2010/10/07(Thu)OP
| P/C | 0.9 | 0 | 0.9 | 0.9 | 0.8 | 1 | 1.5 | 0.9 | 1.2 | 0.8 |
| 先物 | 9685 | -10 | 9695 | 9522.5 | 9362.5 | 9380 | 9375 | 9568 | 9498 | 9548 |
| 基準 | 21.8 | 0 | 21.9 | 22.4 | 23.1 | 22.3 | 23.9 | 22.2 | 22.7 | 23.3 |
| 期近 | 43.6 | 12.4 | 31.2 | 27.5 | 27.7 | 22.4 | 25.2 | 22.1 | 22.8 | 23.5 |
| 期先1 | 21.6 | 0.2 | 21.4 | 21.9 | 22.5 | 22.3 | 23.4 | 22.2 | 22.7 | 23.1 |
| 期先2 | 22.5 | 0.1 | 22.4 | 22.8 | 23.5 | 23.5 | 24.2 | 23.1 | 23.4 | 23.5 |
| 当/先 | 2 | 0.6 | 1.5 | 1.3 | 1.2 | 1 | 1.1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 0.9 | 1 | 1 | 1 | 1 |
| 0 | 35 | 63 |
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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 | 9680 | 10C975 | 10C1000 | 10C1025 | 10C1050 | 10C1075 | 10C1100 |
| 1 | 1 | 1 | 1 | 1 | 1 | 5.7 | 94.5 | 119 | 24.5 | 1 | 1 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | -0.9 | -3.9 | -15.7 | -9.7 | -29.5 | -19.8 | -4.7 | -0.5 | 0 | 0 | 0 |
| 234.1 | 199.9 | 166.3 | 133 | 99.9 | 66.4 | 45.5 | 45.8 | 42.9 | 41.2 | 48.5 | 79.1 | 107.6 | 134.6 | 160.3 |
| 112.5 | 96 | 79.7 | 63.6 | 42.8 | 21.1 | 8.8 | 14.8 | 13.3 | 12.4 | 15 | 36.5 | 52.6 | 65.6 | 78 |
| 0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | -0.09 | -0.68 |
| 0.31 | 0.02 | 0.01 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.005 | 0.008 | 0.017 | 0.115 | 0.257 |
| 0.278 | 0.031 | 0.013 | 0.007 | 0.005 | 0.004 |
| 0.04 | 0.04 | 0.05 | 0.06 | 0.08 | 0.11 | 0.49 | 1.1 |
| 1.07 | 0.14 | 0.1 | 0.08 | 0.06 | 0.06 |
| -12.62 | -12.29 | -11.9 | -11.42 | -10.79 | -9.9 | -30.71 | -69.21 |
| -60.71 | -9.28 | -10.41 | -11.14 | -11.68 | -12.11 |
| 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 11P975 | 9680 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 | 11C1100 |
| 8.1 | 13.2 | 22 | 37.9 | 64.8 | 109.8 | 181.9 | 293.4 | 518.4 | 225 | 125.1 | 64.1 | 30.4 | 13.7 | 6 |
| -1 | -1.6 | -0.8 | -1.3 | -1.8 | -1.2 | -1.6 | 3.5 | -2.1 | -5.6 | -4.9 | -0.9 | 1.6 | 0.7 | 0.7 |
| 31.3 | 29.4 | 27.7 | 26.1 | 24.7 | 23.4 | 22.2 | 21.6 | 21.3 | 21.2 | 20.6 | 20.3 | 20.3 | 20.4 | 20.7 |
| -0.3 | -0.4 | 0 | -0.1 | -0.1 | -0.1 | -0.2 | 0.2 | 0.2 | 0.2 | 0.1 | 0.4 | 0.8 | 0.7 | 0.8 |
| -0.02 | -0.04 | -0.06 | -0.1 | -0.16 | -0.25 | -0.38 | -0.53 |
| 0.47 | 0.32 | 0.19 | 0.11 | 0.05 | 0.03 |
| 0.006 | 0.009 | 0.014 | 0.022 | 0.033 | 0.045 | 0.057 | 0.061 |
| 0.062 | 0.058 | 0.045 | 0.03 | 0.018 | 0.01 |
| 1.59 | 2.39 | 3.56 | 5.23 | 7.33 | 9.61 | 11.45 | 12 |
| 12 | 10.79 | 8.29 | 5.53 | 3.29 | 1.82 |
| -0.71 | -0.99 | -1.39 | -1.93 | -2.55 | -3.17 | -3.59 | -3.64 |
| -3.61 | -3.15 | -2.39 | -1.59 | -0.95 | -0.53 |
| 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 12P975 | 9690 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 | 12C1100 |
| 32.1 | 46 | 67 | 97.2 | 140.3 | 200.2 | 285 | 393.1 | 721.5 | 328.4 | 217.1 | 135 | 80.1 | 45.1 | 24.9 |
| -0.2 | 1 | 0.5 | 0.9 | 1 | 0.9 | 2.9 | 2.6 | -2.5 | -5.1 | -2.8 | -1.6 | -0.2 | -0.4 | 0.6 |
| 30.5 | 29 | 27.7 | 26.4 | 25.2 | 24.1 | 23.3 | 22.3 | 22.3 | 22.2 | 21.5 | 20.9 | 20.5 | 20.3 | 20.2 |
| 0.1 | 0.3 | 0.1 | 0.1 | 0.1 | 0 | 0.1 | 0 | 0.1 | 0.2 | 0.2 | 0.2 | 0.3 | 0.3 | 0.4 |
| -0.06 | -0.08 | -0.12 | -0.16 | -0.23 | -0.31 | -0.4 | -0.51 |
| 0.49 | 0.38 | 0.27 | 0.18 | 0.12 | 0.07 |
| 0.009 | 0.013 | 0.018 | 0.023 | 0.03 | 0.036 | 0.041 | 0.044 |
| 0.044 | 0.044 | 0.039 | 0.032 | 0.024 | 0.017 |
| 4.69 | 6.12 | 7.92 | 9.97 | 12.14 | 14.14 | 15.61 | 16.09 |
| 16.09 | 15.34 | 13.4 | 10.74 | 7.92 | 5.49 |
| -1.13 | -1.4 | -1.73 | -2.07 | -2.41 | -2.68 | -2.85 | -2.82 |
| -2.84 | -2.61 | -2.22 | -1.75 | -1.27 | -0.88 |
| 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 |
| 21.1 | 4.7 | 23.5 | 1 | 231.6 | 1 | 11750 |
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| 0.8 | 0.7 | 0.4 | 0 | 112.5 | 0 |
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| 20.6 | 7.6 | 22.7 | 1.8 | 208.7 | 1 | 11500 |
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| 0.6 | 0.7 | 0.9 | 0.3 | 101.4 | 0 |
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| 20.3 | 13.6 | 21.4 | 3 | 184.9 | 1 | 11250 |
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| 0.3 | 0.2 | 0.8 | 0.4 | 89.9 | 0 |
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| 20.2 | 24.9 | 20.7 | 6 | 160.3 | 1 | 11000 |
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| 0.4 | 0.6 | 0.8 | 0.7 | 78 | 0 |
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| 20.3 | 45.1 | 20.4 | 13.7 | 134.6 | 1 | 10750 |
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| 0.3 | -0.4 | 0.7 | 0.7 | 65.6 | 0 |
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| 20.5 | 80.1 | 20.3 | 30.4 | 107.6 | 1 | 10500 |
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| 0.3 | -0.2 | 0.8 | 1.6 | 52.6 | 0 |
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| 20.9 | 135 | 20.3 | 64.1 | 79.1 | 1 | 10250 | 570 | 101.8 | 632.9 | 20.9 | 700 | 21 |
| 0.2 | -1.6 | 0.4 | -0.9 | 36.5 | -0.5 | 9.7 | 49.3 | 10.4 | 0.6 | 3.3 | -0.1 |
| 21.5 | 217.1 | 20.6 | 125.1 | 48.5 | 1 | 10000 | 315.7 | 46.5 | 442.8 | 20.9 | 533 | 21.7 |
| 0.2 | -2.8 | 0.1 | -4.9 | 15 | -4.7 | 0 | 7.4 | 5.4 | 0.2 | 6 | 0.2 |
| 22.2 | 328.4 | 21.2 | 225 | 41.2 | 24.5 | 9750 | 94.5 | 45.8 | 293.4 | 21.6 | 393.1 | 22.3 |
| 0.2 | -5.1 | 0.2 | -5.6 | 12.4 | -19.8 | -9.7 | 14.8 | 3.5 | 0.2 | 2.6 | 0 |
| 23.1 | 468.3 | 22.3 | 368.7 | 23.1 | 185.1 | 9500 | 5.7 | 45.5 | 181.9 | 22.2 | 285 | 23.3 |
| 0.3 | -4.2 | 0.2 | -8.1 | -8.5 | -23.9 | -15.7 | 8.8 | -1.6 | -0.2 | 2.9 | 0.1 |
| 23.8 | 632.9 | 23 | 542.5 | 0 | 430.3 | 9250 | 1 | 66.4 | 109.8 | 23.4 | 200.2 | 24.1 |
| 0 | -9.9 | -0.1 | -11.7 | 0 | -13.2 | -3.9 | 21.1 | -1.2 | -0.1 | 0.9 | 0 |
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| 9000 | 1 | 99.9 | 64.8 | 24.7 | 140.3 | 25.2 |
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| -0.9 | 42.8 | -1.8 | -0.1 | 1 | 0.1 |
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| 8750 | 1 | 133 | 37.9 | 26.1 | 97.2 | 26.4 |
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| 0 | 63.6 | -1.3 | -0.1 | 0.9 | 0.1 |
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| 8500 | 1 | 166.3 | 22 | 27.7 | 67 | 27.7 |
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| 0 | 79.7 | -0.8 | 0 | 0.5 | 0.1 |
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| 8250 | 1 | 199.9 | 13.2 | 29.4 | 46 | 29 |
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| 0 | 96 | -1.6 | -0.4 | 1 | 0.3 |
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| 8000 | 1 | 234.1 | 8.1 | 31.3 | 32.1 | 30.5 |
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| 0 | 112.5 | -1 | -0.3 | -0.2 | 0.1 |
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| 7750 | 1 | 269 | 5 | 33.3 | 22.3 | 31.9 |
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| 0 | 129.4 | -0.6 | -0.2 | -0.4 | 0 |
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| 7500 | 1 | 304.7 | 3.3 | 35.5 | 15.9 | 33.6 |
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| 0 | 146.6 | -0.3 | -0.1 | -0.7 | -0.1 |
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| 7250 | 1 | 341.2 | 2.3 | 38 | 11 | 35.1 |
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| 0 | 164.3 | -0.3 | -0.1 | -0.7 | -0.2 |
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| 7000 | 1 | 378.9 | 1.6 | 40.3 | 8.2 | 37.1 |
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| 0 | 182.5 | -0.2 | -0.1 | 0.1 | 0.2 |
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| 6750 | 1 | 417.6 | 1 | 42.4 | 0 | 0 |
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| 0 | 201.2 | 0 | 0.5 | 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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