2010/8/12(Thu) OP
| P/C | 1.3 | -0.1 | 1.4 | 1.6 | 1.2 | 1 | 1.1 | 1.2 | 1 | 0.8 |
| 先物 |
| -82.5 | 9277.5 | 9537.5 | 9552.5 | 9652.5 | 9625 | 9490 | 9672.5 | 9557.5 |
| 基準 | 28.2 | 0.7 | 27.5 | 25.8 | 25.2 | 23.4 | 23.3 | 24.8 | 23.3 | 24.1 |
| 期近 | 50.1 | 15.1 | 35 | 32.3 | 28.2 | 23.1 | 23 | 25.6 | 23.6 | 24.4 |
| 期先1 | 27.9 | 0.8 | 27.1 | 25.2 | 24.7 | 23.5 | 23.4 | 24.5 | 23.1 | 23.9 |
| 期先2 | 26.7 | 1 | 25.7 | 24 | 23.6 | 23.3 | 23.5 | 23.8 | 22.7 | 23.3 |
| 当/先 | 1.8 | 0.5 | 1.3 | 1.3 | 1.1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1.1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 0 | 28 | 56 |
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| 7500 | 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9250 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 |
| 8P750 | 8P775 | 8P800 | 8P825 | 8P850 | 8P875 | 8P900 | 8P925 | 9200 | 8C925 | 8C950 | 8C975 | 8C1000 | 8C1025 | 8C1050 |
| 1 | 1 | 1 | 1 | 1 | 1 | 7.7 | 84.9 | 121.2 | 36.3 | 2.2 | 1 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | -0.1 | -2.2 | -6.1 | 23.9 | -38 | -61.9 | -14.6 | -3.2 | 0 | 0 | 0 |
| 249.7 | 213.2 | 177.4 | 142.1 | 106.9 | 71.6 | 54 | 45.6 | 49.2 | 51.5 | 56.6 | 82.1 | 112.1 | 140.4 | 167.4 |
| 115.7 | 98 | 80.6 | 63.4 | 45.6 | 20.7 | 11.8 | 12.8 | 13.8 | 14.4 | 19.1 | 35.9 | 59.6 | 73.2 | 86.2 |
| 0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | -0.1 | -0.66 |
| 0.36 | 0.03 | 0.01 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.005 | 0.008 | 0.017 | 0.114 | 0.278 |
| 0.25 | 0.046 | 0.013 | 0.008 | 0.005 | 0.004 |
| 0.04 | 0.04 | 0.05 | 0.06 | 0.07 | 0.1 | 0.52 | 1.07 |
| 1.09 | 0.22 | 0.09 | 0.07 | 0.06 | 0.05 |
| -12.67 | -12.34 | -11.95 | -11.47 | -10.85 | -9.97 | -38.55 | -66.85 |
| -76.97 | -17.24 | -10.4 | -11.14 | -11.69 | -12.13 |
| 9P750 | 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9200 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 |
| 18.6 | 27.1 | 40 | 60.4 | 91.1 | 138.5 | 209.6 | 309.4 | 564.7 | 255.3 | 148.4 | 78.4 | 37.4 | 17.9 | 8.2 |
| 2.3 | 3.8 | 4.9 | 7.9 | 11.9 | 18.7 | 28.9 | 38.4 | -6.7 | -45.2 | -30.7 | -18.3 | -11.9 | -5.1 | -2 |
| 43.2 | 40.6 | 38 | 35.7 | 33.4 | 31.3 | 29.4 | 27.4 | 27.5 | 27.5 | 26.4 | 25.6 | 25 | 25.2 | 25.4 |
| 0.4 | 0.5 | 0.2 | 0.2 | 0.2 | 0.3 | 0.4 | 0.3 | 0.2 | 0.2 | 0.4 | 0.6 | 0.3 | 0.7 | 0.9 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.19 | -0.27 | -0.38 | -0.52 |
| 0.48 | 0.34 | 0.22 | 0.12 | 0.07 | 0.03 |
| 0.008 | 0.011 | 0.016 | 0.023 | 0.031 | 0.041 | 0.051 | 0.057 |
| 0.057 | 0.054 | 0.045 | 0.031 | 0.02 | 0.011 |
| 2.2 | 2.98 | 4.01 | 5.33 | 6.87 | 8.47 | 9.77 | 10.22 |
| 10.22 | 9.42 | 7.52 | 5.18 | 3.26 | 1.88 |
| -1.67 | -2.13 | -2.68 | -3.35 | -4.04 | -4.67 | -5.05 | -4.93 |
| -4.96 | -4.39 | -3.4 | -2.29 | -1.45 | -0.84 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9140 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 58.9 | 77.8 | 103.2 | 137.9 | 184.9 | 248.6 | 331 | 437.7 | 762.9 | 325.2 | 214 | 130.1 | 74.4 | 40 | 20 |
| 6.6 | 7.9 | 12.3 | 16.8 | 20.7 | 28.1 | 35.2 | 43.8 | 5.5 | -38.3 | -29.2 | -20.6 | -14.5 | -7.8 | -4.6 |
| 39.9 | 37.9 | 35.9 | 34.1 | 32.5 | 31 | 29.6 | 28.4 | 25.9 | 24.3 | 23.5 | 22.7 | 22.1 | 21.7 | 21.3 |
| 0.4 | 0.2 | 0.4 | 0.5 | 0.4 | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 | 0.4 | 0.3 | 0.5 | 0.4 |
| -0.08 | -0.11 | -0.15 | -0.19 | -0.25 | -0.32 | -0.4 | -0.5 |
| 0.49 | 0.38 | 0.27 | 0.18 | 0.11 | 0.06 |
| 0.011 | 0.014 | 0.018 | 0.022 | 0.027 | 0.032 | 0.036 | 0.039 |
| 0.045 | 0.045 | 0.04 | 0.033 | 0.024 | 0.016 |
| 5.56 | 6.81 | 8.24 | 9.82 | 11.43 | 12.91 | 13.99 | 14.41 |
| 14.41 | 13.76 | 11.96 | 9.44 | 6.77 | 4.41 |
| -1.96 | -2.28 | -2.62 | -2.97 | -3.29 | -3.54 | -3.66 | -3.62 |
| -3.12 | -2.88 | -2.42 | -1.86 | -1.31 | -0.84 |
| 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 |
| 22 | 2.9 | 27.4 | 1 | 242.2 | 1 | 11250 |
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| 0.6 | -0.5 | 1.6 | 0 | 122.1 | 0 |
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| 21.6 | 5.4 | 26.5 | 1.9 | 218.2 | 1 | 11000 |
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| 0.7 | -0.7 | 0.8 | -0.5 | 110.5 | 0 |
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| 21.2 | 9.8 | 25.5 | 3.5 | 193.3 | 1 | 10750 |
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| 0.5 | -2.2 | 0.6 | -1.3 | 98.6 | 0 |
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| 21.3 | 20 | 25.4 | 8.2 | 167.4 | 1 | 10500 |
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| 0.4 | -4.6 | 0.9 | -2 | 86.2 | 0 |
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| 21.7 | 40 | 25.2 | 17.9 | 140.4 | 1 | 10250 |
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| 0.5 | -7.8 | 0.7 | -5.1 | 73.2 | 0 |
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| 22.1 | 74.4 | 25 | 37.4 | 112.1 | 1 | 10000 |
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| 0.3 | -14.5 | 0.3 | -11.9 | 59.7 | 0 |
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| 22.7 | 130.1 | 25.6 | 78.4 | 82.1 | 1 | 9750 | 549.5 | 0 | 629.9 | 25.2 | 741.3 | 27.4 |
| 0.4 | -20.6 | 0.6 | -18.3 | 35.9 | -3.2 | 84.5 | 0 | 68.1 | 1 | 65.8 | 1 |
| 23.5 | 214 | 26.4 | 148.4 | 56.6 | 2.2 | 9500 | 302.3 | 0 | 450.9 | 26.2 | 570.2 | 27.3 |
| 0.5 | -29.2 | 0.4 | -30.7 | 19.1 | -14.6 | 73.2 | -28.6 | 54.4 | 0.6 | 51.2 | 0.5 |
| 24.3 | 325.2 | 27.5 | 255.3 | 51.5 | 36.3 | 9250 | 84.9 | 45.6 | 309.4 | 27.4 | 437.7 | 28.4 |
| 0.5 | -38.3 | 0.2 | -45.2 | 14.4 | -61.9 | 23.9 | 12.8 | 38.4 | 0.3 | 43.8 | 0.5 |
| 25.4 | 468 | 29.6 | 407.5 | 68.2 | 211.4 | 9000 | 7.7 | 54 | 209.6 | 29.4 | 331 | 29.6 |
| 0.4 | -49.5 | 0.3 | -54.7 | 16.7 | -91.6 | -6.1 | 11.8 | 28.9 | 0.4 | 35.2 | 0.5 |
| 26.5 | 636.9 | 31.3 | 584.3 | 105.5 | 454 | 8750 | 1 | 71.6 | 138.5 | 31.3 | 248.6 | 31 |
| 0.7 | -53.1 | -0.2 | -67.3 | 33.4 | -90.5 | -2.2 | 20.7 | 18.7 | 0.3 | 28.1 | 0.5 |
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| 8500 | 1 | 106.9 | 91.1 | 33.4 | 184.9 | 32.5 |
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| -0.1 | 45.6 | 11.9 | 0.2 | 20.7 | 0.4 |
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| 8250 | 1 | 142.1 | 60.4 | 35.7 | 137.9 | 34.1 |
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| 0 | 63.4 | 7.9 | 0.2 | 16.8 | 0.5 |
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| 8000 | 1 | 177.4 | 40 | 38 | 103.2 | 35.9 |
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| 0 | 80.6 | 4.9 | 0.2 | 12.3 | 0.4 |
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| 7750 | 1 | 213.2 | 27.1 | 40.6 | 77.8 | 37.9 |
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| 0 | 98 | 3.8 | 0.5 | 7.9 | 0.2 |
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| 7500 | 1 | 249.7 | 18.6 | 43.2 | 58.9 | 39.9 |
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| 0 | 115.7 | 2.3 | 0.4 | 6.6 | 0.4 |
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| 7250 | 1 | 287 | 12.7 | 45.8 | 0 | 0 |
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| 0 | 133.8 | 2.4 | 1 | 0 | 0 |
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| 7000 | 1 | 325.3 | 8.5 | 48.3 | 33.8 | 44 |
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| 0 | 152.4 | 1.2 | 0.7 | 4.3 | 0.6 |
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