2010/10/01(Fri) OP
| P/C | 1 | -0.4 | 1.5 | 0.9 | 1.2 | 0.8 | 0.9 | 1.1 | 1 | 1 |
| 先物 | 9380 | 5 | 9375 | 9567.5 | 9497.5 | 9547.5 | 9410 | 9522.5 | 9532.5 | 9572.5 |
| 基準 | 22.3 | -1.6 | 23.9 | 22.2 | 22.7 | 23.3 | 23.3 | 23 | 23.6 | 22.6 |
| 期近 | 22.4 | -2.8 | 25.2 | 22.1 | 22.8 | 23.5 | 23.1 | 22.7 | 23.6 | 22.5 |
| 期先1 | 22.3 | -1.1 | 23.4 | 22.2 | 22.7 | 23.1 | 23.4 | 23.2 | 23.7 | 23 |
| 期先2 | 23.5 | -0.7 | 24.2 | 23.1 | 23.4 | 23.5 | 24 | 23.7 | 23.8 | 23.3 |
| 当/先 | 1 | -0.1 | 1.1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 0.9 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 6 | 41 | 69 |
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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 | 9380 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 1 | 1 | 1.5 | 3 | 6.7 | 19.7 | 61.5 | 180.5 | 236.9 | 56.3 | 11.9 | 3 | 1.5 | 1 | 1 |
| -0.6 | -1.6 | -2.4 | -4.1 | -7.7 | -14.8 | -24.1 | -26.1 | -43.3 | -17.3 | -10.2 | -3.5 | -0.8 | 0 | 0 |
| 56.1 | 47.7 | 41.3 | 36.1 | 30.9 | 26.9 | 23.4 | 22.2 | 21.5 | 21.2 | 22 | 24.7 | 29.5 | 34.6 | 40.9 |
| 1.4 | -2.1 | -2.4 | -2.5 | -2.8 | -2.9 | -3 | -3.1 | -2.6 | -2.4 | -2.6 | -1.8 | 0.3 | 2.3 | 2.7 |
| 0 | -0.01 | -0.01 | -0.02 | -0.04 | -0.12 | -0.32 | -0.66 |
| 0.33 | 0.09 | 0.03 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.005 | 0.01 | 0.024 | 0.06 | 0.123 | 0.133 |
| 0.138 | 0.062 | 0.02 | 0.009 | 0.005 | 0.003 |
| 0.16 | 0.19 | 0.29 | 0.55 | 1.12 | 2.46 | 4.43 | 4.53 |
| 4.49 | 2.09 | 0.75 | 0.39 | 0.25 | 0.22 |
| -0.72 | -0.7 | -0.94 | -1.57 | -2.7 | -5.19 | -8.16 | -7.88 |
| -7.49 | -3.61 | -1.45 | -0.91 | -0.67 | -0.7 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9380 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 12.8 | 21.2 | 33.7 | 55.2 | 89.4 | 144.4 | 225.4 | 342.9 | 562.6 | 219.6 | 122 | 61.7 | 28.4 | 12 | 5.1 |
| -3.2 | -5.9 | -6.4 | -9.7 | -13.3 | -16.5 | -19.9 | -20.9 | -34 | -13.1 | -12.6 | -9.4 | -6.2 | -3.5 | -1.9 |
| 31.5 | 29.9 | 28.2 | 26.7 | 25.2 | 24.1 | 22.9 | 22 | 21.8 | 21.7 | 20.8 | 20.2 | 19.9 | 19.7 | 19.8 |
| -0.9 | -1.2 | -0.9 | -1 | -1.1 | -1.1 | -1.2 | -1.2 | -1 | -1 | -1 | -1 | -0.9 | -0.9 | -0.9 |
| -0.03 | -0.05 | -0.08 | -0.13 | -0.19 | -0.29 | -0.41 | -0.55 |
| 0.45 | 0.3 | 0.18 | 0.1 | 0.05 | 0.02 |
| 0.007 | 0.011 | 0.017 | 0.025 | 0.035 | 0.045 | 0.054 | 0.057 |
| 0.058 | 0.053 | 0.041 | 0.028 | 0.016 | 0.008 |
| 2.25 | 3.33 | 4.71 | 6.56 | 8.69 | 10.82 | 12.29 | 12.49 |
| 12.48 | 11.02 | 8.37 | 5.48 | 3.14 | 1.68 |
| -0.86 | -1.2 | -1.6 | -2.11 | -2.65 | -3.14 | -3.39 | -3.31 |
| -3.28 | -2.78 | -2.05 | -1.32 | -0.75 | -0.4 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9380 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 41.4 | 59.3 | 84.4 | 119.7 | 169.6 | 236.3 | 328 | 441.5 | 761.5 | 320 | 214 | 134.3 | 80.5 | 44.9 | 24.7 |
| -5.7 | -6.6 | -8.4 | -10.6 | -11.9 | -15.3 | -14 | -16.2 | -28.5 | -12.3 | -9.8 | -9.6 | -8.5 | -4.8 | -3.9 |
| 31.1 | 29.7 | 28.4 | 27.2 | 26.1 | 24.9 | 24.1 | 23.1 | 23 | 22.9 | 22.2 | 21.5 | 21.1 | 20.6 | 20.5 |
| -0.7 | -0.6 | -0.6 | -0.7 | -0.6 | -0.7 | -0.6 | -0.7 | -0.7 | -0.7 | -0.6 | -0.7 | -0.7 | -0.5 | -0.6 |
| -0.07 | -0.1 | -0.14 | -0.19 | -0.25 | -0.33 | -0.43 | -0.53 |
| 0.47 | 0.36 | 0.26 | 0.18 | 0.11 | 0.07 |
| 0.011 | 0.014 | 0.019 | 0.024 | 0.03 | 0.036 | 0.04 | 0.042 |
| 0.042 | 0.041 | 0.037 | 0.03 | 0.023 | 0.016 |
| 5.48 | 7.07 | 8.92 | 10.96 | 13.03 | 14.83 | 16.03 | 16.27 |
| 16.27 | 15.35 | 13.35 | 10.71 | 7.87 | 5.44 |
| -1.23 | -1.51 | -1.82 | -2.14 | -2.44 | -2.66 | -2.77 | -2.7 |
| -2.7 | -2.47 | -2.08 | -1.63 | -1.17 | -0.8 |
| 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 |
| 20.7 | 3.9 | 22.8 | 1 | 58.3 | 1 | 11500 |
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| -0.7 | -1.2 | -0.3 | -0.2 | 4 | 0 |
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| 20.4 | 6.9 | 21.3 | 1.4 | 52.7 | 1 | 11250 |
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| -0.7 | -2 | -0.3 | -0.3 | 3.6 | 0 |
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| 20.2 | 12.4 | 20.5 | 2.6 | 46.9 | 1 | 11000 |
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| -0.6 | -2.7 | -0.6 | -0.8 | 3.2 | 0 |
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| 20.5 | 24.7 | 19.8 | 5.1 | 40.9 | 1 | 10750 |
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| -0.6 | -3.9 | -0.9 | -1.9 | 2.7 | 0 |
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| 20.6 | 44.9 | 19.7 | 12 | 34.6 | 1 | 10500 |
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| -0.5 | -4.8 | -0.9 | -3.5 | 2.3 | 0 |
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| 21.1 | 80.5 | 19.9 | 28.4 | 29.5 | 1.5 | 10250 |
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| -0.7 | -8.5 | -0.9 | -6.2 | 0.3 | -0.8 |
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| 21.5 | 134.3 | 20.2 | 61.7 | 24.7 | 3 | 10000 | 626.7 | 28.6 | 682.7 | 20.5 | 755 | 21.7 |
| -0.7 | -9.6 | -1 | -9.4 | -1.8 | -3.5 | -11.5 | -2.2 | -20 | -1.6 | -17.2 | -0.8 |
| 22.2 | 214 | 20.8 | 122 | 22 | 11.9 | 9750 | 383.4 | 22.8 | 492.8 | 20.9 | 585 | 22.4 |
| -0.6 | -9.8 | -1 | -12.6 | -2.6 | -10.2 | -21.3 | -4.4 | -20.3 | -1.2 | -17.5 | -0.8 |
| 22.9 | 320 | 21.7 | 219.6 | 21.2 | 56.3 | 9500 | 180.5 | 22.2 | 342.9 | 22 | 441.5 | 23.1 |
| -0.7 | -12.3 | -1 | -13.1 | -2.4 | -17.3 | -26.1 | -3.1 | -20.9 | -1.2 | -16.2 | -0.7 |
| 23.8 | 455 | 22.6 | 352.9 | 22.6 | 188.1 | 9250 | 61.5 | 23.4 | 225.4 | 22.9 | 328 | 24.1 |
| -0.6 | -9.8 | -1 | -13 | -2.1 | -14.4 | -24.1 | -3 | -19.9 | -1.2 | -14 | -0.6 |
| 24.7 | 615 | 23.8 | 522.5 | 24.2 | 393.7 | 9000 | 19.7 | 26.9 | 144.4 | 24.1 | 236.3 | 24.9 |
| -0.4 | -5 | -1 | -10.1 | -2.5 | -6.5 | -14.8 | -2.9 | -16.5 | -1.1 | -15.3 | -0.7 |
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| 8750 | 6.7 | 30.9 | 89.4 | 25.2 | 169.6 | 26.1 |
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| -7.7 | -2.8 | -13.3 | -1.1 | -11.9 | -0.6 |
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| 8500 | 3 | 36.1 | 55.2 | 26.7 | 119.7 | 27.2 |
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| -4.1 | -2.5 | -9.7 | -1 | -10.6 | -0.7 |
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| 8250 | 1.5 | 41.3 | 33.7 | 28.2 | 84.4 | 28.4 |
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| -2.4 | -2.4 | -6.4 | -0.9 | -8.4 | -0.6 |
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| 8000 | 1 | 47.7 | 21.2 | 29.9 | 59.3 | 29.7 |
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| -1.6 | -2.1 | -5.9 | -1.2 | -6.6 | -0.6 |
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| 7750 | 1 | 56.1 | 12.8 | 31.5 | 41.4 | 31.1 |
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| -0.6 | 1.4 | -3.2 | -0.9 | -5.7 | -0.7 |
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| 7500 | 1 | 64.8 | 8 | 33.3 | 28.7 | 32.5 |
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| 0 | 4.7 | -2 | -0.8 | -5.3 | -0.9 |
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| 7250 | 1 | 73.6 | 5 | 35.1 | 20.8 | 34.2 |
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| 0 | 5.3 | -1.3 | -0.7 | -3.2 | -0.7 |
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| 7000 | 1 | 82.7 | 3.3 | 37.1 | 14.9 | 35.8 |
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| 0 | 5.9 | -0.9 | -0.7 | -2 | -0.5 |
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| 6750 | 1 | 92 | 2.1 | 39.1 | 0 | 0 |
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| 0 | 6.6 | -0.9 | -1.2 | 0 | 0 |
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| 6500 | 1 | 101.7 | 1.5 | 41.5 | 7.1 | 38.8 |
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| 0 | 7.3 | -0.6 | -0.9 | -1.9 | -1 |
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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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