2010/10/21(Fri)OP
| P/C | 0.8 | 0.1 | 0.8 | 1.1 | 0.8 | 0.9 | 1 | 0.8 | 0.7 | 0.9 |
| 先物 | 9427.5 | 60 | 9367.5 | 9375 | 9532.5 | 9492.5 | 9520 | 9575 | 9407.5 | 9400 |
| 基準 | 19.7 | -1.1 | 20.7 | 21.5 | 21.2 | 21.4 | 21.2 | 22.1 | 22.2 | 23.5 |
| 期近 | 19.4 | -1.2 | 20.5 | 21.3 | 21 | 21.3 | 21.2 | 22.1 | 22.2 | 23.5 |
| 期先1 | 20.6 | -0.9 | 21.4 | 22.2 | 21.9 | 22.2 | 22.2 | 22.9 | 23.5 | 24.3 |
| 期先2 | 20.8 | -0.7 | 21.6 | 22.4 | 21.7 | 22.2 | 22.5 | 22.9 | 23.5 | 24.1 |
| 当/先 | 0.9 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 0.9 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 20 | 48 | 83 |
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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 | 9430 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 1.5 | 1.9 | 3.7 | 8 | 19.1 | 45 | 101.3 | 207.9 | 345.1 | 137.1 | 55.6 | 18.3 | 5.5 | 1.6 | 1 |
| -0.4 | -1.1 | -1.8 | -4.6 | -9.5 | -19.8 | -34.2 | -48.1 | -34.9 | 13.1 | 4.3 | 0.4 | 0.1 | -0.2 | 0 |
| 33.5 | 29.5 | 27 | 24.8 | 23 | 21.4 | 20 | 19 | 19.1 | 19.1 | 18.9 | 18.7 | 19.1 | 19.7 | 22.1 |
| 0.9 | -0.1 | 0.1 | -0.4 | -0.5 | -0.8 | -1 | -1 | -0.9 | -0.9 | -0.9 | -0.9 | -0.7 | -0.9 | -0.4 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.08 | -0.17 | -0.33 | -0.56 |
| 0.44 | 0.23 | 0.1 | 0.03 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.007 | 0.014 | 0.029 | 0.054 | 0.082 | 0.093 |
| 0.093 | 0.073 | 0.041 | 0.018 | 0.007 | 0.004 |
| 0.38 | 0.51 | 0.93 | 1.76 | 3.32 | 5.68 | 8.11 | 8.79 |
| 8.79 | 6.8 | 3.77 | 1.67 | 0.65 | 0.4 |
| -0.31 | -0.37 | -0.62 | -1.07 | -1.87 | -2.98 | -3.98 | -4.09 |
| -4.14 | -3.15 | -1.74 | -0.78 | -0.31 | -0.22 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9430 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 11.2 | 17.9 | 28.7 | 47.8 | 79 | 128.9 | 205.1 | 316.9 | 562 | 245.1 | 145 | 77.4 | 38.8 | 18.7 | 8.6 |
| -3.9 | -6.1 | -9.5 | -14.1 | -20.5 | -27.3 | -36.9 | -46.2 | -31.3 | 14.9 | 9.8 | 2.7 | 0.4 | -0.3 | 0 |
| 29 | 27.4 | 25.8 | 24.4 | 23.2 | 22.1 | 21.1 | 20.4 | 20.3 | 20.3 | 19.9 | 19.4 | 19.2 | 19.2 | 19.3 |
| -0.5 | -0.6 | -0.7 | -0.7 | -0.7 | -0.7 | -0.7 | -0.8 | -0.7 | -0.7 | -0.6 | -0.8 | -0.8 | -0.8 | -0.6 |
| -0.03 | -0.04 | -0.07 | -0.11 | -0.18 | -0.27 | -0.39 | -0.53 |
| 0.47 | 0.33 | 0.21 | 0.12 | 0.07 | 0.03 |
| 0.006 | 0.01 | 0.015 | 0.023 | 0.033 | 0.043 | 0.053 | 0.057 |
| 0.057 | 0.053 | 0.044 | 0.031 | 0.02 | 0.011 |
| 2.22 | 3.24 | 4.64 | 6.58 | 8.91 | 11.3 | 13.14 | 13.66 |
| 13.66 | 12.49 | 9.95 | 6.97 | 4.43 | 2.57 |
| -0.67 | -0.92 | -1.23 | -1.66 | -2.13 | -2.57 | -2.85 | -2.86 |
| -2.88 | -2.57 | -2 | -1.39 | -0.88 | -0.51 |
| 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 9420 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 |
| 38 | 54.1 | 75.2 | 108.8 | 155 | 216.3 | 302.6 | 412.8 | 744.9 | 332.1 | 222 | 140 | 85 | 47.3 | 24.8 |
| -8.7 | -11.2 | -16.7 | -21 | -25.2 | -34.3 | -37.5 | -42.4 | -27.5 | 14.9 | 11.8 | 4.6 | 1.9 | -1.4 | -1.8 |
| 28.3 | 27 | 25.6 | 24.6 | 23.6 | 22.5 | 21.7 | 20.9 | 20.5 | 20.3 | 19.7 | 19.2 | 18.9 | 18.5 | 18.1 |
| -0.6 | -0.5 | -0.7 | -0.7 | -0.6 | -0.8 | -0.6 | -0.5 | -0.6 | -0.6 | -0.5 | -0.7 | -0.7 | -0.8 | -0.9 |
| -0.06 | -0.09 | -0.12 | -0.17 | -0.24 | -0.31 | -0.41 | -0.51 |
| 0.49 | 0.38 | 0.28 | 0.19 | 0.12 | 0.07 |
| 0.01 | 0.013 | 0.018 | 0.023 | 0.029 | 0.035 | 0.04 | 0.042 |
| 0.044 | 0.043 | 0.039 | 0.032 | 0.024 | 0.017 |
| 5.69 | 7.35 | 9.25 | 11.53 | 13.86 | 15.96 | 17.48 | 17.97 |
| 17.97 | 17.14 | 15.05 | 12.2 | 9.01 | 6.1 |
| -0.97 | -1.19 | -1.42 | -1.7 | -1.95 | -2.14 | -2.26 | -2.24 |
| -2.2 | -2.03 | -1.74 | -1.39 | -1 | -0.67 |
| 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 |
| 18.4 | 3.9 | 21.2 | 1.3 | 31.8 | 1 | 11500 |
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| -0.8 | -0.7 | -1 | -0.4 | -0.2 | 0 |
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| 18.5 | 7.8 | 20.1 | 2 | 28.7 | 1 | 11250 |
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| -0.3 | 0.4 | -0.5 | 0 | -0.2 | 0 |
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| 18.1 | 13 | 19.9 | 4.3 | 25.5 | 1 | 11000 |
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| -0.8 | -1 | -0.7 | -0.2 | -0.3 | 0 |
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| 18.1 | 24.8 | 19.3 | 8.6 | 22.1 | 1 | 10750 |
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| -0.9 | -1.8 | -0.6 | 0 | -0.4 | 0 |
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| 18.5 | 47.3 | 19.2 | 18.7 | 19.7 | 1.6 | 10500 |
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| -0.8 | -1.4 | -0.8 | -0.3 | -0.9 | -0.2 |
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| 18.9 | 85 | 19.2 | 38.8 | 19.1 | 5.5 | 10250 |
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| -0.7 | 1.9 | -0.8 | 0.4 | -0.7 | 0.1 |
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| 19.2 | 140 | 19.4 | 77.4 | 18.7 | 18.3 | 10000 | 592.2 | 19.2 | 646.6 | 19.2 | 720 | 19.8 |
| -0.7 | 4.6 | -0.8 | 2.7 | -0.9 | 0.4 | -59.7 | -1 | -60.8 | -1.1 | -55 | -0.7 |
| 19.7 | 222 | 19.9 | 145 | 18.9 | 55.6 | 9750 | 375.7 | 18.6 | 464.1 | 19.7 | 550 | 20.1 |
| -0.5 | 11.8 | -0.6 | 9.8 | -0.9 | 4.3 | -54.4 | -0.7 | -53.3 | -0.8 | -50.2 | -0.6 |
| 20.3 | 332.1 | 20.3 | 245.1 | 19.1 | 137.1 | 9500 | 207.9 | 19 | 316.9 | 20.4 | 412.8 | 20.9 |
| -0.6 | 14.9 | -0.7 | 14.9 | -0.9 | 13.1 | -48.1 | -1 | -46.2 | -0.8 | -42.4 | -0.5 |
| 21 | 470 | 21.1 | 383.8 | 20.4 | 282 | 9250 | 101.3 | 20 | 205.1 | 21.1 | 302.6 | 21.7 |
| -0.7 | 20 | -0.7 | 23.7 | -0.5 | 29.7 | -34.2 | -1 | -36.9 | -0.7 | -37.5 | -0.6 |
| 21.8 | 635 | 22 | 556.7 | 21.5 | 473.7 | 9000 | 45 | 21.4 | 128.9 | 22.1 | 216.3 | 22.5 |
| -0.8 | 25 | -0.6 | 33.5 | -0.7 | 40.5 | -19.8 | -0.8 | -27.3 | -0.7 | -34.3 | -0.8 |
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| 8750 | 19.1 | 23 | 79 | 23.2 | 155 | 23.6 |
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| -9.5 | -0.5 | -20.5 | -0.7 | -25.2 | -0.6 |
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| 8500 | 8 | 24.8 | 47.8 | 24.4 | 108.8 | 24.6 |
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| -4.6 | -0.4 | -14.1 | -0.7 | -21 | -0.7 |
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| 8250 | 3.7 | 27 | 28.7 | 25.8 | 75.2 | 25.6 |
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| -1.8 | 0.1 | -9.5 | -0.7 | -16.7 | -0.7 |
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| 8000 | 1.9 | 29.5 | 17.9 | 27.4 | 54.1 | 27 |
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| -1.1 | -0.1 | -6.1 | -0.6 | -11.2 | -0.5 |
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| 7750 | 1.5 | 33.5 | 11.2 | 29 | 38 | 28.3 |
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| -0.4 | 0.9 | -3.9 | -0.5 | -8.7 | -0.6 |
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| 7500 | 1 | 36.9 | 7 | 30.7 | 27.3 | 29.8 |
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| -0.5 | 0.3 | -2.8 | -0.6 | -7.3 | -0.7 |
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| 7250 | 1 | 41.9 | 4.8 | 32.8 | 0 | 0 |
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| 0 | 1.9 | -1.7 | -0.4 | 0 | 0 |
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| 7000 | 1 | 46.9 | 3.4 | 35 | 14 | 32.8 |
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| 0 | 2 | -0.7 | 0.2 | -3.5 | -0.5 |
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| 6750 | 1 | 52.2 | 0 | 0 | 0 | 0 |
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| 0 | 2.1 | 0 | 0 | 0 | 0 |
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| 6500 | 1 | 57.5 | 1.6 | 39.1 | 7.4 | 36.1 |
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| 0 | 2.2 | -0.4 | 0.1 | -1.6 | -0.3 |
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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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