2010/9/21(Tue) OP
| P/C | 1 | 0.1 | 1 | 0.9 | 0.6 | 1.1 | 0.8 | 0.7 | 1 | 1.4 |
| 先物 | 9532.5 | -40 | 9572.5 | 9437.5 | 9462.5 | 9252.5 | 9260 | 9172.5 | 9092.5 | 9015 |
| 基準 | 23.6 | 1 | 22.6 | 23.8 | 24.6 | 25.1 | 25.2 | 24.8 | 25.4 | 27.3 |
| 期近 | 23.6 | 1.1 | 22.5 | 23.8 | 24.7 | 25.2 | 25.2 | 24.8 | 52.2 | 38.3 |
| 期先1 | 23.7 | 0.6 | 23 | 23.9 | 23.9 | 24.8 | 25 | 24.9 | 25 | 26.7 |
| 期先2 | 23.8 | 0.6 | 23.3 | 23.9 | 24 | 24.8 | 25.1 | 8 | 25 | 26.1 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 2.1 | 1.4 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 3.1 | 1 | 1 |
| 16 | 51 | 79 |
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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 | 9530 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 1.7 | 2 | 4 | 8.2 | 18.1 | 40.9 | 88.1 | 174.9 | 381 | 206.1 | 97.6 | 39.3 | 13.7 | 4.6 | 1.8 |
| -0.1 | -0.8 | -0.5 | -1.5 | -2.6 | -2.6 | 0 | 4.9 | -30.2 | -35 | -26.8 | -15.3 | -7.7 | -3.8 | -1.2 |
| 39.8 | 35.1 | 32.6 | 30.1 | 28.1 | 26.4 | 25 | 23.7 | 23.7 | 23.5 | 22.9 | 22.7 | 22.7 | 23.3 | 24.5 |
| 3.2 | 1.6 | 2.1 | 1.5 | 1.1 | 1.1 | 1.1 | 1 | 1 | 1 | 0.8 | 1 | 1.1 | 1 | 1.7 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.07 | -0.15 | -0.28 | -0.46 |
| 0.54 | 0.33 | 0.17 | 0.07 | 0.03 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.012 | 0.024 | 0.043 | 0.066 | 0.083 |
| 0.084 | 0.078 | 0.054 | 0.029 | 0.013 | 0.006 |
| 0.36 | 0.46 | 0.83 | 1.51 | 2.73 | 4.61 | 6.74 | 8.02 |
| 8.02 | 7.31 | 5.02 | 2.68 | 1.23 | 0.59 |
| -0.43 | -0.49 | -0.83 | -1.38 | -2.34 | -3.72 | -5.14 | -5.8 |
| -5.78 | -5.12 | -3.48 | -1.87 | -0.88 | -0.44 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9530 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 17.1 | 26.7 | 41.6 | 63.2 | 100 | 150.5 | 224.7 | 322.4 | 676.5 | 354.1 | 235.4 | 146.8 | 86 | 47.1 | 24.8 |
| -0.5 | -1.1 | -0.4 | -1.3 | 1.9 | 4.6 | 9.8 | 13.3 | -15.6 | -29 | -19.4 | -13.4 | -9.1 | -6 | -3.8 |
| 31.8 | 30.4 | 29.1 | 27.7 | 26.8 | 25.6 | 24.8 | 23.8 | 23.8 | 23.7 | 23 | 22.5 | 22.1 | 21.7 | 21.6 |
| 0.5 | 0.3 | 0.4 | 0.2 | 0.4 | 0.5 | 0.6 | 0.5 | 0.5 | 0.4 | 0.7 | 0.7 | 0.7 | 0.7 | 0.7 |
| -0.04 | -0.06 | -0.08 | -0.12 | -0.18 | -0.26 | -0.36 | -0.47 |
| 0.53 | 0.41 | 0.3 | 0.2 | 0.13 | 0.07 |
| 0.007 | 0.01 | 0.015 | 0.021 | 0.028 | 0.035 | 0.042 | 0.047 |
| 0.047 | 0.047 | 0.043 | 0.036 | 0.027 | 0.018 |
| 2.85 | 4 | 5.5 | 7.29 | 9.48 | 11.57 | 13.32 | 14.22 |
| 14.22 | 13.94 | 12.44 | 10.08 | 7.41 | 5.03 |
| -0.88 | -1.18 | -1.55 | -1.96 | -2.46 | -2.88 | -3.21 | -3.28 |
| -3.29 | -3.14 | -2.73 | -2.17 | -1.57 | -1.06 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9530 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 45.1 | 62.7 | 86.6 | 120.6 | 165.8 | 226.7 | 306.6 | 407.1 | 847.1 | 440 | 316.4 | 218.2 | 145 | 93 | 57.6 |
| 0.1 | 2 | 1.5 | 4.7 | 5.8 | 7.5 | 12.1 | 15.1 | -9.2 | -24.3 | -19 | -15.7 | -10 | -6.9 | -4.9 |
| 31.5 | 30.2 | 28.9 | 27.8 | 26.8 | 25.8 | 24.9 | 24 | 23.9 | 23.9 | 23.2 | 22.6 | 22.1 | 21.8 | 21.5 |
| 0.3 | 0.5 | 0.3 | 0.5 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.5 | 0.5 | 0.6 | 0.6 | 0.6 |
| -0.07 | -0.09 | -0.13 | -0.17 | -0.23 | -0.29 | -0.37 | -0.46 |
| 0.54 | 0.44 | 0.34 | 0.26 | 0.18 | 0.13 |
| 0.009 | 0.012 | 0.016 | 0.021 | 0.025 | 0.03 | 0.034 | 0.037 |
| 0.037 | 0.038 | 0.037 | 0.033 | 0.028 | 0.022 |
| 5.89 | 7.46 | 9.26 | 11.3 | 13.38 | 15.33 | 16.85 | 17.66 |
| 17.66 | 17.53 | 16.37 | 14.35 | 11.84 | 9.21 |
| -1.17 | -1.42 | -1.69 | -1.98 | -2.25 | -2.48 | -2.63 | -2.66 |
| -2.67 | -2.57 | -2.33 | -2 | -1.63 | -1.25 |
| 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 | 12.4 | 21.9 | 3.3 | 33.7 | 1 | 11500 |
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| 0.6 | -1 | 0.7 | -0.7 | 4.1 | 0 |
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| 21.4 | 21.1 | 21.6 | 6.4 | 30.2 | 1 | 11250 |
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| 0.6 | -1.7 | 0.8 | -1 | 3.7 | 0 |
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| 21.4 | 35.1 | 21.5 | 12.7 | 27 | 1.2 | 11000 |
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| 0.6 | -2.7 | 0.7 | -2.2 | 2.4 | -0.5 |
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| 21.5 | 57.6 | 21.6 | 24.8 | 24.5 | 1.8 | 10750 |
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| 0.6 | -4.9 | 0.7 | -3.8 | 1.7 | -1.2 |
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| 21.8 | 93 | 21.7 | 47.1 | 23.3 | 4.6 | 10500 |
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| 0.6 | -6.9 | 0.7 | -6 | 1 | -3.8 |
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| 22.1 | 145 | 22.1 | 86 | 22.7 | 13.7 | 10250 |
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| 0.6 | -10 | 0.7 | -9.1 | 1.1 | -7.7 |
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| 22.6 | 218.2 | 22.5 | 146.8 | 22.7 | 39.3 | 10000 | 508.6 | 23.1 | 612.1 | 22.4 | 687.4 | 22.8 |
| 0.5 | -15.7 | 0.7 | -13.4 | 1 | -15.3 | 25.1 | 1.2 | 24.6 | 0.6 | 19 | 0.2 |
| 23.2 | 316.4 | 23 | 235.4 | 22.9 | 97.6 | 9750 | 317.4 | 23.3 | 451.5 | 23 | 536.8 | 23.4 |
| 0.5 | -19 | 0.7 | -19.4 | 0.8 | -26.8 | 14.5 | 1 | 18.4 | 0.5 | 24.3 | 0.7 |
| 23.9 | 440 | 23.7 | 354.1 | 23.5 | 206.1 | 9500 | 174.9 | 23.7 | 322.4 | 23.8 | 407.1 | 24 |
| 0.4 | -24.3 | 0.4 | -29 | 1 | -35 | 4.9 | 1 | 13.3 | 0.5 | 15.1 | 0.4 |
| 24.8 | 589.9 | 24.5 | 504.9 | 24.5 | 367.5 | 9250 | 88.1 | 25 | 224.7 | 24.8 | 306.6 | 24.9 |
| 0.4 | -28.1 | 0.3 | -33.8 | 1.2 | -39 | 0 | 1.1 | 9.8 | 0.6 | 12.1 | 0.4 |
| 25.6 | 757.9 | 25.5 | 682.5 | 26.1 | 572.2 | 9000 | 40.9 | 26.4 | 150.5 | 25.6 | 226.7 | 25.8 |
| 0.3 | -34 | 0.5 | -35 | 1.5 | -40.4 | -2.6 | 1.1 | 4.6 | 0.5 | 7.5 | 0.4 |
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| 8750 | 18.1 | 28.1 | 100 | 26.8 | 165.8 | 26.8 |
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| -2.6 | 1.1 | 1.9 | 0.4 | 5.8 | 0.4 |
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| 8500 | 8.2 | 30.1 | 63.2 | 27.7 | 120.6 | 27.8 |
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| -1.5 | 1.5 | -1.3 | 0.2 | 4.7 | 0.5 |
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| 8250 | 4 | 32.6 | 41.6 | 29.1 | 86.6 | 28.9 |
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| -0.5 | 2.1 | -0.4 | 0.4 | 1.5 | 0.3 |
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| 8000 | 2 | 35.1 | 26.7 | 30.4 | 62.7 | 30.2 |
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| -0.8 | 1.6 | -1.1 | 0.3 | 2 | 0.5 |
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| 7750 | 1.7 | 39.8 | 17.1 | 31.8 | 45.1 | 31.5 |
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| -0.1 | 3.2 | -0.5 | 0.5 | 0.1 | 0.3 |
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| 7500 | 1 | 43 | 11.2 | 33.4 | 33.2 | 33 |
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| -0.2 | 3 | -0.6 | 0.5 | 0.6 | 0.5 |
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| 7250 | 1 | 48.4 | 7.2 | 34.9 | 24 | 34.4 |
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| 0 | 4.4 | -0.6 | 0.5 | -0.5 | 0.3 |
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| 7000 | 1 | 54.1 | 4.8 | 36.7 | 16.9 | 35.7 |
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| 0 | 5 | -0.5 | 0.5 | 0 | 0.5 |
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| 6750 | 1 | 59.9 | 3.1 | 38.3 | 0 | 0 |
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| 0 | 5.6 | -0.4 | 0.5 | 0 | 0 |
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| 6500 | 1 | 65.9 | 2.3 | 40.6 | 8.7 | 38.8 |
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| 0 | 6.2 | -0.4 | 0.4 | 0 | 0.6 |
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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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