2010/10/18(Mon)OP
| P/C | 0.9 | -0.1 | 1 | 0.8 | 0.7 | 0.9 | 1.2 | 0.9 | 0.9 | 0.9 |
| 先物 | 9492.5 | -27.5 | 9520 | 9575 | 9407.5 | 9400 | 9587.5 | 9685 | 9695 | 9522.5 |
| 基準 | 21.4 | 0.2 | 21.2 | 22.1 | 22.2 | 23.5 | 22.5 | 21.8 | 21.9 | 22.4 |
| 期近 | 21.3 | 0.1 | 21.2 | 22.1 | 22.2 | 23.5 | 22.5 | 43.8 | 31.2 | 27.5 |
| 期先1 | 22.2 | -0.1 | 22.2 | 22.9 | 23.5 | 24.3 | 23.5 | 21.6 | 21.4 | 21.9 |
| 期先2 | 22.2 | -0.3 | 22.5 | 22.9 | 23.5 | 24.1 | 23.5 | 22.5 | 22.4 | 22.8 |
| 当/先 | 1 | 0 | 1 | 1 | 0.9 | 1 | 1 | 2 | 1.5 | 1.3 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 24 | 52 | 87 |
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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 | 9490 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 2.1 | 4 | 6.9 | 13.8 | 28.2 | 58.8 | 115.5 | 212.7 | 416.8 | 204.1 | 100.5 | 42.9 | 16.1 | 5.5 | 2.3 |
| -0.8 | -0.9 | -1.4 | -2.2 | -4.2 | -5.2 | -3.9 | 1 | -24.9 | -25.9 | -18.1 | -11 | -6 | -2.8 | -1 |
| 32.9 | 30.9 | 28.4 | 26.5 | 24.8 | 23.5 | 22.3 | 21.4 | 21.3 | 21.2 | 20.5 | 20.2 | 20.2 | 20.3 | 21.3 |
| 0.1 | 0.5 | 0.3 | 0.2 | -0.1 | -0.2 | -0.1 | 0 | 0 | 0.1 | 0.2 | 0.3 | 0.2 | 0.2 | 0.6 |
| -0.01 | -0.01 | -0.03 | -0.05 | -0.1 | -0.18 | -0.32 | -0.49 |
| 0.51 | 0.32 | 0.17 | 0.07 | 0.03 | 0.01 |
| 0.003 | 0.005 | 0.009 | 0.016 | 0.028 | 0.046 | 0.065 | 0.076 |
| 0.077 | 0.071 | 0.05 | 0.028 | 0.013 | 0.006 |
| 0.51 | 0.9 | 1.46 | 2.51 | 4.18 | 6.48 | 8.73 | 9.78 |
| 9.78 | 8.73 | 6.12 | 3.44 | 1.62 | 0.82 |
| -0.35 | -0.57 | -0.85 | -1.36 | -2.13 | -3.12 | -3.99 | -4.28 |
| -4.27 | -3.69 | -2.55 | -1.43 | -0.68 | -0.36 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9490 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 16.9 | 25.3 | 39.8 | 61.3 | 94.9 | 145.1 | 219.1 | 321.8 | 635 | 313.1 | 199.7 | 119.2 | 65.4 | 34.2 | 17 |
| -2.8 | -4.5 | -4.4 | -4 | -5.1 | -4.8 | -1.5 | 1.4 | -23.7 | -25.1 | -20.9 | -15 | -11.3 | -6.8 | -4.4 |
| 30.9 | 29.2 | 27.9 | 26.5 | 25.2 | 24.1 | 23.1 | 22.2 | 22.1 | 22 | 21.4 | 21 | 20.5 | 20.3 | 20.2 |
| -0.4 | -0.6 | -0.4 | -0.3 | -0.3 | -0.3 | -0.2 | -0.2 | -0.2 | -0.1 | -0.1 | 0 | -0.1 | 0 | 0 |
| -0.04 | -0.05 | -0.08 | -0.12 | -0.18 | -0.26 | -0.37 | -0.49 |
| 0.51 | 0.39 | 0.27 | 0.17 | 0.1 | 0.06 |
| 0.007 | 0.011 | 0.015 | 0.022 | 0.029 | 0.038 | 0.045 | 0.05 |
| 0.05 | 0.05 | 0.044 | 0.035 | 0.024 | 0.016 |
| 2.88 | 3.97 | 5.51 | 7.38 | 9.55 | 11.75 | 13.53 | 14.34 |
| 14.34 | 13.76 | 11.87 | 9.15 | 6.39 | 4.08 |
| -0.85 | -1.1 | -1.46 | -1.86 | -2.29 | -2.69 | -2.97 | -3.03 |
| -3.03 | -2.82 | -2.38 | -1.8 | -1.24 | -0.79 |
| 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 9490 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 |
| 45.3 | 63.6 | 87.8 | 120.8 | 169.1 | 230.3 | 310.2 | 415.2 | 820 | 404.8 | 283.3 | 189.8 | 121.5 | 75.5 | 45.1 |
| -5 | -4.3 | -5.9 | -7.5 | -6.3 | -6.3 | -9.5 | -5.8 | -31 | -25.3 | -23 | -19.9 | -14.5 | -9.9 | -6.4 |
| 29.6 | 28.4 | 27.2 | 26 | 25.1 | 24 | 23 | 22.3 | 22.1 | 22 | 21.2 | 20.6 | 20.1 | 19.9 | 19.7 |
| -0.6 | -0.4 | -0.5 | -0.6 | -0.5 | -0.5 | -0.7 | -0.6 | -0.4 | -0.2 | -0.3 | -0.3 | -0.2 | -0.1 | 0 |
| -0.07 | -0.1 | -0.13 | -0.18 | -0.23 | -0.3 | -0.39 | -0.48 |
| 0.52 | 0.42 | 0.32 | 0.23 | 0.16 | 0.11 |
| 0.01 | 0.013 | 0.017 | 0.021 | 0.026 | 0.031 | 0.036 | 0.039 |
| 0.039 | 0.04 | 0.037 | 0.033 | 0.027 | 0.02 |
| 6.25 | 7.95 | 9.86 | 11.98 | 14.23 | 16.24 | 17.78 | 18.5 |
| 18.51 | 18.15 | 16.64 | 14.21 | 11.38 | 8.56 |
| -1.06 | -1.29 | -1.53 | -1.78 | -2.04 | -2.23 | -2.33 | -2.35 |
| -2.34 | -2.21 | -1.97 | -1.64 | -1.3 | -0.97 |
| 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 |
| 19.4 | 8 | 21.5 | 2.6 | 28.2 | 1 | 11500 |
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| -0.3 | -2.5 | 0.4 | -0.5 | 2 | 0 |
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| 19.5 | 14.9 | 20.5 | 4.1 | 25.3 | 1 | 11250 |
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| -0.1 | -3 | 0.2 | -1.1 | 1.8 | 0 |
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| 19.4 | 25.1 | 20.4 | 8.6 | 22.3 | 1 | 11000 |
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| -0.2 | -5 | 0.1 | -2.1 | 0.8 | -0.4 |
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| 19.7 | 45.1 | 20.2 | 17 | 21.3 | 2.3 | 10750 |
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| 0 | -6.4 | 0 | -4.4 | 0.6 | -1 |
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| 19.9 | 75.5 | 20.3 | 34.2 | 20.3 | 5.5 | 10500 |
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| -0.1 | -9.9 | 0 | -6.8 | 0.2 | -2.8 |
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| 20.1 | 121.5 | 20.5 | 65.4 | 20.2 | 16.1 | 10250 |
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| -0.2 | -14.5 | -0.1 | -11.3 | 0.2 | -6 |
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| 20.6 | 189.8 | 21 | 119.2 | 20.2 | 42.9 | 10000 | 551.4 | 20.5 | 627.7 | 21.2 | 705 | 21.2 |
| -0.3 | -19.9 | 0 | -15 | 0.3 | -11 | 14.7 | 0 | 11.3 | -0.1 | 5 | -0.4 |
| 21.2 | 283.3 | 21.4 | 199.7 | 20.5 | 100.5 | 9750 | 358 | 20.6 | 457.7 | 21.5 | 545.2 | 21.6 |
| -0.3 | -23 | -0.1 | -20.9 | 0.2 | -18.1 | 4.5 | -0.3 | 5.4 | -0.2 | -4.7 | -0.7 |
| 22 | 404.8 | 22 | 313.1 | 21.2 | 204.1 | 9500 | 212.7 | 21.4 | 321.8 | 22.2 | 415.2 | 22.3 |
| -0.2 | -25.3 | -0.1 | -25.1 | 0.1 | -25.9 | 1 | 0 | 1.4 | -0.2 | -5.8 | -0.6 |
| 22.8 | 549.8 | 23 | 461.9 | 22.5 | 359.9 | 9250 | 115.5 | 22.3 | 219.1 | 23.1 | 310.2 | 23 |
| -0.1 | -25.2 | 0 | -26 | 0.5 | -26.5 | -3.9 | -0.1 | -1.5 | -0.2 | -9.5 | -0.7 |
| 23.4 | 715 | 23.9 | 636.6 | 23.6 | 552.5 | 9000 | 58.8 | 23.5 | 145.1 | 24.1 | 230.3 | 24 |
| -0.3 | -30 | -0.2 | -30.3 | 0.4 | -29 | -5.2 | -0.2 | -4.8 | -0.3 | -6.3 | -0.5 |
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| 8750 | 28.2 | 24.8 | 94.9 | 25.2 | 169.1 | 25.1 |
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| -4.2 | -0.1 | -5.1 | -0.3 | -6.3 | -0.5 |
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| 8500 | 13.8 | 26.5 | 61.3 | 26.5 | 120.8 | 26 |
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| -2.2 | 0.2 | -4 | -0.3 | -7.5 | -0.6 |
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| 8250 | 6.9 | 28.4 | 39.8 | 27.9 | 87.8 | 27.2 |
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| -1.4 | 0.3 | -4.4 | -0.4 | -5.9 | -0.5 |
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| 8000 | 4 | 30.9 | 25.3 | 29.2 | 63.6 | 28.4 |
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| -0.9 | 0.5 | -4.5 | -0.6 | -4.3 | -0.4 |
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| 7750 | 2.1 | 32.9 | 16.9 | 30.9 | 45.3 | 29.6 |
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| -0.8 | 0.1 | -2.8 | -0.4 | -5 | -0.6 |
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| 7500 | 1.6 | 36.5 | 11.8 | 32.9 | 33.4 | 31.1 |
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| -0.2 | 1.2 | -1.4 | 0 | -1.9 | -0.1 |
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| 7250 | 1 | 39.2 | 7.8 | 34.6 | 0 | 0 |
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| 0 | 1.9 | -1.5 | -0.3 | 0 | 0 |
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| 7000 | 1 | 43.8 | 5.5 | 36.5 | 18 | 34.1 |
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| 0 | 2.1 | -1.5 | -0.5 | -1.9 | -0.3 |
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| 6750 | 1 | 48.6 | 0 | 0 | 0 | 0 |
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| 0 | 2.4 | 0 | 0 | 0 | 0 |
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| 6500 | 1 | 53.5 | 2.9 | 41 | 10.3 | 37.6 |
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| 0 | 2.7 | -0.4 | 0.2 | -0.8 | 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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