2010/10/04(Mon) OP
| P/C | 0.8 | -0.2 | 1 | 1.5 | 0.9 | 1.2 | 0.8 | 0.9 | 1.1 | 1 |
| 先物 | 9362.5 | -17.5 | 9380 | 9375 | 9567.5 | 9497.5 | 9547.5 | 9410 | 9522.5 | 9532.5 |
| 基準 | 23.1 | 0.8 | 22.3 | 23.9 | 22.2 | 22.7 | 23.3 | 23.3 | 23 | 23.6 |
| 期近 | 27.8 | 5.3 | 22.4 | 25.2 | 22.1 | 22.8 | 23.5 | 23.1 | 22.7 | 23.6 |
| 期先1 | 22.5 | 0.1 | 22.3 | 23.4 | 22.2 | 22.7 | 23.1 | 23.4 | 23.2 | 23.7 |
| 期先2 | 23.5 | 0 | 23.5 | 24.2 | 23.1 | 23.4 | 23.5 | 24 | 23.7 | 23.8 |
| 当/先 | 1.2 | 0.2 | 1 | 1.1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 0.9 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 3 | 38 | 66 |
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| 7500 | 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9250 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 |
| 10P750 | 10P775 | 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 9360 | 10C925 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 |
| 1 | 1 | 1 | 1 | 1.8 | 4.8 | 16.6 | 55.1 | 222 | 166.8 | 43.4 | 8.9 | 1.9 | 1 | 1 |
| 0 | 0 | 0 | -0.5 | -1.2 | -1.9 | -3.1 | -6.4 | -27.6 | -21.3 | -12.9 | -3.1 | -1.1 | -0.5 | 0 |
| 88.5 | 76.6 | 64.9 | 53.5 | 45.4 | 39.1 | 34.1 | 28.5 | 28.5 | 28.3 | 26.9 | 29.2 | 32.6 | 39.3 | 48.3 |
| 23.7 | 20.5 | 17.3 | 12.1 | 9.4 | 8.2 | 7.2 | 5.1 | 5.2 | 5.6 | 5.7 | 7.2 | 7.9 | 9.8 | 13.7 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.03 | -0.11 | -0.32 |
| 0.68 | 0.29 | 0.08 | 0.02 | 0.01 | 0.01 |
| 0.001 | 0.002 | 0.003 | 0.004 | 0.008 | 0.022 | 0.062 | 0.14 |
| 0.141 | 0.142 | 0.055 | 0.015 | 0.007 | 0.005 |
| 0.11 | 0.12 | 0.14 | 0.16 | 0.29 | 0.68 | 1.69 | 3.23 |
| 3.22 | 3.08 | 1.29 | 0.4 | 0.21 | 0.18 |
| -1.39 | -1.36 | -1.32 | -1.28 | -1.97 | -3.97 | -8.58 | -13.72 |
| -13.59 | -12.33 | -5.59 | -1.96 | -1.23 | -1.28 |
| 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 9360 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 7.4 | 12.1 | 20.7 | 31.7 | 53.8 | 87.5 | 141.8 | 224.1 | 559.7 | 335.6 | 203.3 | 109.8 | 53 | 23.3 | 10 |
| -0.7 | -0.7 | -0.4 | -1.9 | -1.4 | -1.9 | -2.6 | -1.3 | -18.5 | -17.3 | -16.4 | -12.2 | -8.8 | -5.1 | -2 |
| 33.9 | 32.1 | 30.6 | 28.5 | 27.1 | 25.6 | 24.2 | 23 | 23 | 22.9 | 21.8 | 20.9 | 20.3 | 19.9 | 20 |
| 0.6 | 0.6 | 0.7 | 0.3 | 0.4 | 0.3 | 0.2 | 0.2 | 0.2 | 0.3 | 0.1 | 0.1 | 0 | 0.1 | 0.3 |
| -0.02 | -0.03 | -0.05 | -0.08 | -0.13 | -0.2 | -0.29 | -0.42 |
| 0.58 | 0.43 | 0.29 | 0.17 | 0.09 | 0.04 |
| 0.005 | 0.007 | 0.011 | 0.017 | 0.025 | 0.036 | 0.047 | 0.056 |
| 0.056 | 0.059 | 0.054 | 0.041 | 0.026 | 0.015 |
| 1.41 | 2.11 | 3.19 | 4.44 | 6.29 | 8.38 | 10.45 | 11.87 |
| 11.87 | 11.94 | 10.33 | 7.58 | 4.76 | 2.7 |
| -0.62 | -0.88 | -1.27 | -1.65 | -2.22 | -2.79 | -3.29 | -3.55 |
| -3.55 | -3.4 | -2.82 | -2.01 | -1.24 | -0.7 |
| 12P750 | 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 9360 | 12C925 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 |
| 28.1 | 40.3 | 59.1 | 84.5 | 119.6 | 169.5 | 235.8 | 325.3 | 762.3 | 437 | 303 | 200 | 124.9 | 72.6 | 40 |
| -0.6 | -1.1 | -0.2 | 0.1 | -0.2 | -0.1 | -0.5 | -2.7 | -20.7 | -18 | -17 | -14.1 | -9.3 | -7.9 | -4.9 |
| 32.8 | 31.3 | 30.1 | 28.8 | 27.5 | 26.3 | 25.1 | 24 | 24 | 23.8 | 22.9 | 22.2 | 21.6 | 21.1 | 20.7 |
| 0.4 | 0.3 | 0.4 | 0.4 | 0.3 | 0.2 | 0.1 | -0.1 | -0.1 | 0 | 0 | 0 | 0.1 | 0 | 0.1 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.19 | -0.25 | -0.34 | -0.43 |
| 0.57 | 0.46 | 0.35 | 0.25 | 0.17 | 0.1 |
| 0.008 | 0.011 | 0.014 | 0.019 | 0.025 | 0.031 | 0.036 | 0.041 |
| 0.041 | 0.043 | 0.042 | 0.037 | 0.03 | 0.022 |
| 4.04 | 5.31 | 6.93 | 8.76 | 10.76 | 12.8 | 14.55 | 15.69 |
| 15.69 | 15.85 | 14.82 | 12.76 | 10.04 | 7.26 |
| -1 | -1.25 | -1.57 | -1.9 | -2.22 | -2.53 | -2.74 | -2.83 |
| -2.83 | -2.74 | -2.49 | -2.09 | -1.6 | -1.13 |
| 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 |
| 20.6 | 5.9 | 21.8 | 1.1 | 73.2 | 1 | 11250 |
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| 0.2 | -0.9 | 0.5 | -0.3 | 20.5 | 0 |
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| 20.7 | 11.9 | 20.8 | 2 | 65.2 | 1 | 11000 |
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| 0.5 | -0.5 | 0.3 | -0.6 | 18.3 | 0 |
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| 20.3 | 20.5 | 20.2 | 4.2 | 56.9 | 1 | 10750 |
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| -0.1 | -4.2 | 0.4 | -0.9 | 16.1 | 0 |
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| 20.7 | 40 | 20 | 10 | 48.3 | 1 | 10500 |
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| 0.1 | -4.9 | 0.3 | -2 | 13.7 | 0 |
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| 21.1 | 72.6 | 19.9 | 23.3 | 39.3 | 1 | 10250 |
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| 0 | -7.9 | 0.1 | -5.1 | 9.8 | -0.5 |
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| 21.6 | 124.9 | 20.3 | 53 | 32.6 | 1.9 | 10000 |
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| 0.1 | -9.3 | 0 | -8.8 | 7.9 | -1.1 |
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| 22.2 | 200 | 20.9 | 109.8 | 29.2 | 8.9 | 9750 | 397.3 | 30 | 498.3 | 21.1 | 587.5 | 22.3 |
| 0 | -14.1 | 0.1 | -12.2 | 7.2 | -3.1 | 13.9 | 7.2 | 5.5 | 0.2 | 2.5 | -0.1 |
| 22.9 | 303 | 21.8 | 203.3 | 26.9 | 43.4 | 9500 | 184.1 | 27.9 | 342.9 | 22.1 | 442.5 | 23.1 |
| 0 | -17 | 0.1 | -16.4 | 5.7 | -12.9 | 3.5 | 5.7 | 0 | 0 | 1 | 0 |
| 23.8 | 437 | 22.9 | 335.6 | 28.3 | 166.8 | 9250 | 55.1 | 28.5 | 224.1 | 23 | 325.3 | 24 |
| 0 | -18 | 0.3 | -17.3 | 5.6 | -21.3 | -6.4 | 5.1 | -1.3 | 0.2 | -2.7 | -0.1 |
| 25.1 | 600 | 23.9 | 501.9 | 33.5 | 378.1 | 9000 | 16.6 | 34.1 | 141.8 | 24.2 | 235.8 | 25.1 |
| 0.3 | -15 | 0.1 | -20.6 | 9.3 | -15.6 | -3.1 | 7.2 | -2.6 | 0.2 | -0.5 | 0.1 |
| 26 | 780 | 25.2 | 697.3 | 27.8 | 613 | 8750 | 4.8 | 39.1 | 87.5 | 25.6 | 169.5 | 26.3 |
| 0 | -20 | 0.2 | -20.2 | 0.3 | -20.6 | -1.9 | 8.2 | -1.9 | 0.3 | -0.1 | 0.2 |
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| 8500 | 1.8 | 45.4 | 53.8 | 27.1 | 119.6 | 27.5 |
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| -1.2 | 9.4 | -1.4 | 0.4 | -0.2 | 0.3 |
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| 8250 | 1 | 53.5 | 31.7 | 28.5 | 84.5 | 28.8 |
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| -0.5 | 12.1 | -1.9 | 0.3 | 0.1 | 0.4 |
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| 8000 | 1 | 64.9 | 20.7 | 30.6 | 59.1 | 30.1 |
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| 0 | 17.3 | -0.4 | 0.7 | -0.2 | 0.4 |
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| 7750 | 1 | 76.6 | 12.1 | 32.1 | 40.3 | 31.3 |
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| 0 | 20.5 | -0.7 | 0.6 | -1.1 | 0.3 |
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| 7500 | 1 | 88.5 | 7.4 | 33.9 | 28.1 | 32.8 |
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| 0 | 23.7 | -0.7 | 0.6 | -0.6 | 0.4 |
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| 7250 | 1 | 100.7 | 4.5 | 35.6 | 19.8 | 34.4 |
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| 0 | 27.1 | -0.5 | 0.6 | -0.9 | 0.3 |
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| 7000 | 1 | 113.2 | 3.1 | 38.1 | 14.1 | 36.1 |
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| 0 | 30.5 | -0.2 | 1 | -0.8 | 0.3 |
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| 6750 | 1 | 126.1 | 2 | 40.1 | 0 | 0 |
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| 0 | 34 | -0.1 | 1 | 0 | 0 |
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| 6500 | 1 | 139.3 | 1.2 | 42 | 6.7 | 39.2 |
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| 0 | 37.7 | -0.3 | 0.5 | -0.4 | 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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| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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