2010/9/02(Thu) OP
| P/C | 1 | 0.1 | 0.9 | 1.3 | 0.8 | 0.7 | 1 | 1.1 | 1.1 | 1.1 |
| 先物 | 9037.5 | 115 | 8922.5 | 8802.5 | 9127.5 | 8977.5 | 8892.5 | 8820 | 8972.5 | 9102.5 |
| 基準 | 26.6 | -1.5 | 28 | 29.6 | 26.7 | 26.6 | 28 | 28.9 | 26.8 | 25.8 |
| 期近 | 28.4 | -1.5 | 29.9 | 32 | 27.7 | 27.4 | 28.8 | 30.1 | 27.5 | 26.5 |
| 期先1 | 25.9 | -1.4 | 27.3 | 28.4 | 26.2 | 26 | 27.2 | 27.5 | 25.8 | 24.6 |
| 期先2 | 25.7 | -1.1 | 26.8 | 27.6 | 25.6 | 25.6 | 26.6 | 26.8 | 25.5 | 24.5 |
| 当/先 | 1.1 | 0 | 1.1 | 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 |
| 7 | 35 | 70 |
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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 | 9040 | 9C900 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 |
| 1 | 1 | 1 | 2.8 | 7.7 | 20.3 | 51.1 | 128.9 | 293.3 | 164.4 | 59.7 | 17.1 | 4.6 | 1.3 | 1 |
| 0 | 0 | -0.9 | -2.8 | -8 | -19.3 | -42.7 | -71.9 | -30.4 | 41.4 | 16.9 | 4.8 | 1.7 | 0.3 | 0 |
| 59.7 | 51.3 | 43.2 | 40.1 | 37.1 | 33.9 | 30.6 | 28.8 | 28.6 | 28.3 | 27.2 | 27.4 | 28.7 | 30.3 | 35.6 |
| 6.5 | 6.1 | 2.5 | 1.9 | 1.1 | 0.5 | -0.6 | -0.7 | -0.8 | -1 | -0.9 | -0.8 | 0.1 | -0.3 | -0.8 |
| 0 | 0 | -0.01 | -0.02 | -0.04 | -0.1 | -0.22 | -0.45 |
| 0.55 | 0.28 | 0.1 | 0.03 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.007 | 0.018 | 0.039 | 0.076 | 0.107 |
| 0.109 | 0.096 | 0.051 | 0.02 | 0.007 | 0.004 |
| 0.16 | 0.18 | 0.21 | 0.49 | 1.09 | 2.21 | 3.82 | 5.08 |
| 5.08 | 4.33 | 2.31 | 0.94 | 0.34 | 0.24 |
| -0.63 | -0.61 | -0.6 | -1.33 | -2.75 | -5.07 | -7.91 | -9.91 |
| -9.79 | -8.01 | -4.31 | -1.82 | -0.7 | -0.59 |
| 10P725 | 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 8980 | 10C900 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 |
| 16.8 | 25.2 | 38.7 | 59 | 90.2 | 136.9 | 205.2 | 303.9 | 584.2 | 280.3 | 165.3 | 89.8 | 45.1 | 21.6 | 10.3 |
| -6.6 | -9.7 | -14 | -19.6 | -28.9 | -38.4 | -53 | -65 | -20.1 | 44.9 | 30 | 18 | 9.7 | 4.3 | 2.2 |
| 40.6 | 38.4 | 36.5 | 34.6 | 32.9 | 31.3 | 29.8 | 28.8 | 26.5 | 23.3 | 22.7 | 22.4 | 22.2 | 22.4 | 22.7 |
| -0.2 | -0.3 | -0.3 | -0.2 | -0.4 | -0.3 | -0.5 | -0.4 | -0.6 | -0.8 | -0.7 | -0.6 | -0.6 | -0.7 | -0.6 |
| -0.04 | -0.05 | -0.08 | -0.12 | -0.17 | -0.25 | -0.35 | -0.46 |
| 0.54 | 0.38 | 0.25 | 0.14 | 0.08 | 0.04 |
| 0.007 | 0.01 | 0.014 | 0.02 | 0.028 | 0.036 | 0.044 | 0.049 |
| 0.061 | 0.06 | 0.05 | 0.036 | 0.023 | 0.014 |
| 2.19 | 3.03 | 4.16 | 5.56 | 7.2 | 8.91 | 10.38 | 11.18 |
| 11.17 | 10.75 | 8.9 | 6.4 | 4.11 | 2.46 |
| -1.26 | -1.64 | -2.15 | -2.72 | -3.34 | -3.94 | -4.37 | -4.54 |
| -3.69 | -3.46 | -2.82 | -2.02 | -1.3 | -0.79 |
| 11P725 | 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 8980 | 11C900 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 |
| 54.8 | 75.1 | 100.7 | 135.2 | 180.4 | 240.4 | 319.3 | 418.1 | 815.9 | 397.7 | 274.9 | 179.2 | 110 | 65 | 37.3 |
| -15.2 | -17.9 | -24.3 | -29.7 | -35.7 | -45.3 | -53 | -63.7 | -16.2 | 47.5 | 39 | 28.1 | 17.4 | 11 | 7.9 |
| 37.4 | 35.9 | 34.3 | 32.8 | 31.4 | 30 | 28.9 | 27.7 | 26.1 | 23.9 | 23.2 | 22.4 | 21.8 | 21.5 | 21.3 |
| -0.6 | -0.4 | -0.5 | -0.5 | -0.4 | -0.4 | -0.3 | -0.3 | -0.4 | -0.6 | -0.3 | -0.3 | -0.5 | -0.4 | -0.2 |
| -0.08 | -0.1 | -0.14 | -0.18 | -0.23 | -0.3 | -0.37 | -0.46 |
| 0.54 | 0.43 | 0.32 | 0.23 | 0.15 | 0.1 |
| 0.01 | 0.013 | 0.016 | 0.02 | 0.025 | 0.029 | 0.033 | 0.036 |
| 0.042 | 0.043 | 0.04 | 0.035 | 0.028 | 0.02 |
| 5.72 | 7.13 | 8.68 | 10.37 | 12.11 | 13.74 | 15.04 | 15.76 |
| 15.76 | 15.59 | 14.27 | 12.02 | 9.37 | 6.82 |
| -1.52 | -1.82 | -2.11 | -2.42 | -2.69 | -2.92 | -3.07 | -3.09 |
| -2.69 | -2.58 | -2.28 | -1.87 | -1.43 | -1.03 |
| 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 |
| 21.5 | 6.4 | 24.2 | 1.1 | 52.7 | 1 | 11000 |
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| -0.2 | 1.5 | -0.9 | 0.1 | 0.3 | 0 |
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| 21.2 | 11 | 23.4 | 2.1 | 47.2 | 1 | 10750 |
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| -0.4 | 2 | -0.7 | 0.3 | 0 | 0 |
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| 21.3 | 21 | 23.1 | 4.7 | 41.5 | 1 | 10500 |
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| -0.1 | 5 | -0.3 | 1.3 | -0.4 | 0 |
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| 21.3 | 37.3 | 22.7 | 10.3 | 35.6 | 1 | 10250 |
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| -0.2 | 7.9 | -0.6 | 2.2 | -0.8 | 0 |
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| 21.5 | 65 | 22.4 | 21.6 | 30.3 | 1.3 | 10000 |
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| -0.4 | 11 | -0.7 | 4.3 | -0.3 | 0.3 |
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| 21.8 | 110 | 22.2 | 45.1 | 28.7 | 4.6 | 9750 |
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| -0.5 | 17.4 | -0.6 | 9.7 | 0.1 | 1.7 |
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| 22.4 | 179.2 | 22.4 | 89.8 | 27.4 | 17.1 | 9500 | 482 | 28.5 | 613.3 | 28.9 | 697.5 | 26.4 |
| -0.3 | 28.1 | -0.6 | 18 | -0.8 | 4.8 | -105.5 | 1.5 | -95.1 | -1 | -85.8 | -0.5 |
| 23.2 | 274.9 | 22.7 | 165.3 | 27.2 | 59.7 | 9250 | 271.9 | 27.2 | 437.5 | 28.2 | 542.5 | 26.8 |
| -0.3 | 39 | -0.7 | 30 | -0.9 | 16.9 | -101.6 | -1.8 | -85.7 | -1 | -76.1 | -0.5 |
| 23.9 | 397.7 | 23.3 | 280.3 | 28.3 | 164.4 | 9000 | 128.9 | 28.8 | 303.9 | 28.8 | 418.1 | 27.7 |
| -0.6 | 47.5 | -0.8 | 44.9 | -1 | 41.4 | -71.9 | -0.7 | -65 | -0.4 | -63.7 | -0.3 |
| 24.8 | 547.5 | 23.9 | 433.2 | 30.3 | 337.7 | 8750 | 51.1 | 30.6 | 205.2 | 29.8 | 319.3 | 28.9 |
| -0.6 | 58.7 | -0.8 | 63.1 | -0.5 | 72.7 | -42.7 | -0.6 | -53 | -0.5 | -53 | -0.3 |
| 25.6 | 720 | 24.2 | 615.1 | 33.8 | 557.7 | 8500 | 20.3 | 33.9 | 136.9 | 31.3 | 240.4 | 30 |
| -0.8 | 67.5 | -1.3 | 74.9 | 0.3 | 95.2 | -19.3 | 0.5 | -38.4 | -0.3 | -45.3 | -0.4 |
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| 8250 | 7.7 | 37.1 | 90.2 | 32.9 | 180.4 | 31.4 |
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| -8 | 1.1 | -28.9 | -0.4 | -35.7 | -0.4 |
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| 8000 | 2.8 | 40.1 | 59 | 34.6 | 135.2 | 32.8 |
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| -2.8 | 1.9 | -19.6 | -0.2 | -29.7 | -0.5 |
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| 7750 | 1 | 43.2 | 38.7 | 36.5 | 100.7 | 34.3 |
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| -0.9 | 2.5 | -14 | -0.3 | -24.3 | -0.5 |
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| 7500 | 1 | 51.3 | 25.2 | 38.4 | 75.1 | 35.9 |
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| 0 | 6.1 | -9.7 | -0.3 | -17.9 | -0.4 |
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| 7250 | 1 | 59.7 | 16.8 | 40.6 | 54.8 | 37.4 |
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| 0 | 6.5 | -6.6 | -0.2 | -15.2 | -0.6 |
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| 7000 | 1 | 68.2 | 11 | 42.7 | 40.6 | 39 |
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| 0 | 7 | -4.1 | 0 | -9.8 | -0.3 |
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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 | 86 | 4.9 | 47.3 | 21.8 | 42.4 |
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| 0 | 8.1 | -1.9 | 0.1 | -7.2 | -0.7 |
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