2010/9/15(Wed) OP
| P/C | 0.6 | -0.5 | 1.1 | 0.8 | 0.7 | 1 | 1.4 | 1.2 | 0.9 | 0.8 |
| 先物 | 9462.5 | 210 | 9252.5 | 9260 | 9172.5 | 9092.5 | 9015 | 9217.5 | 9287.5 | 9105 |
| 基準 | 24.6 | -0.6 | 25.1 | 25.2 | 24.8 | 25.4 | 27.3 | 26.4 | 25.5 | 25.3 |
| 期近 | 24.7 | -0.5 | 25.2 | 25.2 | 24.8 | 52.2 | 38.3 | 35.4 | 32.1 | 27.2 |
| 期先1 | 23.9 | -0.9 | 24.8 | 25 | 24.9 | 25 | 26.7 | 25.5 | 24.6 | 24.8 |
| 期先2 | 24 | -0.8 | 24.8 | 25.1 | 8 | 25 | 26.1 | 25 | 24.2 | 24.7 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 2.1 | 1.4 | 1.4 | 1.3 | 1.1 |
| 先/先2 | 1 | 0 | 1 | 1 | 3.1 | 1 | 1 | 1 | 1 | 1 |
| 22 | 57 | 85 |
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| 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9500 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 |
| 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 9460 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 4.3 | 7.7 | 13.3 | 24.9 | 45.6 | 83.5 | 147.6 | 250.8 | 460.7 | 209.9 | 109.9 | 50.2 | 21.7 | 8.2 | 3.4 |
| -2.7 | -5.2 | -10.7 | -18.5 | -33 | -55.9 | -86.7 | -122.7 | -39.1 | 83.6 | 50 | 26.4 | 12.8 | 5.1 | 2.1 |
| 37.3 | 35.1 | 32.7 | 30.9 | 29 | 27.4 | 25.9 | 24.8 | 24.5 | 24.3 | 23.7 | 23.2 | 23.4 | 23.3 | 23.9 |
| 1.8 | 1.6 | 1 | 1.1 | 0.9 | 0.7 | 0.6 | 0.5 | 0.3 | 0.2 | 0 | 0.2 | 0.4 | 0.3 | 0.1 |
| -0.01 | -0.02 | -0.04 | -0.07 | -0.13 | -0.22 | -0.35 | -0.51 |
| 0.49 | 0.32 | 0.18 | 0.09 | 0.04 | 0.02 |
| 0.004 | 0.007 | 0.012 | 0.019 | 0.031 | 0.046 | 0.061 | 0.069 |
| 0.07 | 0.064 | 0.048 | 0.029 | 0.015 | 0.007 |
| 0.82 | 1.33 | 2.08 | 3.3 | 4.95 | 6.93 | 8.67 | 9.34 |
| 9.34 | 8.33 | 6.06 | 3.74 | 1.94 | 0.98 |
| -0.68 | -1.04 | -1.52 | -2.28 | -3.21 | -4.24 | -5.01 | -5.16 |
| -5.09 | -4.42 | -3.15 | -1.96 | -1.01 | -0.53 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9460 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 28.3 | 42 | 61.2 | 90.1 | 130.3 | 189.2 | 268.9 | 376.2 | 712.8 | 336.6 | 222.8 | 139.2 | 81 | 45.4 | 24.7 |
| -16 | -22.4 | -31.1 | -42.3 | -58.2 | -75.1 | -95.4 | -116.3 | -26 | 90.2 | 67.7 | 46.9 | 29.4 | 18.4 | 10.6 |
| 32.4 | 31 | 29.5 | 28.2 | 26.9 | 25.8 | 24.7 | 23.9 | 23.7 | 23.6 | 22.9 | 22.3 | 21.7 | 21.4 | 21.4 |
| -0.2 | -0.2 | -0.2 | -0.2 | -0.3 | -0.2 | -0.1 | 0.1 | -0.1 | -0.2 | -0.1 | -0.2 | -0.2 | -0.1 | -0.2 |
| -0.05 | -0.08 | -0.11 | -0.15 | -0.22 | -0.29 | -0.39 | -0.5 |
| 0.5 | 0.39 | 0.28 | 0.19 | 0.12 | 0.07 |
| 0.009 | 0.012 | 0.017 | 0.022 | 0.029 | 0.036 | 0.041 | 0.045 |
| 0.045 | 0.045 | 0.04 | 0.033 | 0.025 | 0.017 |
| 4.03 | 5.39 | 7.01 | 8.93 | 10.96 | 12.92 | 14.38 | 14.96 |
| 14.96 | 14.38 | 12.65 | 10.13 | 7.46 | 5.13 |
| -1.14 | -1.45 | -1.8 | -2.19 | -2.56 | -2.9 | -3.09 | -3.1 |
| -3.09 | -2.87 | -2.46 | -1.92 | -1.4 | -0.96 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9460 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 59.6 | 79.9 | 109.2 | 146.9 | 197.6 | 263 | 346.9 | 455.6 | 873.1 | 417.5 | 298.5 | 205 | 135.4 | 85.6 | 54.6 |
| -25.8 | -34.6 | -41.4 | -52.7 | -63.9 | -78.7 | -96.3 | -111.9 | -17.2 | 94.7 | 75.2 | 58 | 40.9 | 28.7 | 19.5 |
| 31.8 | 30.4 | 29.2 | 28 | 26.9 | 25.8 | 24.7 | 23.9 | 23.9 | 23.8 | 23 | 22.4 | 21.9 | 21.4 | 21.4 |
| -0.5 | -0.6 | -0.3 | -0.3 | -0.2 | -0.1 | -0.1 | 0.1 | 0 | -0.1 | -0.1 | 0 | -0.1 | -0.1 | -0.1 |
| -0.08 | -0.11 | -0.15 | -0.19 | -0.25 | -0.32 | -0.4 | -0.49 |
| 0.51 | 0.42 | 0.32 | 0.24 | 0.17 | 0.12 |
| 0.011 | 0.014 | 0.017 | 0.021 | 0.026 | 0.03 | 0.034 | 0.036 |
| 0.037 | 0.037 | 0.035 | 0.031 | 0.026 | 0.02 |
| 7.06 | 8.69 | 10.59 | 12.59 | 14.59 | 16.38 | 17.69 | 18.25 |
| 18.25 | 17.85 | 16.46 | 14.27 | 11.62 | 9.09 |
| -1.31 | -1.54 | -1.81 | -2.06 | -2.29 | -2.46 | -2.55 | -2.55 |
| -2.55 | -2.41 | -2.16 | -1.83 | -1.46 | -1.14 |
| 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 |
| 21.5 | 12.9 | 21.3 | 3.1 | 29.9 | 1 | 11500 |
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| 0.2 | 5.9 | -0.4 | 1.4 | -2.4 | 0 |
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| 21.1 | 19.5 | 21.3 | 6.5 | 26.9 | 1 | 11250 |
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| 0 | 8 | 0.1 | 3.4 | -2.5 | 0 |
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| 21.2 | 33 | 21.2 | 12.6 | 25.3 | 1.7 | 11000 |
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| 0.1 | 13.4 | -0.1 | 5.8 | -1 | 0.7 |
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| 21.4 | 54.6 | 21.4 | 24.7 | 23.9 | 3.4 | 10750 |
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| -0.1 | 19.5 | -0.2 | 10.6 | 0.1 | 2.1 |
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| 21.4 | 85.6 | 21.4 | 45.4 | 23.3 | 8.2 | 10500 |
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| -0.1 | 28.7 | -0.1 | 18.4 | 0.3 | 5.1 |
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| 21.9 | 135.4 | 21.7 | 81 | 23.4 | 21.7 | 10250 |
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| -0.1 | 40.9 | -0.2 | 29.4 | 0.4 | 12.8 |
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| 22.4 | 205 | 22.3 | 139.2 | 23.2 | 50.2 | 10000 | 591.7 | 24 | 675.9 | 22.3 | 742.5 | 22.5 |
| 0 | 58 | -0.2 | 46.9 | 0.2 | 26.4 | -180.3 | 0.6 | -161.6 | 0 | -150 | 0.1 |
| 23 | 298.5 | 22.9 | 222.8 | 23.7 | 109.9 | 9750 | 399.8 | 24.1 | 512.4 | 23.1 | 585 | 23.1 |
| -0.1 | 75.2 | -0.1 | 67.7 | 0 | 50 | -157.7 | 0.3 | -140 | 0 | -132.5 | 0 |
| 23.8 | 417.5 | 23.6 | 336.6 | 24.3 | 209.9 | 9500 | 250.8 | 24.8 | 376.2 | 23.9 | 455.6 | 23.9 |
| -0.1 | 94.7 | -0.2 | 90.2 | 0.2 | 83.6 | -122.7 | 0.5 | -116.3 | 0.1 | -111.9 | 0.1 |
| 24.6 | 560 | 24.6 | 480.1 | 25.6 | 357.7 | 9250 | 147.6 | 25.9 | 268.9 | 24.7 | 346.9 | 24.7 |
| -0.2 | 112.5 | -0.2 | 112.6 | 0.4 | 121.3 | -86.7 | 0.6 | -95.4 | -0.1 | -96.3 | -0.1 |
| 25.6 | 725 | 25.5 | 649.2 | 26.8 | 542.7 | 9000 | 83.5 | 27.4 | 189.2 | 25.8 | 263 | 25.8 |
| -0.2 | 129.6 | -0.4 | 131.7 | 0.7 | 154.5 | -55.9 | 0.7 | -75.1 | -0.2 | -78.7 | -0.1 |
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| 8750 | 45.6 | 29 | 130.3 | 26.9 | 197.6 | 26.9 |
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| -33 | 0.9 | -58.2 | -0.3 | -63.9 | -0.2 |
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| 8500 | 24.9 | 30.9 | 90.1 | 28.2 | 146.9 | 28 |
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| -18.5 | 1.1 | -42.3 | -0.2 | -52.7 | -0.3 |
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| 8250 | 13.3 | 32.7 | 61.2 | 29.5 | 109.2 | 29.2 |
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| -10.7 | 1 | -31.1 | -0.2 | -41.4 | -0.3 |
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| 8000 | 7.7 | 35.1 | 42 | 31 | 79.9 | 30.4 |
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| -5.2 | 1.6 | -22.4 | -0.2 | -34.6 | -0.6 |
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| 7750 | 4.3 | 37.3 | 28.3 | 32.4 | 59.6 | 31.8 |
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| -2.7 | 1.8 | -16 | -0.2 | -25.8 | -0.5 |
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| 7500 | 2.6 | 39.9 | 19.7 | 34.1 | 43.8 | 33.1 |
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| -1.6 | 1.7 | -10.3 | 0 | -20.8 | -0.6 |
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| 7250 | 1.8 | 43.1 | 13.1 | 35.5 | 32.5 | 34.6 |
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| -0.9 | 2.1 | -7.4 | -0.1 | -15.8 | -0.6 |
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| 7000 | 1.2 | 46.4 | 8.7 | 37 | 23.9 | 36 |
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| -0.6 | 2 | -5.2 | -0.1 | -12.4 | -0.7 |
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| 6750 | 1 | 50.3 | 6 | 38.7 | 0 | 0 |
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| -0.4 | 2.5 | -3.5 | 0 | 0 | 0 |
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| 6500 | 1 | 55.4 | 4.3 | 40.7 | 12.8 | 39 |
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| 0 | 4.1 | -2.5 | 0 | -6.9 | -0.7 |
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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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