2010/9/09(Thu) OP
| P/C | 1 | -0.4 | 1.4 | 1.2 | 0.9 | 0.8 | 1 | 0.9 | 1.3 | 0.8 |
| 先物 | 9092.5 | 77.5 | 9015 | 9217.5 | 9287.5 | 9105 | 9037.5 | 8922.5 | 8802.5 | 9127.5 |
| 基準 | 25.4 | -1.9 | 27.3 | 26.4 | 25.5 | 25.3 | 26.6 | 28 | 29.6 | 26.7 |
| 期近 | 52.2 | 13.9 | 38.3 | 35.4 | 32.1 | 27.2 | 28.4 | 29.9 | 32 | 27.7 |
| 期先1 | 25 | -1.7 | 26.7 | 25.5 | 24.6 | 24.8 | 25.9 | 27.3 | 28.4 | 26.2 |
| 期先2 | 25 | -1.1 | 26.1 | 25 | 24.2 | 24.7 | 25.7 | 26.8 | 27.6 | 25.6 |
| 当/先 | 2.1 | 0.7 | 1.4 | 1.4 | 1.3 | 1.1 | 1.1 | 1.1 | 1.1 | 1.1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 0 | 28 | 63 |
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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 | 9010 | 9C900 | 9C925 | 9C950 | 9C975 | 9C1000 | 9C1025 |
| 1 | 1 | 1 | 1 | 1.8 | 4.5 | 15.9 | 77.4 | 168.4 | 90.9 | 15.3 | 3.4 | 1.2 | 1 | 1 |
| 0 | 0 | 0 | 0 | 0.3 | 1.8 | 7.8 | 42.9 | -118.3 | -161.2 | -73.1 | -16 | -2.4 | 0 | 0 |
| 137.2 | 117.8 | 98.8 | 80.1 | 66.5 | 54.4 | 43.8 | 38.6 | 38.2 | 37.9 | 38.8 | 46.7 | 56.2 | 69.8 | 84.1 |
| 23.6 | 18.8 | 14.1 | 9.4 | 6.6 | 5.1 | 1.8 | 0.6 | 0.3 | -0.1 | 3.7 | 11.5 | 18.4 | 26.9 | 30.1 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.04 | -0.13 | -0.47 |
| 0.53 | 0.14 | 0.03 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.004 | 0.01 | 0.027 | 0.088 | 0.187 |
| 0.19 | 0.105 | 0.03 | 0.01 | 0.006 | 0.004 |
| 0.07 | 0.08 | 0.09 | 0.11 | 0.19 | 0.45 | 1.16 | 2.19 |
| 2.19 | 1.23 | 0.42 | 0.17 | 0.12 | 0.1 |
| -3.4 | -3.31 | -3.21 | -3.09 | -4.75 | -8.91 | -18.7 | -30.98 |
| -30.43 | -17.54 | -7.17 | -3.49 | -3.08 | -3.2 |
| 10P725 | 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 8950 | 10C900 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 |
| 12.5 | 19.5 | 30.1 | 49.1 | 77.6 | 124.1 | 194.3 | 296.1 | 545.5 | 249.4 | 140.5 | 71.8 | 34.5 | 16 | 7 |
| 4.3 | 6.2 | 9.4 | 16.2 | 25.5 | 40.9 | 62 | 88.9 | -26 | -114.9 | -83.7 | -52.3 | -27.5 | -13.5 | -5.9 |
| 41.9 | 39.6 | 37.2 | 35.5 | 33.6 | 32.1 | 30.8 | 29.8 | 26.9 | 23.7 | 23.2 | 22.9 | 23 | 23.4 | 23.7 |
| 0.3 | 0 | -0.1 | 0.1 | 0.1 | 0.4 | 0.6 | 0.8 | 0.8 | 0.8 | 0.6 | 0.7 | 1.1 | 1.2 | 1.4 |
| -0.03 | -0.04 | -0.07 | -0.11 | -0.16 | -0.24 | -0.35 | -0.47 |
| 0.52 | 0.36 | 0.22 | 0.12 | 0.06 | 0.03 |
| 0.006 | 0.009 | 0.014 | 0.02 | 0.029 | 0.038 | 0.047 | 0.052 |
| 0.066 | 0.063 | 0.05 | 0.034 | 0.021 | 0.011 |
| 1.69 | 2.42 | 3.39 | 4.74 | 6.31 | 8.02 | 9.47 | 10.18 |
| 10.18 | 9.57 | 7.57 | 5.17 | 3.17 | 1.76 |
| -1.21 | -1.63 | -2.15 | -2.86 | -3.6 | -4.37 | -4.95 | -5.16 |
| -4.12 | -3.79 | -2.96 | -2.03 | -1.26 | -0.71 |
| 11P725 | 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 8960 | 11C900 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 |
| 47.5 | 65.7 | 91.5 | 125 | 171.3 | 234.1 | 314.5 | 416.2 | 788.1 | 372 | 254.7 | 164.9 | 100.7 | 58.4 | 32.8 |
| 12.2 | 15.8 | 23.1 | 30.5 | 41.7 | 58.4 | 74.5 | 91.8 | -18.8 | -110.5 | -87.8 | -63.8 | -43.8 | -28.2 | -17.2 |
| 37.4 | 35.8 | 34.4 | 32.9 | 31.5 | 30.4 | 29.2 | 28.1 | 26.2 | 24.1 | 23.5 | 22.9 | 22.4 | 22.1 | 21.9 |
| 0.2 | 0 | 0.2 | 0.1 | 0.2 | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 | 0.7 | 0.7 | 0.8 | 0.8 |
| -0.07 | -0.1 | -0.13 | -0.17 | -0.23 | -0.3 | -0.38 | -0.47 |
| 0.53 | 0.42 | 0.31 | 0.22 | 0.14 | 0.09 |
| 0.01 | 0.013 | 0.016 | 0.021 | 0.025 | 0.03 | 0.034 | 0.037 |
| 0.044 | 0.044 | 0.041 | 0.035 | 0.027 | 0.019 |
| 5.14 | 6.49 | 8.06 | 9.75 | 11.51 | 13.15 | 14.41 | 15.06 |
| 15.07 | 14.77 | 13.37 | 11.12 | 8.52 | 6.09 |
| -1.49 | -1.8 | -2.15 | -2.49 | -2.82 | -3.1 | -3.26 | -3.28 |
| -2.83 | -2.71 | -2.39 | -1.94 | -1.46 | -1.04 |
| 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 |
| 21.2 | 5 | 26.1 | 1 | 229.7 | 1 | 11000 |
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| -0.7 | -0.1 | -0.6 | 0 | 105.9 | 0 |
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| 20.9 | 9.1 | 24.5 | 1.6 | 205 | 1 | 10750 |
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| -1.1 | -0.9 | -1 | -0.2 | 94 | 0 |
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| 21 | 17.9 | 22.8 | 2.6 | 179.4 | 1 | 10500 |
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| -0.7 | 0.5 | -1.3 | -0.5 | 81.6 | 0 |
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| 21.1 | 34.1 | 22.3 | 6.1 | 152.7 | 1 | 10250 |
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| -0.8 | 1.3 | -1.4 | -0.8 | 68.6 | 0 |
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| 21.3 | 61.7 | 21.9 | 14.8 | 124.8 | 1 | 10000 |
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| -0.8 | 3.3 | -1.5 | -1.2 | 55 | 0 |
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| 21.8 | 108.8 | 21.6 | 34.9 | 95.3 | 1 | 9750 |
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| -0.7 | 8.1 | -1.4 | 0.4 | 39.1 | -0.2 |
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| 22.2 | 177.3 | 21.7 | 77.3 | 63.8 | 1 | 9500 | 408.5 | 64.3 | 547.5 | 29.2 | 642.5 | 26.4 |
| -0.7 | 12.4 | -1.2 | 5.5 | 17.1 | -2.4 | -83 | 11.4 | -71.1 | -1.4 | -64.3 | -0.8 |
| 22.8 | 275.4 | 22 | 154.9 | 42.5 | 5.9 | 9250 | 161.7 | 38.9 | 373.3 | 28.3 | 491.9 | 26.9 |
| -0.7 | 20.7 | -1.2 | 14.4 | 3.7 | -9.4 | -90.4 | -1.4 | -63.5 | -1.3 | -57 | -0.7 |
| 23.5 | 402.6 | 22.5 | 275.5 | 59.7 | 124.3 | 9000 | 29.1 | 57.1 | 245.7 | 28.8 | 368.2 | 27.5 |
| -0.6 | 30.7 | -1.2 | 26.1 | 21.9 | 33.3 | -48.3 | 18.5 | -50.3 | -1 | -47.9 | -0.6 |
| 24.3 | 557.5 | 22.2 | 432.9 | 68.5 | 345.5 | 8750 | 2.8 | 67.7 | 155.1 | 29.8 | 273.6 | 28.6 |
| -0.9 | 35.2 | -1.9 | 35.5 | 28.8 | 69.1 | -13.1 | 23.9 | -39.2 | -1 | -40.9 | -0.7 |
| 24.7 | 732.5 | 21.4 | 627.2 | 78.4 | 592.7 | 8500 | 1 | 93.3 | 94.9 | 31.1 | 200 | 29.7 |
| -1.1 | 41.5 | -2.3 | 49.7 | 34.2 | 76.5 | -3.5 | 38.8 | -29.2 | -1 | -34.1 | -0.7 |
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| 8250 | 1 | 128.7 | 57.7 | 32.7 | 145.2 | 31 |
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| -0.8 | 62.2 | -19.9 | -0.9 | -26 | -0.6 |
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| 8000 | 1 | 164.3 | 34.9 | 34.5 | 104.9 | 32.4 |
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| 0 | 84.2 | -14.2 | -1 | -20.1 | -0.5 |
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| 7750 | 1 | 200.2 | 20.7 | 36.3 | 75 | 33.7 |
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| 0 | 101.4 | -9.4 | -0.9 | -16.5 | -0.7 |
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| 7500 | 1 | 236.8 | 12.9 | 38.5 | 53.4 | 35.2 |
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| 0 | 119 | -6.6 | -1 | -12.4 | -0.6 |
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| 7250 | 1 | 274.1 | 8.2 | 41 | 37.9 | 36.7 |
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| 0 | 136.9 | -4.2 | -0.9 | -9.6 | -0.7 |
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| 7000 | 1 | 312.4 | 5.3 | 43.5 | 26.3 | 38.1 |
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| 0 | 155.3 | -2.6 | -0.6 | -8 | -0.9 |
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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 | 392.2 | 2 | 48.1 | 13 | 41.4 |
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| 0 | 193.7 | -1 | -0.3 | -4.5 | -0.9 |
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