2010/9/13(Mon) OP
| P/C | 0.8 | 0.1 | 0.7 | 1 | 1.4 | 1.2 | 0.9 | 0.8 | 1 | 0.9 |
| 先物 | 9260 | 87.5 | 9172.5 | 9092.5 | 9015 | 9217.5 | 9287.5 | 9105 | 9037.5 | 8922.5 |
| 基準 | 25.2 | 0.3 | 24.8 | 25.4 | 27.3 | 26.4 | 25.5 | 25.3 | 26.6 | 28 |
| 期近 | 25.2 | 0.4 | 24.8 | 52.2 | 38.3 | 35.4 | 32.1 | 27.2 | 28.4 | 29.9 |
| 期先1 | 25 | 0.1 | 24.9 | 25 | 26.7 | 25.5 | 24.6 | 24.8 | 25.9 | 27.3 |
| 期先2 | 1 | -7.1 | 8 | 25 | 26.1 | 25 | 24.2 | 24.7 | 25.7 | 26.8 |
| 当/先 | 1 | 0 | 1 | 2.1 | 1.4 | 1.4 | 1.3 | 1.1 | 1.1 | 1.1 |
| 先/先2 | 26 | 22.9 | 3.1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 24 | 59 | 87 |
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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 | 9250 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 5.1 | 8.8 | 15.5 | 27 | 47.5 | 83.9 | 143.9 | 239.2 | 481.5 | 242.3 | 130.3 | 62.4 | 27 | 9.9 | 3.6 |
| -3 | -4.3 | -6.2 | -10.3 | -15.9 | -24.2 | -36.2 | -48.7 | -13.2 | 35.5 | 21.1 | 11.8 | 6.1 | 1.4 | 0.3 |
| 38.6 | 36.3 | 34.2 | 32.1 | 30.2 | 28.5 | 26.9 | 25.6 | 25.3 | 24.8 | 23.9 | 23.3 | 23.1 | 22.8 | 22.9 |
| 1 | 1.1 | 1.3 | 1.1 | 1.1 | 1.1 | 1 | 1 | 0.8 | 0.7 | 0.5 | 0.6 | 0.8 | 0.3 | 0.2 |
| -0.02 | -0.03 | -0.04 | -0.08 | -0.13 | -0.21 | -0.33 | -0.48 |
| 0.52 | 0.35 | 0.2 | 0.1 | 0.05 | 0.02 |
| 0.004 | 0.007 | 0.011 | 0.019 | 0.029 | 0.042 | 0.056 | 0.065 |
| 0.067 | 0.065 | 0.051 | 0.033 | 0.017 | 0.008 |
| 0.91 | 1.44 | 2.25 | 3.42 | 4.99 | 6.89 | 8.64 | 9.53 |
| 9.53 | 8.87 | 6.79 | 4.34 | 2.27 | 1.07 |
| -0.72 | -1.07 | -1.58 | -2.25 | -3.09 | -4.02 | -4.76 | -5 |
| -4.87 | -4.35 | -3.26 | -2.06 | -1.06 | -0.5 |
| 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 9260 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 33.8 | 47.7 | 69 | 97.4 | 139.5 | 194.5 | 270.4 | 368.9 | 745.4 | 376.5 | 254.2 | 160.3 | 96.8 | 54.7 | 29.5 |
| -6.5 | -9.4 | -11.6 | -17.5 | -20.3 | -26.7 | -34 | -43.6 | -1.6 | 42 | 33.2 | 23.7 | 17.1 | 10 | 6.4 |
| 34.8 | 33.1 | 31.7 | 30.2 | 29 | 27.6 | 26.4 | 25.2 | 25 | 24.9 | 23.9 | 23 | 22.5 | 22 | 21.7 |
| 0.6 | 0.5 | 0.6 | 0.4 | 0.7 | 0.6 | 0.6 | 0.6 | 0.5 | 0.5 | 0.5 | 0.4 | 0.5 | 0.4 | 0.5 |
| -0.06 | -0.08 | -0.11 | -0.16 | -0.21 | -0.29 | -0.37 | -0.47 |
| 0.52 | 0.41 | 0.31 | 0.21 | 0.14 | 0.08 |
| 0.009 | 0.012 | 0.016 | 0.021 | 0.027 | 0.033 | 0.038 | 0.042 |
| 0.043 | 0.044 | 0.041 | 0.034 | 0.027 | 0.019 |
| 4.31 | 5.58 | 7.18 | 8.94 | 10.88 | 12.69 | 14.14 | 14.87 |
| 14.87 | 14.56 | 13.1 | 10.82 | 8.17 | 5.68 |
| -1.26 | -1.55 | -1.91 | -2.27 | -2.65 | -2.94 | -3.13 | -3.14 |
| -3.13 | -2.94 | -2.55 | -2.06 | -1.52 | -1.04 |
| 12P750 | 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 9250 | 12C925 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 |
| 69.4 | 0 | 119.5 | 0 | 205.9 | 0 | 350.5 | 0 | 0 | 0 | 330.9 | 0 | 152.3 | 0 | 60.6 |
| -8.2 | 0 | -15.5 | 0 | -24.1 | 0 | -33.9 | 0 | 0 | 0 | 36.7 | 0 | 21.8 | 0 | 10.8 |
| 34.3 | 0 | 31.3 | 0 | 28.7 | 0 | 26.4 | 0 | 0 | 0 | 24 | 0 | 22.5 | 0 | 21.7 |
| 0.6 | 0 | 0.4 | 0 | 0.4 | 0 | 0.5 | 0 | 0 | 0 | 0.4 | 0 | 0.4 | 0 | 0.4 |
| -0.09 | 0 | -0.15 | 0 | -0.25 | 0 | -0.39 | 0 |
| 0 | 0.44 | 0 | 0.26 | 0 | 0.13 |
| 0.01 | 0 | 0.016 | 0 | 0.024 | 0 | 0.032 | 0 |
| 0 | 0.036 | 0 | 0.032 | 0 | 0.021 |
| 7.35 | 0 | 10.61 | 0 | 14.33 | 0 | 17.35 | 0 |
| 0 | 17.85 | 0 | 14.72 | 0 | 9.54 |
| -1.44 | 0 | -1.9 | 0 | -2.35 | 0 | -2.61 | 0 |
| 0 | -2.46 | 0 | -1.9 | 0 | -1.19 |
| 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 | 21.5 | 3.8 | 28.6 | 1 | 11250 |
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| 0 | 0 | 0.2 | 0.7 | 0.4 | 0 |
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| 21.3 | 21.6 | 21.4 | 7.5 | 25.7 | 1 | 11000 |
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| 0.4 | 4.5 | 0.1 | 1.1 | 0.2 | 0 |
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| 0 | 0 | 21.5 | 15 | 23.4 | 1.3 | 10750 |
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| 0 | 0 | 0.3 | 3 | 0.1 | 0 |
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| 21.7 | 60.6 | 21.7 | 29.5 | 22.9 | 3.6 | 10500 |
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| 0.4 | 10.8 | 0.5 | 6.4 | 0.2 | 0.3 |
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| 0 | 0 | 22 | 54.7 | 22.8 | 9.9 | 10250 |
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| 0 | 0 | 0.4 | 10 | 0.3 | 1.4 |
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| 22.5 | 152.3 | 22.5 | 96.8 | 23.1 | 27 | 10000 |
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| 0.4 | 21.8 | 0.5 | 17.1 | 0.8 | 6.1 |
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| 0 | 0 | 23 | 160.3 | 23.3 | 62.4 | 9750 | 557.4 | 24.1 | 654.6 | 23.5 | 0 | 0 |
| 0 | 0 | 0.4 | 23.7 | 0.6 | 11.8 | -75.7 | 0.6 | -63.5 | 0.4 | 0 | 0 |
| 24 | 330.9 | 23.9 | 254.2 | 23.9 | 130.3 | 9500 | 377.2 | 24.7 | 497.3 | 24.2 | 574.8 | 24.4 |
| 0.4 | 36.7 | 0.5 | 33.2 | 0.5 | 21.1 | -61.9 | 1 | -51.9 | 0.6 | -47.7 | 0.6 |
| 0 | 0 | 24.9 | 376.5 | 24.8 | 242.3 | 9250 | 239.2 | 25.6 | 368.9 | 25.2 | 0 | 0 |
| 0 | 0 | 0.5 | 42 | 0.7 | 35.5 | -48.7 | 1 | -43.6 | 0.6 | 0 | 0 |
| 26.1 | 607.4 | 26.1 | 527.8 | 26.1 | 397.7 | 9000 | 143.9 | 26.9 | 270.4 | 26.4 | 350.5 | 26.4 |
| 0.3 | 50.1 | 0.5 | 51.4 | 0.6 | 49 | -36.2 | 1 | -34 | 0.6 | -33.9 | 0.5 |
| 0 | 0 | 27.1 | 699.8 | 27.5 | 587.6 | 8750 | 83.9 | 28.5 | 194.5 | 27.6 | 0 | 0 |
| 0 | 0 | 0.3 | 56.1 | 0.3 | 58.4 | -24.2 | 1.1 | -26.7 | 0.6 | 0 | 0 |
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| 8500 | 47.5 | 30.2 | 139.5 | 29 | 205.9 | 28.7 |
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| -15.9 | 1.1 | -20.3 | 0.7 | -24.1 | 0.4 |
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| 8250 | 27 | 32.1 | 97.4 | 30.2 | 0 | 0 |
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| -10.3 | 1.1 | -17.5 | 0.4 | 0 | 0 |
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| 8000 | 15.5 | 34.2 | 69 | 31.7 | 119.5 | 31.3 |
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| -6.2 | 1.3 | -11.6 | 0.6 | -15.5 | 0.4 |
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| 7750 | 8.8 | 36.3 | 47.7 | 33.1 | 0 | 0 |
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| -4.3 | 1.1 | -9.4 | 0.5 | 0 | 0 |
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| 7500 | 5.1 | 38.6 | 33.8 | 34.8 | 69.4 | 34.3 |
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| -3 | 1 | -6.5 | 0.6 | -8.2 | 0.6 |
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| 7250 | 3.4 | 41.5 | 23 | 36.2 | 0 | 0 |
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| -1.9 | 1.3 | -5.8 | 0.3 | 0 | 0 |
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| 7000 | 2.5 | 44.9 | 16.1 | 37.9 | 39.5 | 37.3 |
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| -0.8 | 2.2 | -3.8 | 0.5 | -5.5 | 0.5 |
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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 | 50.4 | 7.6 | 41.2 | 21.4 | 40.1 |
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| -0.6 | 1.7 | -2.2 | 0.4 | -3.6 | 0.4 |
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| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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