2010/9/29(Wed) OP
| P/C | 0.9 | -0.4 | 1.2 | 0.8 | 0.9 | 1.1 | 1 | 1 | 0.9 | 0.6 |
| 先物 | 9567.5 | 70 | 9497.5 | 9547.5 | 9410 | 9522.5 | 9532.5 | 9572.5 | 9437.5 | 9462.5 |
| 基準 | 22.2 | -0.5 | 22.7 | 23.3 | 23.3 | 23 | 23.6 | 22.6 | 23.8 | 24.6 |
| 期近 | 22.1 | -0.6 | 22.8 | 23.5 | 23.1 | 22.7 | 23.6 | 22.5 | 23.8 | 24.7 |
| 期先1 | 22.2 | -0.5 | 22.7 | 23.1 | 23.4 | 23.2 | 23.7 | 23 | 23.9 | 23.9 |
| 期先2 | 23.1 | -0.3 | 23.4 | 23.5 | 24 | 23.7 | 23.8 | 23.3 | 23.9 | 24 |
| 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 |
| 8 | 43 | 71 |
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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 | 9560 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 1 | 1 | 1.5 | 2.7 | 5 | 13 | 34.8 | 98.8 | 262.3 | 163.5 | 55.2 | 13.9 | 3.6 | 1.3 | 1 |
| 0 | 0 | -0.2 | -0.2 | -2 | -7 | -20.8 | -42.6 | -13.7 | 28.9 | 10.4 | 2.8 | 0.7 | -0.1 | 0 |
| 53.4 | 46.1 | 40.9 | 36.2 | 31.3 | 27.9 | 24.6 | 22.6 | 22.4 | 22 | 21.6 | 22 | 23.6 | 26.3 | 31 |
| 4.5 | 4.1 | 3.4 | 3.4 | 2 | 1.1 | 0 | -0.6 | -0.5 | -0.3 | -0.4 | -0.1 | 0.1 | -0.6 | 0.1 |
| 0 | 0 | -0.01 | -0.01 | -0.03 | -0.07 | -0.18 | -0.41 |
| 0.59 | 0.29 | 0.09 | 0.03 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.004 | 0.007 | 0.014 | 0.034 | 0.073 | 0.119 |
| 0.122 | 0.109 | 0.053 | 0.019 | 0.007 | 0.004 |
| 0.17 | 0.2 | 0.31 | 0.53 | 0.94 | 1.97 | 3.77 | 5.63 |
| 5.63 | 4.94 | 2.44 | 0.93 | 0.4 | 0.28 |
| -0.56 | -0.54 | -0.75 | -1.14 | -1.75 | -3.28 | -5.54 | -7.58 |
| -7.42 | -6.37 | -3.21 | -1.32 | -0.63 | -0.52 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9560 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 9.8 | 15.9 | 25.3 | 41.4 | 67 | 108.6 | 170.2 | 262.7 | 589.5 | 326.8 | 205.5 | 115.4 | 60.5 | 28.1 | 13.1 |
| -1.6 | -2.3 | -4.1 | -7.9 | -13.7 | -19.2 | -29.2 | -38.6 | -9.1 | 29.6 | 21.5 | 10.1 | 5.8 | 1.3 | 1.1 |
| 31.8 | 30.2 | 28.6 | 27.2 | 25.8 | 24.6 | 23.4 | 22.6 | 22.4 | 22.2 | 21.6 | 20.8 | 20.4 | 19.9 | 20 |
| 0.4 | 0.5 | 0.4 | 0.2 | 0 | 0 | -0.2 | -0.2 | -0.3 | -0.3 | -0.3 | -0.6 | -0.5 | -0.7 | -0.4 |
| -0.02 | -0.04 | -0.06 | -0.09 | -0.15 | -0.22 | -0.32 | -0.45 |
| 0.55 | 0.41 | 0.28 | 0.17 | 0.09 | 0.05 |
| 0.005 | 0.008 | 0.013 | 0.019 | 0.027 | 0.037 | 0.046 | 0.053 |
| 0.054 | 0.055 | 0.049 | 0.038 | 0.025 | 0.015 |
| 1.86 | 2.74 | 3.93 | 5.57 | 7.58 | 9.83 | 11.84 | 13.04 |
| 13.04 | 12.86 | 11.12 | 8.44 | 5.53 | 3.35 |
| -0.68 | -0.96 | -1.29 | -1.74 | -2.25 | -2.79 | -3.19 | -3.38 |
| -3.35 | -3.22 | -2.68 | -1.99 | -1.27 | -0.77 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9570 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 32.4 | 46.3 | 65.6 | 94 | 133.7 | 187.4 | 260.5 | 359.1 | 786.9 | 427.7 | 300.7 | 200.3 | 126.6 | 76 | 44.5 |
| -4.2 | -5.9 | -8.9 | -11.2 | -16.3 | -23.2 | -30 | -36.4 | -2.2 | 34.1 | 29.5 | 20.3 | 12 | 8.5 | 5.5 |
| 31.2 | 29.8 | 28.5 | 27.3 | 26.2 | 25.1 | 24.1 | 23.4 | 23.4 | 23.3 | 22.6 | 21.9 | 21.3 | 20.9 | 20.7 |
| 0.2 | 0.2 | 0.1 | 0.2 | 0.1 | -0.1 | -0.1 | -0.1 | -0.1 | 0 | 0.1 | 0 | -0.2 | -0.1 | -0.1 |
| -0.05 | -0.08 | -0.11 | -0.15 | -0.2 | -0.27 | -0.36 | -0.45 |
| 0.55 | 0.45 | 0.34 | 0.25 | 0.17 | 0.11 |
| 0.008 | 0.011 | 0.015 | 0.02 | 0.025 | 0.031 | 0.036 | 0.04 |
| 0.04 | 0.041 | 0.04 | 0.035 | 0.029 | 0.021 |
| 4.7 | 6.12 | 7.82 | 9.81 | 11.96 | 14.03 | 15.75 | 16.75 |
| 16.75 | 16.72 | 15.54 | 13.37 | 10.64 | 7.93 |
| -1.02 | -1.28 | -1.56 | -1.87 | -2.19 | -2.46 | -2.65 | -2.73 |
| -2.75 | -2.65 | -2.39 | -2 | -1.56 | -1.15 |
| 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 |
| 20.3 | 7 | 20.5 | 1.1 | 46.3 | 1 | 11500 |
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| -0.5 | 0.1 | -0.5 | 0 | 1 | 0 |
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| 20.4 | 13.7 | 20 | 2.3 | 41.4 | 1 | 11250 |
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| -0.1 | 1.7 | -0.7 | -0.2 | 0.7 | 0 |
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| 20.5 | 24.8 | 20.1 | 5.9 | 36.3 | 1 | 11000 |
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| -0.2 | 2.7 | -0.4 | 0.5 | 0.4 | 0 |
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| 20.7 | 44.5 | 20 | 13.1 | 31 | 1 | 10750 |
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| -0.1 | 5.5 | -0.4 | 1.1 | 0.1 | 0 |
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| 20.9 | 76 | 19.9 | 28.1 | 26.3 | 1.3 | 10500 |
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| -0.1 | 8.5 | -0.7 | 1.3 | -0.6 | -0.1 |
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| 21.3 | 126.6 | 20.4 | 60.5 | 23.6 | 3.6 | 10250 |
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| -0.2 | 12 | -0.5 | 5.8 | 0.1 | 0.7 |
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| 21.9 | 200.3 | 20.8 | 115.4 | 22 | 13.9 | 10000 | 445.5 | 21.7 | 550 | 21.1 | 630 | 21.8 |
| 0 | 20.3 | -0.6 | 10.1 | -0.1 | 2.8 | -72.3 | -2.3 | -58.4 | -0.4 | -55 | -0.4 |
| 22.6 | 300.7 | 21.6 | 205.5 | 21.6 | 55.2 | 9750 | 239.8 | 22 | 387.8 | 21.7 | 480.2 | 22.5 |
| 0.1 | 29.5 | -0.3 | 21.5 | -0.4 | 10.4 | -62.6 | -1 | -50.9 | -0.4 | -44.8 | -0.1 |
| 23.3 | 427.7 | 22.2 | 326.8 | 22 | 163.5 | 9500 | 98.8 | 22.6 | 262.7 | 22.6 | 359.1 | 23.4 |
| 0 | 34.1 | -0.3 | 29.6 | -0.3 | 28.9 | -42.6 | -0.6 | -38.6 | -0.2 | -36.4 | -0.1 |
| 24.1 | 579.8 | 23.3 | 487.5 | 23.9 | 349.9 | 9250 | 34.8 | 24.6 | 170.2 | 23.4 | 260.5 | 24.1 |
| 0.1 | 43.3 | -0.1 | 41.6 | 0.7 | 53.1 | -20.8 | 0 | -29.2 | -0.2 | -30 | -0.1 |
| 25.2 | 758.1 | 24.5 | 675.7 | 26.8 | 578.4 | 9000 | 13 | 27.9 | 108.6 | 24.6 | 187.4 | 25.1 |
| 0.4 | 53.1 | 0.3 | 54 | 2.1 | 66.2 | -7 | 1.1 | -19.2 | 0 | -23.2 | -0.1 |
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| 8750 | 5 | 31.3 | 67 | 25.8 | 133.7 | 26.2 |
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| -2 | 2 | -13.7 | 0 | -16.3 | 0.1 |
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| 8500 | 2.7 | 36.2 | 41.4 | 27.2 | 94 | 27.3 |
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| -0.2 | 3.4 | -7.9 | 0.2 | -11.2 | 0.2 |
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| 8250 | 1.5 | 40.9 | 25.3 | 28.6 | 65.6 | 28.5 |
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| -0.2 | 3.4 | -4.1 | 0.4 | -8.9 | 0.1 |
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| 8000 | 1 | 46.1 | 15.9 | 30.2 | 46.3 | 29.8 |
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| 0 | 4.1 | -2.3 | 0.5 | -5.9 | 0.2 |
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| 7750 | 1 | 53.4 | 9.8 | 31.8 | 32.4 | 31.2 |
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| 0 | 4.5 | -1.6 | 0.4 | -4.2 | 0.2 |
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| 7500 | 1 | 60.9 | 6.6 | 33.8 | 22.4 | 32.5 |
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| 0 | 4.9 | -0.8 | 0.7 | -3.3 | 0.1 |
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| 7250 | 1 | 68.6 | 4 | 35.4 | 16.4 | 34.2 |
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| 0 | 5.3 | -0.5 | 0.6 | -2.2 | 0.2 |
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| 7000 | 1 | 76.4 | 2.6 | 37.3 | 11.7 | 35.8 |
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| 0 | 5.7 | -0.4 | 0.5 | -1.2 | 0.3 |
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| 6750 | 1 | 84.5 | 1.9 | 39.8 | 0 | 0 |
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| 0 | 6.1 | -0.1 | 0.9 | 0 | 0 |
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| 6500 | 1 | 92.9 | 1.6 | 42.7 | 5.6 | 38.8 |
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| 0 | 6.6 | 0 | 1.2 | -1 | 0 |
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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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