2010/10/12(Tue)OP
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| P/C | 0.9 | -0.3 | 1.2 | 0.9 | 0.9 | 0.9 | 0.8 | 1 | 1.5 | 0.9 |
| 先物 | 9400 | -187.5 | 9587.5 | 9685 | 9695 | 9522.5 | 9362.5 | 9380 | 9375 | 9568 |
| 基準 | 23.5 | 1 | 22.5 | 21.8 | 21.9 | 22.4 | 23.1 | 22.3 | 23.9 | 22.2 |
| 期近 | 23.5 | 1 | 22.5 | 43.8 | 31.2 | 27.5 | 27.7 | 22.4 | 25.2 | 22.1 |
| 期先1 | 24.3 | 0.8 | 23.5 | 21.6 | 21.4 | 21.9 | 22.5 | 22.3 | 23.4 | 22.2 |
| 期先2 | 24.1 | 0.7 | 23.5 | 22.5 | 22.4 | 22.8 | 23.5 | 23.5 | 24.2 | 23.1 |
| 当/先 | 1 | 0 | 1 | 2 | 1.5 | 1.3 | 1.2 | 1 | 1.1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 0.9 | 1 | 1 |
| 30 | 58 | 93 |
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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 | 9400 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 6.4 | 11.6 | 20.2 | 35.4 | 64 | 111.4 | 188.9 | 303.5 | 508.5 | 205 | 110.3 | 54 | 24.8 | 10 | 3.6 |
| 0.2 | 1.1 | 3 | 7 | 14.8 | 27 | 49 | 77.8 | -29 | -106.8 | -75 | -45.8 | -24.1 | -12.2 | -5.6 |
| 33.1 | 31.3 | 29.5 | 27.7 | 26.4 | 25 | 24 | 23.1 | 23.1 | 23.1 | 22.4 | 22 | 22 | 21.9 | 21.7 |
| -0.5 | -0.4 | -0.4 | -0.3 | -0.2 | -0.3 | 0 | 0.2 | 0.3 | 0.4 | 0.6 | 0.8 | 1.1 | 1.1 | 1 |
| -0.02 | -0.03 | -0.06 | -0.1 | -0.16 | -0.26 | -0.39 | -0.55 |
| 0.45 | 0.3 | 0.17 | 0.09 | 0.04 | 0.02 |
| 0.005 | 0.009 | 0.014 | 0.023 | 0.034 | 0.048 | 0.059 | 0.063 |
| 0.063 | 0.057 | 0.043 | 0.028 | 0.015 | 0.007 |
| 1.26 | 2.02 | 3.11 | 4.65 | 6.69 | 8.82 | 10.43 | 10.73 |
| 10.73 | 9.39 | 6.95 | 4.46 | 2.45 | 1.16 |
| -0.69 | -1.04 | -1.51 | -2.12 | -2.9 | -3.63 | -4.11 | -4.06 |
| -4.1 | -3.47 | -2.52 | -1.62 | -0.88 | -0.42 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9400 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 33.3 | 48.3 | 70.2 | 102.9 | 149 | 211.9 | 299 | 412 | 725.6 | 313.6 | 206.2 | 128.7 | 75.9 | 42.1 | 23.3 |
| 5.4 | 8.8 | 12.5 | 19.8 | 29.4 | 42 | 59.2 | 80 | -25.3 | -105.2 | -83.6 | -61.3 | -41.9 | -27.7 | -16 |
| 32.5 | 30.9 | 29.5 | 28.3 | 27.1 | 25.9 | 24.9 | 23.9 | 23.9 | 23.9 | 23.2 | 22.6 | 22.2 | 21.8 | 21.8 |
| -0.1 | 0 | -0.1 | -0.1 | 0 | -0.1 | 0 | 0.1 | 0.2 | 0.3 | 0.3 | 0.4 | 0.5 | 0.4 | 0.7 |
| -0.06 | -0.09 | -0.12 | -0.17 | -0.24 | -0.32 | -0.42 | -0.52 |
| 0.48 | 0.36 | 0.26 | 0.18 | 0.11 | 0.07 |
| 0.01 | 0.013 | 0.018 | 0.024 | 0.03 | 0.037 | 0.042 | 0.044 |
| 0.044 | 0.043 | 0.038 | 0.031 | 0.023 | 0.016 |
| 4.49 | 5.9 | 7.6 | 9.57 | 11.59 | 13.4 | 14.66 | 14.97 |
| 14.97 | 14.12 | 12.23 | 9.72 | 7.08 | 4.89 |
| -1.25 | -1.56 | -1.92 | -2.31 | -2.68 | -2.96 | -3.11 | -3.05 |
| -3.08 | -2.81 | -2.37 | -1.85 | -1.32 | -0.91 |
| 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 9390 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 |
| 72.4 | 96.4 | 130.5 | 174.5 | 229.9 | 303.5 | 394.8 | 508.7 | 908.4 | 399.6 | 287.7 | 200.2 | 134.2 | 84.6 | 54.4 |
| 9.8 | 12.1 | 20.4 | 28.9 | 35.5 | 48.5 | 63 | 78.7 | -26.6 | -105.4 | -89 | -69.8 | -50.9 | -40.3 | -25.9 |
| 31.3 | 30 | 28.9 | 27.8 | 26.7 | 25.8 | 24.8 | 24 | 23.6 | 23.5 | 22.8 | 22.3 | 21.8 | 21.3 | 21.2 |
| -0.2 | -0.4 | -0.1 | 0 | -0.2 | -0.1 | -0.1 | -0.1 | 0.1 | 0.1 | 0.1 | 0.2 | 0.4 | 0.1 | 0.4 |
| -0.1 | -0.13 | -0.17 | -0.22 | -0.27 | -0.34 | -0.42 | -0.51 |
| 0.49 | 0.4 | 0.31 | 0.23 | 0.17 | 0.12 |
| 0.012 | 0.015 | 0.018 | 0.022 | 0.026 | 0.03 | 0.033 | 0.035 |
| 0.036 | 0.036 | 0.033 | 0.03 | 0.025 | 0.019 |
| 8.14 | 9.89 | 11.88 | 13.92 | 15.84 | 17.5 | 18.62 | 18.96 |
| 18.96 | 18.35 | 16.81 | 14.56 | 11.82 | 9.27 |
| -1.36 | -1.58 | -1.83 | -2.07 | -2.26 | -2.41 | -2.47 | -2.43 |
| -2.39 | -2.25 | -2.01 | -1.71 | -1.35 | -1.05 |
| 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 | 11 | 22.3 | 3.9 | 26.4 | 1 | 11500 |
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| 0 | -8.9 | 1.1 | -2.7 | 3.4 | -0.2 |
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| 20.7 | 19.1 | 21.9 | 6.7 | 23.8 | 1 | 11250 |
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| 0.4 | -10.9 | 0.8 | -5.1 | 2 | -1 |
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| 20.8 | 31.8 | 21.6 | 12 | 22.7 | 1.8 | 11000 |
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| 0.3 | -18.3 | 0.6 | -9.6 | 1.5 | -2.3 |
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| 21.2 | 54.4 | 21.8 | 23.3 | 21.7 | 3.6 | 10750 |
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| 0.4 | -25.9 | 0.7 | -16 | 1 | -5.6 |
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| 21.3 | 84.6 | 21.8 | 42.1 | 21.9 | 10 | 10500 |
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| 0.1 | -40.3 | 0.4 | -27.7 | 1.1 | -12.2 |
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| 21.8 | 134.2 | 22.2 | 75.9 | 22 | 24.8 | 10250 |
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| 0.4 | -50.9 | 0.5 | -41.9 | 1.1 | -24.1 |
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| 22.3 | 200.2 | 22.6 | 128.7 | 22 | 54 | 10000 | 653.5 | 22.1 | 725.1 | 22.4 | 791.7 | 21.9 |
| 0.2 | -69.8 | 0.4 | -61.3 | 0.8 | -45.8 | 140.1 | 0.6 | 123.8 | 0.2 | 101.7 | -0.7 |
| 22.8 | 287.7 | 23.2 | 206.2 | 22.4 | 110.3 | 9750 | 457.1 | 22.1 | 552.5 | 23 | 630 | 22.5 |
| 0.1 | -89 | 0.3 | -83.6 | 0.6 | -75 | 107.1 | 0 | 100 | 0 | 80 | -0.9 |
| 23.5 | 399.6 | 23.9 | 313.6 | 23.1 | 205 | 9500 | 303.5 | 23.1 | 412 | 23.9 | 508.7 | 24 |
| 0.1 | -105.4 | 0.3 | -105.2 | 0.4 | -106.8 | 77.8 | 0.2 | 80 | 0.1 | 78.7 | -0.1 |
| 24.2 | 535 | 25 | 451.9 | 24 | 340 | 9250 | 188.9 | 24 | 299 | 24.9 | 394.8 | 24.8 |
| -0.1 | -125 | 0.4 | -123.1 | 0.1 | -137.6 | 49 | 0 | 59.2 | 0 | 63 | -0.1 |
| 25.7 | 705 | 25.9 | 614.2 | 25.2 | 513.9 | 9000 | 111.4 | 25 | 211.9 | 25.9 | 303.5 | 25.8 |
| 0.7 | -125 | 0.1 | -144 | 0.6 | -153.4 | 27 | -0.3 | 42 | -0.1 | 48.5 | -0.1 |
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| 8750 | 64 | 26.4 | 149 | 27.1 | 229.9 | 26.7 |
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| 14.8 | -0.2 | 29.4 | 0 | 35.5 | -0.2 |
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| 8500 | 35.4 | 27.7 | 102.9 | 28.3 | 174.5 | 27.8 |
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| 7 | -0.3 | 19.8 | -0.1 | 28.9 | 0 |
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| 8250 | 20.2 | 29.5 | 70.2 | 29.5 | 130.5 | 28.9 |
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| 3 | -0.4 | 12.5 | -0.1 | 20.4 | -0.1 |
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| 8000 | 11.6 | 31.3 | 48.3 | 30.9 | 96.4 | 30 |
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| 1.1 | -0.4 | 8.8 | 0 | 12.1 | -0.4 |
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| 7750 | 6.4 | 33.1 | 33.3 | 32.5 | 72.4 | 31.3 |
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| 0.2 | -0.5 | 5.4 | -0.1 | 9.8 | -0.2 |
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| 7500 | 4 | 35.4 | 23.5 | 34.2 | 55 | 32.8 |
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| -0.1 | -0.4 | 3.4 | -0.1 | 7.3 | -0.2 |
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| 7250 | 2.2 | 37.2 | 16.5 | 35.9 | 0 | 0 |
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| -0.5 | -1 | 2.4 | 0.1 | 0 | 0 |
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| 7000 | 1.3 | 39.3 | 11.8 | 37.8 | 30.7 | 35.6 |
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| -0.4 | -1 | 1.4 | 0 | 3.1 | -0.3 |
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| 6750 | 1 | 42.4 | 0 | 0 | 0 | 0 |
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| 0 | 0.5 | 0 | 0 | 0 | 0 |
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| 6500 | 1 | 46.8 | 5.8 | 41.4 | 18 | 38.9 |
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| 0 | 0.7 | -0.1 | -0.6 | 2.1 | 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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