2010/9/22(Wed) OP
| P/C | 1.1 | 0.1 | 1 | 1 | 0.9 | 0.6 | 1.1 | 0.8 | 0.7 | 1 |
| 先物 | 9522.5 | -10 | 9532.5 | 9572.5 | 9437.5 | 9462.5 | 9252.5 | 9260 | 9172.5 | 9092.5 |
| 基準 | 23 | -0.6 | 23.6 | 22.6 | 23.8 | 24.6 | 25.1 | 25.2 | 24.8 | 25.4 |
| 期近 | 22.7 | -0.8 | 23.6 | 22.5 | 23.8 | 24.7 | 25.2 | 25.2 | 24.8 | 52.2 |
| 期先1 | 23.2 | -0.4 | 23.7 | 23 | 23.9 | 23.9 | 24.8 | 25 | 24.9 | 25 |
| 期先2 | 23.7 | -0.2 | 23.8 | 23.3 | 23.9 | 24 | 24.8 | 25.1 | 8 | 25 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 2.1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 3.1 | 1 |
| 15 | 50 | 78 |
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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 | 9520 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 1.5 | 2 | 3.3 | 7.3 | 15.5 | 35.5 | 80 | 166.5 | 354.8 | 188.3 | 84.3 | 32.2 | 11.3 | 3.8 | 1.4 |
| -0.2 | 0 | -0.7 | -0.9 | -2.6 | -5.4 | -8.1 | -8.3 | -26.1 | -17.8 | -13.3 | -7.1 | -2.4 | -0.8 | -0.4 |
| 40.4 | 36 | 32.5 | 30.2 | 27.7 | 25.7 | 24.1 | 22.8 | 22.8 | 22.7 | 22.2 | 22.2 | 22.8 | 23.5 | 24.6 |
| 0.6 | 0.9 | -0.1 | 0.1 | -0.4 | -0.7 | -0.9 | -0.9 | -0.9 | -0.8 | -0.7 | -0.5 | 0 | 0.3 | 0.1 |
| -0.01 | -0.01 | -0.01 | -0.03 | -0.06 | -0.14 | -0.27 | -0.47 |
| 0.53 | 0.31 | 0.15 | 0.06 | 0.02 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.012 | 0.023 | 0.044 | 0.07 | 0.089 |
| 0.09 | 0.081 | 0.053 | 0.027 | 0.012 | 0.005 |
| 0.32 | 0.44 | 0.71 | 1.37 | 2.46 | 4.27 | 6.46 | 7.77 |
| 7.77 | 6.89 | 4.49 | 2.34 | 1.05 | 0.47 |
| -0.42 | -0.52 | -0.75 | -1.34 | -2.21 | -3.57 | -5.07 | -5.76 |
| -5.75 | -4.98 | -3.25 | -1.73 | -0.81 | -0.38 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9520 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 15.5 | 24.8 | 37.9 | 60 | 94.5 | 144.4 | 217 | 316.9 | 657.2 | 340.3 | 220.9 | 134.7 | 76.8 | 41.3 | 21.4 |
| -1.6 | -1.9 | -3.7 | -3.2 | -5.4 | -6.1 | -7.8 | -5.5 | -19.4 | -13.9 | -14.5 | -12.1 | -9.2 | -5.8 | -3.4 |
| 31.4 | 30.1 | 28.5 | 27.3 | 26.2 | 25.1 | 24.2 | 23.3 | 23.3 | 23.3 | 22.5 | 22 | 21.5 | 21.3 | 21.2 |
| -0.4 | -0.3 | -0.6 | -0.3 | -0.5 | -0.5 | -0.6 | -0.5 | -0.4 | -0.4 | -0.5 | -0.5 | -0.5 | -0.4 | -0.4 |
| -0.03 | -0.05 | -0.08 | -0.12 | -0.18 | -0.26 | -0.36 | -0.47 |
| 0.53 | 0.41 | 0.29 | 0.19 | 0.12 | 0.07 |
| 0.007 | 0.01 | 0.015 | 0.021 | 0.028 | 0.036 | 0.044 | 0.048 |
| 0.048 | 0.049 | 0.044 | 0.036 | 0.026 | 0.017 |
| 2.67 | 3.82 | 5.23 | 7.1 | 9.26 | 11.41 | 13.18 | 14.08 |
| 14.08 | 13.71 | 12.08 | 9.6 | 6.91 | 4.59 |
| -0.83 | -1.14 | -1.48 | -1.92 | -2.41 | -2.84 | -3.16 | -3.25 |
| -3.27 | -3.07 | -2.64 | -2.06 | -1.46 | -0.97 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9520 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 42.6 | 60.1 | 83.3 | 116.9 | 163.1 | 224.3 | 304 | 405.2 | 833.7 | 428.5 | 306.3 | 210.4 | 138.9 | 86.9 | 53.9 |
| -2.5 | -2.5 | -3.3 | -3.8 | -2.7 | -2.4 | -2.6 | -1.9 | -13.4 | -11.5 | -10.1 | -7.8 | -6.1 | -6.1 | -3.7 |
| 31.1 | 29.9 | 28.6 | 27.5 | 26.5 | 25.6 | 24.6 | 23.7 | 23.7 | 23.7 | 23 | 22.4 | 22 | 21.6 | 21.4 |
| -0.3 | -0.3 | -0.3 | -0.3 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.1 | -0.1 | -0.2 | -0.1 |
| -0.07 | -0.09 | -0.13 | -0.17 | -0.23 | -0.3 | -0.38 | -0.47 |
| 0.53 | 0.43 | 0.34 | 0.25 | 0.18 | 0.12 |
| 0.009 | 0.013 | 0.016 | 0.021 | 0.026 | 0.031 | 0.035 | 0.038 |
| 0.038 | 0.039 | 0.037 | 0.033 | 0.027 | 0.021 |
| 5.71 | 7.3 | 9.09 | 11.15 | 13.28 | 15.24 | 16.76 | 17.55 |
| 17.55 | 17.36 | 16.14 | 14.07 | 11.46 | 8.87 |
| -1.13 | -1.39 | -1.66 | -1.95 | -2.24 | -2.48 | -2.63 | -2.65 |
| -2.66 | -2.56 | -2.32 | -1.98 | -1.58 | -1.21 |
| 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 |
| 21.3 | 11.1 | 21.8 | 2.9 | 35 | 1 | 11500 |
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| -0.2 | -1.3 | -0.1 | -0.4 | 1.3 | 0 |
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| 21.2 | 19 | 21.3 | 5.2 | 31.3 | 1 | 11250 |
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| -0.2 | -2.1 | -0.3 | -1.2 | 1.1 | 0 |
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| 21.3 | 32.4 | 21.2 | 10.7 | 27.6 | 1 | 11000 |
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| -0.2 | -2.8 | -0.3 | -1.9 | 0.6 | -0.2 |
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| 21.4 | 53.9 | 21.2 | 21.4 | 24.6 | 1.4 | 10750 |
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| -0.1 | -3.7 | -0.4 | -3.4 | 0.1 | -0.4 |
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| 21.6 | 86.9 | 21.3 | 41.3 | 23.5 | 3.8 | 10500 |
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| -0.2 | -6.1 | -0.4 | -5.8 | 0.3 | -0.8 |
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| 22 | 138.9 | 21.5 | 76.8 | 22.8 | 11.3 | 10250 |
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| -0.1 | -6.1 | -0.5 | -9.2 | 0 | -2.4 |
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| 22.4 | 210.4 | 22 | 134.7 | 22.2 | 32.2 | 10000 | 510.9 | 22.6 | 610 | 21.9 | 685 | 22.4 |
| -0.1 | -7.8 | -0.5 | -12.1 | -0.5 | -7.1 | 2.3 | -0.5 | -2.1 | -0.5 | -2.4 | -0.4 |
| 23 | 306.3 | 22.5 | 220.9 | 22.2 | 84.3 | 9750 | 312.4 | 22.3 | 447.2 | 22.5 | 532.5 | 23 |
| -0.2 | -10.1 | -0.5 | -14.5 | -0.7 | -13.3 | -5 | -0.9 | -4.4 | -0.5 | -4.3 | -0.4 |
| 23.7 | 428.5 | 23.3 | 340.3 | 22.7 | 188.3 | 9500 | 166.5 | 22.8 | 316.9 | 23.3 | 405.2 | 23.7 |
| -0.2 | -11.5 | -0.4 | -13.9 | -0.8 | -17.8 | -8.3 | -0.9 | -5.5 | -0.5 | -1.9 | -0.2 |
| 24.6 | 577.5 | 24 | 487.8 | 24.2 | 353 | 9250 | 80 | 24.1 | 217 | 24.2 | 304 | 24.6 |
| -0.2 | -12.4 | -0.6 | -17.1 | -0.3 | -14.5 | -8.1 | -0.9 | -7.8 | -0.6 | -2.6 | -0.2 |
| 25.5 | 747.5 | 25.1 | 667.7 | 25.5 | 557.5 | 9000 | 35.5 | 25.7 | 144.4 | 25.1 | 224.3 | 25.6 |
| -0.1 | -10.4 | -0.4 | -14.8 | -0.6 | -14.7 | -5.4 | -0.7 | -6.1 | -0.5 | -2.4 | -0.2 |
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| 8750 | 15.5 | 27.7 | 94.5 | 26.2 | 163.1 | 26.5 |
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| -2.6 | -0.4 | -5.4 | -0.5 | -2.7 | -0.2 |
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| 8500 | 7.3 | 30.2 | 60 | 27.3 | 116.9 | 27.5 |
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| -0.9 | 0.1 | -3.2 | -0.3 | -3.8 | -0.3 |
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| 8250 | 3.3 | 32.5 | 37.9 | 28.5 | 83.3 | 28.6 |
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| -0.7 | -0.1 | -3.7 | -0.6 | -3.3 | -0.3 |
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| 8000 | 2 | 36 | 24.8 | 30.1 | 60.1 | 29.9 |
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| 0 | 0.9 | -1.9 | -0.3 | -2.5 | -0.3 |
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| 7750 | 1.5 | 40.4 | 15.5 | 31.4 | 42.6 | 31.1 |
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| -0.2 | 0.6 | -1.6 | -0.4 | -2.5 | -0.3 |
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| 7500 | 1 | 44.2 | 10.5 | 33.3 | 30.1 | 32.4 |
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| 0 | 1.2 | -0.7 | -0.1 | -3.1 | -0.6 |
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| 7250 | 1 | 49.8 | 6.4 | 34.6 | 22.2 | 34 |
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| 0 | 1.4 | -0.8 | -0.3 | -1.8 | -0.4 |
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| 7000 | 1 | 55.6 | 4.2 | 36.3 | 16 | 35.5 |
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| 0 | 1.6 | -0.7 | -0.5 | -0.9 | -0.2 |
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| 6750 | 1 | 61.6 | 3 | 38.4 | 0 | 0 |
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| 0 | 1.7 | -0.2 | 0 | 0 | 0 |
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| 6500 | 1 | 67.8 | 2 | 40.2 | 8 | 38.5 |
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| 0 | 1.9 | -0.3 | -0.4 | -0.7 | -0.3 |
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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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