2010/9/07(Tue) OP
| P/C | 1.2 | 0.3 | 0.9 | 0.8 | 1 | 0.9 | 1.3 | 0.8 | 0.7 | 1 |
| 先物 | 9217.5 | -70 | 9287.5 | 9105 | 9037.5 | 8922.5 | 8802.5 | 9127.5 | 8977.5 | 8892.5 |
| 基準 | 26.4 | 0.9 | 25.5 | 25.3 | 26.6 | 28 | 29.6 | 26.7 | 26.6 | 28 |
| 期近 | 35.4 | 3.3 | 32.1 | 27.2 | 28.4 | 29.9 | 32 | 27.7 | 27.4 | 28.8 |
| 期先1 | 25.5 | 1 | 24.6 | 24.8 | 25.9 | 27.3 | 28.4 | 26.2 | 26 | 27.2 |
| 期先2 | 25 | 0.7 | 24.2 | 24.7 | 25.7 | 26.8 | 27.6 | 25.6 | 25.6 | 26.6 |
| 当/先 | 1.4 | 0.1 | 1.3 | 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 |
| 2 | 30 | 65 |
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| 7500 | 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9250 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 |
| 9P750 | 9P775 | 9P800 | 9P825 | 9P850 | 9P875 | 9P900 | 9P925 | 9220 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 | 9C1050 |
| 1 | 1 | 1 | 1.5 | 2.7 | 8.1 | 34.5 | 120.7 | 209.1 | 88.4 | 19.5 | 3.7 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | -0.7 | 0.1 | 5.3 | 23.7 | -21.1 | -44.8 | -18 | -4.4 | -1.4 | 0 | 0 |
| 99 | 84.7 | 70.7 | 59.9 | 49.3 | 42 | 38 | 35 | 35 | 35 | 35.2 | 37.8 | 42.8 | 54 | 64.6 |
| 13.4 | 11 | 8.7 | 6.8 | 3.1 | 3 | 2.8 | 2.6 | 2.9 | 3.1 | 3.7 | 5 | 5.7 | 11.6 | 13.3 |
| 0 | 0 | -0.01 | -0.01 | -0.02 | -0.06 | -0.21 | -0.54 |
| 0.46 | 0.15 | 0.03 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.006 | 0.013 | 0.038 | 0.103 | 0.153 |
| 0.153 | 0.088 | 0.027 | 0.008 | 0.005 | 0.004 |
| 0.09 | 0.11 | 0.12 | 0.2 | 0.35 | 0.88 | 2.15 | 2.94 |
| 2.94 | 1.7 | 0.55 | 0.19 | 0.16 | 0.14 |
| -1.95 | -1.9 | -1.84 | -2.51 | -3.68 | -7.8 | -17.31 | -21.77 |
| -21.82 | -12.7 | -4.43 | -1.71 | -1.79 | -1.86 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9160 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 13.3 | 20.7 | 32.9 | 52.1 | 83.2 | 132.3 | 207.1 | 316 | 540.2 | 224.2 | 124.1 | 62 | 29.4 | 12.8 | 5.5 |
| 1.8 | 2.9 | 5 | 7.5 | 13 | 18.6 | 26.1 | 35.8 | 4.3 | -31.5 | -21.7 | -14.4 | -7.5 | -3.8 | -2.1 |
| 39.6 | 37.4 | 35.4 | 33.4 | 31.7 | 30.2 | 29 | 28.2 | 25 | 22.6 | 22.2 | 22 | 22.1 | 22.3 | 22.6 |
| 0.5 | 0.5 | 0.6 | 0.5 | 0.7 | 0.6 | 0.6 | 0.6 | 0.7 | 0.8 | 0.7 | 0.4 | 0.5 | 0.5 | 0.3 |
| -0.03 | -0.05 | -0.07 | -0.12 | -0.18 | -0.26 | -0.37 | -0.5 |
| 0.49 | 0.33 | 0.2 | 0.11 | 0.05 | 0.02 |
| 0.007 | 0.01 | 0.015 | 0.022 | 0.031 | 0.04 | 0.049 | 0.053 |
| 0.066 | 0.061 | 0.047 | 0.031 | 0.018 | 0.01 |
| 1.86 | 2.66 | 3.76 | 5.17 | 6.87 | 8.63 | 10.05 | 10.61 |
| 10.6 | 9.64 | 7.37 | 4.9 | 2.86 | 1.53 |
| -1.21 | -1.63 | -2.19 | -2.84 | -3.58 | -4.29 | -4.79 | -4.92 |
| -3.95 | -3.53 | -2.67 | -1.79 | -1.05 | -0.57 |
| 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 9160 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 49.9 | 68.4 | 94.6 | 129.6 | 175.7 | 239.9 | 324.4 | 431.2 | 773.7 | 342.5 | 228.7 | 144.5 | 86.6 | 50 | 27.7 |
| 5.3 | 7 | 9.9 | 14.5 | 15.6 | 22.8 | 29.1 | 36.4 | 4.3 | -32 | -24.6 | -16.7 | -13 | -6.8 | -4.3 |
| 35.8 | 34.2 | 32.7 | 31.3 | 29.9 | 28.7 | 27.7 | 26.7 | 24.6 | 23 | 22.3 | 21.7 | 21.3 | 21.1 | 21 |
| 0.3 | 0.3 | 0.3 | 0.5 | 0.2 | 0.3 | 0.4 | 0.4 | 0.4 | 0.5 | 0.4 | 0.5 | 0.3 | 0.5 | 0.4 |
| -0.08 | -0.1 | -0.14 | -0.18 | -0.24 | -0.31 | -0.4 | -0.49 |
| 0.51 | 0.39 | 0.29 | 0.2 | 0.13 | 0.08 |
| 0.01 | 0.013 | 0.017 | 0.022 | 0.027 | 0.032 | 0.036 | 0.038 |
| 0.045 | 0.044 | 0.04 | 0.033 | 0.025 | 0.018 |
| 5.53 | 6.92 | 8.56 | 10.34 | 12.13 | 13.8 | 15.03 | 15.56 |
| 15.56 | 15 | 13.27 | 10.78 | 8.1 | 5.67 |
| -1.51 | -1.81 | -2.14 | -2.47 | -2.76 | -3.02 | -3.17 | -3.16 |
| -2.74 | -2.56 | -2.21 | -1.76 | -1.31 | -0.91 |
| 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 |
| 21.1 | 4.1 | 26.2 | 1 | 94 | 1 | 11250 |
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| 0.3 | -0.9 | 1.3 | 0 | 18 | 0 |
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| 21.1 | 8 | 24.4 | 1.4 | 84.5 | 1 | 11000 |
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| 0.5 | -1.1 | 0.5 | -0.5 | 16.5 | 0 |
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| 21 | 14.9 | 23.3 | 2.5 | 74.8 | 1 | 10750 |
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| 0.5 | -2.1 | 0.6 | -0.7 | 14.9 | 0 |
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| 21 | 27.7 | 22.6 | 5.5 | 64.6 | 1 | 10500 |
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| 0.4 | -4.3 | 0.3 | -2.1 | 13.3 | 0 |
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| 21.1 | 50 | 22.3 | 12.8 | 54 | 1 | 10250 |
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| 0.5 | -6.8 | 0.5 | -3.8 | 11.6 | 0 |
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| 21.3 | 86.6 | 22.1 | 29.4 | 42.8 | 1 | 10000 |
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| 0.3 | -13 | 0.5 | -7.5 | 5.7 | -1.4 |
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| 21.7 | 144.5 | 22 | 62 | 37.8 | 3.7 | 9750 | 538.6 | 41.7 | 651.5 | 29.1 | 735 | 26.1 |
| 0.5 | -16.7 | 0.4 | -14.4 | 5 | -4.4 | 65.1 | 6.3 | 49.5 | 0.4 | 36 | -0.5 |
| 22.3 | 228.7 | 22.2 | 124.1 | 35.2 | 19.5 | 9500 | 302.5 | 35.6 | 467.8 | 28.5 | 567.7 | 26.1 |
| 0.4 | -24.6 | 0.7 | -21.7 | 3.7 | -18 | 53.3 | 4.3 | 46.3 | 0.8 | 43.6 | 0.4 |
| 23 | 342.5 | 22.6 | 224.2 | 35 | 88.4 | 9250 | 120.7 | 35 | 316 | 28.2 | 431.2 | 26.7 |
| 0.5 | -32 | 0.8 | -31.5 | 3.1 | -44.8 | 23.7 | 2.6 | 35.8 | 0.6 | 36.4 | 0.4 |
| 23.6 | 482.5 | 22.9 | 364.3 | 38 | 252.1 | 9000 | 34.5 | 38 | 207.1 | 29 | 324.4 | 27.7 |
| 0.6 | -38.2 | 0.8 | -43 | 5 | -59.9 | 5.3 | 2.8 | 26.1 | 0.6 | 29.1 | 0.4 |
| 24.5 | 652.5 | 23 | 541.5 | 43.6 | 477.1 | 8750 | 8.1 | 42 | 132.3 | 30.2 | 239.9 | 28.7 |
| 0.7 | -44.3 | 1.3 | -50.4 | 11.3 | -63.4 | 0.1 | 3 | 18.6 | 0.6 | 22.8 | 0.3 |
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| 8500 | 2.7 | 49.3 | 83.2 | 31.7 | 175.7 | 29.9 |
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| -0.7 | 3.1 | 13 | 0.7 | 15.6 | 0.2 |
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| 8250 | 1.5 | 59.9 | 52.1 | 33.4 | 129.6 | 31.3 |
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| 0 | 6.8 | 7.5 | 0.5 | 14.5 | 0.5 |
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| 8000 | 1 | 70.7 | 32.9 | 35.4 | 94.6 | 32.7 |
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| 0 | 8.7 | 5 | 0.6 | 9.9 | 0.3 |
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| 7750 | 1 | 84.7 | 20.7 | 37.4 | 68.4 | 34.2 |
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| 0 | 11 | 2.9 | 0.5 | 7 | 0.3 |
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| 7500 | 1 | 99 | 13.3 | 39.6 | 49.9 | 35.8 |
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| 0 | 13.4 | 1.8 | 0.5 | 5.3 | 0.3 |
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| 7250 | 1 | 113.6 | 8.2 | 41.6 | 35.3 | 37.2 |
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| 0 | 15.8 | 0.8 | 0.3 | 3.1 | 0.1 |
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| 7000 | 1 | 128.6 | 5.6 | 44.2 | 25.2 | 38.7 |
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| 0 | 18.3 | 0.4 | 0.2 | 1.9 | 0.1 |
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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 | 159.9 | 2.3 | 48.7 | 12.8 | 42.1 |
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| 0 | 23.4 | -0.3 | -0.9 | 1.2 | 0.2 |
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