2010/10/28(Thu)OP
| P/C | 1 | 0 | 1 | 0.9 | 1 | 0.8 | 0.8 | 1.1 | 0.8 | 0.9 |
| 先物 | 9367.5 | -30 | 9397.5 | 9367.5 | 9425 | 9427.5 | 9367.5 | 9375 | 9532.5 | 9492.5 |
| 基準 | 20.2 | 0.2 | 19.9 | 20 | 20 | 19.7 | 20.7 | 21.5 | 21.2 | 21.4 |
| 期近 | 19.9 | 0.2 | 19.7 | 19.7 | 19.7 | 19.4 | 20.5 | 21.3 | 21 | 21.3 |
| 期先1 | 20.4 | 0.2 | 20.3 | 20.3 | 20.5 | 20.6 | 21.4 | 22.2 | 21.9 | 22.2 |
| 期先2 | 20.4 | -0.1 | 20.5 | 20.5 | 20.6 | 20.8 | 21.6 | 22.4 | 21.7 | 22.2 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 0.9 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 14 | 42 | 77 |
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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 | 1.2 | 1.8 | 3 | 6.6 | 16.1 | 41.7 | 99.5 | 315.5 | 216 | 87.1 | 28.3 | 8.5 | 2.6 | 1.3 |
| 0 | 0.2 | 0 | 0 | 0.2 | 0.7 | 2.1 | 6.3 | -17.7 | -24 | -14.3 | -5.8 | -1.3 | -0.3 | -0.1 |
| 42.9 | 37.9 | 33.7 | 29.9 | 27 | 24.5 | 22.6 | 20.5 | 20.5 | 20.3 | 19.2 | 19.4 | 20.2 | 21.5 | 23.9 |
| 0.9 | 1.4 | 0.5 | 0.4 | 0.3 | 0.2 | 0.1 | 0.1 | 0.1 | 0 | 0.3 | 0.5 | 0.8 | 1 | 1.2 |
| 0 | -0.01 | -0.01 | -0.01 | -0.03 | -0.08 | -0.18 | -0.37 |
| 0.63 | 0.36 | 0.15 | 0.05 | 0.02 | 0.01 |
| 0.001 | 0.002 | 0.004 | 0.007 | 0.015 | 0.032 | 0.062 | 0.099 |
| 0.1 | 0.105 | 0.066 | 0.029 | 0.011 | 0.005 |
| 0.22 | 0.28 | 0.42 | 0.7 | 1.36 | 2.68 | 4.87 | 7.02 |
| 7.01 | 6.98 | 4.4 | 2.04 | 0.83 | 0.43 |
| -0.33 | -0.37 | -0.5 | -0.73 | -1.28 | -2.29 | -3.82 | -5 |
| -4.97 | -4.68 | -2.97 | -1.44 | -0.62 | -0.36 |
| 12P750 | 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 9370 | 12C925 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 |
| 6.5 | 10 | 16 | 25.7 | 44.1 | 74.7 | 126.5 | 208.9 | 536.9 | 328.1 | 195 | 107.1 | 53.9 | 25.8 | 11.6 |
| 0.2 | 0.7 | 0.9 | 1 | 2.3 | 4.4 | 6.6 | 10.1 | -9.4 | -19.4 | -16.1 | -11.4 | -6.3 | -2.7 | -1.4 |
| 31.7 | 29.6 | 27.7 | 25.8 | 24.4 | 23 | 21.8 | 20.9 | 20.9 | 20.9 | 19.9 | 19.5 | 19.3 | 19.4 | 19.5 |
| 0.2 | 0.3 | 0.2 | 0.1 | 0.1 | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 0 | 0 | 0.1 | 0.3 | 0.2 |
| -0.02 | -0.03 | -0.04 | -0.07 | -0.11 | -0.18 | -0.28 | -0.42 |
| 0.58 | 0.43 | 0.29 | 0.17 | 0.09 | 0.05 |
| 0.004 | 0.007 | 0.01 | 0.016 | 0.025 | 0.036 | 0.049 | 0.059 |
| 0.058 | 0.062 | 0.055 | 0.041 | 0.027 | 0.016 |
| 1.37 | 1.98 | 2.9 | 4.2 | 6.1 | 8.4 | 10.78 | 12.44 |
| 12.44 | 12.55 | 10.84 | 8.04 | 5.27 | 3.09 |
| -0.51 | -0.69 | -0.95 | -1.28 | -1.75 | -2.27 | -2.76 | -3.05 |
| -3.08 | -2.96 | -2.5 | -1.84 | -1.21 | -0.71 |
| 1P750 | 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 9360 | 1C925 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 |
| 22.8 | 32.7 | 47.7 | 69.4 | 100.3 | 148.9 | 215.2 | 302.6 | 715 | 412.3 | 281.2 | 179.6 | 109.4 | 61.4 | 34.3 |
| -0.1 | -0.1 | 0.4 | -0.1 | 0.3 | 3.9 | 5.6 | 8.5 | -14.1 | -22.7 | -17 | -14.5 | -9.9 | -8.5 | -3.1 |
| 29.2 | 27.7 | 26.4 | 25.1 | 23.8 | 22.9 | 22 | 21 | 20.9 | 20.4 | 19.8 | 19.2 | 18.8 | 18.4 | 18.3 |
| -0.2 | -0.2 | -0.2 | -0.3 | -0.3 | -0.1 | -0.1 | -0.1 | -0.1 | -0.2 | -0.1 | -0.1 | -0.1 | -0.2 | 0.1 |
| -0.04 | -0.06 | -0.09 | -0.12 | -0.17 | -0.24 | -0.33 | -0.43 |
| 0.57 | 0.46 | 0.34 | 0.24 | 0.15 | 0.1 |
| 0.007 | 0.01 | 0.014 | 0.019 | 0.025 | 0.032 | 0.038 | 0.043 |
| 0.044 | 0.046 | 0.044 | 0.038 | 0.03 | 0.021 |
| 3.89 | 5.16 | 6.81 | 8.79 | 11.03 | 13.46 | 15.57 | 16.93 |
| 16.92 | 17.11 | 15.83 | 13.38 | 10.24 | 7.33 |
| -0.73 | -0.92 | -1.16 | -1.42 | -1.69 | -1.99 | -2.21 | -2.29 |
| -2.25 | -2.2 | -1.97 | -1.63 | -1.22 | -0.87 |
| 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 |
| 18.5 | 4.9 | 21.7 | 1.6 | 35.3 | 1 | 11250 |
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| -0.1 | -1 | 0.4 | -0.1 | 1.7 | 0 |
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| 18.4 | 9.8 | 20.7 | 2.8 | 31.4 | 1 | 11000 |
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| 0.1 | -1.2 | 0.4 | -0.2 | 1.6 | 0 |
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| 18.3 | 18 | 19.8 | 5.2 | 27.4 | 1 | 10750 |
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| 0.1 | -1.6 | 0.2 | -0.7 | 1.5 | 0 |
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| 18.3 | 34.3 | 19.5 | 11.6 | 23.9 | 1.3 | 10500 |
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| 0.1 | -3.1 | 0.2 | -1.4 | 1.2 | -0.1 |
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| 18.4 | 61.4 | 19.4 | 25.8 | 21.5 | 2.6 | 10250 |
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| -0.2 | -8.5 | 0.3 | -2.7 | 1 | -0.3 |
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| 18.8 | 109.4 | 19.3 | 53.9 | 20.2 | 8.5 | 10000 |
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| -0.1 | -9.9 | 0.1 | -6.3 | 0.8 | -1.3 |
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| 19.2 | 179.6 | 19.5 | 107.1 | 19.4 | 28.3 | 9750 | 408.7 | 19 | 486.7 | 19.3 | 570 | 19.8 |
| -0.1 | -14.5 | 0 | -11.4 | 0.5 | -5.8 | 20.6 | -0.3 | 15.5 | -0.3 | 15 | -0.1 |
| 19.8 | 281.2 | 19.9 | 195 | 19.2 | 87.1 | 9500 | 220 | 19.3 | 327.5 | 20 | 419.8 | 20.2 |
| -0.1 | -17 | 0 | -16.1 | 0.3 | -14.3 | 13.2 | -0.1 | 15.2 | 0.1 | 10.1 | -0.2 |
| 20.4 | 412.3 | 20.9 | 328.1 | 20.3 | 216 | 9250 | 99.5 | 20.5 | 208.9 | 20.9 | 302.6 | 21 |
| -0.2 | -22.7 | 0.1 | -19.4 | 0 | -24 | 6.3 | 0.1 | 10.1 | 0.1 | 8.5 | -0.1 |
| 21.4 | 574.3 | 21.9 | 496.1 | 21.9 | 406.5 | 9000 | 41.7 | 22.6 | 126.5 | 21.8 | 215.2 | 22 |
| -0.2 | -25.5 | 0.4 | -20.3 | 0.6 | -25.6 | 2.1 | 0.1 | 6.6 | 0.1 | 5.6 | -0.1 |
| 22.1 | 757.5 | 22.9 | 692.3 | 23.9 | 632.3 | 8750 | 16.1 | 24.5 | 74.7 | 23 | 148.9 | 22.9 |
| -0.2 | -27.5 | 0.2 | -25 | 0.2 | -29.4 | 0.7 | 0.2 | 4.4 | 0.2 | 3.9 | -0.1 |
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| 8500 | 6.6 | 27 | 44.1 | 24.4 | 100.3 | 23.8 |
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| 0.2 | 0.3 | 2.3 | 0.1 | 0.3 | -0.3 |
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| 8250 | 3 | 29.9 | 25.7 | 25.8 | 69.4 | 25.1 |
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| 0 | 0.4 | 1 | 0.1 | -0.1 | -0.3 |
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| 8000 | 1.8 | 33.7 | 16 | 27.7 | 47.7 | 26.4 |
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| 0 | 0.5 | 0.9 | 0.2 | 0.4 | -0.2 |
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| 7750 | 1.2 | 37.9 | 10 | 29.6 | 32.7 | 27.7 |
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| 0.2 | 1.4 | 0.7 | 0.3 | -0.1 | -0.2 |
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| 7500 | 1 | 42.9 | 6.5 | 31.7 | 22.8 | 29.2 |
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| 0 | 0.9 | 0.2 | 0.2 | -0.1 | -0.2 |
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| 7250 | 1 | 48.8 | 4.2 | 33.7 | 0 | 0 |
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| 0 | 1.1 | 0.1 | 0.1 | 0 | 0 |
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| 7000 | 1 | 54.8 | 3.5 | 36.8 | 11.7 | 32.5 |
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| 0 | 1.3 | 0.5 | 0.8 | 0.2 | 0 |
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| 6750 | 1 | 61.1 | 0 | 0 | 0 | 0 |
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| 0 | 1.5 | 0 | 0 | 0 | 0 |
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| 6500 | 1 | 67.5 | 1.6 | 41.2 | 6.2 | 36 |
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| 0 | 1.7 | 0.1 | 0.5 | -0.2 | -0.2 |
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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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