2010/9/27(Mon) OP
| P/C | 0.8 | 0 | 0.9 | 1.1 | 1 | 1 | 0.9 | 0.6 | 1.1 | 0.8 |
| 先物 | 9547.5 | 137.5 | 9410 | 9522.5 | 9532.5 | 9572.5 | 9437.5 | 9462.5 | 9252.5 | 9260 |
| 基準 | 23.3 | 0 | 23.3 | 23 | 23.6 | 22.6 | 23.8 | 24.6 | 25.1 | 25.2 |
| 期近 | 23.5 | 0.4 | 23.1 | 22.7 | 23.6 | 22.5 | 23.8 | 24.7 | 25.2 | 25.2 |
| 期先1 | 23.1 | -0.3 | 23.4 | 23.2 | 23.7 | 23 | 23.9 | 23.9 | 24.8 | 25 |
| 期先2 | 23.5 | -0.5 | 24 | 23.7 | 23.8 | 23.3 | 23.9 | 24 | 24.8 | 25.1 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 10 | 45 | 73 |
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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 | 9550 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 1 | 1.5 | 2 | 3.8 | 8.8 | 22.8 | 54.4 | 129.7 | 304.6 | 174.9 | 69.6 | 21.6 | 5.9 | 2 | 1 |
| -0.4 | -0.9 | -2.5 | -5.3 | -11.1 | -22.8 | -49.1 | -83.1 | -29.3 | 53.8 | 22.2 | 6.6 | 1.2 | 0.1 | 0 |
| 47.6 | 43.1 | 37.4 | 33.7 | 30.6 | 28.3 | 25.6 | 23.8 | 23.6 | 23.4 | 23 | 23 | 23.7 | 25.4 | 28.3 |
| 6.6 | 5.8 | 3.6 | 2.8 | 2.5 | 2.4 | 1.4 | 1.1 | 1 | 1 | 0.6 | 0.5 | 0.3 | 0.3 | 0.7 |
| 0 | -0.01 | -0.01 | -0.02 | -0.04 | -0.1 | -0.22 | -0.44 |
| 0.56 | 0.3 | 0.12 | 0.04 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.004 | 0.009 | 0.019 | 0.039 | 0.073 | 0.103 |
| 0.105 | 0.094 | 0.054 | 0.022 | 0.009 | 0.004 |
| 0.2 | 0.3 | 0.41 | 0.74 | 1.46 | 2.89 | 4.82 | 6.35 |
| 6.35 | 5.6 | 3.23 | 1.36 | 0.57 | 0.31 |
| -0.45 | -0.62 | -0.74 | -1.21 | -2.16 | -3.94 | -5.94 | -7.28 |
| -7.18 | -6.24 | -3.59 | -1.56 | -0.7 | -0.42 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9550 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 11.8 | 19 | 30.4 | 48.9 | 78.5 | 125 | 191.4 | 287.9 | 624.1 | 336.2 | 215.2 | 128.4 | 69.9 | 35.1 | 17 |
| -6.1 | -8.6 | -14.5 | -21.1 | -31.6 | -43.7 | -59.3 | -75.4 | -12.7 | 62.7 | 45.4 | 29.6 | 16.7 | 7.3 | 3.8 |
| 31.8 | 30.3 | 28.8 | 27.5 | 26.3 | 25.2 | 24.1 | 23.3 | 23.3 | 23.2 | 22.5 | 22 | 21.4 | 21 | 20.9 |
| 0.4 | 0.6 | 0.3 | 0.3 | 0.1 | 0.2 | 0.1 | 0.2 | 0.2 | 0.2 | 0.2 | 0.1 | 0 | -0.3 | -0.2 |
| -0.03 | -0.04 | -0.07 | -0.11 | -0.16 | -0.24 | -0.34 | -0.46 |
| 0.54 | 0.41 | 0.29 | 0.18 | 0.11 | 0.06 |
| 0.006 | 0.009 | 0.014 | 0.02 | 0.028 | 0.037 | 0.045 | 0.051 |
| 0.051 | 0.051 | 0.046 | 0.037 | 0.026 | 0.017 |
| 2.14 | 3.12 | 4.43 | 6.16 | 8.23 | 10.44 | 12.31 | 13.36 |
| 13.36 | 13.1 | 11.5 | 8.95 | 6.19 | 3.91 |
| -0.75 | -1.04 | -1.41 | -1.86 | -2.38 | -2.9 | -3.27 | -3.41 |
| -3.43 | -3.26 | -2.79 | -2.12 | -1.44 | -0.9 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9550 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 36.8 | 52.1 | 74.4 | 105.3 | 145.8 | 204.1 | 280.6 | 378 | 806.1 | 428.1 | 303 | 205.2 | 131.8 | 81 | 48.8 |
| -11.3 | -15.1 | -20.8 | -27.5 | -38.4 | -47.8 | -61.3 | -72.4 | -10.3 | 62.1 | 51.1 | 36.7 | 24.6 | 15.7 | 10.6 |
| 31.4 | 30.1 | 28.9 | 27.7 | 26.5 | 25.5 | 24.6 | 23.6 | 23.6 | 23.7 | 22.9 | 22.3 | 21.8 | 21.3 | 21.2 |
| 0.3 | 0.3 | 0.2 | 0.2 | 0 | 0.1 | 0 | 0.1 | 0.1 | 0 | 0.1 | 0 | -0.1 | -0.1 | 0 |
| -0.06 | -0.08 | -0.12 | -0.16 | -0.21 | -0.28 | -0.37 | -0.46 |
| 0.54 | 0.44 | 0.34 | 0.25 | 0.17 | 0.11 |
| 0.009 | 0.012 | 0.016 | 0.02 | 0.026 | 0.031 | 0.036 | 0.039 |
| 0.039 | 0.04 | 0.038 | 0.034 | 0.028 | 0.021 |
| 5.11 | 6.58 | 8.38 | 10.38 | 12.45 | 14.48 | 16.1 | 16.99 |
| 16.99 | 16.88 | 15.69 | 13.58 | 10.93 | 8.3 |
| -1.09 | -1.35 | -1.65 | -1.96 | -2.24 | -2.51 | -2.69 | -2.72 |
| -2.75 | -2.65 | -2.39 | -2.02 | -1.59 | -1.2 |
| 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 | 8.6 | 21.7 | 2 | 42 | 1 | 11500 |
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| -0.3 | 1.6 | -0.5 | 0.2 | 2.4 | 0 |
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| 21.1 | 16.4 | 20.9 | 3.4 | 37.6 | 1 | 11250 |
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| 0 | 4 | -0.3 | 0.7 | 1.9 | 0 |
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| 21 | 28.3 | 21.1 | 8.3 | 33 | 1 | 11000 |
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| -0.1 | 6 | -0.2 | 1.9 | 1.3 | 0 |
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| 21.2 | 48.8 | 20.9 | 17 | 28.3 | 1 | 10750 |
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| 0 | 10.6 | -0.2 | 3.8 | 0.7 | 0 |
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| 21.3 | 81 | 21 | 35.1 | 25.4 | 2 | 10500 |
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| -0.1 | 15.7 | -0.3 | 7.3 | 0.3 | 0.1 |
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| 21.8 | 131.8 | 21.4 | 69.9 | 23.7 | 5.9 | 10250 |
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| -0.1 | 24.6 | 0 | 16.7 | 0.3 | 1.2 |
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| 22.3 | 205.2 | 22 | 128.4 | 23 | 21.6 | 10000 | 475 | 23.4 | 578.9 | 21.9 | 655.8 | 22.3 |
| 0 | 36.7 | 0.1 | 29.6 | 0.5 | 6.6 | -131.5 | 0.2 | -107.4 | 0.2 | -99.2 | 0.1 |
| 22.9 | 303 | 22.5 | 215.2 | 23 | 69.6 | 9750 | 272.6 | 23.2 | 417.4 | 22.6 | 502.6 | 22.9 |
| 0.1 | 51.1 | 0.2 | 45.4 | 0.6 | 22.2 | -113 | 1 | -90.1 | 0.4 | -87.4 | 0.1 |
| 23.7 | 428.1 | 23.3 | 336.2 | 23.4 | 174.9 | 9500 | 129.7 | 23.8 | 287.9 | 23.3 | 378 | 23.6 |
| 0 | 62.1 | 0.2 | 62.7 | 1 | 53.8 | -83.1 | 1.1 | -75.4 | 0.2 | -72.4 | 0.1 |
| 24.4 | 577.5 | 24 | 488.4 | 25 | 349.6 | 9250 | 54.4 | 25.6 | 191.4 | 24.1 | 280.6 | 24.6 |
| 0 | 75 | 0 | 76.8 | 1.1 | 87.3 | -49.1 | 1.4 | -59.3 | 0.1 | -61.3 | 0 |
| 25.3 | 750 | 25.2 | 672.6 | 26.9 | 566.6 | 9000 | 22.8 | 28.3 | 125 | 25.2 | 204.1 | 25.5 |
| -0.2 | 85 | 0.3 | 94.8 | 0.8 | 109.7 | -22.8 | 2.4 | -43.7 | 0.2 | -47.8 | 0.1 |
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| 8750 | 8.8 | 30.6 | 78.5 | 26.3 | 145.8 | 26.5 |
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| -11.1 | 2.5 | -31.6 | 0.1 | -38.4 | 0 |
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| 8500 | 3.8 | 33.7 | 48.9 | 27.5 | 105.3 | 27.7 |
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| -5.3 | 2.8 | -21.1 | 0.3 | -27.5 | 0.2 |
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| 8250 | 2 | 37.4 | 30.4 | 28.8 | 74.4 | 28.9 |
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| -2.5 | 3.6 | -14.5 | 0.3 | -20.8 | 0.2 |
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| 8000 | 1.5 | 43.1 | 19 | 30.3 | 52.1 | 30.1 |
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| -0.9 | 5.8 | -8.6 | 0.6 | -15.1 | 0.3 |
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| 7750 | 1 | 47.6 | 11.8 | 31.8 | 36.8 | 31.4 |
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| -0.4 | 6.6 | -6.1 | 0.4 | -11.3 | 0.3 |
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| 7500 | 1 | 54.3 | 7.6 | 33.6 | 25.7 | 32.7 |
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| 0 | 9 | -3.6 | 0.7 | -9.6 | 0 |
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| 7250 | 1 | 61.2 | 4.7 | 35.2 | 19 | 34.4 |
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| 0 | 9.8 | -2.2 | 0.8 | -5.7 | 0.4 |
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| 7000 | 1 | 68.3 | 3.5 | 37.5 | 13 | 35.7 |
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| 0 | 10.6 | -0.9 | 1.6 | -4.9 | 0.1 |
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| 6750 | 1 | 75.6 | 2 | 38.9 | 0 | 0 |
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| 0 | 11.5 | -0.8 | 1.1 | 0 | 0 |
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| 6500 | 1 | 83.1 | 1.6 | 41.6 | 6.8 | 39.1 |
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| 0 | 12.4 | -0.4 | 1.6 | -1.5 | 0.9 |
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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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