2010/10/19(Tue)OP
| P/C | 0.8 | -0.1 | 0.9 | 1 | 0.8 | 0.7 | 0.9 | 1.2 | 0.9 | 0.9 |
| 先物 | 9532.5 | 40 | 9492.5 | 9520 | 9575 | 9407.5 | 9400 | 9587.5 | 9685 | 9695 |
| 基準 | 21.2 | -0.3 | 21.4 | 21.2 | 22.1 | 22.2 | 23.5 | 22.5 | 21.8 | 21.9 |
| 期近 | 21 | -0.3 | 21.3 | 21.2 | 22.1 | 22.2 | 23.5 | 22.5 | 43.8 | 31.2 |
| 期先1 | 21.9 | -0.3 | 22.2 | 22.2 | 22.9 | 23.5 | 24.3 | 23.5 | 21.6 | 21.4 |
| 期先2 | 21.7 | -0.5 | 22.2 | 22.5 | 22.9 | 23.5 | 24.1 | 23.5 | 22.5 | 22.4 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 0.9 | 1 | 1 | 2 | 1.5 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 23 | 51 | 86 |
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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 | 9530 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 1.8 | 2.9 | 5.1 | 10.9 | 22.7 | 48.9 | 99 | 187.8 | 406.2 | 218.5 | 108.4 | 45.3 | 16.6 | 5 | 1.8 |
| -0.3 | -1.1 | -1.8 | -2.8 | -5.6 | -9.9 | -16.4 | -25 | -10.6 | 14.4 | 7.9 | 2.4 | 0.5 | -0.4 | -0.5 |
| 33.7 | 30.8 | 28.3 | 26.6 | 24.8 | 23.5 | 22.3 | 21.2 | 21.1 | 21 | 20.4 | 20 | 19.9 | 19.7 | 20.5 |
| 0.7 | -0.1 | -0.1 | 0.1 | 0 | 0 | -0.1 | -0.2 | -0.2 | -0.2 | -0.2 | -0.3 | -0.3 | -0.6 | -0.8 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.08 | -0.16 | -0.29 | -0.46 |
| 0.54 | 0.34 | 0.18 | 0.08 | 0.03 | 0.01 |
| 0.002 | 0.004 | 0.007 | 0.014 | 0.025 | 0.043 | 0.063 | 0.078 |
| 0.079 | 0.075 | 0.054 | 0.03 | 0.014 | 0.006 |
| 0.45 | 0.7 | 1.17 | 2.12 | 3.63 | 5.86 | 8.21 | 9.58 |
| 9.58 | 8.84 | 6.29 | 3.53 | 1.55 | 0.7 |
| -0.33 | -0.46 | -0.71 | -1.21 | -1.92 | -2.94 | -3.91 | -4.34 |
| -4.31 | -3.87 | -2.69 | -1.5 | -0.66 | -0.31 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9530 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 14.6 | 21.4 | 33.8 | 53.4 | 83.6 | 130 | 199 | 296.5 | 626 | 329.5 | 209.3 | 124.8 | 68.7 | 36 | 17.1 |
| -2.2 | -3.9 | -6 | -7.9 | -11.3 | -15.2 | -20.1 | -25.4 | -9 | 16.4 | 9.6 | 5.6 | 3.3 | 1.8 | 0.1 |
| 30.9 | 29 | 27.6 | 26.3 | 25 | 23.9 | 22.9 | 22 | 22 | 21.9 | 21.2 | 20.7 | 20.3 | 20.1 | 19.9 |
| 0 | -0.2 | -0.3 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.1 | -0.2 | -0.3 | -0.2 | -0.2 | -0.3 |
| -0.03 | -0.05 | -0.07 | -0.11 | -0.17 | -0.25 | -0.35 | -0.47 |
| 0.53 | 0.4 | 0.28 | 0.18 | 0.11 | 0.06 |
| 0.007 | 0.01 | 0.014 | 0.02 | 0.028 | 0.037 | 0.045 | 0.051 |
| 0.051 | 0.051 | 0.046 | 0.036 | 0.026 | 0.016 |
| 2.6 | 3.56 | 4.99 | 6.83 | 8.98 | 11.25 | 13.19 | 14.22 |
| 14.22 | 13.85 | 12.09 | 9.4 | 6.61 | 4.13 |
| -0.78 | -1 | -1.34 | -1.74 | -2.18 | -2.61 | -2.93 | -3.03 |
| -3.05 | -2.86 | -2.44 | -1.86 | -1.3 | -0.8 |
| 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 9520 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 |
| 41.1 | 57.4 | 80 | 111.7 | 154.4 | 215.2 | 291.4 | 390.2 | 805.2 | 415 | 290.2 | 195 | 124.9 | 76 | 44.9 |
| -4.2 | -6.3 | -7.8 | -9.1 | -14.7 | -15.1 | -18.7 | -25 | -14.8 | 10.2 | 6.9 | 5.2 | 3.5 | 0.6 | -0.2 |
| 29.5 | 28.3 | 27 | 25.9 | 24.8 | 24 | 23 | 22.1 | 21.8 | 21.5 | 20.8 | 20.3 | 19.8 | 19.5 | 19.3 |
| -0.1 | -0.2 | -0.1 | 0 | -0.3 | -0.1 | -0.1 | -0.2 | -0.3 | -0.5 | -0.4 | -0.4 | -0.3 | -0.4 | -0.4 |
| -0.06 | -0.09 | -0.12 | -0.17 | -0.22 | -0.29 | -0.37 | -0.47 |
| 0.53 | 0.43 | 0.33 | 0.24 | 0.17 | 0.11 |
| 0.009 | 0.012 | 0.016 | 0.021 | 0.026 | 0.031 | 0.036 | 0.039 |
| 0.04 | 0.041 | 0.039 | 0.034 | 0.028 | 0.021 |
| 5.88 | 7.49 | 9.38 | 11.51 | 13.74 | 15.87 | 17.54 | 18.43 |
| 18.43 | 18.23 | 16.83 | 14.46 | 11.54 | 8.64 |
| -1 | -1.22 | -1.47 | -1.72 | -1.97 | -2.2 | -2.32 | -2.34 |
| -2.31 | -2.2 | -1.98 | -1.67 | -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 |
| 19.3 | 8.5 | 21.2 | 2.6 | 28.2 | 1 | 11500 |
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| -0.1 | 0.5 | -0.3 | -0.1 | 0 | 0 |
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| 19 | 14.1 | 20.4 | 4.3 | 25.3 | 1 | 11250 |
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| -0.5 | -0.9 | -0.1 | 0.2 | 0 | 0 |
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| 19 | 25.1 | 20 | 8.2 | 22.2 | 1 | 11000 |
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| -0.3 | -0.1 | -0.4 | -0.3 | -0.1 | 0 |
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| 19.3 | 44.9 | 19.9 | 17.1 | 20.5 | 1.8 | 10750 |
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| -0.4 | -0.2 | -0.3 | 0.1 | -0.8 | -0.5 |
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| 19.5 | 76 | 20.1 | 36 | 19.7 | 5 | 10500 |
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| -0.4 | 0.6 | -0.2 | 1.8 | -0.6 | -0.4 |
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| 19.8 | 124.9 | 20.3 | 68.7 | 19.9 | 16.6 | 10250 |
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| -0.3 | 3.5 | -0.2 | 3.3 | -0.3 | 0.5 |
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| 20.3 | 195 | 20.7 | 124.8 | 20 | 45.3 | 10000 | 513.5 | 20.2 | 592.3 | 20.8 | 670 | 20.8 |
| -0.4 | 5.2 | -0.3 | 5.6 | -0.3 | 2.4 | -37.9 | -0.4 | -35.5 | -0.3 | -35 | -0.4 |
| 20.8 | 290.2 | 21.2 | 209.3 | 20.4 | 108.4 | 9750 | 327.3 | 20.6 | 426.7 | 21.3 | 517.5 | 21.4 |
| -0.4 | 6.9 | -0.2 | 9.6 | -0.2 | 7.9 | -30.8 | 0 | -31 | -0.3 | -27.7 | -0.1 |
| 21.5 | 415 | 21.9 | 329.5 | 21 | 218.5 | 9500 | 187.8 | 21.2 | 296.5 | 22 | 390.2 | 22.1 |
| -0.5 | 10.2 | -0.1 | 16.4 | -0.2 | 14.4 | -25 | -0.2 | -25.4 | -0.2 | -25 | -0.2 |
| 22.3 | 564.8 | 22.7 | 480.5 | 22.3 | 382.2 | 9250 | 99 | 22.3 | 199 | 22.9 | 291.4 | 23 |
| -0.4 | 15 | -0.3 | 18.6 | -0.2 | 22.3 | -16.4 | -0.1 | -20.1 | -0.2 | -18.7 | -0.1 |
| 23.2 | 737.5 | 23.8 | 662.8 | 22.9 | 578.3 | 9000 | 48.9 | 23.5 | 130 | 23.9 | 215.2 | 24 |
| -0.2 | 22.5 | -0.1 | 26.2 | -0.7 | 25.8 | -9.9 | 0 | -15.2 | -0.2 | -15.1 | -0.1 |
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| 8750 | 22.7 | 24.8 | 83.6 | 25 | 154.4 | 24.8 |
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| -5.6 | 0 | -11.3 | -0.2 | -14.7 | -0.3 |
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| 8500 | 10.9 | 26.6 | 53.4 | 26.3 | 111.7 | 25.9 |
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| -2.8 | 0.1 | -7.9 | -0.2 | -9.1 | 0 |
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| 8250 | 5.1 | 28.3 | 33.8 | 27.6 | 80 | 27 |
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| -1.8 | -0.1 | -6 | -0.3 | -7.8 | -0.1 |
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| 8000 | 2.9 | 30.8 | 21.4 | 29 | 57.4 | 28.3 |
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| -1.1 | -0.1 | -3.9 | -0.2 | -6.3 | -0.2 |
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| 7750 | 1.8 | 33.7 | 14.6 | 30.9 | 41.1 | 29.5 |
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| -0.3 | 0.7 | -2.2 | 0 | -4.2 | -0.1 |
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| 7500 | 1.5 | 37.5 | 9.8 | 32.7 | 30.1 | 31 |
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| -0.2 | 0.9 | -2 | -0.2 | -3.3 | -0.1 |
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| 7250 | 1 | 40.5 | 6.8 | 34.6 | 0 | 0 |
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| 0 | 1.4 | -1 | 0.1 | 0 | 0 |
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| 7000 | 1 | 45.3 | 4.6 | 36.5 | 15.5 | 33.8 |
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| 0 | 1.5 | -0.9 | -0.1 | -2.5 | -0.3 |
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| 6750 | 1 | 50.1 | 0 | 0 | 0 | 0 |
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| 0 | 1.6 | 0 | 0 | 0 | 0 |
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| 6500 | 1 | 55.1 | 2.4 | 40.7 | 8.6 | 37.1 |
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| 0 | 1.7 | -0.6 | -0.2 | -1.8 | -0.5 |
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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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