2010/10/08(Fri)OP
| P/C | 1.2 | 0.3 | 0.9 | 0.9 | 0.9 | 0.8 | 1 | 1.5 | 0.9 | 1.2 |
| 先物 | 9587.5 | -97.5 | 9685 | 9695 | 9522.5 | 9362.5 | 9380 | 9375 | 9568 | 9498 |
| 基準 | 22.5 | 0.6 | 21.8 | 21.9 | 22.4 | 23.1 | 22.3 | 23.9 | 22.2 | 22.7 |
| 期近 | 22.5 | -21.3 | 43.8 | 31.2 | 27.5 | 27.7 | 22.4 | 25.2 | 22.1 | 22.8 |
| 期先1 | 23.5 | 1.9 | 21.6 | 21.4 | 21.9 | 22.5 | 22.3 | 23.4 | 22.2 | 22.7 |
| 期先2 | 23.5 | 0.9 | 22.5 | 22.4 | 22.8 | 23.5 | 23.5 | 24.2 | 23.1 | 23.4 |
| 当/先 | 1 | -1.1 | 2 | 1.5 | 1.3 | 1.2 | 1 | 1.1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 0.9 | 1 | 1 | 1 |
| 34 | 62 | 97 |
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| 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9500 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 |
| 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 9590 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 6.2 | 10.5 | 17.2 | 28.3 | 49.2 | 84.3 | 139.9 | 225.7 | 537.5 | 311.8 | 185.3 | 99.8 | 48.9 | 22.3 | 9.2 |
| 1.3 | 2.4 | 4.1 | 6.4 | 11.3 | 19.5 | 30 | 43.7 | -13.1 | -56.8 | -39.6 | -25.3 | -15.2 | -8.1 | -4.5 |
| 33.5 | 31.7 | 29.9 | 28 | 26.6 | 25.3 | 24 | 22.9 | 22.8 | 22.7 | 21.8 | 21.2 | 20.9 | 20.8 | 20.7 |
| 0.3 | 0.4 | 0.5 | 0.4 | 0.5 | 0.6 | 0.7 | 0.7 | 0.6 | 0.4 | 0.6 | 0.6 | 0.5 | 0.5 | 0.3 |
| -0.02 | -0.03 | -0.05 | -0.07 | -0.12 | -0.2 | -0.3 | -0.43 |
| 0.57 | 0.41 | 0.27 | 0.16 | 0.08 | 0.04 |
| 0.004 | 0.007 | 0.011 | 0.017 | 0.026 | 0.037 | 0.049 | 0.058 |
| 0.059 | 0.061 | 0.053 | 0.039 | 0.025 | 0.014 |
| 1.24 | 1.9 | 2.83 | 4.13 | 5.98 | 8.15 | 10.23 | 11.57 |
| 11.57 | 11.46 | 9.73 | 7.05 | 4.45 | 2.46 |
| -0.6 | -0.88 | -1.23 | -1.68 | -2.31 | -3 | -3.57 | -3.85 |
| -3.84 | -3.65 | -3.01 | -2.15 | -1.35 | -0.74 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9590 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 27.9 | 39.5 | 57.7 | 83.1 | 119.5 | 169.9 | 239.8 | 332.1 | 750.9 | 418.8 | 289.8 | 190 | 117.8 | 69.8 | 39.3 |
| 5.6 | 7.4 | 11.6 | 16 | 22.3 | 29.6 | 39.6 | 47.1 | -2.4 | -49.5 | -38.6 | -27.2 | -17.2 | -10.3 | -5.7 |
| 32.5 | 30.9 | 29.6 | 28.3 | 27.1 | 25.9 | 24.9 | 23.8 | 23.8 | 23.7 | 22.9 | 22.2 | 21.7 | 21.3 | 21.1 |
| 0.6 | 0.5 | 0.7 | 0.7 | 0.7 | 0.7 | 0.7 | 0.6 | 0.6 | 0.6 | 0.6 | 0.7 | 0.8 | 0.8 | 0.8 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.19 | -0.26 | -0.34 | -0.44 |
| 0.56 | 0.45 | 0.34 | 0.24 | 0.16 | 0.1 |
| 0.008 | 0.011 | 0.015 | 0.02 | 0.025 | 0.032 | 0.037 | 0.042 |
| 0.042 | 0.044 | 0.042 | 0.036 | 0.029 | 0.021 |
| 4.04 | 5.28 | 6.89 | 8.75 | 10.8 | 12.84 | 14.58 | 15.65 |
| 15.65 | 15.68 | 14.53 | 12.39 | 9.74 | 7.08 |
| -1.05 | -1.31 | -1.63 | -1.98 | -2.34 | -2.66 | -2.9 | -2.98 |
| -2.98 | -2.89 | -2.6 | -2.16 | -1.67 | -1.2 |
| 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 9580 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 |
| 62.5 | 84.3 | 110 | 145.6 | 194.4 | 255 | 331.8 | 430 | 935 | 505 | 376.7 | 270 | 185 | 124.8 | 80.3 |
| 40.3 | 52.2 | 64 | 78.5 | 97.2 | 114.7 | 131.6 | 145 | 181.8 | 36.7 | 48.4 | 52.8 | 50 | 44.7 | 35.2 |
| 31.5 | 30.4 | 29 | 27.9 | 26.9 | 25.9 | 24.9 | 24.1 | 23.9 | 23.3 | 22.7 | 22.1 | 21.5 | 21.2 | 20.8 |
| -0.4 | -0.1 | 0.1 | 0.2 | 0.5 | 0.6 | 0.8 | 0.8 | 0.7 | 0.3 | 0.5 | 0.6 | 0.6 | 0.6 | 0.5 |
| -0.08 | -0.11 | -0.14 | -0.18 | -0.23 | -0.29 | -0.37 | -0.45 |
| 0.56 | 0.47 | 0.38 | 0.29 | 0.22 | 0.16 |
| 0.01 | 0.012 | 0.016 | 0.019 | 0.023 | 0.027 | 0.03 | 0.033 |
| 0.034 | 0.035 | 0.035 | 0.032 | 0.028 | 0.023 |
| 7.52 | 9.23 | 11.04 | 13.05 | 15.14 | 17.06 | 18.61 | 19.57 |
| 19.57 | 19.69 | 18.83 | 17.03 | 14.63 | 11.86 |
| -1.21 | -1.44 | -1.64 | -1.86 | -2.09 | -2.26 | -2.37 | -2.41 |
| -2.36 | -2.31 | -2.14 | -1.88 | -1.59 | -1.27 |
| 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 | 20 | 21.3 | 6.6 | 23 | 1.2 | 11500 |
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| 0 | 12.4 | 0.7 | -1 | 0.3 | -0.7 |
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| 20.3 | 30 | 21.1 | 11.8 | 21.8 | 2 | 11250 |
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| 0 | 16.5 | 0.8 | -1.8 | 0.4 | -1 |
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| 20.5 | 50 | 21 | 21.6 | 21.2 | 4.2 | 11000 |
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| 0.3 | 25.1 | 0.8 | -3.3 | 0.5 | -1.8 |
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| 20.8 | 80.3 | 21.1 | 39.3 | 20.7 | 9.2 | 10750 |
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| 0.5 | 35.2 | 0.8 | -5.7 | 0.3 | -4.5 |
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| 21.2 | 124.8 | 21.3 | 69.8 | 20.8 | 22.3 | 10500 |
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| 0.6 | 44.7 | 0.8 | -10.3 | 0.5 | -8.1 |
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| 21.5 | 185 | 21.7 | 117.8 | 20.9 | 48.9 | 10250 |
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| 0.6 | 50 | 0.8 | -17.2 | 0.5 | -15.2 |
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| 22.1 | 270 | 22.2 | 190 | 21.2 | 99.8 | 10000 | 513.3 | 21.4 | 601.4 | 22.2 | 690 | 22.6 |
| 0.6 | 52.8 | 0.7 | -27.2 | 0.6 | -25.3 | 70.5 | 0.5 | 68.3 | 0.6 | 157 | 0.9 |
| 22.7 | 376.7 | 22.9 | 289.8 | 21.8 | 185.3 | 9750 | 349.9 | 22.1 | 452.5 | 23 | 550 | 23.4 |
| 0.5 | 48.4 | 0.6 | -38.6 | 0.6 | -39.6 | 56.5 | 0.5 | 59.4 | 0.7 | 156.9 | 1.1 |
| 23.3 | 505 | 23.7 | 418.8 | 22.7 | 311.8 | 9500 | 225.7 | 22.9 | 332.1 | 23.8 | 430 | 24.1 |
| 0.3 | 36.7 | 0.6 | -49.5 | 0.4 | -56.8 | 43.7 | 0.7 | 47.1 | 0.6 | 145 | 0.8 |
| 24.3 | 660 | 24.6 | 575 | 24 | 477.6 | 9250 | 139.9 | 24 | 239.8 | 24.9 | 331.8 | 24.9 |
| 0.4 | 27.1 | 0.8 | -57.9 | 0.9 | -64.9 | 30 | 0.7 | 39.6 | 0.7 | 131.6 | 0.8 |
| 25 | 830 | 25.9 | 758.2 | 24.6 | 667.3 | 9000 | 84.3 | 25.3 | 169.9 | 25.9 | 255 | 25.9 |
| 0.2 | 8.3 | 1 | -63.5 | 0.2 | -81.3 | 19.5 | 0.6 | 29.6 | 0.7 | 114.7 | 0.6 |
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| 8750 | 49.2 | 26.6 | 119.5 | 27.1 | 194.4 | 26.9 |
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| 11.3 | 0.5 | 22.3 | 0.7 | 97.2 | 0.5 |
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| 8500 | 28.3 | 28 | 83.1 | 28.3 | 145.6 | 27.9 |
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| 6.4 | 0.4 | 16 | 0.7 | 78.5 | 0.2 |
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| 8250 | 17.2 | 29.9 | 57.7 | 29.6 | 110 | 29 |
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| 4.1 | 0.5 | 11.6 | 0.7 | 64 | 0.1 |
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| 8000 | 10.5 | 31.7 | 39.5 | 30.9 | 84.3 | 30.4 |
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| 2.4 | 0.4 | 7.4 | 0.5 | 52.2 | -0.1 |
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| 7750 | 6.2 | 33.5 | 27.9 | 32.5 | 62.5 | 31.5 |
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| 1.3 | 0.3 | 5.6 | 0.6 | 40.3 | -0.4 |
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| 7500 | 4.1 | 35.8 | 20 | 34.2 | 47.6 | 32.9 |
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| 0.8 | 0.3 | 4.1 | 0.6 | 31.8 | -0.7 |
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| 7250 | 2.7 | 38.1 | 14.1 | 35.8 | 0 | 0 |
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| 0.4 | 0.1 | 3.1 | 0.7 | -11 | -35.1 |
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| 7000 | 1.8 | 40.3 | 10.4 | 37.8 | 27.6 | 35.8 |
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| 0.2 | -0.1 | 2.2 | 0.7 | 19.4 | -1.3 |
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| 6750 | 1 | 41.9 | 0 | 0 | 0 | 0 |
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| 0 | -0.5 | 0 | 0 | 0 | 0 |
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| 6500 | 1 | 46.1 | 5.9 | 41.9 | 15.9 | 38.9 |
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| 0 | -0.4 | 1.8 | 1.3 | 11.8 | -1.7 |
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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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