2010/9/10(Fri) OP
| P/C | 0.7 | -0.4 | 1 | 1.4 | 1.2 | 0.9 | 0.8 | 1 | 0.9 | 1.3 |
| 先物 | 9172.5 | 80 | 9092.5 | 9015 | 9217.5 | 9287.5 | 9105 | 9037.5 | 8922.5 | 8802.5 |
| 基準 | 24.8 | -0.6 | 25.4 | 27.3 | 26.4 | 25.5 | 25.3 | 26.6 | 28 | 29.6 |
| 期近 | 24.8 | -27.4 | 52.2 | 38.3 | 35.4 | 32.1 | 27.2 | 28.4 | 29.9 | 32 |
| 期先1 | 24.9 | -0.2 | 25 | 26.7 | 25.5 | 24.6 | 24.8 | 25.9 | 27.3 | 28.4 |
| 期先2 | 8 | -17 | 25 | 26.1 | 25 | 24.2 | 24.7 | 25.7 | 26.8 | 27.6 |
| 当/先 | 1 | -1.1 | 2.1 | 1.4 | 1.4 | 1.3 | 1.1 | 1.1 | 1.1 | 1.1 |
| 先/先2 | 3.1 | 2.1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 27 | 62 | 90 |
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| 7500 | 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9250 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9170 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 8.1 | 13.1 | 21.6 | 37.3 | 63.3 | 108 | 180.1 | 287.9 | 494.7 | 206.8 | 109.2 | 50.6 | 20.9 | 8.4 | 3.2 |
| 7.1 | 12.1 | 20.6 | 36.3 | 62.3 | 105.2 | 151 | 126.2 | 327.1 | 200.9 | 108.2 | 49.6 | 19.9 | 7.4 | 2.2 |
| 37.6 | 35.2 | 32.9 | 31 | 29.1 | 27.4 | 25.9 | 24.6 | 24.3 | 24.2 | 23.3 | 22.7 | 22.3 | 22.5 | 22.7 |
| -199.3 | -165.1 | -131.5 | -97.8 | -64.3 | -40.4 | -31.2 | -14.3 | -16.9 | -18.3 | -40.5 | -72.7 | -102.5 | -130.3 | -156.8 |
| -0.02 | -0.04 | -0.06 | -0.1 | -0.16 | -0.25 | -0.38 | -0.54 |
| 0.46 | 0.3 | 0.17 | 0.08 | 0.04 | 0.02 |
| 0.006 | 0.009 | 0.014 | 0.022 | 0.033 | 0.046 | 0.058 | 0.064 |
| 0.065 | 0.06 | 0.045 | 0.027 | 0.015 | 0.007 |
| 1.33 | 1.99 | 2.95 | 4.35 | 6.09 | 8.02 | 9.57 | 9.98 |
| 9.98 | 8.77 | 6.38 | 3.86 | 2.08 | 1.01 |
| -0.92 | -1.28 | -1.77 | -2.46 | -3.23 | -4.01 | -4.53 | -4.47 |
| -4.42 | -3.74 | -2.65 | -1.58 | -0.86 | -0.42 |
| 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 9170 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 40.3 | 57.1 | 80.6 | 114.9 | 159.8 | 221.2 | 304.5 | 412.5 | 747 | 334.5 | 221 | 136.6 | 79.7 | 44.8 | 23.1 |
| 27.4 | 36.4 | 45.7 | 57.2 | 64.9 | 66.1 | 58.7 | 39.2 | 218.8 | 179.6 | 143.7 | 101.7 | 64.9 | 38.6 | 20.6 |
| 34.1 | 32.6 | 31.1 | 29.8 | 28.3 | 26.9 | 25.7 | 24.6 | 24.5 | 24.5 | 23.5 | 22.6 | 22 | 21.6 | 21.2 |
| -4.4 | -3.7 | -3.4 | -2.9 | -2.8 | -2.9 | -3.1 | -3.7 | 0.3 | 2.4 | 1.7 | 0.9 | 0.1 | -0.6 | -1.6 |
| -0.07 | -0.09 | -0.13 | -0.18 | -0.24 | -0.32 | -0.41 | -0.51 |
| 0.49 | 0.38 | 0.27 | 0.18 | 0.12 | 0.07 |
| 0.01 | 0.014 | 0.018 | 0.023 | 0.029 | 0.035 | 0.04 | 0.043 |
| 0.043 | 0.043 | 0.039 | 0.032 | 0.024 | 0.016 |
| 4.92 | 6.33 | 7.99 | 9.87 | 11.75 | 13.48 | 14.72 | 15.12 |
| 15.12 | 14.41 | 12.59 | 10.05 | 7.4 | 4.95 |
| -1.35 | -1.65 | -1.99 | -2.35 | -2.66 | -2.9 | -3.03 | -2.97 |
| -2.97 | -2.72 | -2.29 | -1.78 | -1.29 | -0.84 |
| 12P750 | 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 9250 | 12C925 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 |
| 77.7 | 0 | 135 | 0 | 230 | 0 | 384.4 | 0 | 0 | 0 | 294.2 | 0 | 130.5 | 0 | 49.7 |
| 24.3 | -75 | 30 | -145.2 | 30 | -273.6 | 16.2 | -491.9 | -767.3 | -275.4 | 116.9 | -108.8 | 68.8 | -34.1 | 31.8 |
| 33.7 | 0 | 31 | 0 | 28.3 | 0 | 25.9 | 0 | 0 | 0 | 23.6 | 0 | 22.1 | 0 | 21.3 |
| -1.5 | -33.7 | -1.4 | -31 | -1.4 | -28.6 | -1.6 | -26.9 | -24.2 | -22.8 | 1.4 | -21.8 | 0.8 | -21.1 | 0.3 |
| -0.1 | 0 | -0.17 | 0 | -0.27 | 0 | -0.42 | 0 |
| 0 | 0.41 | 0 | 0.23 | 0 | 0.11 |
| 0.011 | 0 | 0.018 | 0 | 0.026 | 0 | 0.033 | 0 |
| 0 | 0.036 | 0 | 0.03 | 0 | 0.019 |
| 7.97 | 0 | 11.42 | 0 | 15.09 | 0 | 17.8 | 0 |
| 0 | 17.7 | 0 | 13.97 | 0 | 8.62 |
| -1.48 | 0 | -1.95 | 0 | -2.36 | 0 | -2.54 | 0 |
| 0 | -2.32 | 0 | -1.72 | 0 | -1.02 |
| 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 |
| 0 | 0 | 21.3 | 3.1 | 28.2 | 1 | 11250 |
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| -21.7 | -2.9 | -7.5 | 2.1 | -225.4 | 0 |
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| 20.9 | 17.1 | 21.3 | 6.4 | 25.4 | 1 | 11000 |
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| -0.3 | 12.1 | -4.8 | 5.4 | -204.4 | 0 |
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| 0 | 0 | 21.2 | 12 | 23.2 | 1.3 | 10750 |
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| -20.9 | -9.1 | -3.3 | 10.5 | -181.9 | 0.3 |
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| 21.3 | 49.7 | 21.2 | 23.1 | 22.7 | 3.2 | 10500 |
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| 0.3 | 31.8 | -1.6 | 20.6 | -156.8 | 2.2 |
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| 0 | 0 | 21.6 | 44.8 | 22.5 | 8.4 | 10250 |
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| -21.1 | -34.1 | -0.6 | 38.6 | -130.3 | 7.4 |
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| 22.1 | 130.5 | 22 | 79.7 | 22.3 | 20.9 | 10000 |
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| 0.8 | 68.8 | 0.1 | 64.9 | -102.5 | 19.9 |
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| 0 | 0 | 22.6 | 136.6 | 22.7 | 50.6 | 9750 | 633.2 | 23.6 | 718.1 | 23 | 0 | 0 |
| -21.8 | -108.8 | 0.9 | 101.7 | -72.7 | 49.6 | -27.1 | -86.9 | -36.8 | -8.2 | -825 | -26.7 |
| 23.6 | 294.2 | 23.5 | 221 | 23.3 | 109.2 | 9500 | 439.1 | 23.7 | 549.1 | 23.6 | 622.5 | 23.8 |
| 1.4 | 116.9 | 1.7 | 143.7 | -40.5 | 108.2 | 30.5 | -40.6 | 1.6 | -5.6 | -20 | -2.6 |
| 0 | 0 | 24.5 | 334.5 | 24.2 | 206.8 | 9250 | 287.9 | 24.6 | 412.5 | 24.6 | 0 | 0 |
| -22.8 | -275.4 | 2.4 | 179.6 | -18.3 | 200.9 | 126.2 | -14.3 | 39.2 | -3.7 | -491.9 | -26.9 |
| 25.8 | 557.3 | 25.6 | 476.4 | 25.5 | 348.7 | 9000 | 180.1 | 25.9 | 304.5 | 25.7 | 384.4 | 25.9 |
| 2.3 | 154.7 | 3.1 | 200.9 | -34.3 | 224.4 | 151 | -31.2 | 58.7 | -3.1 | 16.2 | -1.6 |
| 0 | 0 | 26.8 | 643.8 | 27.2 | 529.2 | 8750 | 108 | 27.4 | 221.2 | 26.9 | 0 | 0 |
| -24.3 | -557.5 | 4.7 | 210.9 | -41.4 | 183.7 | 105.2 | -40.4 | 66.1 | -2.9 | -273.6 | -28.6 |
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| 8500 | 63.3 | 29.1 | 159.8 | 28.3 | 230 | 28.3 |
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| 62.3 | -64.3 | 64.9 | -2.8 | 30 | -1.4 |
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| 8250 | 37.3 | 31 | 114.9 | 29.8 | 0 | 0 |
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| 36.3 | -97.8 | 57.2 | -2.9 | -145.2 | -31 |
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| 8000 | 21.6 | 32.9 | 80.6 | 31.1 | 135 | 31 |
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| 20.6 | -131.5 | 45.7 | -3.4 | 30 | -1.4 |
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| 7750 | 13.1 | 35.2 | 57.1 | 32.6 | 0 | 0 |
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| 12.1 | -165.1 | 36.4 | -3.7 | -75 | -33.7 |
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| 7500 | 8.1 | 37.6 | 40.3 | 34.1 | 77.7 | 33.7 |
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| 7.1 | -199.3 | 27.4 | -4.4 | 24.3 | -1.5 |
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| 7250 | 5.3 | 40.2 | 28.7 | 35.8 | 0 | 0 |
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| 4.3 | -234 | 20.5 | -5.2 | -37.9 | -36.7 |
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| 7000 | 3.3 | 42.7 | 20 | 37.4 | 45 | 36.8 |
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| 2.3 | -269.9 | 14.6 | -6.1 | 18.7 | -1.4 |
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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 | 1.6 | 48.7 | 9.8 | 40.8 | 25 | 39.7 |
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| 0.6 | -343.8 | 7.7 | -7.3 | 12 | -1.7 |
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