2010/8/6(Fri) OP
| P/C | 1 | -0.1 | 1.1 | 1.2 | 1 | 0.8 | 1.2 | 1 | 0.7 | 0.9 |
| 先物 | 9652.5 | 27.5 | 9625 | 9490 | 9672.5 | 9557.5 | 9532.5 | 9692.5 | 9735 | 9500 |
| 基準 | 23.4 | 0.1 | 23.3 | 24.8 | 23.3 | 24.1 | 24.4 | 23.6 | 23 | 24.3 |
| 期近 | 23.1 | 0.1 | 23 | 25.6 | 23.6 | 24.4 | 24.4 | 23.3 | 22.9 | 24.1 |
| 期先1 | 23.5 | 0.1 | 23.4 | 24.5 | 23.1 | 23.9 | 24.3 | 23.9 | 23.2 | 24.6 |
| 期先2 | 23.3 | -0.2 | 23.5 | 23.8 | 22.7 | 23.3 | 23.7 | 23.3 | 22.4 | 23.7 |
| 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 |
| 6 | 34 | 62 |
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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 | 9660 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 | 8C1100 |
| 1 | 1.7 | 2.9 | 5.4 | 11.2 | 23.7 | 59.6 | 166.6 | 241.7 | 75.2 | 19.8 | 5.3 | 1.7 | 1 | 1 |
| -0.3 | -0.6 | -1.1 | -2.9 | -4 | -6.8 | -14.4 | -21.3 | -20.4 | 0.9 | 0.5 | 0.6 | 0 | 0 | 0 |
| 55.1 | 49.9 | 44.5 | 39.3 | 34.3 | 28.8 | 24 | 21.8 | 22.6 | 23 | 23.7 | 25.8 | 28.6 | 33.1 | 39.2 |
| 3.2 | 2.6 | 2 | 0.8 | 1.1 | 1 | 0.5 | 0.8 | 0.1 | -0.1 | 0.6 | 1.4 | 1.3 | 1.6 | 2 |
| 0 | -0.01 | -0.01 | -0.03 | -0.06 | -0.13 | -0.3 | -0.63 |
| 0.38 | 0.13 | 0.04 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.013 | 0.027 | 0.057 | 0.114 | 0.136 |
| 0.13 | 0.071 | 0.026 | 0.01 | 0.005 | 0.004 |
| 0.17 | 0.27 | 0.46 | 0.81 | 1.49 | 2.66 | 4.44 | 4.81 |
| 4.84 | 2.73 | 1.1 | 0.45 | 0.26 | 0.23 |
| -0.72 | -1.08 | -1.6 | -2.48 | -4.02 | -6.02 | -8.36 | -8.2 |
| -8.75 | -5.08 | -2.24 | -1.01 | -0.67 | -0.7 |
| 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9P975 | 9660 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 | 9C1100 |
| 19 | 28.6 | 41.3 | 61 | 93.3 | 140.6 | 214.9 | 321.8 | 549.3 | 227.5 | 128.9 | 65.3 | 31 | 14.2 | 6.5 |
| -1.3 | -1.4 | -4.2 | -4.2 | -6.6 | -9.4 | -12.1 | -16.1 | -5.5 | 10.6 | 8.8 | 5 | 2.9 | 2 | 0.7 |
| 36.5 | 34.5 | 32.1 | 29.9 | 28 | 26 | 24.3 | 22.8 | 22.9 | 23 | 22.2 | 21.6 | 21.3 | 21.4 | 21.7 |
| 0.5 | 0.6 | 0.1 | 0.3 | 0.3 | 0.2 | 0.3 | 0.2 | 0.2 | 0.2 | 0.3 | 0.3 | 0.3 | 0.5 | 0.3 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.19 | -0.28 | -0.4 | -0.54 |
| 0.46 | 0.31 | 0.19 | 0.11 | 0.05 | 0.03 |
| 0.008 | 0.012 | 0.017 | 0.024 | 0.033 | 0.044 | 0.054 | 0.059 |
| 0.058 | 0.054 | 0.043 | 0.029 | 0.017 | 0.01 |
| 2.63 | 3.62 | 4.81 | 6.32 | 8.17 | 10.01 | 11.45 | 11.75 |
| 11.75 | 10.51 | 8.07 | 5.4 | 3.25 | 1.85 |
| -1.4 | -1.82 | -2.24 | -2.74 | -3.32 | -3.77 | -4.04 | -3.88 |
| -3.94 | -3.41 | -2.54 | -1.68 | -1.01 | -0.58 |
| 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 10P975 | 9600 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 | 10C1100 |
| 54.3 | 70.2 | 95.5 | 130.5 | 177.6 | 240.7 | 327.2 | 439.6 | 727.7 | 288.1 | 181.3 | 108.2 | 59.3 | 30.4 | 16 |
| -4.1 | -6 | -7 | -8.5 | -8 | -14 | -13.8 | -14.1 | -3.8 | 10.3 | 6.6 | 5.2 | 3.9 | 0.9 | 1.9 |
| 34.4 | 32.3 | 30.7 | 29.3 | 27.8 | 26.4 | 25.3 | 24.4 | 21.9 | 20.9 | 20.1 | 19.7 | 19.2 | 18.8 | 19 |
| 0 | -0.1 | -0.1 | -0.1 | 0.1 | -0.1 | 0.1 | 0.2 | 0.1 | 0 | 0 | 0 | 0.1 | -0.1 | 0.3 |
| -0.08 | -0.11 | -0.14 | -0.19 | -0.25 | -0.33 | -0.42 | -0.52 |
| 0.47 | 0.35 | 0.24 | 0.15 | 0.09 | 0.05 |
| 0.011 | 0.014 | 0.018 | 0.023 | 0.029 | 0.034 | 0.039 | 0.041 |
| 0.048 | 0.046 | 0.04 | 0.031 | 0.022 | 0.014 |
| 6.04 | 7.35 | 9.02 | 10.87 | 12.74 | 14.41 | 15.58 | 15.9 |
| 15.88 | 14.79 | 12.49 | 9.46 | 6.47 | 4.24 |
| -1.66 | -1.9 | -2.22 | -2.55 | -2.83 | -3.04 | -3.15 | -3.09 |
| -2.67 | -2.39 | -1.97 | -1.46 | -0.98 | -0.64 |
| 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 |
| 0 | 0 | 24.2 | 1 | 56.3 | 1 | 11750 |
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| 0 | 0 | 0 | 0 | 3.3 | 0 |
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| 19.3 | 4.2 | 22.5 | 1.3 | 50.8 | 1 | 11500 |
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| 0.3 | 0.6 | 0.4 | 0.2 | 2.9 | 0 |
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| 18.9 | 7.8 | 21.7 | 2.6 | 45.1 | 1 | 11250 |
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| -0.2 | -0.2 | 0.1 | 0.1 | 2.5 | 0 |
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| 19 | 16 | 21.7 | 6.5 | 39.2 | 1 | 11000 |
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| 0.3 | 1.9 | 0.3 | 0.7 | 2 | 0 |
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| 18.8 | 30.4 | 21.4 | 14.2 | 33.1 | 1 | 10750 |
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| -0.1 | 0.9 | 0.5 | 2 | 1.6 | 0 |
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| 19.2 | 59.3 | 21.3 | 31 | 28.6 | 1.7 | 10500 |
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| 0.1 | 3.9 | 0.3 | 2.9 | 1.3 | 0 |
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| 19.7 | 108.2 | 21.6 | 65.3 | 25.8 | 5.3 | 10250 | 591.6 | 0 | 657.3 | 21 | 757.5 | 23.7 |
| 0 | 5.2 | 0.3 | 5 | 1.4 | 0.6 | -29.8 | 0 | -23.4 | 0.2 | -20 | 0.2 |
| 20.1 | 181.3 | 22.2 | 128.9 | 23.7 | 19.8 | 10000 | 361.4 | 21.4 | 472.1 | 21.9 | 580 | 23.6 |
| 0 | 6.6 | 0.3 | 8.8 | 0.6 | 0.5 | -20.1 | 3.9 | -19 | 0.3 | -19.9 | 0 |
| 20.9 | 288.1 | 23 | 227.5 | 23 | 75.2 | 9750 | 166.6 | 21.8 | 321.8 | 22.8 | 439.6 | 24.4 |
| 0 | 10.3 | 0.2 | 10.6 | -0.1 | 0.9 | -21.3 | 0.8 | -16.1 | 0.2 | -14.1 | 0.2 |
| 21.7 | 424.6 | 24.3 | 368.4 | 25.6 | 219.4 | 9500 | 59.6 | 24 | 214.9 | 24.3 | 327.2 | 25.3 |
| -0.1 | 11.7 | -0.1 | 11.3 | 0.5 | 11.7 | -14.4 | 0.5 | -12.1 | 0.3 | -13.8 | 0.1 |
| 22.6 | 590 | 26.5 | 549.5 | 31.8 | 434.8 | 9250 | 23.7 | 28.8 | 140.6 | 26 | 240.7 | 26.4 |
| -0.2 | 13.8 | 0.3 | 19 | 1.7 | 21.2 | -6.8 | 1 | -9.4 | 0.2 | -14 | -0.1 |
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| 9000 | 11.2 | 34.3 | 93.3 | 28 | 177.6 | 27.8 |
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| -4 | 1.1 | -6.6 | 0.3 | -8 | 0.1 |
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| 8750 | 5.4 | 39.3 | 61 | 29.9 | 130.5 | 29.3 |
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| -2.9 | 0.8 | -4.2 | 0.3 | -8.5 | -0.1 |
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| 8500 | 2.9 | 44.5 | 41.3 | 32.1 | 95.5 | 30.7 |
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| -1.1 | 2 | -4.2 | 0.1 | -7 | -0.1 |
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| 8250 | 1.7 | 49.9 | 28.6 | 34.5 | 70.2 | 32.3 |
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| -0.6 | 2.6 | -1.4 | 0.6 | -6 | -0.1 |
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| 8000 | 1 | 55.1 | 19 | 36.5 | 54.3 | 34.4 |
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| -0.3 | 3.2 | -1.3 | 0.5 | -4.1 | 0 |
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| 7750 | 1 | 63.5 | 13.5 | 39 | 40.4 | 36.1 |
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| 0 | 5.1 | -1.5 | 0.3 | -4 | -0.2 |
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| 7500 | 1 | 72 | 8.9 | 41 | 30.5 | 38 |
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| 0 | 5.7 | -1.6 | -0.1 | -4 | -0.4 |
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| 7250 | 1 | 80.8 | 6 | 43.1 | 0 | 0 |
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| 0 | 6.3 | -1 | 0 | 0 | 0 |
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| 7000 | 1 | 89.8 | 4.7 | 46.2 | 18.3 | 42.2 |
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| 0 | 7 | -0.3 | 0.7 | -1.7 | 0 |
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