| P/C | 1.5 | 0.6 | 0.9 | 1.2 | 0.8 | 0.9 | 1.1 | 1 | 1 | 0.9 |
| 先物 | 9375 | -192.5 | 9567.5 | 9497.5 | 9547.5 | 9410 | 9522.5 | 9532.5 | 9572.5 | 9437.5 |
| 基準 | 23.9 | 1.7 | 22.2 | 22.7 | 23.3 | 23.3 | 23 | 23.6 | 22.6 | 23.8 |
| 期近 | 25.2 | 3.1 | 22.1 | 22.8 | 23.5 | 23.1 | 22.7 | 23.6 | 22.5 | 23.8 |
| 期先1 | 23.4 | 1.2 | 22.2 | 22.7 | 23.1 | 23.4 | 23.2 | 23.7 | 23 | 23.9 |
| 期先2 | 24.2 | 1 | 23.1 | 23.4 | 23.5 | 24 | 23.7 | 23.8 | 23.3 | 23.9 |
| 当/先 | 1.1 | 0.1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 7 | 42 | 70 |
|
|
|
|
|
|
|
|
|
|
|
|
| 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9500 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9370 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 1.6 | 2.6 | 3.9 | 7.1 | 14.4 | 34.5 | 85.6 | 206.6 | 280.2 | 73.6 | 22.2 | 6.5 | 2.3 | 1 | 1 |
| 0.6 | 1.6 | 2.4 | 4.4 | 9.4 | 21.5 | 50.8 | 107.8 | 17.9 | -89.9 | -33 | -7.4 | -1.3 | -0.3 | 0 |
| 54.7 | 49.8 | 43.7 | 38.5 | 33.7 | 29.8 | 26.4 | 25.3 | 24 | 23.6 | 24.7 | 26.5 | 29.2 | 32.3 | 38.1 |
| 1.3 | 3.7 | 2.8 | 2.3 | 2.3 | 1.8 | 1.8 | 2.7 | 1.9 | 1.6 | 3.1 | 4.6 | 5.6 | 6 | 7.1 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.07 | -0.16 | -0.35 | -0.64 |
| 0.35 | 0.14 | 0.05 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.004 | 0.008 | 0.015 | 0.03 | 0.062 | 0.106 | 0.111 |
| 0.118 | 0.066 | 0.027 | 0.011 | 0.005 | 0.003 |
| 0.24 | 0.4 | 0.6 | 1.02 | 1.81 | 3.26 | 4.95 | 5 |
| 4.95 | 2.9 | 1.26 | 0.55 | 0.27 | 0.23 |
| -0.89 | -1.34 | -1.77 | -2.66 | -4.13 | -6.59 | -8.86 | -8.56 |
| -7.94 | -4.86 | -2.28 | -1.1 | -0.58 | -0.6 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9370 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 16 | 27.1 | 40.1 | 64.9 | 102.7 | 161 | 245.3 | 363.9 | 596.6 | 232.7 | 134.6 | 71.1 | 34.5 | 15.5 | 7 |
| 6.2 | 11.2 | 14.7 | 23.5 | 35.7 | 52.4 | 75.1 | 101.2 | 7.1 | -94.1 | -70.9 | -44.3 | -25.9 | -12.6 | -6.1 |
| 32.3 | 31.1 | 29 | 27.7 | 26.3 | 25.1 | 24 | 23.2 | 22.8 | 22.7 | 21.8 | 21.2 | 20.8 | 20.5 | 20.7 |
| 0.6 | 0.9 | 0.4 | 0.5 | 0.5 | 0.5 | 0.6 | 0.7 | 0.5 | 0.4 | 0.2 | 0.4 | 0.4 | 0.6 | 0.7 |
| -0.04 | -0.06 | -0.09 | -0.14 | -0.21 | -0.3 | -0.42 | -0.55 |
| 0.45 | 0.31 | 0.2 | 0.11 | 0.06 | 0.03 |
| 0.008 | 0.012 | 0.017 | 0.025 | 0.034 | 0.043 | 0.051 | 0.053 |
| 0.055 | 0.051 | 0.041 | 0.028 | 0.017 | 0.01 |
| 2.6 | 3.83 | 5.17 | 7.06 | 9.14 | 11.13 | 12.47 | 12.64 |
| 12.63 | 11.3 | 8.83 | 6.04 | 3.64 | 2.08 |
| -0.99 | -1.41 | -1.77 | -2.3 | -2.83 | -3.29 | -3.53 | -3.45 |
| -3.39 | -2.91 | -2.21 | -1.48 | -0.88 | -0.51 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9370 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 47.1 | 65.9 | 92.8 | 130.4 | 181.6 | 251.6 | 342 | 457.6 | 790 | 332.3 | 223.8 | 143.9 | 89 | 49.7 | 28.6 |
| 14.7 | 19.6 | 27.2 | 36.4 | 47.8 | 64.2 | 81.5 | 98.5 | 3.1 | -95.4 | -76.9 | -56.5 | -37.6 | -26.4 | -15.9 |
| 31.8 | 30.4 | 29.1 | 27.8 | 26.7 | 25.7 | 24.7 | 23.8 | 23.7 | 23.7 | 22.8 | 22.2 | 21.8 | 21.1 | 21.1 |
| 0.6 | 0.5 | 0.6 | 0.5 | 0.5 | 0.6 | 0.6 | 0.4 | 0.4 | 0.3 | 0.2 | 0.3 | 0.5 | 0.3 | 0.4 |
| -0.08 | -0.1 | -0.14 | -0.19 | -0.26 | -0.34 | -0.43 | -0.53 |
| 0.47 | 0.37 | 0.27 | 0.19 | 0.12 | 0.08 |
| 0.011 | 0.014 | 0.019 | 0.024 | 0.029 | 0.035 | 0.039 | 0.041 |
| 0.041 | 0.04 | 0.036 | 0.03 | 0.023 | 0.017 |
| 5.87 | 7.45 | 9.29 | 11.31 | 13.3 | 15.03 | 16.16 | 16.38 |
| 16.38 | 15.5 | 13.62 | 11.12 | 8.26 | 5.9 |
| -1.32 | -1.6 | -1.92 | -2.23 | -2.52 | -2.73 | -2.82 | -2.75 |
| -2.76 | -2.52 | -2.15 | -1.73 | -1.24 | -0.88 |
| 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 |
| 21.4 | 5.1 | 23.1 | 1.2 | 54.3 | 1 | 11500 |
|
|
|
|
|
|
| 1.1 | -1.9 | 2.6 | 0.1 | 8 | 0 |
|
|
|
|
|
|
| 21.1 | 8.9 | 21.7 | 1.7 | 49.1 | 1 | 11250 |
|
|
|
|
|
|
| 0.7 | -4.8 | 1.7 | -0.6 | 7.7 | 0 |
|
|
|
|
|
|
| 20.8 | 15.1 | 21.1 | 3.4 | 43.7 | 1 | 11000 |
|
|
|
|
|
|
| 0.3 | -9.7 | 1 | -2.5 | 7.4 | 0 |
|
|
|
|
|
|
| 21.1 | 28.6 | 20.7 | 7 | 38.1 | 1 | 10750 |
|
|
|
|
|
|
| 0.4 | -15.9 | 0.7 | -6.1 | 7.1 | 0 |
|
|
|
|
|
|
| 21.1 | 49.7 | 20.5 | 15.5 | 32.3 | 1 | 10500 |
|
|
|
|
|
|
| 0.3 | -26.4 | 0.6 | -12.6 | 6 | -0.3 |
|
|
|
|
|
|
| 21.8 | 89 | 20.8 | 34.5 | 29.2 | 2.3 | 10250 |
|
|
|
|
|
|
| 0.5 | -37.6 | 0.4 | -25.9 | 5.6 | -1.3 |
|
|
|
|
|
|
| 22.2 | 143.9 | 21.2 | 71.1 | 26.5 | 6.5 | 10000 | 638.1 | 30.9 | 702.7 | 22 | 772.2 | 22.6 |
| 0.3 | -56.5 | 0.4 | -44.3 | 4.6 | -7.4 | 192.6 | 9.2 | 152.7 | 1 | 142.2 | 0.8 |
| 22.8 | 223.8 | 21.8 | 134.6 | 24.7 | 22.2 | 9750 | 404.7 | 27.2 | 513.1 | 22.2 | 602.5 | 23.2 |
| 0.2 | -76.9 | 0.2 | -70.9 | 3.1 | -33 | 165 | 5.1 | 125.3 | 0.5 | 122.3 | 0.7 |
| 23.7 | 332.3 | 22.7 | 232.7 | 23.6 | 73.6 | 9500 | 206.6 | 25.3 | 363.9 | 23.2 | 457.6 | 23.8 |
| 0.3 | -95.4 | 0.4 | -94.1 | 1.6 | -89.9 | 107.8 | 2.7 | 101.2 | 0.7 | 98.5 | 0.4 |
| 24.4 | 464.8 | 23.6 | 365.9 | 24.7 | 202.5 | 9250 | 85.6 | 26.4 | 245.3 | 24 | 342 | 24.7 |
| 0.3 | -115 | 0.3 | -121.6 | 0.8 | -147.3 | 50.8 | 1.8 | 75.1 | 0.6 | 81.5 | 0.6 |
| 25.1 | 620 | 24.8 | 532.6 | 26.7 | 400.1 | 9000 | 34.5 | 29.8 | 161 | 25.1 | 251.6 | 25.7 |
| -0.1 | -138.1 | 0.2 | -143.1 | -0.1 | -178.3 | 21.5 | 1.8 | 52.4 | 0.5 | 64.2 | 0.6 |
|
|
|
|
|
| 8750 | 14.4 | 33.7 | 102.7 | 26.3 | 181.6 | 26.7 |
|
|
|
|
|
| 9.4 | 2.3 | 35.7 | 0.5 | 47.8 | 0.5 |
|
|
|
|
|
| 8500 | 7.1 | 38.5 | 64.9 | 27.7 | 130.4 | 27.8 |
|
|
|
|
|
| 4.4 | 2.3 | 23.5 | 0.5 | 36.4 | 0.5 |
|
|
|
|
|
| 8250 | 3.9 | 43.7 | 40.1 | 29 | 92.8 | 29.1 |
|
|
|
|
|
| 2.4 | 2.8 | 14.7 | 0.4 | 27.2 | 0.6 |
|
|
|
|
|
| 8000 | 2.6 | 49.8 | 27.1 | 31.1 | 65.9 | 30.4 |
|
|
|
|
|
| 1.6 | 3.7 | 11.2 | 0.9 | 19.6 | 0.5 |
|
|
|
|
|
| 7750 | 1.6 | 54.7 | 16 | 32.3 | 47.1 | 31.8 |
|
|
|
|
|
| 0.6 | 1.3 | 6.2 | 0.6 | 14.7 | 0.6 |
|
|
|
|
|
| 7500 | 1 | 60.1 | 10.1 | 34 | 34.1 | 33.4 |
|
|
|
|
|
| 0 | -0.8 | 3.5 | 0.2 | 11.6 | 0.9 |
|
|
|
|
|
| 7250 | 1 | 68.3 | 6.3 | 35.7 | 24 | 34.8 |
|
|
|
|
|
| 0 | -0.2 | 2.3 | 0.4 | 7.6 | 0.6 |
|
|
|
|
|
| 7000 | 1 | 76.8 | 4.2 | 37.8 | 16.9 | 36.3 |
|
|
|
|
|
| 0 | 0.3 | 1.6 | 0.5 | 5.2 | 0.5 |
|
|
|
|
|
| 6750 | 1 | 85.4 | 3 | 40.3 | 0 | 0 |
|
|
|
|
|
| 0 | 0.9 | 1.1 | 0.5 | 0 | 0 |
|
|
|
|
|
| 6500 | 1 | 94.4 | 2 | 42.4 | 9 | 39.9 |
|
|
|
|
|
| 0 | 1.5 | 0.5 | -0.3 | 3.4 | 1.1 |
|
|
|
|
|
| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
| P/C | 0.9 | -0.4 | 1.2 | 0.8 | 0.9 | 1.1 | 1 | 1 | 0.9 | 0.6 |
| 先物 | 9567.5 | 70 | 9497.5 | 9547.5 | 9410 | 9522.5 | 9532.5 | 9572.5 | 9437.5 | 9462.5 |
| 基準 | 22.2 | -0.5 | 22.7 | 23.3 | 23.3 | 23 | 23.6 | 22.6 | 23.8 | 24.6 |
| 期近 | 22.1 | -0.6 | 22.8 | 23.5 | 23.1 | 22.7 | 23.6 | 22.5 | 23.8 | 24.7 |
| 期先1 | 22.2 | -0.5 | 22.7 | 23.1 | 23.4 | 23.2 | 23.7 | 23 | 23.9 | 23.9 |
| 期先2 | 23.1 | -0.3 | 23.4 | 23.5 | 24 | 23.7 | 23.8 | 23.3 | 23.9 | 24 |
| 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 | 43 | 71 |
|
|
|
|
|
|
|
|
|
|
|
|
| 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9500 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9560 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 1 | 1 | 1.5 | 2.7 | 5 | 13 | 34.8 | 98.8 | 262.3 | 163.5 | 55.2 | 13.9 | 3.6 | 1.3 | 1 |
| 0 | 0 | -0.2 | -0.2 | -2 | -7 | -20.8 | -42.6 | -13.7 | 28.9 | 10.4 | 2.8 | 0.7 | -0.1 | 0 |
| 53.4 | 46.1 | 40.9 | 36.2 | 31.3 | 27.9 | 24.6 | 22.6 | 22.4 | 22 | 21.6 | 22 | 23.6 | 26.3 | 31 |
| 4.5 | 4.1 | 3.4 | 3.4 | 2 | 1.1 | 0 | -0.6 | -0.5 | -0.3 | -0.4 | -0.1 | 0.1 | -0.6 | 0.1 |
| 0 | 0 | -0.01 | -0.01 | -0.03 | -0.07 | -0.18 | -0.41 |
| 0.59 | 0.29 | 0.09 | 0.03 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.004 | 0.007 | 0.014 | 0.034 | 0.073 | 0.119 |
| 0.122 | 0.109 | 0.053 | 0.019 | 0.007 | 0.004 |
| 0.17 | 0.2 | 0.31 | 0.53 | 0.94 | 1.97 | 3.77 | 5.63 |
| 5.63 | 4.94 | 2.44 | 0.93 | 0.4 | 0.28 |
| -0.56 | -0.54 | -0.75 | -1.14 | -1.75 | -3.28 | -5.54 | -7.58 |
| -7.42 | -6.37 | -3.21 | -1.32 | -0.63 | -0.52 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9560 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 9.8 | 15.9 | 25.3 | 41.4 | 67 | 108.6 | 170.2 | 262.7 | 589.5 | 326.8 | 205.5 | 115.4 | 60.5 | 28.1 | 13.1 |
| -1.6 | -2.3 | -4.1 | -7.9 | -13.7 | -19.2 | -29.2 | -38.6 | -9.1 | 29.6 | 21.5 | 10.1 | 5.8 | 1.3 | 1.1 |
| 31.8 | 30.2 | 28.6 | 27.2 | 25.8 | 24.6 | 23.4 | 22.6 | 22.4 | 22.2 | 21.6 | 20.8 | 20.4 | 19.9 | 20 |
| 0.4 | 0.5 | 0.4 | 0.2 | 0 | 0 | -0.2 | -0.2 | -0.3 | -0.3 | -0.3 | -0.6 | -0.5 | -0.7 | -0.4 |
| -0.02 | -0.04 | -0.06 | -0.09 | -0.15 | -0.22 | -0.32 | -0.45 |
| 0.55 | 0.41 | 0.28 | 0.17 | 0.09 | 0.05 |
| 0.005 | 0.008 | 0.013 | 0.019 | 0.027 | 0.037 | 0.046 | 0.053 |
| 0.054 | 0.055 | 0.049 | 0.038 | 0.025 | 0.015 |
| 1.86 | 2.74 | 3.93 | 5.57 | 7.58 | 9.83 | 11.84 | 13.04 |
| 13.04 | 12.86 | 11.12 | 8.44 | 5.53 | 3.35 |
| -0.68 | -0.96 | -1.29 | -1.74 | -2.25 | -2.79 | -3.19 | -3.38 |
| -3.35 | -3.22 | -2.68 | -1.99 | -1.27 | -0.77 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9570 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 32.4 | 46.3 | 65.6 | 94 | 133.7 | 187.4 | 260.5 | 359.1 | 786.9 | 427.7 | 300.7 | 200.3 | 126.6 | 76 | 44.5 |
| -4.2 | -5.9 | -8.9 | -11.2 | -16.3 | -23.2 | -30 | -36.4 | -2.2 | 34.1 | 29.5 | 20.3 | 12 | 8.5 | 5.5 |
| 31.2 | 29.8 | 28.5 | 27.3 | 26.2 | 25.1 | 24.1 | 23.4 | 23.4 | 23.3 | 22.6 | 21.9 | 21.3 | 20.9 | 20.7 |
| 0.2 | 0.2 | 0.1 | 0.2 | 0.1 | -0.1 | -0.1 | -0.1 | -0.1 | 0 | 0.1 | 0 | -0.2 | -0.1 | -0.1 |
| -0.05 | -0.08 | -0.11 | -0.15 | -0.2 | -0.27 | -0.36 | -0.45 |
| 0.55 | 0.45 | 0.34 | 0.25 | 0.17 | 0.11 |
| 0.008 | 0.011 | 0.015 | 0.02 | 0.025 | 0.031 | 0.036 | 0.04 |
| 0.04 | 0.041 | 0.04 | 0.035 | 0.029 | 0.021 |
| 4.7 | 6.12 | 7.82 | 9.81 | 11.96 | 14.03 | 15.75 | 16.75 |
| 16.75 | 16.72 | 15.54 | 13.37 | 10.64 | 7.93 |
| -1.02 | -1.28 | -1.56 | -1.87 | -2.19 | -2.46 | -2.65 | -2.73 |
| -2.75 | -2.65 | -2.39 | -2 | -1.56 | -1.15 |
| 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 |
| 20.3 | 7 | 20.5 | 1.1 | 46.3 | 1 | 11500 |
|
|
|
|
|
|
| -0.5 | 0.1 | -0.5 | 0 | 1 | 0 |
|
|
|
|
|
|
| 20.4 | 13.7 | 20 | 2.3 | 41.4 | 1 | 11250 |
|
|
|
|
|
|
| -0.1 | 1.7 | -0.7 | -0.2 | 0.7 | 0 |
|
|
|
|
|
|
| 20.5 | 24.8 | 20.1 | 5.9 | 36.3 | 1 | 11000 |
|
|
|
|
|
|
| -0.2 | 2.7 | -0.4 | 0.5 | 0.4 | 0 |
|
|
|
|
|
|
| 20.7 | 44.5 | 20 | 13.1 | 31 | 1 | 10750 |
|
|
|
|
|
|
| -0.1 | 5.5 | -0.4 | 1.1 | 0.1 | 0 |
|
|
|
|
|
|
| 20.9 | 76 | 19.9 | 28.1 | 26.3 | 1.3 | 10500 |
|
|
|
|
|
|
| -0.1 | 8.5 | -0.7 | 1.3 | -0.6 | -0.1 |
|
|
|
|
|
|
| 21.3 | 126.6 | 20.4 | 60.5 | 23.6 | 3.6 | 10250 |
|
|
|
|
|
|
| -0.2 | 12 | -0.5 | 5.8 | 0.1 | 0.7 |
|
|
|
|
|
|
| 21.9 | 200.3 | 20.8 | 115.4 | 22 | 13.9 | 10000 | 445.5 | 21.7 | 550 | 21.1 | 630 | 21.8 |
| 0 | 20.3 | -0.6 | 10.1 | -0.1 | 2.8 | -72.3 | -2.3 | -58.4 | -0.4 | -55 | -0.4 |
| 22.6 | 300.7 | 21.6 | 205.5 | 21.6 | 55.2 | 9750 | 239.8 | 22 | 387.8 | 21.7 | 480.2 | 22.5 |
| 0.1 | 29.5 | -0.3 | 21.5 | -0.4 | 10.4 | -62.6 | -1 | -50.9 | -0.4 | -44.8 | -0.1 |
| 23.3 | 427.7 | 22.2 | 326.8 | 22 | 163.5 | 9500 | 98.8 | 22.6 | 262.7 | 22.6 | 359.1 | 23.4 |
| 0 | 34.1 | -0.3 | 29.6 | -0.3 | 28.9 | -42.6 | -0.6 | -38.6 | -0.2 | -36.4 | -0.1 |
| 24.1 | 579.8 | 23.3 | 487.5 | 23.9 | 349.9 | 9250 | 34.8 | 24.6 | 170.2 | 23.4 | 260.5 | 24.1 |
| 0.1 | 43.3 | -0.1 | 41.6 | 0.7 | 53.1 | -20.8 | 0 | -29.2 | -0.2 | -30 | -0.1 |
| 25.2 | 758.1 | 24.5 | 675.7 | 26.8 | 578.4 | 9000 | 13 | 27.9 | 108.6 | 24.6 | 187.4 | 25.1 |
| 0.4 | 53.1 | 0.3 | 54 | 2.1 | 66.2 | -7 | 1.1 | -19.2 | 0 | -23.2 | -0.1 |
|
|
|
|
|
| 8750 | 5 | 31.3 | 67 | 25.8 | 133.7 | 26.2 |
|
|
|
|
|
| -2 | 2 | -13.7 | 0 | -16.3 | 0.1 |
|
|
|
|
|
| 8500 | 2.7 | 36.2 | 41.4 | 27.2 | 94 | 27.3 |
|
|
|
|
|
| -0.2 | 3.4 | -7.9 | 0.2 | -11.2 | 0.2 |
|
|
|
|
|
| 8250 | 1.5 | 40.9 | 25.3 | 28.6 | 65.6 | 28.5 |
|
|
|
|
|
| -0.2 | 3.4 | -4.1 | 0.4 | -8.9 | 0.1 |
|
|
|
|
|
| 8000 | 1 | 46.1 | 15.9 | 30.2 | 46.3 | 29.8 |
|
|
|
|
|
| 0 | 4.1 | -2.3 | 0.5 | -5.9 | 0.2 |
|
|
|
|
|
| 7750 | 1 | 53.4 | 9.8 | 31.8 | 32.4 | 31.2 |
|
|
|
|
|
| 0 | 4.5 | -1.6 | 0.4 | -4.2 | 0.2 |
|
|
|
|
|
| 7500 | 1 | 60.9 | 6.6 | 33.8 | 22.4 | 32.5 |
|
|
|
|
|
| 0 | 4.9 | -0.8 | 0.7 | -3.3 | 0.1 |
|
|
|
|
|
| 7250 | 1 | 68.6 | 4 | 35.4 | 16.4 | 34.2 |
|
|
|
|
|
| 0 | 5.3 | -0.5 | 0.6 | -2.2 | 0.2 |
|
|
|
|
|
| 7000 | 1 | 76.4 | 2.6 | 37.3 | 11.7 | 35.8 |
|
|
|
|
|
| 0 | 5.7 | -0.4 | 0.5 | -1.2 | 0.3 |
|
|
|
|
|
| 6750 | 1 | 84.5 | 1.9 | 39.8 | 0 | 0 |
|
|
|
|
|
| 0 | 6.1 | -0.1 | 0.9 | 0 | 0 |
|
|
|
|
|
| 6500 | 1 | 92.9 | 1.6 | 42.7 | 5.6 | 38.8 |
|
|
|
|
|
| 0 | 6.6 | 0 | 1.2 | -1 | 0 |
|
|
|
|
|
| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
| P/C | 1.2 | 0.4 | 0.8 | 0.9 | 1.1 | 1 | 1 | 0.9 | 0.6 | 1.1 |
| 先物 | 9497.5 | -50 | 9547.5 | 9410 | 9522.5 | 9532.5 | 9572.5 | 9437.5 | 9462.5 | 9252.5 |
| 基準 | 22.7 | -0.6 | 23.3 | 23.3 | 23 | 23.6 | 22.6 | 23.8 | 24.6 | 25.1 |
| 期近 | 22.7 | -0.8 | 23.5 | 23.1 | 22.7 | 23.6 | 22.5 | 23.8 | 24.7 | 25.2 |
| 期先1 | 22.7 | -0.4 | 23.1 | 23.4 | 23.2 | 23.7 | 23 | 23.9 | 23.9 | 24.8 |
| 期先2 | 23.4 | -0.1 | 23.5 | 24 | 23.7 | 23.8 | 23.3 | 23.9 | 24 | 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 |
| 9 | 44 | 72 |
|
|
|
|
|
|
|
|
|
|
|
|
| 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9500 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9490 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 1 | 1 | 1.7 | 2.9 | 7 | 20 | 55.7 | 141.4 | 275.9 | 134.5 | 44.8 | 11.1 | 3 | 1.5 | 1 |
| 0 | -0.5 | -0.3 | -0.9 | -1.8 | -2.8 | 1.2 | 11.7 | -28.7 | -40.4 | -24.8 | -10.5 | -2.9 | -0.5 | 0 |
| 48.9 | 42 | 37.5 | 32.8 | 29.3 | 26.8 | 24.7 | 23.1 | 22.7 | 22.4 | 22 | 22.1 | 23.6 | 26.9 | 30.9 |
| 1.4 | -1.1 | 0 | -0.9 | -1.3 | -1.4 | -0.9 | -0.7 | -0.9 | -1.1 | -1.1 | -1 | -0.1 | 1.5 | 2.6 |
| 0 | 0 | -0.01 | -0.02 | -0.04 | -0.1 | -0.25 | -0.5 |
| 0.5 | 0.23 | 0.07 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.004 | 0.008 | 0.019 | 0.043 | 0.084 | 0.113 |
| 0.117 | 0.092 | 0.042 | 0.015 | 0.007 | 0.004 |
| 0.19 | 0.21 | 0.36 | 0.61 | 1.27 | 2.7 | 4.79 | 6.07 |
| 6.07 | 4.66 | 2.15 | 0.82 | 0.43 | 0.28 |
| -0.49 | -0.48 | -0.72 | -1.07 | -1.98 | -3.86 | -6.29 | -7.48 |
| -7.26 | -5.47 | -2.54 | -1.03 | -0.61 | -0.47 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9500 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 11.4 | 18.2 | 29.5 | 49.3 | 80.7 | 127.8 | 199.4 | 301.3 | 598.6 | 297.2 | 184 | 105.3 | 54.7 | 26.8 | 12 |
| -0.4 | -0.8 | -1 | 0.4 | 2.2 | 2.9 | 7.9 | 13.5 | -25.5 | -39 | -31.2 | -23.2 | -15.1 | -8.3 | -5 |
| 31.3 | 29.7 | 28.2 | 27 | 25.8 | 24.6 | 23.6 | 22.8 | 22.7 | 22.6 | 21.9 | 21.4 | 20.9 | 20.7 | 20.4 |
| -0.5 | -0.6 | -0.7 | -0.5 | -0.4 | -0.6 | -0.5 | -0.5 | -0.6 | -0.7 | -0.6 | -0.6 | -0.5 | -0.4 | -0.5 |
| -0.03 | -0.04 | -0.07 | -0.11 | -0.17 | -0.25 | -0.36 | -0.48 |
| 0.51 | 0.38 | 0.26 | 0.16 | 0.09 | 0.04 |
| 0.006 | 0.009 | 0.014 | 0.021 | 0.03 | 0.039 | 0.048 | 0.053 |
| 0.053 | 0.053 | 0.046 | 0.035 | 0.023 | 0.014 |
| 2.11 | 3.06 | 4.39 | 6.22 | 8.36 | 10.55 | 12.37 | 13.2 |
| 13.2 | 12.61 | 10.67 | 7.93 | 5.27 | 3.11 |
| -0.74 | -1.02 | -1.39 | -1.89 | -2.43 | -2.92 | -3.28 | -3.37 |
| -3.37 | -3.12 | -2.57 | -1.87 | -1.23 | -0.72 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9500 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 36.6 | 52.2 | 74.5 | 105.2 | 150 | 210.7 | 290.5 | 395.5 | 789.1 | 393.6 | 271.2 | 180 | 114.6 | 67.6 | 39 |
| -0.2 | 0.1 | 0 | -0.1 | 4.2 | 6.6 | 9.9 | 17.5 | -17 | -34.5 | -31.8 | -25.2 | -17.1 | -13.4 | -9.8 |
| 31 | 29.7 | 28.4 | 27.2 | 26.1 | 25.2 | 24.2 | 23.4 | 23.4 | 23.4 | 22.5 | 21.9 | 21.5 | 21 | 20.7 |
| -0.4 | -0.4 | -0.5 | -0.6 | -0.4 | -0.4 | -0.4 | -0.2 | -0.3 | -0.3 | -0.5 | -0.4 | -0.2 | -0.4 | -0.4 |
| -0.06 | -0.09 | -0.12 | -0.16 | -0.22 | -0.3 | -0.38 | -0.48 |
| 0.52 | 0.42 | 0.32 | 0.23 | 0.15 | 0.1 |
| 0.009 | 0.012 | 0.017 | 0.021 | 0.027 | 0.032 | 0.037 | 0.04 |
| 0.04 | 0.041 | 0.038 | 0.033 | 0.027 | 0.02 |
| 5.12 | 6.63 | 8.43 | 10.44 | 12.6 | 14.6 | 16.13 | 16.85 |
| 16.85 | 16.5 | 15.05 | 12.77 | 9.97 | 7.31 |
| -1.09 | -1.36 | -1.65 | -1.95 | -2.27 | -2.53 | -2.69 | -2.72 |
| -2.73 | -2.57 | -2.28 | -1.9 | -1.45 | -1.05 |
| 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 |
| 20.8 | 6.9 | 21 | 1.1 | 45.4 | 1 | 11500 |
|
|
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|
|
|
| -0.1 | -1.7 | -0.7 | -0.9 | 3.3 | 0 |
|
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|
|
|
| 20.6 | 12 | 20.8 | 2.4 | 40.7 | 1 | 11250 |
|
|
|
|
|
|
| -0.5 | -4.4 | -0.1 | -1 | 3.1 | 0 |
|
|
|
|
|
|
| 20.6 | 22.1 | 20.6 | 5.5 | 35.9 | 1 | 11000 |
|
|
|
|
|
|
| -0.4 | -6.2 | -0.5 | -2.9 | 2.9 | 0 |
|
|
|
|
|
|
| 20.7 | 39 | 20.4 | 12 | 30.9 | 1 | 10750 |
|
|
|
|
|
|
| -0.4 | -9.8 | -0.5 | -5 | 2.6 | 0 |
|
|
|
|
|
|
| 21 | 67.6 | 20.7 | 26.8 | 26.9 | 1.5 | 10500 |
|
|
|
|
|
|
| -0.4 | -13.4 | -0.4 | -8.3 | 1.5 | -0.5 |
|
|
|
|
|
|
| 21.5 | 114.6 | 20.9 | 54.7 | 23.6 | 3 | 10250 |
|
|
|
|
|
|
| -0.2 | -17.1 | -0.5 | -15.1 | -0.1 | -2.9 |
|
|
|
|
|
|
| 21.9 | 180 | 21.4 | 105.3 | 22.1 | 11.1 | 10000 | 517.7 | 23.9 | 608.4 | 21.5 | 685 | 22.2 |
| -0.4 | -25.2 | -0.6 | -23.2 | -1 | -10.5 | 42.7 | 0.6 | 29.5 | -0.4 | 29.2 | -0.1 |
| 22.5 | 271.2 | 21.9 | 184 | 22 | 44.8 | 9750 | 302.4 | 23.1 | 438.7 | 22.1 | 525 | 22.6 |
| -0.5 | -31.8 | -0.6 | -31.2 | -1.1 | -24.8 | 29.7 | -0.1 | 21.3 | -0.4 | 22.4 | -0.2 |
| 23.4 | 393.6 | 22.6 | 297.2 | 22.4 | 134.5 | 9500 | 141.4 | 23.1 | 301.3 | 22.8 | 395.5 | 23.4 |
| -0.3 | -34.5 | -0.7 | -39 | -1.1 | -40.4 | 11.7 | -0.7 | 13.5 | -0.5 | 17.5 | -0.2 |
| 24 | 536.5 | 23.5 | 445.9 | 23.3 | 296.8 | 9250 | 55.7 | 24.7 | 199.4 | 23.6 | 290.5 | 24.2 |
| -0.4 | -41 | -0.5 | -42.5 | -1.8 | -52.8 | 1.2 | -0.9 | 7.9 | -0.5 | 9.9 | -0.4 |
| 24.8 | 705 | 24.2 | 621.6 | 24.7 | 512.3 | 9000 | 20 | 26.8 | 127.8 | 24.6 | 210.7 | 25.2 |
| -0.5 | -45 | -1 | -50.9 | -2.2 | -54.3 | -2.8 | -1.4 | 2.9 | -0.6 | 6.6 | -0.4 |
|
|
|
|
|
| 8750 | 7 | 29.3 | 80.7 | 25.8 | 150 | 26.1 |
|
|
|
|
|
| -1.8 | -1.3 | 2.2 | -0.4 | 4.2 | -0.4 |
|
|
|
|
|
| 8500 | 2.9 | 32.8 | 49.3 | 27 | 105.2 | 27.2 |
|
|
|
|
|
| -0.9 | -0.9 | 0.4 | -0.5 | -0.1 | -0.6 |
|
|
|
|
|
| 8250 | 1.7 | 37.5 | 29.5 | 28.2 | 74.5 | 28.4 |
|
|
|
|
|
| -0.3 | 0 | -1 | -0.7 | 0 | -0.5 |
|
|
|
|
|
| 8000 | 1 | 42 | 18.2 | 29.7 | 52.2 | 29.7 |
|
|
|
|
|
| -0.5 | -1.1 | -0.8 | -0.6 | 0.1 | -0.4 |
|
|
|
|
|
| 7750 | 1 | 48.9 | 11.4 | 31.3 | 36.6 | 31 |
|
|
|
|
|
| 0 | 1.4 | -0.4 | -0.5 | -0.2 | -0.4 |
|
|
|
|
|
| 7500 | 1 | 56 | 7.3 | 33.1 | 25.8 | 32.4 |
|
|
|
|
|
| 0 | 1.7 | -0.3 | -0.5 | 0.1 | -0.3 |
|
|
|
|
|
| 7250 | 1 | 63.3 | 4.5 | 34.7 | 18.6 | 34 |
|
|
|
|
|
| 0 | 2.1 | -0.3 | -0.5 | -0.4 | -0.4 |
|
|
|
|
|
| 7000 | 1 | 70.7 | 3 | 36.8 | 12.9 | 35.4 |
|
|
|
|
|
| 0 | 2.5 | -0.4 | -0.8 | -0.1 | -0.3 |
|
|
|
|
|
| 6750 | 1 | 78.4 | 2.1 | 38.9 | 0 | 0 |
|
|
|
|
|
| 0 | 2.9 | 0.1 | 0 | 0 | 0 |
|
|
|
|
|
| 6500 | 1 | 86.3 | 1.6 | 41.5 | 6.6 | 38.7 |
|
|
|
|
|
| 0 | 3.3 | 0 | -0.1 | -0.2 | -0.4 |
|
|
|
|
|
| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |