2010/10/20(Wed)OP
| P/C | 1.1 | 0.4 | 0.8 | 0.9 | 1 | 0.8 | 0.7 | 0.9 | 1.2 | 0.9 |
| 先物 | 9375 | -157.5 | 9532.5 | 9492.5 | 9520 | 9575 | 9407.5 | 9400 | 9587.5 | 9685 |
| 基準 | 21.5 | 0.3 | 21.2 | 21.4 | 21.2 | 22.1 | 22.2 | 23.5 | 22.5 | 21.8 |
| 期近 | 21.3 | 0.3 | 21 | 21.3 | 21.2 | 22.1 | 22.2 | 23.5 | 22.5 | 43.8 |
| 期先1 | 22.2 | 0.4 | 21.9 | 22.2 | 22.2 | 22.9 | 23.5 | 24.3 | 23.5 | 21.6 |
| 期先2 | 22.4 | 0.7 | 21.7 | 22.2 | 22.5 | 22.9 | 23.5 | 24.1 | 23.5 | 22.5 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 0.9 | 1 | 1 | 2 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 22 | 50 | 85 |
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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 | 9370 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 2.5 | 4.1 | 7.9 | 16.4 | 34.9 | 74 | 145.7 | 264.7 | 399.7 | 135 | 58.8 | 22.8 | 7.3 | 2.7 | 1.2 |
| 0.7 | 1.3 | 2.8 | 5.4 | 12.2 | 25.1 | 46.7 | 77 | -6.5 | -83.4 | -49.6 | -22.5 | -9.3 | -2.3 | -0.6 |
| 33.3 | 30.4 | 28.1 | 26.2 | 24.5 | 23.2 | 22 | 21.1 | 20.6 | 20.5 | 20.1 | 20.3 | 20.2 | 21.1 | 22.3 |
| -0.4 | -0.4 | -0.2 | -0.4 | -0.3 | -0.3 | -0.3 | -0.2 | -0.4 | -0.5 | -0.2 | 0.3 | 0.3 | 1.3 | 1.8 |
| -0.01 | -0.02 | -0.03 | -0.06 | -0.12 | -0.23 | -0.39 | -0.59 |
| 0.41 | 0.22 | 0.1 | 0.04 | 0.02 | 0.01 |
| 0.003 | 0.006 | 0.011 | 0.02 | 0.035 | 0.056 | 0.075 | 0.08 |
| 0.082 | 0.064 | 0.038 | 0.018 | 0.008 | 0.004 |
| 0.58 | 0.93 | 1.6 | 2.8 | 4.68 | 7.04 | 8.92 | 9.02 |
| 9.01 | 6.93 | 4.18 | 1.97 | 0.93 | 0.46 |
| -0.44 | -0.63 | -1.01 | -1.64 | -2.56 | -3.65 | -4.37 | -4.23 |
| -4.13 | -3.13 | -1.9 | -0.89 | -0.44 | -0.23 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9370 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 18.5 | 28.6 | 44.8 | 69.9 | 109.9 | 169.4 | 254.5 | 372.5 | 617.5 | 245 | 147.2 | 82.8 | 43.3 | 22.2 | 11.2 |
| 3.9 | 7.2 | 11 | 16.4 | 26.3 | 39.4 | 55.5 | 76 | -8.5 | -84.5 | -62.1 | -42 | -25.4 | -13.8 | -5.8 |
| 30.5 | 28.9 | 27.4 | 26 | 24.9 | 23.8 | 22.7 | 21.9 | 21.7 | 21.7 | 21 | 20.6 | 20.3 | 20.4 | 20.6 |
| -0.4 | -0.1 | -0.1 | -0.2 | -0.1 | -0.1 | -0.1 | -0.1 | -0.2 | -0.3 | -0.2 | -0.1 | 0 | 0.2 | 0.7 |
| -0.04 | -0.06 | -0.1 | -0.14 | -0.21 | -0.31 | -0.42 | -0.55 |
| 0.45 | 0.32 | 0.21 | 0.13 | 0.07 | 0.04 |
| 0.008 | 0.012 | 0.018 | 0.025 | 0.034 | 0.042 | 0.049 | 0.052 |
| 0.052 | 0.049 | 0.04 | 0.029 | 0.019 | 0.012 |
| 3.08 | 4.3 | 5.92 | 7.9 | 10.13 | 12.21 | 13.61 | 13.79 |
| 13.79 | 12.49 | 10.07 | 7.24 | 4.8 | 2.99 |
| -0.93 | -1.23 | -1.61 | -2.04 | -2.49 | -2.87 | -3.06 | -2.99 |
| -2.98 | -2.61 | -2.07 | -1.46 | -0.97 | -0.61 |
| 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 9360 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 |
| 51.8 | 71.3 | 99.7 | 139.6 | 190.3 | 262.9 | 353.8 | 470 | 804.9 | 334.9 | 226.6 | 146.6 | 90.5 | 55 | 30 |
| 10.7 | 13.9 | 19.8 | 28 | 36 | 47.7 | 62.4 | 79.8 | -0.2 | -80.1 | -63.6 | -48.4 | -34.5 | -21.1 | -14.9 |
| 29.6 | 28.2 | 27.1 | 26 | 24.8 | 24 | 23.1 | 22.3 | 21.8 | 21.6 | 20.9 | 20.3 | 19.9 | 19.8 | 19.3 |
| 0.1 | 0 | 0 | 0.1 | 0 | 0 | 0.1 | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.3 | 0.1 |
| -0.08 | -0.11 | -0.15 | -0.2 | -0.26 | -0.34 | -0.43 | -0.53 |
| 0.47 | 0.37 | 0.27 | 0.19 | 0.13 | 0.08 |
| 0.011 | 0.015 | 0.019 | 0.024 | 0.029 | 0.034 | 0.038 | 0.039 |
| 0.041 | 0.04 | 0.036 | 0.03 | 0.023 | 0.017 |
| 6.76 | 8.47 | 10.49 | 12.68 | 14.77 | 16.62 | 17.8 | 18.05 |
| 18.04 | 17.09 | 15.06 | 12.32 | 9.49 | 6.65 |
| -1.17 | -1.4 | -1.66 | -1.93 | -2.14 | -2.33 | -2.39 | -2.34 |
| -2.29 | -2.1 | -1.8 | -1.44 | -1.1 | -0.76 |
| 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 |
| 19.5 | 5.3 | 22.3 | 2 | 31.1 | 1 | 11500 |
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| 0.2 | -3.2 | 1.2 | -0.6 | 2.9 | 0 |
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| 19.2 | 9.1 | 21.2 | 2.8 | 28.2 | 1 | 11250 |
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| 0.2 | -5 | 0.8 | -1.4 | 2.9 | 0 |
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| 19.5 | 17.9 | 20.6 | 5.2 | 25.1 | 1 | 11000 |
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| 0.5 | -7.2 | 0.6 | -3 | 2.9 | 0 |
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| 19.3 | 30 | 20.6 | 11.2 | 22.3 | 1.2 | 10750 |
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| 0.1 | -14.9 | 0.7 | -5.8 | 1.8 | -0.6 |
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| 19.8 | 55 | 20.4 | 22.2 | 21.1 | 2.7 | 10500 |
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| 0.3 | -21.1 | 0.2 | -13.8 | 1.3 | -2.3 |
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| 19.9 | 90.5 | 20.3 | 43.3 | 20.2 | 7.3 | 10250 |
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| 0.1 | -34.5 | 0 | -25.4 | 0.3 | -9.3 |
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| 20.3 | 146.6 | 20.6 | 82.8 | 20.3 | 22.8 | 10000 | 652.3 | 21.4 | 712.2 | 21.2 | 782.5 | 21.2 |
| 0.1 | -48.4 | -0.1 | -42 | 0.3 | -22.5 | 138.7 | 1.3 | 119.9 | 0.4 | 112.5 | 0.4 |
| 20.9 | 226.6 | 21 | 147.2 | 20.1 | 58.8 | 9750 | 437.7 | 20.8 | 526.4 | 21.4 | 615 | 21.8 |
| 0.1 | -63.6 | -0.2 | -62.1 | -0.2 | -49.6 | 110.4 | 0.2 | 99.7 | 0.2 | 97.5 | 0.3 |
| 21.6 | 334.9 | 21.7 | 245 | 20.5 | 135 | 9500 | 264.7 | 21.1 | 372.5 | 21.9 | 470 | 22.3 |
| 0.1 | -80.1 | -0.3 | -84.5 | -0.5 | -83.4 | 77 | -0.2 | 76 | -0.1 | 79.8 | 0.2 |
| 22.2 | 465 | 22.5 | 377 | 21.6 | 268 | 9250 | 145.7 | 22 | 254.5 | 22.7 | 353.8 | 23.1 |
| -0.2 | -99.8 | -0.2 | -103.6 | -0.6 | -114.2 | 46.7 | -0.3 | 55.5 | -0.1 | 62.4 | 0.1 |
| 23.1 | 625 | 23.4 | 541.8 | 22.2 | 442.3 | 9000 | 74 | 23.2 | 169.4 | 23.8 | 262.9 | 24 |
| -0.1 | -112.5 | -0.3 | -121 | -0.7 | -136 | 25.1 | -0.3 | 39.4 | -0.1 | 47.7 | 0 |
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| 8750 | 34.9 | 24.5 | 109.9 | 24.9 | 190.3 | 24.8 |
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| 12.2 | -0.3 | 26.3 | -0.1 | 36 | 0 |
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| 8500 | 16.4 | 26.2 | 69.9 | 26 | 139.6 | 26 |
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| 5.4 | -0.4 | 16.4 | -0.2 | 28 | 0.1 |
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| 8250 | 7.9 | 28.1 | 44.8 | 27.4 | 99.7 | 27.1 |
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| 2.8 | -0.2 | 11 | -0.1 | 19.8 | 0 |
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| 8000 | 4.1 | 30.4 | 28.6 | 28.9 | 71.3 | 28.2 |
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| 1.3 | -0.4 | 7.2 | -0.1 | 13.9 | 0 |
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| 7750 | 2.5 | 33.3 | 18.5 | 30.5 | 51.8 | 29.6 |
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| 0.7 | -0.4 | 3.9 | -0.4 | 10.7 | 0.1 |
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| 7500 | 1.7 | 36.6 | 12.2 | 32.3 | 37.6 | 31 |
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| 0.2 | -0.8 | 2.4 | -0.4 | 7.5 | 0 |
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| 7250 | 1 | 39.2 | 8.3 | 34.2 | 0 | 0 |
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| 0 | -1.3 | 1.5 | -0.4 | 0 | 0 |
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| 7000 | 1 | 44.1 | 5.8 | 36.2 | 19.4 | 33.8 |
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| 0 | -1.2 | 1.1 | -0.2 | 3.9 | 0 |
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| 6750 | 1 | 49 | 0 | 0 | 0 | 0 |
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| 0 | -1.1 | 0 | 0 | 0 | 0 |
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| 6500 | 1 | 54.2 | 2.9 | 40.5 | 10.5 | 37.1 |
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| 0 | -1 | 0.5 | -0.3 | 1.9 | 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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