2010/10/06(Wed)OP
| P/C | 0.9 | 0 | 0.9 | 0.8 | 1 | 1.5 | 0.9 | 1.2 | 0.8 | 0.9 |
| 先物 | 9695 | 172.5 | 9522.5 | 9362.5 | 9380 | 9375 | 9568 | 9498 | 9548 | 9410 |
| 基準 | 21.9 | -0.5 | 22.4 | 23.1 | 22.3 | 23.9 | 22.2 | 22.7 | 23.3 | 23.3 |
| 期近 | 31.2 | 3.7 | 27.5 | 27.7 | 22.4 | 25.2 | 22.1 | 22.8 | 23.5 | 23.1 |
| 期先1 | 21.4 | -0.5 | 21.9 | 22.5 | 22.3 | 23.4 | 22.2 | 22.7 | 23.1 | 23.4 |
| 期先2 | 22.4 | -0.4 | 22.8 | 23.5 | 23.5 | 24.2 | 23.1 | 23.4 | 23.5 | 24 |
| 当/先 | 1.5 | 0.2 | 1.3 | 1.2 | 1 | 1.1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 0.9 | 1 | 1 | 1 | 1 | 1 |
| 1 | 36 | 64 |
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| 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 9750 | 9750 | 10000 | 10250 | 10500 | 10750 | 11000 |
| 10P800 | 10P825 | 10P850 | 10P875 | 10P900 | 10P925 | 10P950 | 10P975 | 9690 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 | 10C1100 |
| 1 | 1 | 1 | 1 | 1.9 | 4.9 | 21.4 | 104.2 | 148.5 | 44.3 | 5.7 | 1.5 | 1 | 1 | 1 |
| 0 | 0 | -0.3 | -1.6 | -4.1 | -12.9 | -51.7 | -145.4 | -119.9 | 25.5 | 2 | 0.5 | 0 | 0 | 0 |
| 121.5 | 103.8 | 86.5 | 69.3 | 57.1 | 45.3 | 36.7 | 31 | 29.6 | 28.8 | 33.4 | 42.5 | 55 | 68.9 | 82.2 |
| 36.8 | 32.7 | 26.7 | 18.7 | 15.2 | 12.1 | 9.2 | 0 | -0.3 | -0.5 | -0.2 | 3.4 | 5 | 8.5 | 11.8 |
| 0 | -0.01 | -0.01 | -0.01 | -0.02 | -0.04 | -0.18 | -0.61 |
| 0.38 | 0.07 | 0.02 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.005 | 0.012 | 0.034 | 0.12 | 0.208 |
| 0.223 | 0.065 | 0.016 | 0.008 | 0.005 | 0.004 |
| 0.08 | 0.09 | 0.1 | 0.12 | 0.23 | 0.55 | 1.55 | 2.27 |
| 2.25 | 0.76 | 0.25 | 0.15 | 0.12 | 0.11 |
| -3.37 | -3.28 | -3.18 | -3.05 | -4.91 | -9.12 | -20.89 | -25.73 |
| -23.75 | -9.31 | -3.85 | -2.97 | -3.11 | -3.23 |
| 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 11P975 | 9690 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 | 11C1100 |
| 9 | 14.8 | 22.8 | 39.3 | 66.6 | 111 | 183.6 | 289.9 | 520.5 | 230.6 | 130 | 65 | 28.7 | 13 | 5.4 |
| -5.7 | -7.9 | -14.1 | -20.1 | -33.4 | -51.9 | -73.5 | -99.2 | -28.8 | 70.4 | 45.1 | 25.5 | 11.7 | 6.1 | 2.5 |
| 31.6 | 29.8 | 27.6 | 26.2 | 24.8 | 23.4 | 22.4 | 21.4 | 21.1 | 21 | 20.5 | 19.9 | 19.5 | 19.7 | 19.9 |
| 0.2 | 0.5 | 0.1 | 0.5 | 0.3 | 0.2 | 0.2 | 0.2 | 0.1 | 0 | -0.1 | -0.1 | -0.3 | 0 | -0.2 |
| -0.02 | -0.04 | -0.06 | -0.1 | -0.16 | -0.25 | -0.37 | -0.52 |
| 0.48 | 0.33 | 0.2 | 0.1 | 0.05 | 0.02 |
| 0.006 | 0.009 | 0.014 | 0.022 | 0.032 | 0.044 | 0.055 | 0.061 |
| 0.062 | 0.058 | 0.045 | 0.03 | 0.018 | 0.009 |
| 1.73 | 2.58 | 3.66 | 5.37 | 7.47 | 9.73 | 11.58 | 12.19 |
| 12.19 | 11.05 | 8.5 | 5.51 | 3.26 | 1.72 |
| -0.75 | -1.05 | -1.39 | -1.93 | -2.54 | -3.12 | -3.55 | -3.57 |
| -3.53 | -3.12 | -2.33 | -1.48 | -0.89 | -0.47 |
| 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 12P975 | 9690 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 | 12C1100 |
| 32.3 | 45 | 66.6 | 96.3 | 139.3 | 199.3 | 282.1 | 390.6 | 724 | 333.4 | 219.9 | 136.6 | 80.3 | 45.4 | 24.4 |
| -12.5 | -18.7 | -23.1 | -33.4 | -44.3 | -58.3 | -72.9 | -94.3 | -17.1 | 77.2 | 55.5 | 37.2 | 25.1 | 15.4 | 8 |
| 30.4 | 28.7 | 27.5 | 26.3 | 25.1 | 24.1 | 23.2 | 22.3 | 22.2 | 22.1 | 21.3 | 20.7 | 20.2 | 20 | 19.8 |
| 0.1 | -0.1 | 0.2 | 0 | 0.1 | 0.1 | 0.3 | 0.1 | 0.1 | 0.1 | -0.1 | -0.2 | -0.1 | -0.1 | -0.3 |
| -0.06 | -0.08 | -0.12 | -0.16 | -0.22 | -0.3 | -0.4 | -0.5 |
| 0.49 | 0.38 | 0.28 | 0.19 | 0.12 | 0.07 |
| 0.009 | 0.013 | 0.017 | 0.023 | 0.029 | 0.036 | 0.041 | 0.044 |
| 0.044 | 0.044 | 0.04 | 0.032 | 0.024 | 0.017 |
| 4.73 | 6.09 | 7.94 | 9.99 | 12.18 | 14.21 | 15.71 | 16.24 |
| 16.24 | 15.53 | 13.6 | 10.89 | 8.04 | 5.49 |
| -1.11 | -1.36 | -1.69 | -2.03 | -2.37 | -2.65 | -2.81 | -2.8 |
| -2.8 | -2.58 | -2.19 | -1.72 | -1.25 | -0.85 |
| 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 | 3.9 | 23.1 | 1 | 119.1 | 1 | 11750 |
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| 0 | 1.7 | -1.6 | 0 | 21 | 0 |
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| 20 | 6.9 | 21.7 | 1.5 | 107.2 | 1 | 11500 |
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| 0 | 2.9 | -0.7 | 0.5 | 18 | 0 |
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| 20 | 13.3 | 20.6 | 2.6 | 94.9 | 1 | 11250 |
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| -0.1 | 5.1 | 0.2 | 1.5 | 15 | 0 |
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| 19.8 | 24.4 | 19.9 | 5.4 | 82.2 | 1 | 11000 |
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| -0.3 | 8 | -0.2 | 2.5 | 11.8 | 0 |
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| 20 | 45.4 | 19.7 | 13 | 68.9 | 1 | 10750 |
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| -0.1 | 15.4 | 0 | 6.1 | 8.5 | 0 |
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| 20.2 | 80.3 | 19.5 | 28.7 | 55 | 1 | 10500 |
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| -0.1 | 25.1 | -0.3 | 11.7 | 5 | 0 |
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| 20.7 | 136.6 | 19.9 | 65 | 42.5 | 1.5 | 10250 | 560.3 | 52.4 | 622.5 | 20.3 | 696.7 | 21.2 |
| -0.2 | 37.2 | -0.1 | 25.5 | 3.4 | 0.5 | -169.9 | 7.5 | -145 | 0.1 | -128.3 | 0.3 |
| 21.3 | 219.9 | 20.5 | 130 | 33.4 | 5.7 | 10000 | 315.8 | 39.1 | 437.4 | 20.8 | 527.1 | 21.5 |
| -0.1 | 55.5 | -0.1 | 45.1 | -0.2 | 2 | -171.8 | -2.3 | -124.2 | 0.2 | -112.9 | 0.1 |
| 22.1 | 333.4 | 21 | 230.6 | 28.8 | 44.3 | 9750 | 104.2 | 31 | 289.9 | 21.4 | 390.6 | 22.3 |
| 0.1 | 77.2 | 0 | 70.4 | -0.5 | 25.5 | -145.4 | 0 | -99.2 | 0.2 | -94.3 | 0.1 |
| 22.8 | 472.5 | 22.1 | 376.8 | 31.6 | 209 | 9500 | 21.4 | 36.7 | 183.6 | 22.4 | 282.1 | 23.2 |
| -0.1 | 92.7 | 0.2 | 99.1 | 4.4 | 114.3 | -51.7 | 9.2 | -73.5 | 0.2 | -72.9 | 0.3 |
| 23.9 | 642.8 | 23.1 | 554.2 | 0 | 443.5 | 9250 | 4.9 | 45.3 | 111 | 23.4 | 199.3 | 24.1 |
| 0.1 | 113.3 | 0.2 | 121.6 | -31.7 | 155.7 | -12.9 | 12.1 | -51.9 | 0.2 | -58.3 | 0.1 |
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| 9000 | 1.9 | 57.1 | 66.6 | 24.8 | 139.3 | 25.1 |
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| -4.1 | 15.2 | -33.4 | 0.3 | -44.3 | 0.1 |
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| 8750 | 1 | 69.3 | 39.3 | 26.2 | 96.3 | 26.3 |
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| -1.6 | 18.7 | -20.1 | 0.5 | -33.4 | 0 |
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| 8500 | 1 | 86.5 | 22.8 | 27.6 | 66.6 | 27.5 |
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| -0.3 | 26.7 | -14.1 | 0.1 | -23.1 | 0.2 |
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| 8250 | 1 | 103.8 | 14.8 | 29.8 | 45 | 28.7 |
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| 0 | 32.7 | -7.9 | 0.5 | -18.7 | -0.1 |
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| 8000 | 1 | 121.5 | 9 | 31.6 | 32.3 | 30.4 |
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| 0 | 36.8 | -5.7 | 0.2 | -12.5 | 0.1 |
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| 7750 | 1 | 139.5 | 5.6 | 33.5 | 22.7 | 31.9 |
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| 0 | 41 | -3.2 | 0.5 | -7.6 | 0.4 |
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| 7500 | 1 | 157.9 | 3.6 | 35.6 | 16.6 | 33.7 |
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| 0 | 45.4 | -2.3 | 0.3 | -5.1 | 0.5 |
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| 7250 | 1 | 176.8 | 2.6 | 38.1 | 11.7 | 35.3 |
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| 0 | 49.8 | -1.2 | 0.7 | -4.3 | 0.2 |
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| 7000 | 1 | 196.2 | 1.8 | 40.4 | 8.1 | 36.8 |
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| 0 | 54.4 | -0.8 | 0.7 | -2.9 | 0.3 |
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| 6750 | 1 | 216.2 | 1 | 41.9 | 0 | 0 |
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| 0 | 59.1 | -0.8 | -0.1 | 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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