2010/10/21(Thu)OP
| P/C | 0.8 | -0.4 | 1.1 | 0.8 | 0.9 | 1 | 0.8 | 0.7 | 0.9 | 1.2 |
| 先物 | 9367.5 | -7.5 | 9375 | 9532.5 | 9492.5 | 9520 | 9575 | 9407.5 | 9400 | 9587.5 |
| 基準 | 20.7 | -0.8 | 21.5 | 21.2 | 21.4 | 21.2 | 22.1 | 22.2 | 23.5 | 22.5 |
| 期近 | 20.5 | -0.8 | 21.3 | 21 | 21.3 | 21.2 | 22.1 | 22.2 | 23.5 | 22.5 |
| 期先1 | 21.4 | -0.8 | 22.2 | 21.9 | 22.2 | 22.2 | 22.9 | 23.5 | 24.3 | 23.5 |
| 期先2 | 21.6 | -0.9 | 22.4 | 21.7 | 22.2 | 22.5 | 22.9 | 23.5 | 24.1 | 23.5 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 0.9 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 21 | 49 | 84 |
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| 7500 | 7750 | 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9250 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 |
| 11P750 | 11P775 | 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 9370 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 1.5 | 1.8 | 3 | 5.6 | 12.6 | 28.6 | 64.9 | 135.5 | 387.8 | 252.3 | 124 | 51.3 | 17.9 | 5.4 | 1.9 |
| -0.3 | -0.7 | -1.1 | -2.4 | -3.8 | -6.3 | -9.2 | -10.1 | -25.9 | -15.7 | -11 | -7.5 | -4.9 | -1.8 | -0.9 |
| 36.7 | 32.7 | 29.6 | 26.9 | 25.1 | 23.4 | 22.2 | 21 | 21 | 20.9 | 20 | 19.7 | 19.7 | 19.8 | 20.6 |
| 0 | -0.7 | -0.8 | -1.2 | -1 | -1.1 | -1.1 | -1 | -0.9 | -0.8 | -0.4 | -0.4 | -0.6 | -0.4 | -0.4 |
| -0.01 | -0.01 | -0.01 | -0.02 | -0.05 | -0.11 | -0.22 | -0.39 |
| 0.61 | 0.4 | 0.21 | 0.09 | 0.03 | 0.01 |
| 0.002 | 0.003 | 0.005 | 0.009 | 0.019 | 0.035 | 0.059 | 0.081 |
| 0.081 | 0.085 | 0.064 | 0.036 | 0.016 | 0.007 |
| 0.35 | 0.46 | 0.74 | 1.27 | 2.4 | 4.23 | 6.7 | 8.71 |
| 8.7 | 8.73 | 6.5 | 3.64 | 1.61 | 0.7 |
| -0.3 | -0.35 | -0.51 | -0.8 | -1.41 | -2.32 | -3.47 | -4.27 |
| -4.26 | -4.1 | -3 | -1.68 | -0.75 | -0.34 |
| 12P750 | 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 9370 | 12C925 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 |
| 9.9 | 15.1 | 24 | 38.2 | 61.8 | 99.5 | 156.2 | 242 | 602.1 | 360.1 | 230.2 | 135.1 | 74.7 | 38.4 | 19 |
| -2.3 | -3.5 | -4.5 | -6.6 | -8 | -10.4 | -13.2 | -12.5 | -29.4 | -16.9 | -14.8 | -12 | -8.1 | -4.9 | -3.2 |
| 31.4 | 29.5 | 28 | 26.4 | 25.1 | 23.9 | 22.7 | 21.8 | 21.8 | 21.8 | 21 | 20.4 | 20.2 | 20 | 20 |
| -0.9 | -1 | -0.9 | -1 | -0.9 | -1 | -1 | -0.9 | -0.9 | -0.7 | -0.6 | -0.6 | -0.5 | -0.4 | -0.4 |
| -0.02 | -0.04 | -0.06 | -0.09 | -0.14 | -0.21 | -0.3 | -0.42 |
| 0.58 | 0.44 | 0.31 | 0.2 | 0.12 | 0.07 |
| 0.005 | 0.008 | 0.012 | 0.017 | 0.025 | 0.035 | 0.044 | 0.052 |
| 0.052 | 0.054 | 0.05 | 0.04 | 0.029 | 0.018 |
| 1.91 | 2.72 | 3.9 | 5.48 | 7.5 | 9.81 | 11.99 | 13.47 |
| 13.47 | 13.61 | 12.17 | 9.63 | 6.79 | 4.37 |
| -0.61 | -0.81 | -1.1 | -1.46 | -1.91 | -2.37 | -2.75 | -2.96 |
| -2.98 | -2.91 | -2.52 | -1.97 | -1.38 | -0.89 |
| 1P750 | 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 9360 | 1C925 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 |
| 34.6 | 46.6 | 65.2 | 92 | 129.8 | 180.2 | 250.6 | 340.2 | 790.2 | 450 | 317.2 | 210.2 | 135.4 | 83.1 | 48.7 |
| -3.1 | -5.1 | -6 | -7.8 | -9.9 | -10.2 | -12.2 | -13.6 | -28.6 | -15 | -17.7 | -16.4 | -11.2 | -7.4 | -6.3 |
| 30.5 | 28.9 | 27.6 | 26.4 | 25.3 | 24.1 | 23.2 | 22.3 | 22.1 | 21.7 | 21 | 20.2 | 19.8 | 19.5 | 19.3 |
| -0.5 | -0.7 | -0.7 | -0.7 | -0.8 | -0.7 | -0.8 | -0.8 | -0.7 | -0.5 | -0.7 | -0.7 | -0.5 | -0.4 | -0.5 |
| -0.06 | -0.08 | -0.1 | -0.14 | -0.19 | -0.26 | -0.34 | -0.43 |
| 0.57 | 0.47 | 0.36 | 0.26 | 0.18 | 0.12 |
| 0.008 | 0.011 | 0.015 | 0.019 | 0.024 | 0.03 | 0.035 | 0.039 |
| 0.04 | 0.042 | 0.041 | 0.037 | 0.03 | 0.023 |
| 5.07 | 6.41 | 8.14 | 10.16 | 12.39 | 14.57 | 16.48 | 17.7 |
| 17.69 | 17.9 | 16.83 | 14.68 | 11.88 | 8.94 |
| -0.92 | -1.1 | -1.33 | -1.58 | -1.85 | -2.08 | -2.26 | -2.32 |
| -2.29 | -2.23 | -2.02 | -1.73 | -1.38 | -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 |
| 18.8 | 7.4 | 20.6 | 2 | 28.9 | 1 | 11250 |
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| -0.4 | -1.6 | -0.6 | -0.8 | 0.8 | 0 |
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| 18.8 | 14.1 | 20.5 | 4.6 | 25.8 | 1 | 11000 |
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| -0.7 | -3.8 | -0.1 | -0.6 | 0.7 | 0 |
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| 19 | 26.6 | 19.9 | 8.6 | 22.5 | 1 | 10750 |
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| -0.3 | -3.4 | -0.6 | -2.6 | 0.2 | -0.2 |
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| 19.3 | 48.7 | 20 | 19 | 20.6 | 1.9 | 10500 |
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| -0.5 | -6.3 | -0.4 | -3.2 | -0.4 | -0.9 |
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| 19.5 | 83.1 | 20 | 38.4 | 19.8 | 5.4 | 10250 |
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| -0.4 | -7.4 | -0.4 | -4.9 | -0.4 | -1.8 |
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| 19.8 | 135.4 | 20.2 | 74.7 | 19.7 | 17.9 | 10000 |
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| -0.5 | -11.2 | -0.5 | -8.1 | -0.6 | -4.9 |
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| 20.2 | 210.2 | 20.4 | 135.1 | 19.7 | 51.3 | 9750 | 430.1 | 19.2 | 517.4 | 20.5 | 600.2 | 20.7 |
| -0.7 | -16.4 | -0.6 | -12 | -0.4 | -7.5 | -7.6 | -1.6 | -9 | -0.9 | -14.8 | -1 |
| 21 | 317.2 | 21 | 230.2 | 20 | 124 | 9500 | 256 | 20 | 363.1 | 21.2 | 455.2 | 21.4 |
| -0.7 | -17.7 | -0.6 | -14.8 | -0.4 | -11 | -8.7 | -1 | -9.4 | -0.8 | -14.8 | -0.9 |
| 21.7 | 450 | 21.8 | 360.1 | 20.9 | 252.3 | 9250 | 135.5 | 21 | 242 | 21.8 | 340.2 | 22.3 |
| -0.5 | -15 | -0.7 | -16.9 | -0.8 | -15.7 | -10.1 | -1 | -12.5 | -0.9 | -13.6 | -0.8 |
| 22.6 | 610 | 22.6 | 523.2 | 22.2 | 433.2 | 9000 | 64.9 | 22.2 | 156.2 | 22.7 | 250.6 | 23.2 |
| -0.5 | -15 | -0.9 | -18.6 | 0 | -9.2 | -9.2 | -1.1 | -13.2 | -1 | -12.2 | -0.8 |
| 23.5 | 790 | 23.4 | 713.2 | 22.7 | 643.4 | 8750 | 28.6 | 23.4 | 99.5 | 23.9 | 180.2 | 24.1 |
| -0.5 | -15 | -1.1 | -18.8 | -0.1 | -9.3 | -6.3 | -1.1 | -10.4 | -1 | -10.2 | -0.7 |
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| 8500 | 12.6 | 25.1 | 61.8 | 25.1 | 129.8 | 25.3 |
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| -3.8 | -1 | -8 | -0.9 | -9.9 | -0.8 |
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| 8250 | 5.6 | 26.9 | 38.2 | 26.4 | 92 | 26.4 |
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| -2.4 | -1.2 | -6.6 | -1 | -7.8 | -0.7 |
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| 8000 | 3 | 29.6 | 24 | 28 | 65.2 | 27.6 |
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| -1.1 | -0.8 | -4.5 | -0.9 | -6 | -0.7 |
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| 7750 | 1.8 | 32.7 | 15.1 | 29.5 | 46.6 | 28.9 |
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| -0.7 | -0.7 | -3.5 | -1 | -5.1 | -0.7 |
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| 7500 | 1.5 | 36.7 | 9.9 | 31.4 | 34.6 | 30.5 |
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| -0.3 | 0 | -2.3 | -0.9 | -3.1 | -0.5 |
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| 7250 | 1 | 40 | 6.5 | 33.2 | 0 | 0 |
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| 0 | 0.8 | -1.9 | -1 | 0 | 0 |
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| 7000 | 1 | 45 | 4.1 | 34.8 | 17.4 | 33.3 |
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| 0 | 0.9 | -1.7 | -1.4 | -2 | -0.5 |
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| 6750 | 1 | 50.1 | 0 | 0 | 0 | 0 |
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| 0 | 1 | 0 | 0 | 0 | 0 |
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| 6500 | 1 | 55.3 | 2 | 39.1 | 9 | 36.4 |
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| 0 | 1.1 | -0.9 | -1.4 | -1.4 | -0.7 |
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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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| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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