2010/8/9(Mon) OP
| P/C | 1.2 | 0.2 | 1 | 1.1 | 1.2 | 1 | 0.8 | 1.2 | 1 | 0.7 |
| 先物 | 9552.5 | -100 | 9652.5 | 9625 | 9490 | 9672.5 | 9557.5 | 9532.5 | 9692.5 | 9735 |
| 基準 | 25.2 | 1.8 | 23.4 | 23.3 | 24.8 | 23.3 | 24.1 | 24.4 | 23.6 | 23 |
| 期近 | 28.2 | 5.1 | 23.1 | 23 | 25.6 | 23.6 | 24.4 | 24.4 | 23.3 | 22.9 |
| 期先1 | 24.7 | 1.3 | 23.5 | 23.4 | 24.5 | 23.1 | 23.9 | 24.3 | 23.9 | 23.2 |
| 期先2 | 23.6 | 0.4 | 23.3 | 23.5 | 23.8 | 22.7 | 23.3 | 23.7 | 23.3 | 22.4 |
| 当/先 | 1.1 | 0.2 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 3 | 31 | 59 |
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| 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9500 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 |
| 8P775 | 8P800 | 8P825 | 8P850 | 8P875 | 8P900 | 8P925 | 8P950 | 9560 | 8C950 | 8C975 | 8C1000 | 8C1025 | 8C1050 | 8C1075 |
| 1 | 1 | 1.4 | 2 | 4.6 | 9.9 | 24.9 | 75.3 | 212.4 | 137.1 | 33.8 | 6.5 | 1.8 | 1 | 1 |
| 0 | 0 | -0.3 | -0.8 | -0.8 | -1.3 | 1.2 | 15.7 | -66.6 | -82.3 | -41.3 | -13.3 | -3.5 | -0.7 | 0 |
| 83.7 | 72.1 | 63.2 | 54.3 | 48 | 40.6 | 33.4 | 27.2 | 28.3 | 29.8 | 28.2 | 29.8 | 34 | 40.7 | 49.5 |
| 20.2 | 17 | 13.3 | 9.9 | 8.7 | 6.3 | 4.6 | 3.3 | 3.7 | 4.3 | 5.2 | 6.1 | 8.2 | 12.1 | 16.4 |
| 0 | 0 | -0.01 | -0.01 | -0.03 | -0.06 | -0.15 | -0.41 |
| 0.58 | 0.23 | 0.06 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.006 | 0.014 | 0.032 | 0.077 | 0.156 |
| 0.143 | 0.117 | 0.042 | 0.013 | 0.006 | 0.004 |
| 0.11 | 0.13 | 0.18 | 0.28 | 0.57 | 1.1 | 2.17 | 3.57 |
| 3.58 | 2.77 | 1.04 | 0.37 | 0.2 | 0.18 |
| -1.38 | -1.35 | -1.72 | -2.27 | -4.07 | -6.66 | -10.8 | -14.44 |
| -15.9 | -11.63 | -4.62 | -1.85 | -1.24 | -1.29 |
| 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9P950 | 9550 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 | 9C1075 |
| 14.3 | 20.6 | 30.9 | 47 | 70.5 | 109.7 | 165.2 | 253.6 | 558.7 | 305.1 | 180 | 95.9 | 47.2 | 21.2 | 9.4 |
| 0.8 | 1.6 | 2.3 | 5.7 | 9.6 | 16.4 | 24.6 | 38.6 | -24.6 | -63.3 | -47.5 | -33 | -18.1 | -9.8 | -4.8 |
| 39.7 | 37.1 | 34.9 | 32.8 | 30.5 | 28.7 | 26.6 | 25.1 | 25 | 24.9 | 23.7 | 22.8 | 22.4 | 22.2 | 22.3 |
| 0.7 | 0.6 | 0.4 | 0.7 | 0.7 | 0.7 | 0.6 | 0.8 | 0.7 | 0.6 | 0.7 | 0.6 | 0.9 | 0.8 | 0.9 |
| -0.03 | -0.05 | -0.07 | -0.1 | -0.15 | -0.23 | -0.33 | -0.46 |
| 0.54 | 0.4 | 0.26 | 0.15 | 0.08 | 0.04 |
| 0.006 | 0.009 | 0.014 | 0.02 | 0.028 | 0.037 | 0.048 | 0.056 |
| 0.057 | 0.058 | 0.051 | 0.037 | 0.023 | 0.013 |
| 1.99 | 2.7 | 3.71 | 5.03 | 6.6 | 8.42 | 10.08 | 11.1 |
| 11.1 | 10.8 | 9.04 | 6.52 | 4.07 | 2.32 |
| -1.26 | -1.6 | -2.06 | -2.63 | -3.21 | -3.85 | -4.26 | -4.43 |
| -4.42 | -4.08 | -3.29 | -2.33 | -1.44 | -0.83 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9500 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 44.3 | 58.8 | 79.2 | 106.6 | 145 | 199.1 | 271.4 | 368.4 | 732.7 | 364.3 | 240.9 | 148.5 | 84 | 44.9 | 23 |
| 3.8 | 4.6 | 9 | 11.1 | 14.5 | 21.4 | 30.7 | 41.2 | -19.1 | -60.3 | -47.2 | -32.8 | -24.3 | -14.3 | -7.4 |
| 36.5 | 34.6 | 32.8 | 31.1 | 29.5 | 28.1 | 26.8 | 25.8 | 24.3 | 22 | 21.2 | 20.6 | 20 | 19.6 | 19.4 |
| 0.4 | 0.2 | 0.5 | 0.3 | 0.2 | 0.3 | 0.4 | 0.5 | 0.4 | 0.3 | 0.4 | 0.5 | 0.3 | 0.4 | 0.6 |
| -0.07 | -0.09 | -0.12 | -0.16 | -0.21 | -0.28 | -0.36 | -0.46 |
| 0.54 | 0.42 | 0.31 | 0.2 | 0.12 | 0.07 |
| 0.009 | 0.012 | 0.016 | 0.02 | 0.026 | 0.031 | 0.036 | 0.04 |
| 0.047 | 0.048 | 0.044 | 0.037 | 0.027 | 0.018 |
| 5.03 | 6.25 | 7.71 | 9.36 | 11.17 | 12.96 | 14.44 | 15.28 |
| 15.28 | 15.08 | 13.51 | 10.86 | 7.89 | 5.24 |
| -1.55 | -1.82 | -2.13 | -2.45 | -2.77 | -3.06 | -3.25 | -3.31 |
| -2.84 | -2.71 | -2.35 | -1.83 | -1.31 | -0.86 |
| 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 |
| 19.5 | 2.6 | 24.1 | 1 | 73.6 | 1 | 11500 |
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| 0.2 | -1.7 | 1.6 | -0.3 | 22.8 | 0 |
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| 19.7 | 6 | 23.6 | 2.2 | 65.9 | 1 | 11250 |
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| 0.8 | -1.8 | 1.9 | -0.4 | 20.8 | 0 |
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| 19.3 | 11.2 | 22.5 | 3.9 | 57.8 | 1 | 11000 |
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| 0.4 | -4.8 | 0.8 | -2.6 | 18.6 | 0 |
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| 19.4 | 23 | 22.3 | 9.4 | 49.5 | 1 | 10750 |
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| 0.6 | -7.4 | 0.9 | -4.8 | 16.4 | 0 |
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| 19.6 | 44.9 | 22.2 | 21.2 | 40.7 | 1 | 10500 |
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| 0.4 | -14.3 | 0.8 | -9.8 | 12.1 | -0.7 |
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| 20 | 84 | 22.4 | 47.2 | 34 | 1.8 | 10250 |
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| 0.3 | -24.3 | 0.9 | -18.1 | 8.2 | -3.5 |
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| 20.6 | 148.5 | 22.8 | 95.9 | 29.8 | 6.5 | 10000 | 445.1 | 0 | 541.5 | 22.7 | 648.7 | 24.5 |
| 0.5 | -32.8 | 0.6 | -33 | 6.1 | -13.3 | 83.7 | -21.4 | 69.4 | 0.8 | 68.7 | 0.9 |
| 21.2 | 240.9 | 23.7 | 180 | 28.2 | 33.8 | 9750 | 223.8 | 25.4 | 376.9 | 23.7 | 491.9 | 24.9 |
| 0.4 | -47.2 | 0.7 | -47.5 | 5.2 | -41.3 | 57.2 | 3.7 | 55.1 | 0.9 | 52.3 | 0.5 |
| 22 | 364.3 | 24.9 | 305.1 | 29.8 | 137.1 | 9500 | 75.3 | 27.2 | 253.6 | 25.1 | 368.4 | 25.8 |
| 0.3 | -60.3 | 0.6 | -63.3 | 4.3 | -82.3 | 15.7 | 3.3 | 38.6 | 0.8 | 41.2 | 0.5 |
| 22.8 | 517.6 | 26.5 | 467.2 | 35.6 | 332.3 | 9250 | 24.9 | 33.4 | 165.2 | 26.6 | 271.4 | 26.8 |
| 0.2 | -72.4 | -0.1 | -82.4 | 3.7 | -102.5 | 1.2 | 4.6 | 24.6 | 0.6 | 30.7 | 0.4 |
| 23.6 | 695.9 | 28.6 | 662 | 46 | 569.3 | 9000 | 9.9 | 40.6 | 109.7 | 28.7 | 199.1 | 28.1 |
| 0.2 | -81.6 | 0.4 | -86.8 | 8.8 | -99.2 | -1.3 | 6.3 | 16.4 | 0.7 | 21.4 | 0.3 |
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| 8750 | 4.6 | 48 | 70.5 | 30.5 | 145 | 29.5 |
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| -0.8 | 8.7 | 9.6 | 0.7 | 14.5 | 0.2 |
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| 8500 | 2 | 54.3 | 47 | 32.8 | 106.6 | 31.1 |
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| -0.8 | 9.9 | 5.7 | 0.7 | 11.1 | 0.3 |
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| 8250 | 1.4 | 63.2 | 30.9 | 34.9 | 79.2 | 32.8 |
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| -0.3 | 13.3 | 2.3 | 0.4 | 9 | 0.5 |
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| 8000 | 1 | 72.1 | 20.6 | 37.1 | 58.8 | 34.6 |
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| 0 | 17 | 1.6 | 0.6 | 4.6 | 0.2 |
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| 7750 | 1 | 83.7 | 14.3 | 39.7 | 44.3 | 36.5 |
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| 0 | 20.2 | 0.8 | 0.7 | 3.8 | 0.4 |
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| 7500 | 1 | 95.5 | 9.8 | 42.1 | 33.8 | 38.6 |
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| 0 | 23.5 | 0.8 | 1.1 | 3.4 | 0.6 |
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| 7250 | 1 | 107.6 | 6.8 | 44.6 | 0 | 0 |
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| 0 | 26.8 | 0.8 | 1.4 | 0 | 0 |
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| 7000 | 1 | 120 | 4.5 | 46.8 | 20 | 42.8 |
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| 0 | 30.2 | -0.2 | 0.6 | 1.7 | 0.6 |
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