2010/10/27(Wed)OP
| P/C | 1 | 0.1 | 0.9 | 1 | 0.8 | 0.8 | 1.1 | 0.8 | 0.9 | 1 |
| 先物 | 9397.5 | 30 | 9367.5 | 9425 | 9427.5 | 9367.5 | 9375 | 9532.5 | 9492.5 | 9520 |
| 基準 | 19.9 | 0 | 20 | 20 | 19.7 | 20.7 | 21.5 | 21.2 | 21.4 | 21.2 |
| 期近 | 19.7 | 0 | 19.7 | 19.7 | 19.4 | 20.5 | 21.3 | 21 | 21.3 | 21.2 |
| 期先1 | 20.3 | 0 | 20.3 | 20.5 | 20.6 | 21.4 | 22.2 | 21.9 | 22.2 | 22.2 |
| 期先2 | 20.5 | 0 | 20.5 | 20.6 | 20.8 | 21.6 | 22.4 | 21.7 | 22.2 | 22.5 |
| 当/先 | 1 | 0 | 1 | 1 | 0.9 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 15 | 43 | 78 |
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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 | 9390 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 |
| 1 | 1.8 | 3 | 6.4 | 15.4 | 39.6 | 93.2 | 206.7 | 308.1 | 101.3 | 34.1 | 9.8 | 2.9 | 1.3 | 1 |
| -0.1 | -0.1 | -0.2 | -0.4 | -1.8 | -4.8 | -12.8 | -23.4 | -18.8 | 4.5 | -0.1 | -1 | -0.4 | -0.1 | 0 |
| 36.4 | 33.2 | 29.5 | 26.7 | 24.3 | 22.5 | 20.5 | 19.4 | 19.1 | 19 | 18.9 | 19.4 | 20.4 | 22.7 | 26 |
| 1.4 | 1.3 | 1.3 | 1.2 | 0.9 | 0.8 | 0.4 | -0.1 | -0.3 | -0.3 | -0.5 | -0.6 | -0.4 | -0.1 | 0.3 |
| 0 | -0.01 | -0.01 | -0.03 | -0.07 | -0.17 | -0.35 | -0.6 |
| 0.4 | 0.18 | 0.06 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.004 | 0.006 | 0.014 | 0.029 | 0.058 | 0.093 | 0.103 |
| 0.105 | 0.071 | 0.033 | 0.012 | 0.006 | 0.004 |
| 0.25 | 0.44 | 0.71 | 1.36 | 2.66 | 4.84 | 7.1 | 7.45 |
| 7.44 | 5 | 2.35 | 0.94 | 0.47 | 0.34 |
| -0.3 | -0.47 | -0.68 | -1.19 | -2.1 | -3.53 | -4.72 | -4.69 |
| -4.6 | -3.08 | -1.48 | -0.62 | -0.35 | -0.29 |
| 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 9400 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 |
| 9.3 | 15.1 | 24.7 | 41.8 | 70.3 | 119.9 | 198.8 | 312.3 | 523.5 | 211.1 | 118.5 | 60.2 | 28.5 | 13 | 5.9 |
| -0.6 | -0.9 | -1.6 | -3.1 | -6.6 | -10 | -14.3 | -19.9 | -8.8 | 11 | 7.7 | 3.6 | 1.5 | 1 | 0.4 |
| 29.3 | 27.5 | 25.8 | 24.3 | 22.8 | 21.7 | 20.8 | 19.9 | 19.9 | 19.9 | 19.5 | 19.2 | 19.1 | 19.3 | 19.6 |
| 0.4 | 0.4 | 0.4 | 0.3 | 0.1 | 0.1 | 0.1 | 0 | 0 | 0.1 | 0.1 | 0 | 0 | 0.1 | 0.1 |
| -0.03 | -0.04 | -0.07 | -0.11 | -0.17 | -0.27 | -0.4 | -0.55 |
| 0.45 | 0.3 | 0.18 | 0.1 | 0.05 | 0.03 |
| 0.006 | 0.01 | 0.015 | 0.023 | 0.034 | 0.047 | 0.057 | 0.061 |
| 0.061 | 0.055 | 0.043 | 0.028 | 0.017 | 0.009 |
| 1.89 | 2.82 | 4.12 | 5.97 | 8.24 | 10.68 | 12.5 | 12.83 |
| 12.83 | 11.33 | 8.59 | 5.68 | 3.39 | 1.9 |
| -0.64 | -0.89 | -1.22 | -1.67 | -2.16 | -2.67 | -2.99 | -2.93 |
| -2.96 | -2.56 | -1.91 | -1.26 | -0.75 | -0.43 |
| 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 9390 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 |
| 32.8 | 47.4 | 69.5 | 100 | 145 | 209.6 | 294.1 | 409.7 | 707.9 | 298.2 | 194 | 119.3 | 69.9 | 37.4 | 19.6 |
| -2.2 | -2.4 | -3.2 | -4.9 | -9.4 | -10.4 | -15.7 | -20 | -9.6 | 10.5 | 9.3 | 5.2 | 4.8 | 2.3 | 0.8 |
| 27.9 | 26.5 | 25.4 | 24.1 | 23 | 22.1 | 21.1 | 20.5 | 20 | 19.8 | 19.3 | 18.9 | 18.6 | 18.2 | 18.1 |
| 0.1 | 0.2 | 0.2 | 0.2 | 0 | 0.1 | 0 | -0.1 | -0.1 | -0.1 | 0 | 0 | 0.1 | 0 | -0.1 |
| -0.06 | -0.08 | -0.12 | -0.17 | -0.23 | -0.32 | -0.42 | -0.53 |
| 0.47 | 0.36 | 0.25 | 0.17 | 0.1 | 0.06 |
| 0.01 | 0.013 | 0.018 | 0.024 | 0.031 | 0.037 | 0.042 | 0.045 |
| 0.046 | 0.044 | 0.039 | 0.031 | 0.022 | 0.015 |
| 5.16 | 6.77 | 8.77 | 10.99 | 13.36 | 15.52 | 16.98 | 17.33 |
| 17.33 | 16.25 | 13.93 | 10.94 | 7.78 | 5.16 |
| -0.92 | -1.14 | -1.42 | -1.69 | -1.96 | -2.18 | -2.28 | -2.25 |
| -2.2 | -2.01 | -1.68 | -1.3 | -0.91 | -0.6 |
| 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 |
| 18.7 | 3.1 | 22.1 | 1 | 37.2 | 1 | 11500 |
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| 0.3 | 0.5 | -0.1 | 0 | 0.6 | 0 |
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| 18.6 | 5.9 | 21.3 | 1.8 | 33.6 | 1 | 11250 |
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| 0.3 | 0.9 | 0.3 | 0.2 | 0.5 | 0 |
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| 18.4 | 10.9 | 20.3 | 3 | 29.8 | 1 | 11000 |
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| 0.4 | 1.8 | 0 | 0.2 | 0.4 | 0 |
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| 18.1 | 19.6 | 19.6 | 5.9 | 26 | 1 | 10750 |
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| -0.1 | 0.8 | 0.1 | 0.4 | 0.3 | 0 |
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| 18.2 | 37.4 | 19.3 | 13 | 22.7 | 1.3 | 10500 |
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| 0 | 2.3 | 0.1 | 1 | -0.1 | -0.1 |
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| 18.6 | 69.9 | 19.1 | 28.5 | 20.4 | 2.9 | 10250 |
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| 0.1 | 4.8 | 0 | 1.5 | -0.4 | -0.4 |
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| 18.9 | 119.3 | 19.2 | 60.2 | 19.4 | 9.8 | 10000 | 613.2 | 19.9 | 663.2 | 19.4 | 730 | 19.6 |
| 0 | 5.2 | 0 | 3.6 | -0.6 | -1 | -33.3 | -1.4 | -25.5 | 0.1 | -25 | -0.1 |
| 19.3 | 194 | 19.5 | 118.5 | 18.9 | 34.1 | 9750 | 388.1 | 19.3 | 471.3 | 19.6 | 555 | 19.9 |
| 0 | 9.3 | 0.1 | 7.7 | -0.5 | -0.1 | -30.2 | -0.5 | -20.6 | 0.3 | -19.7 | 0.1 |
| 19.8 | 298.2 | 19.9 | 211.1 | 19 | 101.3 | 9500 | 206.7 | 19.4 | 312.3 | 19.9 | 409.7 | 20.5 |
| -0.1 | 10.5 | 0.1 | 11 | -0.3 | 4.5 | -23.4 | -0.1 | -19.9 | 0 | -20 | -0.1 |
| 20.6 | 435 | 20.8 | 347.5 | 20.3 | 240 | 9250 | 93.2 | 20.5 | 198.8 | 20.8 | 294.1 | 21.1 |
| 0 | 14.8 | 0.1 | 15.8 | 0.5 | 18 | -12.8 | 0.4 | -14.3 | 0.1 | -15.7 | 0 |
| 21.5 | 599.8 | 21.5 | 516.4 | 21.3 | 432.1 | 9000 | 39.6 | 22.5 | 119.9 | 21.7 | 209.6 | 22.1 |
| 0.1 | 19.8 | -0.1 | 18.4 | 0.1 | 22.3 | -4.8 | 0.8 | -10 | 0.1 | -10.4 | 0.1 |
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| 8750 | 15.4 | 24.3 | 70.3 | 22.8 | 145 | 23 |
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| -1.8 | 0.9 | -6.6 | 0.1 | -9.4 | 0 |
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| 8500 | 6.4 | 26.7 | 41.8 | 24.3 | 100 | 24.1 |
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| -0.4 | 1.2 | -3.1 | 0.3 | -4.9 | 0.2 |
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| 8250 | 3 | 29.5 | 24.7 | 25.8 | 69.5 | 25.4 |
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| -0.2 | 1.3 | -1.6 | 0.4 | -3.2 | 0.2 |
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| 8000 | 1.8 | 33.2 | 15.1 | 27.5 | 47.4 | 26.5 |
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| -0.1 | 1.3 | -0.9 | 0.4 | -2.4 | 0.2 |
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| 7750 | 1 | 36.4 | 9.3 | 29.3 | 32.8 | 27.9 |
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| -0.1 | 1.4 | -0.6 | 0.4 | -2.2 | 0.1 |
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| 7500 | 1 | 42 | 6.3 | 31.5 | 22.9 | 29.3 |
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| 0 | 1.8 | -0.2 | 0.6 | -2.1 | 0 |
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| 7250 | 1 | 47.7 | 4.1 | 33.6 | 0 | 0 |
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| 0 | 2 | -0.2 | 0.5 | 0 | 0 |
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| 7000 | 1 | 53.5 | 3 | 36.1 | 11.5 | 32.5 |
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| 0 | 2.2 | 0 | 0.7 | -1 | 0.1 |
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| 6750 | 1 | 59.5 | 0 | 0 | 0 | 0 |
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| 0 | 2.3 | 0 | 0 | 0 | 0 |
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| 6500 | 1 | 65.7 | 1.5 | 40.7 | 6.3 | 36.1 |
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| 0 | 2.5 | -0.1 | 0.4 | 0.1 | 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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