2010/9/14(Tue) OP
| P/C | 1.1 | 0.3 | 0.8 | 0.7 | 1 | 1.4 | 1.2 | 0.9 | 0.8 | 1 |
| 先物 | 9252.5 | -7.5 | 9260 | 9172.5 | 9092.5 | 9015 | 9217.5 | 9287.5 | 9105 | 9037.5 |
| 基準 | 25.1 | 0 | 25.2 | 24.8 | 25.4 | 27.3 | 26.4 | 25.5 | 25.3 | 26.6 |
| 期近 | 25.2 | 0 | 25.2 | 24.8 | 52.2 | 38.3 | 35.4 | 32.1 | 27.2 | 28.4 |
| 期先1 | 24.8 | -0.2 | 25 | 24.9 | 25 | 26.7 | 25.5 | 24.6 | 24.8 | 25.9 |
| 期先2 | 24.8 | -0.3 | 25.1 | 8 | 25 | 26.1 | 25 | 24.2 | 24.7 | 25.7 |
| 当/先 | 1 | 0 | 1 | 1 | 2.1 | 1.4 | 1.4 | 1.3 | 1.1 | 1.1 |
| 先/先2 | 1 | 0 | 1 | 3.1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 23 | 58 | 86 |
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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 |
| 4.2 | 7 | 12.9 | 24 | 43.4 | 78.5 | 139.4 | 234.3 | 470.7 | 236.3 | 126.3 | 59.9 | 23.8 | 8.9 | 3.1 |
| -0.9 | -1.8 | -2.5 | -3.1 | -4 | -5.3 | -4.5 | -4.8 | -10.8 | -6 | -4.1 | -2.5 | -3.1 | -1 | -0.5 |
| 38.2 | 35.6 | 33.6 | 31.7 | 29.8 | 28.1 | 26.7 | 25.3 | 25.2 | 25.2 | 24.2 | 23.7 | 23 | 23 | 23 |
| -0.4 | -0.8 | -0.6 | -0.4 | -0.4 | -0.4 | -0.3 | -0.4 | 0 | 0.3 | 0.3 | 0.3 | -0.1 | 0.2 | 0.1 |
| -0.01 | -0.02 | -0.04 | -0.07 | -0.12 | -0.21 | -0.33 | -0.49 |
| 0.51 | 0.34 | 0.2 | 0.1 | 0.04 | 0.02 |
| 0.004 | 0.006 | 0.011 | 0.018 | 0.029 | 0.043 | 0.058 | 0.067 |
| 0.068 | 0.065 | 0.05 | 0.032 | 0.017 | 0.007 |
| 0.79 | 1.23 | 2 | 3.17 | 4.74 | 6.66 | 8.46 | 9.33 |
| 9.33 | 8.62 | 6.54 | 4 | 2.08 | 0.95 |
| -0.65 | -0.93 | -1.43 | -2.15 | -3.02 | -3.99 | -4.82 | -5.03 |
| -5.03 | -4.47 | -3.32 | -1.97 | -1.03 | -0.47 |
| 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 9250 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 30 | 44.3 | 64.4 | 92.3 | 132.5 | 188.5 | 264.3 | 364.3 | 731.8 | 367.5 | 246.4 | 155.2 | 92.3 | 51.6 | 27 |
| -3.8 | -3.4 | -4.6 | -5.2 | -7 | -6 | -6.1 | -4.6 | -13.6 | -9 | -7.9 | -5.1 | -4.5 | -3.1 | -2.5 |
| 34 | 32.7 | 31.2 | 29.7 | 28.4 | 27.2 | 26 | 24.8 | 24.8 | 24.8 | 23.8 | 23 | 22.4 | 22 | 21.6 |
| -0.7 | -0.4 | -0.5 | -0.5 | -0.6 | -0.4 | -0.4 | -0.3 | -0.2 | -0.1 | -0.1 | 0 | -0.1 | -0.1 | -0.2 |
| -0.05 | -0.08 | -0.11 | -0.15 | -0.21 | -0.28 | -0.37 | -0.48 |
| 0.52 | 0.41 | 0.3 | 0.21 | 0.13 | 0.08 |
| 0.009 | 0.012 | 0.016 | 0.021 | 0.027 | 0.034 | 0.039 | 0.043 |
| 0.043 | 0.044 | 0.041 | 0.034 | 0.026 | 0.018 |
| 4.03 | 5.36 | 6.94 | 8.73 | 10.68 | 12.55 | 14.02 | 14.74 |
| 14.74 | 14.38 | 12.88 | 10.55 | 7.88 | 5.38 |
| -1.17 | -1.5 | -1.85 | -2.22 | -2.59 | -2.91 | -3.11 | -3.12 |
| -3.14 | -2.94 | -2.55 | -2.03 | -1.49 | -1 |
| 12P750 | 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 9250 | 12C925 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 |
| 64.6 | 85.4 | 114.5 | 150.6 | 199.6 | 261.5 | 341.7 | 443.2 | 890.7 | 447.5 | 322.8 | 223.3 | 147 | 94.6 | 56.9 |
| -4.9 | -5.1 | -5 | -5.3 | -6.3 | -8.1 | -8.8 | -7.8 | -17.5 | -9.6 | -8.1 | -4.9 | -5.3 | -5 | -3.7 |
| 33.7 | 32.2 | 30.9 | 29.5 | 28.3 | 27 | 25.9 | 24.8 | 24.8 | 24.8 | 23.9 | 23.1 | 22.4 | 22 | 21.5 |
| -0.6 | -0.5 | -0.4 | -0.4 | -0.4 | -0.5 | -0.5 | -0.5 | -0.3 | -0.2 | -0.1 | 0 | -0.1 | -0.2 | -0.2 |
| -0.09 | -0.11 | -0.15 | -0.19 | -0.25 | -0.31 | -0.39 | -0.47 |
| 0.53 | 0.43 | 0.34 | 0.26 | 0.18 | 0.12 |
| 0.01 | 0.013 | 0.017 | 0.021 | 0.025 | 0.029 | 0.033 | 0.036 |
| 0.036 | 0.037 | 0.035 | 0.032 | 0.027 | 0.021 |
| 7.09 | 8.63 | 10.42 | 12.28 | 14.18 | 15.91 | 17.24 | 17.92 |
| 17.92 | 17.71 | 16.52 | 14.48 | 11.97 | 9.22 |
| -1.38 | -1.61 | -1.86 | -2.09 | -2.32 | -2.48 | -2.57 | -2.56 |
| -2.59 | -2.46 | -2.22 | -1.88 | -1.53 | -1.15 |
| 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 | 11.5 | 21.2 | 3.1 | 29.3 | 1 | 11250 |
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| -0.3 | -1.7 | -0.3 | -0.7 | 0.7 | 0 |
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| 21.1 | 19.6 | 21.3 | 6.7 | 26.3 | 1 | 11000 |
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| -0.2 | -2 | -0.1 | -0.7 | 0.7 | 0 |
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| 21.4 | 35.1 | 21.5 | 14.1 | 23.9 | 1.3 | 10750 |
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| 0 | -1.6 | 0 | -0.9 | 0.5 | -0.1 |
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| 21.5 | 56.9 | 21.6 | 27 | 23 | 3.1 | 10500 |
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| -0.2 | -3.7 | -0.2 | -2.5 | 0.1 | -0.5 |
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| 22 | 94.6 | 22 | 51.6 | 23 | 8.9 | 10250 |
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| -0.2 | -5 | -0.1 | -3.1 | 0.2 | -1 |
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| 22.4 | 147 | 22.4 | 92.3 | 23 | 23.8 | 10000 |
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| -0.1 | -5.3 | -0.1 | -4.5 | -0.1 | -3.1 |
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| 23.1 | 223.3 | 23 | 155.2 | 23.7 | 59.9 | 9750 | 557.5 | 23.8 | 652.4 | 23.1 | 717.5 | 23 |
| 0 | -4.9 | 0 | -5.1 | 0.3 | -2.5 | 0.1 | -0.4 | -2.2 | -0.4 | -4.3 | -0.4 |
| 23.9 | 322.8 | 23.8 | 246.4 | 24.2 | 126.3 | 9500 | 373.4 | 24.2 | 492.5 | 23.8 | 567.5 | 23.9 |
| -0.1 | -8.1 | -0.1 | -7.9 | 0.3 | -4.1 | -3.8 | -0.5 | -4.8 | -0.4 | -7.3 | -0.5 |
| 24.8 | 447.5 | 24.8 | 367.5 | 25.2 | 236.3 | 9250 | 234.3 | 25.3 | 364.3 | 24.8 | 443.2 | 24.8 |
| -0.2 | -9.6 | -0.1 | -9 | 0.3 | -6 | -4.8 | -0.4 | -4.6 | -0.3 | -7.8 | -0.5 |
| 25.8 | 595.4 | 25.9 | 517.5 | 26.2 | 388.3 | 9000 | 139.4 | 26.7 | 264.3 | 26 | 341.7 | 25.9 |
| -0.3 | -12.1 | -0.2 | -10.3 | 0 | -9.4 | -4.5 | -0.3 | -6.1 | -0.4 | -8.8 | -0.5 |
| 27 | 765 | 27.2 | 692.5 | 27.7 | 579.2 | 8750 | 78.5 | 28.1 | 188.5 | 27.2 | 261.5 | 27 |
| -0.3 | -13 | 0.1 | -7.3 | 0.2 | -8.4 | -5.3 | -0.4 | -6 | -0.4 | -8.1 | -0.5 |
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| 8500 | 43.4 | 29.8 | 132.5 | 28.4 | 199.6 | 28.3 |
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| -4 | -0.4 | -7 | -0.6 | -6.3 | -0.4 |
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| 8250 | 24 | 31.7 | 92.3 | 29.7 | 150.6 | 29.5 |
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| -3.1 | -0.4 | -5.2 | -0.5 | -5.3 | -0.4 |
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| 8000 | 12.9 | 33.6 | 64.4 | 31.2 | 114.5 | 30.9 |
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| -2.5 | -0.6 | -4.6 | -0.5 | -5 | -0.4 |
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| 7750 | 7 | 35.6 | 44.3 | 32.7 | 85.4 | 32.2 |
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| -1.8 | -0.8 | -3.4 | -0.4 | -5.1 | -0.5 |
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| 7500 | 4.2 | 38.2 | 30 | 34 | 64.6 | 33.7 |
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| -0.9 | -0.4 | -3.8 | -0.7 | -4.9 | -0.6 |
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| 7250 | 2.7 | 41 | 20.5 | 35.6 | 48.3 | 35.2 |
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| -0.7 | -0.5 | -2.4 | -0.6 | -3.8 | -0.5 |
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| 7000 | 1.9 | 44.3 | 14 | 37.2 | 36.2 | 36.7 |
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| -0.6 | -0.6 | -2.2 | -0.7 | -3.3 | -0.6 |
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| 6750 | 1.4 | 47.8 | 9.4 | 38.7 | 0 | 0 |
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| -0.1 | 0.4 | -1.9 | -0.9 | 0 | 0 |
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| 6500 | 1 | 51.3 | 6.8 | 40.8 | 19.7 | 39.7 |
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| 0 | 1 | -0.9 | -0.4 | -1.7 | -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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