2010/9/16(Thu) OP
| P/C | 0.9 | 0.2 | 0.6 | 1.1 | 0.8 | 0.7 | 1 | 1.4 | 1.2 | 0.9 |
| 先物 | 9437.5 | -25 | 9462.5 | 9252.5 | 9260 | 9172.5 | 9092.5 | 9015 | 9217.5 | 9287.5 |
| 基準 | 23.8 | -0.7 | 24.6 | 25.1 | 25.2 | 24.8 | 25.4 | 27.3 | 26.4 | 25.5 |
| 期近 | 23.8 | -0.9 | 24.7 | 25.2 | 25.2 | 24.8 | 52.2 | 38.3 | 35.4 | 32.1 |
| 期先1 | 23.9 | 0 | 23.9 | 24.8 | 25 | 24.9 | 25 | 26.7 | 25.5 | 24.6 |
| 期先2 | 23.9 | -0.1 | 24 | 24.8 | 25.1 | 8 | 25 | 26.1 | 25 | 24.2 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 2.1 | 1.4 | 1.4 | 1.3 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 3.1 | 1 | 1 | 1 | 1 |
| 21 | 56 | 84 |
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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 | 9440 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 2.9 | 4.9 | 9.4 | 19.6 | 38.5 | 75.9 | 140.6 | 247.3 | 433.1 | 185.8 | 90.4 | 39.2 | 15.2 | 5.6 | 2.6 |
| -1.4 | -2.8 | -3.9 | -5.3 | -7 | -7.6 | -7.1 | -3.5 | -27.6 | -24.1 | -19.5 | -11 | -6.5 | -2.6 | -0.7 |
| 35.7 | 33 | 30.9 | 29.3 | 27.5 | 26.1 | 24.6 | 23.5 | 23.5 | 23.6 | 22.7 | 22.5 | 22.5 | 22.8 | 24.1 |
| -1.6 | -2.1 | -1.8 | -1.6 | -1.5 | -1.3 | -1.3 | -1.3 | -1 | -0.8 | -1 | -0.7 | -0.8 | -0.5 | 0.2 |
| -0.01 | -0.02 | -0.03 | -0.07 | -0.12 | -0.22 | -0.36 | -0.53 |
| 0.47 | 0.29 | 0.15 | 0.07 | 0.03 | 0.01 |
| 0.003 | 0.006 | 0.01 | 0.019 | 0.032 | 0.049 | 0.066 | 0.074 |
| 0.074 | 0.066 | 0.045 | 0.026 | 0.013 | 0.006 |
| 0.61 | 0.99 | 1.69 | 2.9 | 4.59 | 6.7 | 8.51 | 9.08 |
| 9.08 | 7.77 | 5.34 | 3.01 | 1.49 | 0.81 |
| -0.51 | -0.76 | -1.22 | -1.99 | -2.95 | -4.08 | -4.9 | -4.98 |
| -5.02 | -4.14 | -2.82 | -1.59 | -0.8 | -0.46 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9440 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 26.6 | 39.7 | 60 | 89.9 | 131 | 191.3 | 273.1 | 380.8 | 702.4 | 321.7 | 210.2 | 129.9 | 74.7 | 41.2 | 21.7 |
| -1.7 | -2.3 | -1.2 | -0.2 | 0.7 | 2.2 | 4.2 | 4.5 | -10.4 | -14.9 | -12.6 | -9.3 | -6.3 | -4.2 | -3 |
| 31.9 | 30.5 | 29.2 | 28 | 26.7 | 25.6 | 24.6 | 23.5 | 23.6 | 23.7 | 22.9 | 22.3 | 21.7 | 21.5 | 21.3 |
| -0.5 | -0.5 | -0.3 | -0.2 | -0.2 | -0.2 | -0.2 | -0.3 | -0.1 | 0 | 0 | 0 | 0 | 0 | -0.1 |
| -0.05 | -0.07 | -0.11 | -0.16 | -0.22 | -0.3 | -0.4 | -0.51 |
| 0.49 | 0.38 | 0.27 | 0.18 | 0.11 | 0.07 |
| 0.009 | 0.012 | 0.017 | 0.023 | 0.03 | 0.037 | 0.042 | 0.046 |
| 0.045 | 0.045 | 0.04 | 0.032 | 0.024 | 0.016 |
| 3.89 | 5.24 | 6.94 | 8.91 | 10.96 | 12.9 | 14.31 | 14.79 |
| 14.79 | 14.07 | 12.24 | 9.67 | 7.01 | 4.71 |
| -1.1 | -1.41 | -1.8 | -2.21 | -2.59 | -2.93 | -3.11 | -3.08 |
| -3.12 | -2.86 | -2.42 | -1.87 | -1.34 | -0.89 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9440 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 58.1 | 80 | 107.6 | 145.7 | 196.3 | 265.7 | 350.8 | 460.4 | 859.4 | 399.1 | 282 | 194 | 125.7 | 79.7 | 49.2 |
| -1.5 | 0 | -1.6 | -1.2 | -1.4 | 2.6 | 3.9 | 4.8 | -13.6 | -18.4 | -16.4 | -11.1 | -9.8 | -5.9 | -5.4 |
| 31.4 | 30.2 | 28.9 | 27.6 | 26.5 | 25.6 | 24.5 | 23.7 | 23.6 | 23.6 | 22.8 | 22.3 | 21.7 | 21.4 | 21.2 |
| -0.3 | -0.1 | -0.3 | -0.3 | -0.4 | -0.2 | -0.2 | -0.3 | -0.2 | -0.2 | -0.2 | -0.1 | -0.1 | 0 | -0.2 |
| -0.08 | -0.11 | -0.15 | -0.2 | -0.25 | -0.33 | -0.41 | -0.5 |
| 0.5 | 0.4 | 0.31 | 0.23 | 0.16 | 0.11 |
| 0.011 | 0.014 | 0.018 | 0.022 | 0.027 | 0.031 | 0.035 | 0.037 |
| 0.037 | 0.037 | 0.035 | 0.031 | 0.025 | 0.02 |
| 6.98 | 8.69 | 10.54 | 12.56 | 14.56 | 16.36 | 17.62 | 18.1 |
| 18.1 | 17.58 | 16.1 | 13.8 | 11.16 | 8.55 |
| -1.3 | -1.55 | -1.8 | -2.05 | -2.28 | -2.47 | -2.55 | -2.53 |
| -2.54 | -2.38 | -2.13 | -1.78 | -1.42 | -1.08 |
| 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 |
| 20.9 | 9.9 | 21.5 | 2.9 | 30.9 | 1 | 11500 |
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| -0.6 | -3 | 0.2 | -0.2 | 1.1 | 0 |
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| 21.1 | 18 | 21.3 | 5.6 | 27.9 | 1 | 11250 |
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| 0.1 | -1.5 | 0 | -0.9 | 1 | 0 |
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| 21.2 | 30.2 | 21.2 | 10.9 | 26 | 1.6 | 11000 |
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| 0 | -2.9 | 0 | -1.7 | 0.7 | -0.1 |
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| 21.2 | 49.2 | 21.3 | 21.7 | 24.1 | 2.6 | 10750 |
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| -0.2 | -5.4 | -0.1 | -3 | 0.2 | -0.7 |
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| 21.4 | 79.7 | 21.5 | 41.2 | 22.8 | 5.6 | 10500 |
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| 0 | -5.9 | 0 | -4.2 | -0.5 | -2.6 |
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| 21.7 | 125.7 | 21.7 | 74.7 | 22.5 | 15.2 | 10250 |
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| -0.1 | -9.8 | 0 | -6.3 | -0.8 | -6.5 |
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| 22.3 | 194 | 22.3 | 129.9 | 22.5 | 39.2 | 10000 | 602.7 | 22.8 | 692.4 | 22.4 | 753.1 | 22.2 |
| -0.1 | -11.1 | 0 | -9.3 | -0.7 | -11 | 11 | -1.1 | 16.4 | 0.1 | 10.6 | -0.3 |
| 22.8 | 282 | 22.9 | 210.2 | 22.7 | 90.4 | 9750 | 402.7 | 22.8 | 522.4 | 22.9 | 594.8 | 22.9 |
| -0.2 | -16.4 | 0 | -12.6 | -1 | -19.5 | 2.9 | -1.3 | 10 | -0.2 | 9.8 | -0.1 |
| 23.6 | 399.1 | 23.7 | 321.7 | 23.6 | 185.8 | 9500 | 247.3 | 23.5 | 380.8 | 23.5 | 460.4 | 23.7 |
| -0.2 | -18.4 | 0 | -14.9 | -0.8 | -24.1 | -3.5 | -1.3 | 4.5 | -0.3 | 4.8 | -0.3 |
| 24.5 | 540 | 24.6 | 462.5 | 24.5 | 327.9 | 9250 | 140.6 | 24.6 | 273.1 | 24.6 | 350.8 | 24.5 |
| -0.1 | -20 | 0 | -17.6 | -1 | -29.8 | -7.1 | -1.3 | 4.2 | -0.2 | 3.9 | -0.2 |
| 25.6 | 705 | 25.4 | 627.5 | 25.9 | 512.5 | 9000 | 75.9 | 26.1 | 191.3 | 25.6 | 265.7 | 25.6 |
| 0 | -20 | -0.1 | -21.7 | -1 | -30.2 | -7.6 | -1.3 | 2.2 | -0.2 | 2.6 | -0.2 |
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| 8750 | 38.5 | 27.5 | 131 | 26.7 | 196.3 | 26.5 |
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| -7 | -1.5 | 0.7 | -0.2 | -1.4 | -0.4 |
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| 8500 | 19.6 | 29.3 | 89.9 | 28 | 145.7 | 27.6 |
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| -5.3 | -1.6 | -0.2 | -0.2 | -1.2 | -0.3 |
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| 8250 | 9.4 | 30.9 | 60 | 29.2 | 107.6 | 28.9 |
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| -3.9 | -1.8 | -1.2 | -0.3 | -1.6 | -0.3 |
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| 8000 | 4.9 | 33 | 39.7 | 30.5 | 80 | 30.2 |
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| -2.8 | -2.1 | -2.3 | -0.5 | 0 | -0.1 |
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| 7750 | 2.9 | 35.7 | 26.6 | 31.9 | 58.1 | 31.4 |
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| -1.4 | -1.6 | -1.7 | -0.5 | -1.5 | -0.3 |
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| 7500 | 1.8 | 38.7 | 18 | 33.5 | 42.4 | 32.8 |
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| -0.8 | -1.2 | -1.8 | -0.6 | -1.4 | -0.3 |
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| 7250 | 1.5 | 42.7 | 11.8 | 34.9 | 30.7 | 34.1 |
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| -0.3 | -0.4 | -1.3 | -0.6 | -1.8 | -0.5 |
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| 7000 | 1 | 46 | 7.9 | 36.5 | 23.3 | 35.8 |
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| -0.2 | -0.4 | -0.9 | -0.5 | -0.6 | -0.2 |
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| 6750 | 1 | 51.1 | 5.1 | 38 | 0 | 0 |
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| 0 | 0.8 | -0.9 | -0.7 | 0 | 0 |
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| 6500 | 1 | 56.3 | 3.7 | 40.1 | 12 | 38.6 |
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| 0 | 0.9 | -0.6 | -0.7 | -0.8 | -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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