2010/9/28(Tue) OP
| P/C | 1.2 | 0.4 | 0.8 | 0.9 | 1.1 | 1 | 1 | 0.9 | 0.6 | 1.1 |
| 先物 | 9497.5 | -50 | 9547.5 | 9410 | 9522.5 | 9532.5 | 9572.5 | 9437.5 | 9462.5 | 9252.5 |
| 基準 | 22.7 | -0.6 | 23.3 | 23.3 | 23 | 23.6 | 22.6 | 23.8 | 24.6 | 25.1 |
| 期近 | 22.7 | -0.8 | 23.5 | 23.1 | 22.7 | 23.6 | 22.5 | 23.8 | 24.7 | 25.2 |
| 期先1 | 22.7 | -0.4 | 23.1 | 23.4 | 23.2 | 23.7 | 23 | 23.9 | 23.9 | 24.8 |
| 期先2 | 23.4 | -0.1 | 23.5 | 24 | 23.7 | 23.8 | 23.3 | 23.9 | 24 | 24.8 |
| 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 |
| 9 | 44 | 72 |
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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 | 9490 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 1 | 1 | 1.7 | 2.9 | 7 | 20 | 55.7 | 141.4 | 275.9 | 134.5 | 44.8 | 11.1 | 3 | 1.5 | 1 |
| 0 | -0.5 | -0.3 | -0.9 | -1.8 | -2.8 | 1.2 | 11.7 | -28.7 | -40.4 | -24.8 | -10.5 | -2.9 | -0.5 | 0 |
| 48.9 | 42 | 37.5 | 32.8 | 29.3 | 26.8 | 24.7 | 23.1 | 22.7 | 22.4 | 22 | 22.1 | 23.6 | 26.9 | 30.9 |
| 1.4 | -1.1 | 0 | -0.9 | -1.3 | -1.4 | -0.9 | -0.7 | -0.9 | -1.1 | -1.1 | -1 | -0.1 | 1.5 | 2.6 |
| 0 | 0 | -0.01 | -0.02 | -0.04 | -0.1 | -0.25 | -0.5 |
| 0.5 | 0.23 | 0.07 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.004 | 0.008 | 0.019 | 0.043 | 0.084 | 0.113 |
| 0.117 | 0.092 | 0.042 | 0.015 | 0.007 | 0.004 |
| 0.19 | 0.21 | 0.36 | 0.61 | 1.27 | 2.7 | 4.79 | 6.07 |
| 6.07 | 4.66 | 2.15 | 0.82 | 0.43 | 0.28 |
| -0.49 | -0.48 | -0.72 | -1.07 | -1.98 | -3.86 | -6.29 | -7.48 |
| -7.26 | -5.47 | -2.54 | -1.03 | -0.61 | -0.47 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9500 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 11.4 | 18.2 | 29.5 | 49.3 | 80.7 | 127.8 | 199.4 | 301.3 | 598.6 | 297.2 | 184 | 105.3 | 54.7 | 26.8 | 12 |
| -0.4 | -0.8 | -1 | 0.4 | 2.2 | 2.9 | 7.9 | 13.5 | -25.5 | -39 | -31.2 | -23.2 | -15.1 | -8.3 | -5 |
| 31.3 | 29.7 | 28.2 | 27 | 25.8 | 24.6 | 23.6 | 22.8 | 22.7 | 22.6 | 21.9 | 21.4 | 20.9 | 20.7 | 20.4 |
| -0.5 | -0.6 | -0.7 | -0.5 | -0.4 | -0.6 | -0.5 | -0.5 | -0.6 | -0.7 | -0.6 | -0.6 | -0.5 | -0.4 | -0.5 |
| -0.03 | -0.04 | -0.07 | -0.11 | -0.17 | -0.25 | -0.36 | -0.48 |
| 0.51 | 0.38 | 0.26 | 0.16 | 0.09 | 0.04 |
| 0.006 | 0.009 | 0.014 | 0.021 | 0.03 | 0.039 | 0.048 | 0.053 |
| 0.053 | 0.053 | 0.046 | 0.035 | 0.023 | 0.014 |
| 2.11 | 3.06 | 4.39 | 6.22 | 8.36 | 10.55 | 12.37 | 13.2 |
| 13.2 | 12.61 | 10.67 | 7.93 | 5.27 | 3.11 |
| -0.74 | -1.02 | -1.39 | -1.89 | -2.43 | -2.92 | -3.28 | -3.37 |
| -3.37 | -3.12 | -2.57 | -1.87 | -1.23 | -0.72 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9500 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 36.6 | 52.2 | 74.5 | 105.2 | 150 | 210.7 | 290.5 | 395.5 | 789.1 | 393.6 | 271.2 | 180 | 114.6 | 67.6 | 39 |
| -0.2 | 0.1 | 0 | -0.1 | 4.2 | 6.6 | 9.9 | 17.5 | -17 | -34.5 | -31.8 | -25.2 | -17.1 | -13.4 | -9.8 |
| 31 | 29.7 | 28.4 | 27.2 | 26.1 | 25.2 | 24.2 | 23.4 | 23.4 | 23.4 | 22.5 | 21.9 | 21.5 | 21 | 20.7 |
| -0.4 | -0.4 | -0.5 | -0.6 | -0.4 | -0.4 | -0.4 | -0.2 | -0.3 | -0.3 | -0.5 | -0.4 | -0.2 | -0.4 | -0.4 |
| -0.06 | -0.09 | -0.12 | -0.16 | -0.22 | -0.3 | -0.38 | -0.48 |
| 0.52 | 0.42 | 0.32 | 0.23 | 0.15 | 0.1 |
| 0.009 | 0.012 | 0.017 | 0.021 | 0.027 | 0.032 | 0.037 | 0.04 |
| 0.04 | 0.041 | 0.038 | 0.033 | 0.027 | 0.02 |
| 5.12 | 6.63 | 8.43 | 10.44 | 12.6 | 14.6 | 16.13 | 16.85 |
| 16.85 | 16.5 | 15.05 | 12.77 | 9.97 | 7.31 |
| -1.09 | -1.36 | -1.65 | -1.95 | -2.27 | -2.53 | -2.69 | -2.72 |
| -2.73 | -2.57 | -2.28 | -1.9 | -1.45 | -1.05 |
| 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 |
| 20.8 | 6.9 | 21 | 1.1 | 45.4 | 1 | 11500 |
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| -0.1 | -1.7 | -0.7 | -0.9 | 3.3 | 0 |
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| 20.6 | 12 | 20.8 | 2.4 | 40.7 | 1 | 11250 |
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| -0.5 | -4.4 | -0.1 | -1 | 3.1 | 0 |
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| 20.6 | 22.1 | 20.6 | 5.5 | 35.9 | 1 | 11000 |
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| -0.4 | -6.2 | -0.5 | -2.9 | 2.9 | 0 |
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| 20.7 | 39 | 20.4 | 12 | 30.9 | 1 | 10750 |
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| -0.4 | -9.8 | -0.5 | -5 | 2.6 | 0 |
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| 21 | 67.6 | 20.7 | 26.8 | 26.9 | 1.5 | 10500 |
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| -0.4 | -13.4 | -0.4 | -8.3 | 1.5 | -0.5 |
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| 21.5 | 114.6 | 20.9 | 54.7 | 23.6 | 3 | 10250 |
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| -0.2 | -17.1 | -0.5 | -15.1 | -0.1 | -2.9 |
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| 21.9 | 180 | 21.4 | 105.3 | 22.1 | 11.1 | 10000 | 517.7 | 23.9 | 608.4 | 21.5 | 685 | 22.2 |
| -0.4 | -25.2 | -0.6 | -23.2 | -1 | -10.5 | 42.7 | 0.6 | 29.5 | -0.4 | 29.2 | -0.1 |
| 22.5 | 271.2 | 21.9 | 184 | 22 | 44.8 | 9750 | 302.4 | 23.1 | 438.7 | 22.1 | 525 | 22.6 |
| -0.5 | -31.8 | -0.6 | -31.2 | -1.1 | -24.8 | 29.7 | -0.1 | 21.3 | -0.4 | 22.4 | -0.2 |
| 23.4 | 393.6 | 22.6 | 297.2 | 22.4 | 134.5 | 9500 | 141.4 | 23.1 | 301.3 | 22.8 | 395.5 | 23.4 |
| -0.3 | -34.5 | -0.7 | -39 | -1.1 | -40.4 | 11.7 | -0.7 | 13.5 | -0.5 | 17.5 | -0.2 |
| 24 | 536.5 | 23.5 | 445.9 | 23.3 | 296.8 | 9250 | 55.7 | 24.7 | 199.4 | 23.6 | 290.5 | 24.2 |
| -0.4 | -41 | -0.5 | -42.5 | -1.8 | -52.8 | 1.2 | -0.9 | 7.9 | -0.5 | 9.9 | -0.4 |
| 24.8 | 705 | 24.2 | 621.6 | 24.7 | 512.3 | 9000 | 20 | 26.8 | 127.8 | 24.6 | 210.7 | 25.2 |
| -0.5 | -45 | -1 | -50.9 | -2.2 | -54.3 | -2.8 | -1.4 | 2.9 | -0.6 | 6.6 | -0.4 |
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| 8750 | 7 | 29.3 | 80.7 | 25.8 | 150 | 26.1 |
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| -1.8 | -1.3 | 2.2 | -0.4 | 4.2 | -0.4 |
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| 8500 | 2.9 | 32.8 | 49.3 | 27 | 105.2 | 27.2 |
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| -0.9 | -0.9 | 0.4 | -0.5 | -0.1 | -0.6 |
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| 8250 | 1.7 | 37.5 | 29.5 | 28.2 | 74.5 | 28.4 |
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| -0.3 | 0 | -1 | -0.7 | 0 | -0.5 |
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| 8000 | 1 | 42 | 18.2 | 29.7 | 52.2 | 29.7 |
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| -0.5 | -1.1 | -0.8 | -0.6 | 0.1 | -0.4 |
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| 7750 | 1 | 48.9 | 11.4 | 31.3 | 36.6 | 31 |
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| 0 | 1.4 | -0.4 | -0.5 | -0.2 | -0.4 |
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| 7500 | 1 | 56 | 7.3 | 33.1 | 25.8 | 32.4 |
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| 0 | 1.7 | -0.3 | -0.5 | 0.1 | -0.3 |
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| 7250 | 1 | 63.3 | 4.5 | 34.7 | 18.6 | 34 |
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| 0 | 2.1 | -0.3 | -0.5 | -0.4 | -0.4 |
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| 7000 | 1 | 70.7 | 3 | 36.8 | 12.9 | 35.4 |
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| 0 | 2.5 | -0.4 | -0.8 | -0.1 | -0.3 |
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| 6750 | 1 | 78.4 | 2.1 | 38.9 | 0 | 0 |
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| 0 | 2.9 | 0.1 | 0 | 0 | 0 |
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| 6500 | 1 | 86.3 | 1.6 | 41.5 | 6.6 | 38.7 |
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| 0 | 3.3 | 0 | -0.1 | -0.2 | -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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