5 |
| 先物 | 9490 | -182.5 | 9672.5 | 9557.5 | 9532.5 | 9692.5 | 9735 | 9500 | 9492.5 | 9435 |
| 基準 | 24.8 | 1.6 | 23.3 | 24.1 | 24.4 | 23.6 | 23 | 24.3 | 25.1 | 25 |
| 期近 | 25.6 | 2 | 23.6 | 24.4 | 24.4 | 23.3 | 22.9 | 24.1 | 25 | 24.9 |
| 期先1 | 24.5 | 1.4 | 23.1 | 23.9 | 24.3 | 23.9 | 23.2 | 24.6 | 25.1 | 25.4 |
| 期先2 | 23.8 | 1.1 | 22.7 | 23.3 | 23.7 | 23.3 | 22.4 | 23.7 | 24.2 | 24.8 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 8 | 36 | 64 |
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| 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 9750 | 9750 | 10000 | 10250 | 10500 | 10750 | 11000 |
| 8P800 | 8P825 | 8P850 | 8P875 | 8P900 | 8P925 | 8P950 | 8P975 | 9680 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 | 8C1100 |
| 1.8 | 3.4 | 5.8 | 10.2 | 19.7 | 37.3 | 80.1 | 180.5 | 291 | 110.4 | 35.8 | 9.6 | 2.9 | 1.3 | 1 |
| -0.2 | -0.4 | -1.3 | -4 | -10.1 | -22.9 | -48.8 | -80.8 | -45.7 | 35.1 | 11.9 | 2.7 | 0.7 | 0.3 | 0 |
| 49 | 45.6 | 41.3 | 37 | 33.1 | 28.5 | 24.6 | 22.3 | 23.1 | 23.5 | 22.9 | 23.3 | 24.9 | 27.7 | 31.9 |
| 4.4 | 4.4 | 3.8 | 2.9 | 2.1 | 1.2 | 0.3 | -0.1 | 0 | 0 | -0.4 | -0.7 | -0.6 | -0.3 | -0.9 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.08 | -0.16 | -0.32 | -0.58 |
| 0.42 | 0.19 | 0.06 | 0.02 | 0.01 | 0.01 |
| 0.003 | 0.005 | 0.009 | 0.016 | 0.03 | 0.055 | 0.093 | 0.113 |
| 0.108 | 0.076 | 0.034 | 0.013 | 0.006 | 0.004 |
| 0.3 | 0.53 | 0.86 | 1.41 | 2.36 | 3.74 | 5.52 | 6.05 |
| 6.07 | 4.17 | 1.9 | 0.78 | 0.39 | 0.28 |
| -0.79 | -1.29 | -1.9 | -2.78 | -4.16 | -5.67 | -7.25 | -7.2 |
| -7.62 | -5.1 | -2.36 | -1.04 | -0.57 | -0.47 |
| 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9P975 | 9670 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 | 9C1100 |
| 19.6 | 28 | 41.9 | 62 | 95 | 143.4 | 216.7 | 320.2 | 565.1 | 244.9 | 140.1 | 71.6 | 33.8 | 15.9 | 7.1 |
| -5.7 | -9.2 | -13.1 | -20.6 | -28.9 | -41.3 | -54.4 | -72.3 | -28.2 | 44.1 | 29.2 | 14.8 | 6.5 | 3 | 0.3 |
| 35.5 | 33.2 | 31.3 | 29.2 | 27.5 | 25.7 | 24.1 | 22.6 | 22.7 | 22.7 | 21.7 | 21 | 20.6 | 20.7 | 20.8 |
| 0.4 | 0.1 | 0.1 | -0.1 | -0.1 | -0.2 | -0.2 | -0.3 | -0.3 | -0.2 | -0.2 | -0.5 | -0.7 | -0.7 | -1.2 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.19 | -0.28 | -0.39 | -0.53 |
| 0.47 | 0.33 | 0.2 | 0.11 | 0.06 | 0.03 |
| 0.008 | 0.012 | 0.017 | 0.024 | 0.032 | 0.042 | 0.051 | 0.057 |
| 0.057 | 0.054 | 0.044 | 0.03 | 0.018 | 0.01 |
| 2.78 | 3.71 | 5.01 | 6.59 | 8.49 | 10.4 | 11.9 | 12.31 |
| 12.31 | 11.19 | 8.75 | 5.91 | 3.65 | 2.06 |
| -1.32 | -1.65 | -2.1 | -2.57 | -3.12 | -3.57 | -3.83 | -3.71 |
| -3.75 | -3.26 | -2.46 | -1.63 | -1.01 | -0.57 |
| 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 10P975 | 9610 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 | 10C1100 |
| 54.4 | 70.7 | 95.5 | 129.2 | 175.3 | 238.7 | 321.9 | 434.8 | 732.1 | 297.3 | 191.1 | 114.2 | 62.7 | 33.9 | 17.5 |
| -12.9 | -18.9 | -23.7 | -30.3 | -36.2 | -48 | -60.3 | -70.7 | -28.5 | 42.2 | 30.9 | 20.3 | 12.7 | 8.5 | 3.5 |
| 33.9 | 31.9 | 30.4 | 28.8 | 27.4 | 26.1 | 24.9 | 24.1 | 21.7 | 20.4 | 19.8 | 19.3 | 18.8 | 18.6 | 18.6 |
| -0.2 | -0.4 | -0.4 | -0.4 | -0.2 | -0.4 | -0.5 | -0.4 | -0.4 | -0.5 | -0.4 | -0.4 | -0.3 | -0.1 | -0.4 |
| -0.08 | -0.11 | -0.14 | -0.19 | -0.25 | -0.32 | -0.41 | -0.51 |
| 0.48 | 0.36 | 0.25 | 0.16 | 0.1 | 0.06 |
| 0.011 | 0.014 | 0.018 | 0.023 | 0.028 | 0.034 | 0.038 | 0.04 |
| 0.048 | 0.046 | 0.04 | 0.032 | 0.023 | 0.015 |
| 6.16 | 7.52 | 9.2 | 11.04 | 12.95 | 14.68 | 15.92 | 16.32 |
| 16.31 | 15.34 | 13.06 | 9.99 | 7.04 | 4.6 |
| -1.59 | -1.83 | -2.13 | -2.43 | -2.7 | -2.92 | -3.02 | -3 |
| -2.55 | -2.33 | -1.93 | -1.44 | -1.01 | -0.66 |
| 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 |
| 19.4 | 2.6 | 23.1 | 1 | 48.2 | 1 | 11500 |
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| 0.3 | -2.3 | 1.2 | -0.7 | 6.7 | 0 |
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| 19.3 | 5.4 | 22.5 | 2 | 43.3 | 1 | 11250 |
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| 0.6 | -3.6 | 1.5 | -1 | 6.5 | 0 |
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| 19.4 | 11.4 | 22.4 | 4.9 | 38.2 | 1 | 11000 |
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| 0.7 | -6.1 | 1.6 | -2.2 | 6.3 | 0 |
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| 18.9 | 20.3 | 21.9 | 9.8 | 32.9 | 1 | 10750 |
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| 0.3 | -13.6 | 1.2 | -6.1 | 5.2 | -0.3 |
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| 19.2 | 40.2 | 21.2 | 19.1 | 29.3 | 1.7 | 10500 |
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| 0.4 | -22.5 | 0.6 | -14.7 | 4.4 | -1.2 |
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| 19.8 | 79 | 21.8 | 45 | 26.6 | 4.3 | 10250 |
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| 0.6 | -35.2 | 0.9 | -26.5 | 3.4 | -5.3 |
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| 20.2 | 136.4 | 22.2 | 89.8 | 24.8 | 13.6 | 10000 | 516.5 | 21.2 | 602.6 | 22.6 | 705 | 24.6 |
| 0.4 | -54.7 | 0.4 | -50.2 | 1.9 | -22.1 | 165.8 | 1.4 | 136.8 | 0.9 | 130 | 1 |
| 21 | 224.7 | 23.2 | 170 | 24.3 | 47.9 | 9750 | 303.6 | 23.4 | 432 | 23.4 | 545 | 25 |
| 0.6 | -72.6 | 0.5 | -74.9 | 0.8 | -62.5 | 123 | 1.1 | 111.8 | 0.8 | 110.2 | 0.9 |
| 21.8 | 341.9 | 24.3 | 285.5 | 25.7 | 142.7 | 9500 | 149.7 | 25.2 | 298.7 | 24.6 | 414.3 | 25.8 |
| 0.5 | -96.9 | 0.2 | -103.5 | -0.1 | -116.9 | 69.7 | 0.6 | 82 | 0.5 | 92.3 | 0.9 |
| 22.8 | 491 | 25.9 | 441 | 29.2 | 312.5 | 9250 | 69.7 | 28.7 | 204.4 | 26.3 | 308.8 | 26.7 |
| 0.2 | -120.5 | 0.2 | -125.9 | -0.6 | -152.8 | 32.4 | 0.2 | 60.9 | 0.6 | 70.1 | 0.6 |
| 23.8 | 665 | 27.9 | 627.3 | 34.7 | 529.8 | 9000 | 34.2 | 33 | 137.1 | 28 | 230.1 | 27.9 |
| 0.6 | -132.3 | 0.4 | -141.1 | -0.9 | -169.1 | 14.5 | -0.1 | 42.2 | 0.5 | 54.8 | 0.5 |
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| 8750 | 17.3 | 37.3 | 92.3 | 29.9 | 171.3 | 29.3 |
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| 7.1 | 0.2 | 30.3 | 0.7 | 42.1 | 0.5 |
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| 8500 | 9.1 | 41.5 | 62.3 | 31.9 | 126.3 | 30.7 |
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| 3.2 | 0.2 | 20.4 | 0.6 | 30.7 | 0.4 |
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| 8250 | 4.5 | 45.1 | 41 | 33.6 | 95.2 | 32.5 |
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| 1.1 | -0.5 | 13 | 0.4 | 24.5 | 0.5 |
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| 8000 | 2.7 | 49.8 | 28.2 | 35.8 | 70.6 | 34.1 |
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| 0.9 | 0.8 | 8.5 | 0.3 | 16.2 | 0.2 |
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| 7750 | 1.4 | 53.6 | 20.1 | 38.3 | 54.8 | 36.1 |
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| 0.4 | 0.8 | 6.3 | 0.5 | 14.2 | 0.6 |
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| 7500 | 1 | 59.1 | 13.9 | 40.5 | 40 | 37.7 |
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| 0 | -0.7 | 4.5 | 0.6 | 8.9 | 0.2 |
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| 7250 | 1 | 66.8 | 9.4 | 42.6 | 0 | 0 |
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| 0 | -0.3 | 2.7 | 0.3 | 0 | 0 |
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| 7000 | 1 | 74.7 | 7 | 45.3 | 23.9 | 41.8 |
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| 0 | 0.2 | 2.1 | 0.6 | 4.5 | -0.1 |
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