2010/10/15(Fri)OP
| P/C | 1 | 0.3 | 0.8 | 0.7 | 0.9 | 1.2 | 0.9 | 0.9 | 0.9 | 0.8 |
| 先物 | 9520 | -55 | 9575 | 9407.5 | 9400 | 9587.5 | 9685 | 9695 | 9522.5 | 9362.5 |
| 基準 | 21.2 | -0.9 | 22.1 | 22.2 | 23.5 | 22.5 | 21.8 | 21.9 | 22.4 | 23.1 |
| 期近 | 21.2 | -0.9 | 22.1 | 22.2 | 23.5 | 22.5 | 43.8 | 31.2 | 27.5 | 27.7 |
| 期先1 | 22.2 | -0.7 | 22.9 | 23.5 | 24.3 | 23.5 | 21.6 | 21.4 | 21.9 | 22.5 |
| 期先2 | 22.5 | -0.4 | 22.9 | 23.5 | 24.1 | 23.5 | 22.5 | 22.4 | 22.8 | 23.5 |
| 当/先 | 1 | 0 | 1 | 0.9 | 1 | 1 | 2 | 1.5 | 1.3 | 1.2 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 27 | 55 | 90 |
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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 | 9520 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 2.9 | 4.8 | 8.3 | 16 | 32.4 | 64 | 119.4 | 211.7 | 441.7 | 230 | 118.7 | 53.9 | 22.1 | 8.3 | 3.3 |
| -0.1 | -0.9 | -1.6 | -2 | -1.6 | 0.1 | 3.8 | 10.9 | -36.1 | -47.1 | -37 | -23.7 | -11.2 | -4.4 | -1.1 |
| 32.8 | 30.4 | 28.1 | 26.3 | 24.9 | 23.7 | 22.4 | 21.4 | 21.3 | 21.1 | 20.3 | 20 | 20 | 20.1 | 20.7 |
| -0.4 | -1 | -1.3 | -1.2 | -1.1 | -1 | -1 | -1 | -1.1 | -1.2 | -1.3 | -1.2 | -0.7 | -0.3 | 0.4 |
| -0.01 | -0.02 | -0.03 | -0.05 | -0.1 | -0.18 | -0.31 | -0.47 |
| 0.53 | 0.34 | 0.19 | 0.09 | 0.04 | 0.02 |
| 0.003 | 0.005 | 0.009 | 0.016 | 0.027 | 0.043 | 0.06 | 0.071 |
| 0.072 | 0.069 | 0.052 | 0.032 | 0.016 | 0.008 |
| 0.68 | 1.07 | 1.71 | 2.85 | 4.64 | 6.94 | 9.18 | 10.38 |
| 10.38 | 9.6 | 7.12 | 4.34 | 2.25 | 1.12 |
| -0.41 | -0.6 | -0.88 | -1.37 | -2.11 | -3 | -3.75 | -4.04 |
| -4.02 | -3.58 | -2.61 | -1.58 | -0.83 | -0.42 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9520 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 19.6 | 29.8 | 44.2 | 65.4 | 99.9 | 150 | 220.6 | 320.5 | 658.7 | 338.2 | 220.6 | 134.2 | 76.7 | 41 | 21.4 |
| -0.7 | 0.1 | -0.4 | -0.5 | 0.2 | 4.1 | 5.8 | 12.3 | -34.6 | -46.9 | -39.5 | -30.8 | -22.5 | -13.9 | -8.5 |
| 31.3 | 29.8 | 28.3 | 26.7 | 25.5 | 24.4 | 23.3 | 22.4 | 22.3 | 22.2 | 21.5 | 21 | 20.6 | 20.3 | 20.3 |
| -0.6 | -0.5 | -0.6 | -0.7 | -0.8 | -0.6 | -0.8 | -0.7 | -0.8 | -1 | -0.9 | -0.9 | -0.9 | -0.7 | -0.6 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.18 | -0.26 | -0.36 | -0.47 |
| 0.53 | 0.4 | 0.29 | 0.19 | 0.12 | 0.07 |
| 0.007 | 0.011 | 0.015 | 0.021 | 0.028 | 0.036 | 0.043 | 0.048 |
| 0.048 | 0.049 | 0.044 | 0.035 | 0.026 | 0.017 |
| 3.2 | 4.41 | 5.89 | 7.7 | 9.88 | 12.05 | 13.84 | 14.76 |
| 14.76 | 14.37 | 12.65 | 10.05 | 7.21 | 4.81 |
| -0.9 | -1.19 | -1.5 | -1.85 | -2.27 | -2.65 | -2.9 | -2.97 |
| -2.97 | -2.8 | -2.4 | -1.87 | -1.32 | -0.88 |
| 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 9510 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 |
| 50.3 | 67.9 | 93.6 | 128.3 | 175.4 | 236.6 | 319.7 | 420.9 | 851 | 430.1 | 306.3 | 209.8 | 135.9 | 85.4 | 51.5 |
| -0.1 | -0.6 | -0.6 | 1.3 | 3.2 | 5.1 | 11 | 13.4 | -31.5 | -44.9 | -41.2 | -31.6 | -27.2 | -19.6 | -13.9 |
| 30.2 | 28.8 | 27.7 | 26.6 | 25.5 | 24.5 | 23.8 | 22.9 | 22.6 | 22.2 | 21.5 | 20.9 | 20.3 | 20 | 19.7 |
| -0.5 | -0.6 | -0.6 | -0.5 | -0.5 | -0.5 | -0.4 | -0.5 | -0.6 | -0.7 | -0.8 | -0.6 | -0.7 | -0.6 | -0.6 |
| -0.07 | -0.1 | -0.13 | -0.18 | -0.23 | -0.3 | -0.38 | -0.47 |
| 0.53 | 0.43 | 0.34 | 0.25 | 0.18 | 0.12 |
| 0.01 | 0.013 | 0.016 | 0.021 | 0.025 | 0.03 | 0.034 | 0.037 |
| 0.038 | 0.039 | 0.037 | 0.033 | 0.027 | 0.021 |
| 6.64 | 8.26 | 10.2 | 12.31 | 14.49 | 16.48 | 18.04 | 18.84 |
| 18.84 | 18.63 | 17.31 | 15.02 | 12.22 | 9.33 |
| -1.11 | -1.31 | -1.56 | -1.8 | -2.04 | -2.23 | -2.36 | -2.37 |
| -2.33 | -2.22 | -2.01 | -1.69 | -1.36 | -1.02 |
| 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 |
| 19.7 | 10.5 | 21.1 | 3.2 | 26.2 | 1 | 11500 |
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| -0.3 | -3.5 | -0.1 | -1.1 | 1.2 | 0 |
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| 19.6 | 18 | 20.3 | 5.1 | 23.5 | 1 | 11250 |
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| -0.4 | -5.5 | -0.6 | -2.8 | 1.1 | 0 |
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| 19.5 | 30.1 | 20.2 | 10.7 | 21.5 | 1.4 | 11000 |
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| -0.6 | -9.9 | -0.5 | -4.8 | 0.4 | -0.5 |
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| 19.7 | 51.5 | 20.3 | 21.4 | 20.7 | 3.3 | 10750 |
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| -0.6 | -13.9 | -0.6 | -8.5 | 0.4 | -1.1 |
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| 20 | 85.4 | 20.3 | 41 | 20.1 | 8.3 | 10500 |
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| -0.6 | -19.6 | -0.7 | -13.9 | -0.3 | -4.4 |
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| 20.3 | 135.9 | 20.6 | 76.7 | 20 | 22.1 | 10250 |
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| -0.7 | -27.2 | -0.9 | -22.5 | -0.7 | -11.2 |
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| 20.9 | 209.8 | 21 | 134.2 | 20 | 53.9 | 10000 | 536.7 | 20.5 | 616.4 | 21.3 | 700 | 21.6 |
| -0.6 | -31.6 | -0.9 | -30.8 | -1.2 | -23.7 | 39.8 | -0.1 | 28.7 | -0.5 | 25 | -0.5 |
| 21.5 | 306.3 | 21.5 | 220.6 | 20.3 | 118.7 | 9750 | 353.5 | 20.9 | 452.4 | 21.7 | 549.9 | 22.3 |
| -0.8 | -41.2 | -0.9 | -39.5 | -1.3 | -37 | 26.7 | -0.4 | 19.4 | -0.7 | 19.9 | -0.4 |
| 22.2 | 430.1 | 22.2 | 338.2 | 21.1 | 230 | 9500 | 211.7 | 21.4 | 320.5 | 22.4 | 420.9 | 22.9 |
| -0.7 | -44.9 | -1 | -46.9 | -1.2 | -47.1 | 10.9 | -1 | 12.3 | -0.7 | 13.4 | -0.5 |
| 22.8 | 575 | 23 | 487.9 | 22 | 386.3 | 9250 | 119.4 | 22.4 | 220.6 | 23.3 | 319.7 | 23.8 |
| -0.9 | -52.5 | -1.2 | -55.2 | -1.5 | -56.1 | 3.8 | -1 | 5.8 | -0.8 | 11 | -0.4 |
| 23.7 | 745 | 24 | 666.9 | 23.2 | 581.5 | 9000 | 64 | 23.7 | 150 | 24.4 | 236.6 | 24.5 |
| -0.7 | -52.5 | -0.9 | -54.9 | -1.9 | -61.4 | 0.1 | -1 | 4.1 | -0.6 | 5.1 | -0.5 |
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| 8750 | 32.4 | 24.9 | 99.9 | 25.5 | 175.4 | 25.5 |
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| -1.6 | -1.1 | 0.2 | -0.8 | 3.2 | -0.5 |
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| 8500 | 16 | 26.3 | 65.4 | 26.7 | 128.3 | 26.6 |
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| -2 | -1.2 | -0.5 | -0.7 | 1.3 | -0.5 |
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| 8250 | 8.3 | 28.1 | 44.2 | 28.3 | 93.6 | 27.7 |
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| -1.6 | -1.3 | -0.4 | -0.6 | -0.6 | -0.6 |
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| 8000 | 4.8 | 30.4 | 29.8 | 29.8 | 67.9 | 28.8 |
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| -0.9 | -1 | 0.1 | -0.5 | -0.6 | -0.6 |
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| 7750 | 2.9 | 32.8 | 19.6 | 31.3 | 50.3 | 30.2 |
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| -0.1 | -0.4 | -0.7 | -0.6 | -0.1 | -0.5 |
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| 7500 | 1.8 | 35.3 | 13.2 | 32.9 | 35.3 | 31.2 |
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| -0.3 | -0.7 | -1.3 | -0.9 | -1.5 | -0.7 |
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| 7250 | 1 | 37.3 | 9.3 | 34.8 | 0 | 0 |
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| -0.1 | -0.3 | -0.5 | -0.6 | 0 | 0 |
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| 7000 | 1 | 41.7 | 6.9 | 37 | 19.9 | 34.4 |
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| 0 | 0.1 | 0 | -0.3 | 0.2 | -0.3 |
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| 6750 | 1 | 46.2 | 0 | 0 | 0 | 0 |
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| 0 | 0.1 | 0 | 0 | 0 | 0 |
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| 6500 | 1 | 50.8 | 3.3 | 40.7 | 11.1 | 37.6 |
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| 0 | 0.2 | -0.2 | -0.4 | 0.1 | -0.2 |
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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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