2010/9/03(Fri) OP
| 0.8 | -0.3 | 1 | 0.9 | 1.3 | 0.8 | 0.7 | 1 | 1.1 | 1.1 |
| 9105 | 67.5 | 9037.5 | 8922.5 | 8802.5 | 9127.5 | 8977.5 | 8892.5 | 8820 | 8972.5 |
| 25.3 | -1.2 | 26.6 | 28 | 29.6 | 26.7 | 26.6 | 28 | 28.9 | 26.8 |
| 27.2 | -1.2 | 28.4 | 29.9 | 32 | 27.7 | 27.4 | 28.8 | 30.1 | 27.5 |
| 24.8 | -1.1 | 25.9 | 27.3 | 28.4 | 26.2 | 26 | 27.2 | 27.5 | 25.8 |
| 24.7 | -1 | 25.7 | 26.8 | 27.6 | 25.6 | 25.6 | 26.6 | 26.8 | 25.5 |
| 1.1 | 0 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 |
| 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 6 | 34 | 69 |
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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 | 9110 | 9C900 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 |
| 1 | 1 | 1 | 1.7 | 3.6 | 10.9 | 29.8 | 84.5 | 276.7 | 192.2 | 69.3 | 19 | 5 | 1.5 | 1 |
| 0 | 0 | 0 | -1.1 | -4.1 | -9.4 | -21.2 | -44.4 | -16.6 | 27.7 | 9.6 | 1.9 | 0.4 | 0.2 | 0 |
| 66.1 | 57.1 | 48.4 | 42.3 | 37.3 | 34.1 | 30.2 | 27.3 | 27.5 | 27.9 | 26.7 | 27 | 28.7 | 31.1 | 36.2 |
| 6.4 | 5.8 | 5.2 | 2.2 | 0.2 | 0.2 | -0.3 | -1.4 | -1.1 | -0.4 | -0.6 | -0.4 | 0 | 0.7 | 0.7 |
| 0 | 0 | -0.01 | -0.01 | -0.02 | -0.06 | -0.15 | -0.37 |
| 0.63 | 0.33 | 0.12 | 0.04 | 0.01 | 0.01 |
| 0.001 | 0.002 | 0.003 | 0.005 | 0.011 | 0.029 | 0.065 | 0.115 |
| 0.112 | 0.113 | 0.062 | 0.023 | 0.008 | 0.005 |
| 0.14 | 0.16 | 0.18 | 0.31 | 0.62 | 1.44 | 2.86 | 4.53 |
| 4.54 | 4.37 | 2.42 | 0.97 | 0.37 | 0.24 |
| -0.73 | -0.72 | -0.7 | -1.02 | -1.8 | -3.86 | -6.78 | -9.72 |
| -9.96 | -9.17 | -5.13 | -2.19 | -0.9 | -0.68 |
| 10P725 | 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 9050 | 10C900 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 |
| 12.3 | 18.8 | 29.7 | 45.6 | 71.5 | 111.1 | 172.8 | 260.5 | 571.4 | 310.8 | 185.9 | 102.9 | 52.3 | 25.3 | 12.1 |
| -4.5 | -6.3 | -8.9 | -13.4 | -18.7 | -25.8 | -32.4 | -43.4 | -12.9 | 30.5 | 20.5 | 13.1 | 7.3 | 3.7 | 1.8 |
| 40 | 37.9 | 36 | 33.9 | 32.2 | 30.6 | 29.3 | 28 | 26.6 | 23 | 22.4 | 22.2 | 22.1 | 22.2 | 22.6 |
| -0.6 | -0.6 | -0.5 | -0.7 | -0.7 | -0.7 | -0.6 | -0.8 | -0.7 | -0.3 | -0.3 | -0.2 | -0.2 | -0.1 | -0.1 |
| -0.03 | -0.04 | -0.06 | -0.1 | -0.15 | -0.22 | -0.31 | -0.43 |
| 0.58 | 0.42 | 0.28 | 0.16 | 0.09 | 0.05 |
| 0.006 | 0.008 | 0.013 | 0.018 | 0.026 | 0.034 | 0.043 | 0.05 |
| 0.061 | 0.063 | 0.054 | 0.04 | 0.026 | 0.016 |
| 1.77 | 2.5 | 3.54 | 4.82 | 6.44 | 8.21 | 9.89 | 10.97 |
| 10.92 | 10.94 | 9.37 | 6.93 | 4.54 | 2.75 |
| -1.03 | -1.38 | -1.85 | -2.38 | -3.01 | -3.65 | -4.2 | -4.46 |
| -3.66 | -3.57 | -3.03 | -2.23 | -1.47 | -0.91 |
| 11P725 | 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 9050 | 11C900 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 |
| 44.8 | 62.1 | 84.6 | 114.8 | 155.7 | 210.3 | 283.4 | 374.3 | 801.8 | 427.5 | 296.1 | 194.8 | 120.5 | 70.3 | 40.3 |
| -10 | -13 | -16 | -20.5 | -24.7 | -30 | -35.9 | -43.8 | -14 | 29.8 | 21.2 | 15.5 | 10.5 | 5.4 | 3 |
| 36.7 | 35.2 | 33.7 | 32.2 | 30.8 | 29.4 | 28.3 | 27 | 26.1 | 23.6 | 22.8 | 22.1 | 21.5 | 21.1 | 20.9 |
| -0.7 | -0.7 | -0.6 | -0.7 | -0.6 | -0.6 | -0.6 | -0.7 | -0.6 | -0.3 | -0.4 | -0.3 | -0.3 | -0.4 | -0.4 |
| -0.07 | -0.09 | -0.12 | -0.16 | -0.21 | -0.27 | -0.35 | -0.44 |
| 0.57 | 0.46 | 0.35 | 0.25 | 0.17 | 0.11 |
| 0.009 | 0.012 | 0.015 | 0.019 | 0.024 | 0.029 | 0.033 | 0.037 |
| 0.042 | 0.044 | 0.042 | 0.037 | 0.03 | 0.022 |
| 5.09 | 6.44 | 7.96 | 9.66 | 11.46 | 13.22 | 14.7 | 15.64 |
| 15.62 | 15.74 | 14.67 | 12.56 | 9.86 | 7.23 |
| -1.34 | -1.63 | -1.93 | -2.24 | -2.54 | -2.8 | -2.99 | -3.04 |
| -2.67 | -2.59 | -2.35 | -1.96 | -1.5 | -1.09 |
| 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 | 6.5 | 24.5 | 1.5 | 54.7 | 1 | 11000 |
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| -0.5 | 0.1 | 0.3 | 0.4 | 2 | 0 |
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| 20.8 | 12 | 23.5 | 2.6 | 48.8 | 1 | 10750 |
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| -0.3 | 1 | 0 | 0.5 | 1.6 | 0 |
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| 20.9 | 22.6 | 22.8 | 5.2 | 42.6 | 1 | 10500 |
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| -0.4 | 1.6 | -0.3 | 0.5 | 1.1 | 0 |
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| 20.9 | 40.3 | 22.6 | 12.1 | 36.2 | 1 | 10250 |
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| -0.4 | 3 | -0.1 | 1.8 | 0.7 | 0 |
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| 21.1 | 70.3 | 22.2 | 25.3 | 31.1 | 1.5 | 10000 |
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| -0.4 | 5.4 | -0.1 | 3.7 | 0.7 | 0.2 |
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| 21.5 | 120.5 | 22.1 | 52.3 | 28.7 | 5 | 9750 |
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| -0.3 | 10.5 | -0.2 | 7.3 | 0 | 0.4 |
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| 22.1 | 194.8 | 22.2 | 102.9 | 27 | 19 | 9500 | 413.1 | 26.7 | 552.9 | 27.9 | 640 | 25.6 |
| -0.3 | 15.5 | -0.2 | 13.1 | -0.4 | 1.9 | -69 | -1.8 | -60.4 | -1 | -57.5 | -0.8 |
| 22.8 | 296.1 | 22.4 | 185.9 | 26.7 | 69.3 | 9250 | 212.2 | 26.2 | 387.7 | 27.6 | 493.2 | 26.2 |
| -0.4 | 21.2 | -0.3 | 20.5 | -0.6 | 9.6 | -59.7 | -1 | -49.8 | -0.6 | -49.3 | -0.6 |
| 23.6 | 427.5 | 23 | 310.8 | 27.9 | 192.2 | 9000 | 84.5 | 27.3 | 260.5 | 28 | 374.3 | 27 |
| -0.3 | 29.8 | -0.3 | 30.5 | -0.4 | 27.7 | -44.4 | -1.4 | -43.4 | -0.8 | -43.8 | -0.7 |
| 24.5 | 585 | 23.4 | 472.3 | 31 | 387.1 | 8750 | 29.8 | 30.2 | 172.8 | 29.3 | 283.4 | 28.3 |
| -0.3 | 37.5 | -0.5 | 39.1 | 0.7 | 49.5 | -21.2 | -0.3 | -32.4 | -0.6 | -35.9 | -0.6 |
| 25.4 | 765 | 23.4 | 662.5 | 35 | 617.3 | 8500 | 10.9 | 34.1 | 111.1 | 30.6 | 210.3 | 29.4 |
| -0.2 | 45 | -0.8 | 47.4 | 1.1 | 59.6 | -9.4 | 0.2 | -25.8 | -0.7 | -30 | -0.6 |
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| 8250 | 3.6 | 37.3 | 71.5 | 32.2 | 155.7 | 30.8 |
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| -4.1 | 0.2 | -18.7 | -0.7 | -24.7 | -0.6 |
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| 8000 | 1.7 | 42.3 | 45.6 | 33.9 | 114.8 | 32.2 |
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| -1.1 | 2.2 | -13.4 | -0.7 | -20.5 | -0.7 |
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| 7750 | 1 | 48.4 | 29.7 | 36 | 84.6 | 33.7 |
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| 0 | 5.2 | -8.9 | -0.5 | -16 | -0.6 |
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| 7500 | 1 | 57.1 | 18.8 | 37.9 | 62.1 | 35.2 |
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| 0 | 5.8 | -6.3 | -0.6 | -13 | -0.7 |
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| 7250 | 1 | 66.1 | 12.3 | 40 | 44.8 | 36.7 |
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| 0 | 6.4 | -4.5 | -0.6 | -10 | -0.7 |
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| 7000 | 1 | 75.2 | 8.4 | 42.5 | 33 | 38.4 |
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| 0 | 7 | -2.6 | -0.2 | -7.6 | -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 | 94.4 | 3.8 | 47.3 | 17 | 41.6 |
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| 0 | 8.3 | -1.1 | 0 | -4.8 | -0.8 |
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