2010/10/29(Fri)OP
| P/C | 1.1 | 0.1 | 1 | 1 | 0.9 | 1 | 0.8 | 0.8 | 1.1 | 0.8 |
| 先物 | 9190 | -177.5 | 9367.5 | 9397.5 | 9367.5 | 9425 | 9427.5 | 9367.5 | 9375 | 9532.5 |
| 基準 | 21.5 | 1.3 | 20.2 | 19.9 | 20 | 20 | 19.7 | 20.7 | 21.5 | 21.2 |
| 期近 | 21.5 | 1.6 | 19.9 | 19.7 | 19.7 | 19.7 | 19.4 | 20.5 | 21.3 | 21 |
| 期先1 | 21.4 | 1 | 20.4 | 20.3 | 20.3 | 20.5 | 20.6 | 21.4 | 22.2 | 21.9 |
| 期先2 | 21.1 | 0.8 | 20.4 | 20.5 | 20.5 | 20.6 | 20.8 | 21.6 | 22.4 | 21.7 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 0.9 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 13 | 41 | 76 |
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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 | 9190 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 1 | 1.5 | 2.7 | 5 | 12.7 | 32.4 | 80.7 | 180.2 | 300.4 | 120.2 | 41.9 | 13 | 4 | 1.6 | 1 |
| 0 | 0.3 | 0.9 | 2 | 6.1 | 16.3 | 39 | 80.7 | -15.1 | -95.8 | -45.2 | -15.3 | -4.5 | -1 | -0.3 |
| 41.1 | 36.8 | 33.1 | 29.2 | 26.9 | 24.6 | 22.8 | 21.1 | 21.1 | 21.1 | 20.7 | 21.4 | 22.6 | 24.7 | 27.7 |
| -1.8 | -1 | -0.7 | -0.7 | -0.2 | 0.1 | 0.2 | 0.6 | 0.7 | 0.7 | 1.5 | 2.1 | 2.4 | 3.2 | 3.8 |
| 0 | -0.01 | -0.01 | -0.03 | -0.06 | -0.14 | -0.31 | -0.56 |
| 0.44 | 0.21 | 0.08 | 0.03 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.011 | 0.026 | 0.052 | 0.088 | 0.106 |
| 0.107 | 0.078 | 0.039 | 0.016 | 0.007 | 0.004 |
| 0.22 | 0.35 | 0.59 | 1.03 | 2.13 | 3.97 | 6.18 | 6.95 |
| 6.95 | 5.03 | 2.56 | 1.09 | 0.52 | 0.32 |
| -0.34 | -0.48 | -0.73 | -1.13 | -2.14 | -3.65 | -5.26 | -5.47 |
| -5.48 | -3.91 | -2.05 | -0.92 | -0.48 | -0.33 |
| 12P750 | 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 9190 | 12C925 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 |
| 9 | 14.4 | 22.5 | 39.2 | 67.2 | 112.8 | 185.8 | 291.7 | 526.5 | 234.9 | 132.5 | 68 | 33.6 | 15.2 | 7.3 |
| 2.5 | 4.4 | 6.5 | 13.5 | 23.1 | 38 | 59.3 | 82.8 | -10.4 | -93.2 | -62.5 | -39.1 | -20.3 | -10.5 | -4.3 |
| 31.4 | 29.4 | 27.3 | 25.9 | 24.5 | 23.2 | 22.2 | 21.1 | 21.2 | 21.3 | 20.6 | 20.1 | 20.2 | 20.2 | 20.7 |
| -0.4 | -0.2 | -0.4 | 0.1 | 0.1 | 0.3 | 0.4 | 0.2 | 0.3 | 0.4 | 0.7 | 0.6 | 0.9 | 0.8 | 1.1 |
| -0.02 | -0.04 | -0.06 | -0.1 | -0.16 | -0.25 | -0.37 | -0.52 |
| 0.48 | 0.33 | 0.2 | 0.11 | 0.06 | 0.03 |
| 0.006 | 0.009 | 0.014 | 0.022 | 0.032 | 0.044 | 0.055 | 0.061 |
| 0.061 | 0.057 | 0.045 | 0.031 | 0.019 | 0.011 |
| 1.74 | 2.56 | 3.67 | 5.42 | 7.58 | 9.87 | 11.73 | 12.32 |
| 12.32 | 11.19 | 8.7 | 5.96 | 3.61 | 2.11 |
| -0.66 | -0.91 | -1.21 | -1.69 | -2.24 | -2.77 | -3.13 | -3.13 |
| -3.18 | -2.79 | -2.12 | -1.46 | -0.88 | -0.53 |
| 1P750 | 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 9180 | 1C925 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 |
| 30.4 | 44.9 | 64 | 93.5 | 135 | 194.3 | 277.1 | 384.8 | 704.3 | 319.5 | 209.1 | 130.6 | 75.4 | 42.2 | 22.3 |
| 7.6 | 12.2 | 16.3 | 24.1 | 34.7 | 45.5 | 61.8 | 82.2 | -10.7 | -92.9 | -72.2 | -49 | -34 | -19.2 | -12 |
| 29.1 | 27.9 | 26.4 | 25.2 | 24 | 22.9 | 22 | 21.1 | 20.8 | 20.7 | 20 | 19.6 | 19.2 | 19 | 18.8 |
| 0 | 0.1 | 0 | 0.1 | 0.1 | 0 | 0 | 0.1 | 0.2 | 0.2 | 0.2 | 0.5 | 0.4 | 0.6 | 0.5 |
| -0.06 | -0.08 | -0.11 | -0.16 | -0.22 | -0.3 | -0.4 | -0.51 |
| 0.49 | 0.38 | 0.27 | 0.18 | 0.11 | 0.07 |
| 0.009 | 0.013 | 0.017 | 0.023 | 0.029 | 0.036 | 0.042 | 0.045 |
| 0.046 | 0.045 | 0.04 | 0.033 | 0.024 | 0.016 |
| 4.71 | 6.27 | 8.05 | 10.2 | 12.48 | 14.63 | 16.21 | 16.77 |
| 16.77 | 15.96 | 13.91 | 11.02 | 8.05 | 5.42 |
| -0.9 | -1.14 | -1.39 | -1.68 | -1.95 | -2.19 | -2.33 | -2.3 |
| -2.28 | -2.1 | -1.79 | -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 |
| 19.6 | 3.9 | 23.5 | 1.4 | 40 | 1 | 11250 |
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| 1.2 | -1 | 1.9 | -0.2 | 4.7 | 0 |
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| 19.3 | 6.8 | 22.5 | 2.2 | 36.1 | 1 | 11000 |
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| 0.8 | -3 | 1.8 | -0.6 | 4.6 | 0 |
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| 18.9 | 12 | 21.5 | 3.8 | 32 | 1 | 10750 |
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| 0.7 | -6 | 1.6 | -1.4 | 4.5 | 0 |
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| 18.8 | 22.3 | 20.7 | 7.3 | 27.7 | 1 | 10500 |
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| 0.5 | -12 | 1.1 | -4.3 | 3.8 | -0.3 |
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| 19 | 42.2 | 20.2 | 15.2 | 24.7 | 1.6 | 10250 |
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| 0.6 | -19.2 | 0.8 | -10.5 | 3.2 | -1 |
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| 19.2 | 75.4 | 20.2 | 33.6 | 22.6 | 4 | 10000 |
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| 0.4 | -34 | 0.9 | -20.3 | 2.4 | -4.5 |
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| 19.6 | 130.6 | 20.1 | 68 | 21.4 | 13 | 9750 | 568.3 | 19.6 | 628.5 | 20.3 | 694.2 | 20 |
| 0.5 | -49 | 0.6 | -39.1 | 2.1 | -15.3 | 159.6 | 0.6 | 141.8 | 1 | 124.2 | 0.3 |
| 20 | 209.1 | 20.6 | 132.5 | 20.7 | 41.9 | 9500 | 348.8 | 20.2 | 440.4 | 20.5 | 523.6 | 20.4 |
| 0.2 | -72.2 | 0.7 | -62.5 | 1.5 | -45.2 | 128.9 | 0.9 | 112.9 | 0.5 | 103.8 | 0.2 |
| 20.7 | 319.5 | 21.3 | 234.9 | 21.1 | 120.2 | 9250 | 180.2 | 21.1 | 291.7 | 21.1 | 384.8 | 21.1 |
| 0.2 | -92.9 | 0.4 | -93.2 | 0.7 | -95.8 | 80.7 | 0.6 | 82.8 | 0.2 | 82.2 | 0.1 |
| 21.6 | 462.1 | 22.2 | 376.8 | 23.1 | 273.2 | 9000 | 80.7 | 22.8 | 185.8 | 22.2 | 277.1 | 22 |
| 0.2 | -112.1 | 0.3 | -119.3 | 1.2 | -133.3 | 39 | 0.2 | 59.3 | 0.4 | 61.8 | 0 |
| 22.3 | 627.5 | 23.4 | 555.6 | 24.6 | 472.8 | 8750 | 32.4 | 24.6 | 112.8 | 23.2 | 194.3 | 22.9 |
| 0.2 | -130 | 0.6 | -136.7 | 0.7 | -159.5 | 16.3 | 0.1 | 38 | 0.3 | 45.5 | 0 |
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| 8500 | 12.7 | 26.9 | 67.2 | 24.5 | 135 | 24 |
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| 6.1 | -0.2 | 23.1 | 0.1 | 34.7 | 0.1 |
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| 8250 | 5 | 29.2 | 39.2 | 25.9 | 93.5 | 25.2 |
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| 2 | -0.7 | 13.5 | 0.1 | 24.1 | 0.1 |
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| 8000 | 2.7 | 33.1 | 22.5 | 27.3 | 64 | 26.4 |
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| 0.9 | -0.7 | 6.5 | -0.4 | 16.3 | 0 |
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| 7750 | 1.5 | 36.8 | 14.4 | 29.4 | 44.9 | 27.9 |
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| 0.3 | -1 | 4.4 | -0.2 | 12.2 | 0.1 |
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| 7500 | 1 | 41.1 | 9 | 31.4 | 30.4 | 29.1 |
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| 0 | -1.8 | 2.5 | -0.4 | 7.6 | 0 |
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| 7250 | 1 | 47.2 | 6.3 | 33.8 | 0 | 0 |
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| 0 | -1.5 | 2.1 | 0.2 | 0 | 0 |
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| 7000 | 1 | 53.5 | 4.1 | 35.9 | 15.6 | 32.5 |
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| 0 | -1.3 | 0.6 | -0.9 | 3.9 | 0 |
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| 6750 | 1 | 60 | 0 | 0 | 0 | 0 |
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| 0 | -1 | 0 | 0 | 0 | 0 |
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| 6500 | 1 | 66.7 | 2.3 | 41.5 | 7.4 | 35.5 |
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| 0 | -0.8 | 0.7 | 0.3 | 1.2 | -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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| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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