2010/10/05(Tue) OP
| P/C | 0.9 | 0.1 | 0.8 | 1 | 1.5 | 0.9 | 1.2 | 0.8 | 0.9 | 1.1 |
| 先物 | 9522.5 | 160 | 9362.5 | 9380 | 9375 | 9567.5 | 9497.5 | 9547.5 | 9410 | 9522.5 |
| 基準 | 22.4 | -0.7 | 23.1 | 22.3 | 23.9 | 22.2 | 22.7 | 23.3 | 23.3 | 23 |
| 期近 | 27.5 | -0.2 | 27.8 | 22.4 | 25.2 | 22.1 | 22.8 | 23.5 | 23.1 | 22.7 |
| 期先1 | 21.9 | -0.5 | 22.5 | 22.3 | 23.4 | 22.2 | 22.7 | 23.1 | 23.4 | 23.2 |
| 期先2 | 22.8 | -0.7 | 23.5 | 23.5 | 24.2 | 23.1 | 23.4 | 23.5 | 24 | 23.7 |
| 当/先 | 1.3 | 0 | 1.2 | 1 | 1.1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 0.9 | 1 | 1 | 1 | 1 | 1 | 1 |
| 2 | 37 | 65 |
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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 | 9520 | 10C950 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 |
| 1 | 1 | 1 | 1.3 | 2.6 | 6 | 17.7 | 73.1 | 167.9 | 94.8 | 18.8 | 3.7 | 1 | 1 | 1 |
| 0 | 0 | 0 | -0.5 | -2.3 | -10.5 | -37.4 | -110.9 | -59.6 | 51.3 | 9.9 | 1.8 | 0 | 0 | 0 |
| 98.6 | 84.8 | 71.2 | 59.8 | 50.7 | 41.9 | 33.3 | 27.5 | 27.4 | 27.2 | 29.2 | 33.7 | 39.2 | 50 | 60.4 |
| 22 | 19.8 | 17.7 | 14.4 | 11.5 | 7.8 | 4.7 | -0.4 | -0.1 | 0.3 | 0 | 1.1 | -0.1 | 1.7 | 3.5 |
| 0 | 0 | -0.01 | -0.01 | -0.02 | -0.05 | -0.14 | -0.45 |
| 0.55 | 0.16 | 0.04 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.005 | 0.011 | 0.03 | 0.086 | 0.188 |
| 0.19 | 0.109 | 0.031 | 0.009 | 0.006 | 0.004 |
| 0.09 | 0.11 | 0.12 | 0.18 | 0.34 | 0.73 | 1.67 | 3.03 |
| 3.03 | 1.87 | 0.61 | 0.21 | 0.17 | 0.14 |
| -1.96 | -1.92 | -1.86 | -2.25 | -3.64 | -6.46 | -11.77 | -17.66 |
| -17.49 | -11.58 | -4.36 | -1.73 | -1.78 | -1.85 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9520 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 8.7 | 14.7 | 22.7 | 36.9 | 59.3 | 100 | 162.9 | 257.1 | 534.7 | 277.6 | 160.1 | 84.9 | 39.4 | 17 | 6.9 |
| -3.4 | -6 | -9.1 | -16.9 | -28.1 | -41.7 | -61.2 | -85.8 | -11.5 | 74.4 | 50.3 | 31.9 | 16.2 | 7 | 2.6 |
| 33 | 31.4 | 29.3 | 27.5 | 25.8 | 24.5 | 23.3 | 22.1 | 22 | 21.9 | 21 | 20.5 | 20 | 19.8 | 19.8 |
| 0.9 | 0.8 | 0.8 | 0.4 | 0.2 | 0.3 | 0.2 | 0.1 | 0.1 | 0.1 | 0 | 0.2 | 0.1 | -0.2 | -0.4 |
| -0.02 | -0.04 | -0.06 | -0.09 | -0.14 | -0.22 | -0.33 | -0.47 |
| 0.53 | 0.38 | 0.24 | 0.13 | 0.07 | 0.03 |
| 0.005 | 0.008 | 0.013 | 0.02 | 0.029 | 0.04 | 0.051 | 0.059 |
| 0.06 | 0.059 | 0.05 | 0.035 | 0.021 | 0.011 |
| 1.63 | 2.47 | 3.5 | 4.99 | 6.86 | 9.1 | 11.09 | 12.12 |
| 12.12 | 11.56 | 9.44 | 6.52 | 3.91 | 2.07 |
| -0.72 | -1.04 | -1.37 | -1.84 | -2.36 | -2.98 | -3.44 | -3.58 |
| -3.56 | -3.25 | -2.6 | -1.75 | -1.04 | -0.55 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9520 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 30.3 | 44.9 | 63.7 | 89.7 | 129.6 | 183.6 | 257.5 | 355 | 734.8 | 379.8 | 256.2 | 164.4 | 99.5 | 55.2 | 30 |
| -10 | -14.2 | -20.9 | -29.9 | -39.9 | -52.1 | -67.8 | -87.5 | -10.7 | 76.8 | 56.3 | 39.5 | 26.8 | 15.2 | 9.5 |
| 31.5 | 30.3 | 28.9 | 27.4 | 26.2 | 25 | 23.9 | 22.9 | 22.9 | 22.9 | 22 | 21.4 | 20.9 | 20.3 | 20.1 |
| 0.2 | 0.2 | 0.1 | -0.1 | -0.1 | 0 | -0.1 | -0.2 | -0.1 | 0 | -0.2 | -0.2 | -0.2 | -0.4 | -0.2 |
| -0.05 | -0.08 | -0.11 | -0.15 | -0.21 | -0.28 | -0.37 | -0.47 |
| 0.53 | 0.42 | 0.31 | 0.22 | 0.14 | 0.08 |
| 0.009 | 0.012 | 0.016 | 0.021 | 0.027 | 0.033 | 0.039 | 0.043 |
| 0.043 | 0.044 | 0.041 | 0.035 | 0.027 | 0.019 |
| 4.39 | 5.84 | 7.48 | 9.36 | 11.49 | 13.53 | 15.18 | 16.03 |
| 16.03 | 15.74 | 14.23 | 11.8 | 8.87 | 6.21 |
| -1.06 | -1.35 | -1.65 | -1.96 | -2.3 | -2.58 | -2.77 | -2.79 |
| -2.82 | -2.66 | -2.34 | -1.89 | -1.38 | -0.96 |
| 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 | 4 | 22.4 | 1 | 89.2 | 1 | 11500 |
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| -0.8 | 0.8 | -1.5 | 0 | 8.4 | 0 |
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| 20.1 | 8.2 | 20.4 | 1.2 | 80 | 1 | 11250 |
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| -0.5 | 2.3 | -1.4 | 0.1 | 6.8 | 0 |
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| 20.1 | 16.3 | 20.1 | 2.8 | 70.4 | 1 | 11000 |
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| -0.5 | 4.5 | -0.8 | 0.9 | 5.2 | 0 |
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| 20.1 | 30 | 19.8 | 6.9 | 60.4 | 1 | 10750 |
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| -0.2 | 9.5 | -0.4 | 2.6 | 3.5 | 0 |
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| 20.3 | 55.2 | 19.8 | 17 | 50 | 1 | 10500 |
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| -0.4 | 15.2 | -0.2 | 7 | 1.7 | 0 |
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| 20.9 | 99.5 | 20 | 39.4 | 39.2 | 1 | 10250 |
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| -0.2 | 26.8 | 0.1 | 16.2 | -0.1 | 0 |
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| 21.4 | 164.4 | 20.5 | 84.9 | 33.7 | 3.7 | 10000 | 487.6 | 41.4 | 561.6 | 20.5 | 640 | 21.4 |
| -0.2 | 39.5 | 0.2 | 31.9 | 1.1 | 1.8 | -154 | 4.4 | -128.4 | 0.2 | -118.4 | -0.1 |
| 22 | 256.2 | 21 | 160.1 | 29.3 | 18.8 | 9750 | 249.6 | 31 | 389.1 | 21.2 | 484.8 | 22.2 |
| -0.2 | 56.3 | 0 | 50.3 | 0 | 9.9 | -147.7 | 1 | -109.2 | 0.1 | -102.7 | -0.1 |
| 22.9 | 379.8 | 21.9 | 277.6 | 27.2 | 94.8 | 9500 | 73.1 | 27.5 | 257.1 | 22.1 | 355 | 22.9 |
| 0 | 76.8 | 0.1 | 74.4 | 0.3 | 51.3 | -110.9 | -0.4 | -85.8 | 0.1 | -87.5 | -0.2 |
| 23.8 | 529.5 | 22.9 | 432.7 | 31.7 | 287.8 | 9250 | 17.7 | 33.3 | 162.9 | 23.3 | 257.5 | 23.9 |
| -0.1 | 92.5 | 0.1 | 97.1 | 3.4 | 120.9 | -37.4 | 4.7 | -61.2 | 0.2 | -67.8 | -0.1 |
| 24.8 | 705 | 24.5 | 623 | 0 | 521.8 | 9000 | 6 | 41.9 | 100 | 24.5 | 183.6 | 25 |
| -0.2 | 105 | 0.5 | 121.1 | -33.5 | 143.7 | -10.5 | 7.8 | -41.7 | 0.3 | -52.1 | 0 |
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| 8750 | 2.6 | 50.7 | 59.3 | 25.8 | 129.6 | 26.2 |
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| -2.3 | 11.5 | -28.1 | 0.2 | -39.9 | -0.1 |
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| 8500 | 1.3 | 59.8 | 36.9 | 27.5 | 89.7 | 27.4 |
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| -0.5 | 14.4 | -16.9 | 0.4 | -29.9 | -0.1 |
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| 8250 | 1 | 71.2 | 22.7 | 29.3 | 63.7 | 28.9 |
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| 0 | 17.7 | -9.1 | 0.8 | -20.9 | 0.1 |
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| 8000 | 1 | 84.8 | 14.7 | 31.4 | 44.9 | 30.3 |
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| 0 | 19.8 | -6 | 0.8 | -14.2 | 0.2 |
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| 7750 | 1 | 98.6 | 8.7 | 33 | 30.3 | 31.5 |
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| 0 | 22 | -3.4 | 0.9 | -10 | 0.2 |
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| 7500 | 1 | 112.7 | 5.9 | 35.3 | 21.7 | 33.2 |
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| 0 | 24.2 | -1.5 | 1.4 | -6.5 | 0.4 |
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| 7250 | 1 | 127.1 | 3.8 | 37.3 | 16 | 35.1 |
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| 0 | 26.4 | -0.6 | 1.7 | -3.9 | 0.7 |
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| 7000 | 1 | 142 | 2.6 | 39.7 | 10.9 | 36.5 |
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| 0 | 28.8 | -0.5 | 1.6 | -3.2 | 0.4 |
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| 6750 | 1 | 157.3 | 1.8 | 42 | 0 | 0 |
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| 0 | 31.2 | -0.2 | 1.9 | 0 | 0 |
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| 6500 | 1 | 173 | 1 | 43.5 | 5.9 | 40.4 |
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| 0 | 33.7 | -0.2 | 1.5 | -0.7 | 1.2 |
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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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