2010/9/01(Wed) OP
| P/C | 0.9 | -0.4 | 1.3 | 0.8 | 0.7 | 1 | 1.1 | 1.1 | 1.1 | 1.1 |
| 先物 | 8922.5 | 120 | 8802.5 | 9127.5 | 8977.5 | 8892.5 | 8820 | 8972.5 | 9102.5 | 9165 |
| 基準 | 28 | -1.5 | 29.6 | 26.7 | 26.6 | 28 | 28.9 | 26.8 | 25.8 | 24.8 |
| 期近 | 29.9 | -2.1 | 32 | 27.7 | 27.4 | 28.8 | 30.1 | 27.5 | 26.5 | 24.8 |
| 期先1 | 27.3 | -1.1 | 28.4 | 26.2 | 26 | 27.2 | 27.5 | 25.8 | 24.6 | 24.5 |
| 期先2 | 26.8 | -0.8 | 27.6 | 25.6 | 25.6 | 26.6 | 26.8 | 25.5 | 24.5 | 24.6 |
| 当/先 | 1.1 | 0 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 8 | 36 | 71 |
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| 7250 | 7500 | 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9000 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 |
| 9P725 | 9P750 | 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 8920 | 9C900 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 |
| 1 | 1 | 1.9 | 5.6 | 15.7 | 39.6 | 93.7 | 200.8 | 323.8 | 123 | 42.8 | 12.3 | 3 | 1 | 1 |
| -0.8 | -2.7 | -5.4 | -11.7 | -21.3 | -39 | -62.2 | -91 | -62.7 | 28.2 | 8.1 | 0.4 | -0.6 | -0.6 | 0 |
| 53.1 | 45.2 | 40.7 | 38.2 | 36 | 33.4 | 31.1 | 29.4 | 29.4 | 29.3 | 28.1 | 28.2 | 28.5 | 30.6 | 36.4 |
| 2.4 | -1.8 | -2.5 | -2.5 | -1.7 | -1.6 | -1.2 | -1.5 | -1.6 | -1.7 | -2.1 | -2.7 | -2.8 | -3.3 | -1 |
| 0 | -0.01 | -0.01 | -0.03 | -0.07 | -0.16 | -0.33 | -0.57 |
| 0.43 | 0.2 | 0.07 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.005 | 0.012 | 0.028 | 0.054 | 0.086 | 0.099 |
| 0.099 | 0.075 | 0.037 | 0.013 | 0.005 | 0.004 |
| 0.17 | 0.2 | 0.37 | 0.86 | 1.84 | 3.32 | 4.89 | 5.31 |
| 5.31 | 3.83 | 1.89 | 0.68 | 0.28 | 0.24 |
| -0.55 | -0.53 | -0.89 | -1.97 | -3.95 | -6.62 | -9.1 | -9.32 |
| -9.32 | -6.45 | -3.18 | -1.17 | -0.51 | -0.53 |
| 10P725 | 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 8870 | 10C900 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 |
| 23.4 | 34.8 | 52.7 | 78.5 | 119.1 | 175.2 | 258.2 | 368.9 | 604.3 | 235.4 | 135.4 | 71.8 | 35.4 | 17.2 | 8.1 |
| -11.9 | -15.8 | -22.5 | -31.6 | -40.5 | -54.2 | -66.7 | -84.9 | -47.4 | 37.5 | 23.5 | 12.8 | 6.1 | 3.4 | 1.2 |
| 40.8 | 38.7 | 36.8 | 34.9 | 33.3 | 31.6 | 30.4 | 29.2 | 25.9 | 24.1 | 23.4 | 23 | 22.8 | 23 | 23.3 |
| -1.1 | -0.9 | -1 | -1.2 | -1 | -1.1 | -1 | -1.3 | -1.1 | -1 | -1 | -0.9 | -1 | -0.7 | -0.9 |
| -0.05 | -0.07 | -0.1 | -0.15 | -0.21 | -0.3 | -0.4 | -0.52 |
| 0.47 | 0.33 | 0.2 | 0.12 | 0.06 | 0.03 |
| 0.009 | 0.012 | 0.017 | 0.023 | 0.031 | 0.039 | 0.045 | 0.048 |
| 0.059 | 0.055 | 0.044 | 0.03 | 0.019 | 0.011 |
| 2.76 | 3.74 | 5.01 | 6.49 | 8.17 | 9.73 | 10.88 | 11.22 |
| 11.2 | 10.15 | 7.99 | 5.51 | 3.48 | 2.03 |
| -1.55 | -1.99 | -2.53 | -3.11 | -3.74 | -4.22 | -4.54 | -4.49 |
| -3.72 | -3.27 | -2.53 | -1.73 | -1.1 | -0.65 |
| 11P725 | 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 8870 | 11C900 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 |
| 70 | 93 | 124.9 | 164.9 | 216.1 | 285.6 | 372.2 | 481.8 | 832 | 350.2 | 235.9 | 151.1 | 92.6 | 54 | 29.3 |
| -18.4 | -23.7 | -29.3 | -37 | -46.9 | -54.7 | -64.4 | -76.2 | -31.8 | 44.4 | 30.9 | 20.3 | 13.4 | 8.4 | 4.2 |
| 38 | 36.3 | 34.9 | 33.3 | 31.7 | 30.4 | 29.1 | 28 | 25.7 | 24.5 | 23.5 | 22.8 | 22.3 | 21.9 | 21.5 |
| -0.6 | -0.7 | -0.6 | -0.6 | -0.8 | -0.6 | -0.6 | -0.7 | -0.6 | -0.6 | -0.7 | -0.7 | -0.7 | -0.6 | -0.7 |
| -0.09 | -0.12 | -0.16 | -0.21 | -0.26 | -0.33 | -0.41 | -0.5 |
| 0.49 | 0.38 | 0.28 | 0.2 | 0.13 | 0.08 |
| 0.011 | 0.014 | 0.018 | 0.022 | 0.026 | 0.03 | 0.034 | 0.036 |
| 0.041 | 0.041 | 0.038 | 0.032 | 0.024 | 0.017 |
| 6.58 | 8 | 9.62 | 11.28 | 12.9 | 14.36 | 15.37 | 15.74 |
| 15.73 | 15.08 | 13.38 | 10.98 | 8.34 | 5.83 |
| -1.75 | -2.03 | -2.35 | -2.63 | -2.86 | -3.05 | -3.13 | -3.08 |
| -2.71 | -2.49 | -2.14 | -1.72 | -1.28 | -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 |
| 21.7 | 4.9 | 25.1 | 1 | 52.3 | 1 | 11000 |
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| -0.6 | 0.6 | -1.1 | 0 | 0 | 0 |
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| 21.6 | 9 | 24.2 | 1.8 | 47.2 | 1 | 10750 |
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| -0.3 | 2 | -1.2 | 0 | -0.3 | 0 |
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| 21.4 | 16.1 | 23.4 | 3.4 | 41.9 | 1 | 10500 |
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| -1 | 1.3 | -0.9 | 0.4 | -0.7 | 0 |
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| 21.5 | 29.3 | 23.3 | 8.1 | 36.4 | 1 | 10250 |
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| -0.7 | 4.2 | -0.9 | 1.2 | -1 | 0 |
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| 21.9 | 54 | 23 | 17.2 | 30.6 | 1 | 10000 |
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| -0.6 | 8.4 | -0.7 | 3.4 | -3.3 | -0.6 |
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| 22.3 | 92.6 | 22.8 | 35.4 | 28.5 | 3 | 9750 |
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| -0.7 | 13.4 | -1 | 6.1 | -2.8 | -0.6 |
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| 22.8 | 151.1 | 23 | 71.8 | 28.2 | 12.3 | 9500 | 587.5 | 27 | 708.4 | 29.9 | 783.3 | 26.9 |
| -0.7 | 20.3 | -0.9 | 12.8 | -2.7 | 0.4 | -121.1 | -3.5 | -105 | -1.3 | -65 | 1.6 |
| 23.5 | 235.9 | 23.4 | 135.4 | 28.1 | 42.8 | 9250 | 373.5 | 29 | 523.2 | 29.3 | 618.6 | 27.3 |
| -0.7 | 30.9 | -1 | 23.5 | -2.1 | 8.1 | -108.2 | -1.1 | -95.2 | -1.2 | -86.4 | -0.7 |
| 24.5 | 350.2 | 24.1 | 235.4 | 29.3 | 123 | 9000 | 200.8 | 29.4 | 368.9 | 29.2 | 481.8 | 28 |
| -0.6 | 44.4 | -1 | 37.5 | -1.7 | 28.2 | -91 | -1.5 | -84.9 | -1.3 | -76.2 | -0.7 |
| 25.4 | 488.8 | 24.7 | 370.1 | 30.8 | 265 | 8750 | 93.7 | 31.1 | 258.2 | 30.4 | 372.2 | 29.1 |
| -0.7 | 54.9 | -1.3 | 51.6 | -1.4 | 56.7 | -62.2 | -1.2 | -66.7 | -1 | -64.4 | -0.6 |
| 26.4 | 652.5 | 25.4 | 540.2 | 33.5 | 462.5 | 8500 | 39.6 | 33.4 | 175.2 | 31.6 | 285.6 | 30.4 |
| -2.6 | 39.2 | -1.4 | 67.7 | -1.4 | 81.6 | -39 | -1.6 | -54.2 | -1.1 | -54.7 | -0.6 |
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| 8250 | 15.7 | 36 | 119.1 | 33.3 | 216.1 | 31.7 |
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| -21.3 | -1.7 | -40.5 | -1 | -46.9 | -0.8 |
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| 8000 | 5.6 | 38.2 | 78.5 | 34.9 | 164.9 | 33.3 |
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| -11.7 | -2.5 | -31.6 | -1.2 | -37 | -0.6 |
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| 7750 | 1.9 | 40.7 | 52.7 | 36.8 | 124.9 | 34.9 |
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| -5.4 | -2.5 | -22.5 | -1 | -29.3 | -0.6 |
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| 7500 | 1 | 45.2 | 34.8 | 38.7 | 93 | 36.3 |
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| -2.7 | -1.8 | -15.8 | -0.9 | -23.7 | -0.7 |
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| 7250 | 1 | 53.1 | 23.4 | 40.8 | 70 | 38 |
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| -0.8 | 2.4 | -11.9 | -1.1 | -18.4 | -0.6 |
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| 7000 | 1 | 61.2 | 15 | 42.7 | 50.4 | 39.3 |
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| 0 | 6.2 | -8.8 | -1.3 | -14.9 | -0.7 |
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| 6750 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 6500 | 1 | 78 | 6.8 | 47.2 | 29 | 43.1 |
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| 0 | 7 | -4.3 | -1.2 | -8.4 | -0.6 |
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