2010/11/01(Mon)OP
| P/C | 0.9 | -0.2 | 1.1 | 1 | 1 | 0.9 | 1 | 0.8 | 0.8 | 1.1 |
| 先物 | 9152.5 | -37.5 | 9190 | 9367.5 | 9397.5 | 9367.5 | 9425 | 9427.5 | 9367.5 | 9375 |
| 基準 | 22.7 | 1.2 | 21.5 | 20.2 | 19.9 | 20 | 20 | 19.7 | 20.7 | 21.5 |
| 期近 | 23.9 | 2.4 | 21.5 | 19.9 | 19.7 | 19.7 | 19.7 | 19.4 | 20.5 | 21.3 |
| 期先1 | 22 | 0.5 | 21.4 | 20.4 | 20.3 | 20.3 | 20.5 | 20.6 | 21.4 | 22.2 |
| 期先2 | 21.4 | 0.3 | 21.1 | 20.4 | 20.5 | 20.5 | 20.6 | 20.8 | 21.6 | 22.4 |
| 当/先 | 1.1 | 0.1 | 1 | 1 | 1 | 1 | 1 | 0.9 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 10 | 38 | 73 |
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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 | 9150 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 1 | 1 | 2.1 | 4.4 | 11.6 | 33.1 | 86.6 | 198.3 | 299 | 100.7 | 33.5 | 10 | 3.3 | 1.1 | 1 |
| 0 | -0.5 | -0.6 | -0.6 | -1.1 | 0.8 | 5.9 | 18.1 | -1.4 | -19.5 | -8.3 | -3 | -0.7 | -0.6 | 0 |
| 45.8 | 39 | 35.4 | 31.5 | 28.7 | 26.6 | 24.7 | 23.4 | 23.3 | 23.3 | 23.3 | 24.2 | 25.9 | 27.5 | 32.3 |
| 4.7 | 2.1 | 2.3 | 2.3 | 1.8 | 2 | 2 | 2.3 | 2.3 | 2.2 | 2.5 | 2.7 | 3.3 | 2.8 | 4.6 |
| 0 | -0.01 | -0.01 | -0.02 | -0.06 | -0.15 | -0.34 | -0.6 |
| 0.4 | 0.18 | 0.06 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.005 | 0.011 | 0.027 | 0.057 | 0.096 | 0.107 |
| 0.108 | 0.072 | 0.033 | 0.013 | 0.005 | 0.004 |
| 0.2 | 0.23 | 0.45 | 0.86 | 1.83 | 3.63 | 5.62 | 5.97 |
| 5.96 | 3.99 | 1.9 | 0.82 | 0.33 | 0.27 |
| -0.44 | -0.43 | -0.77 | -1.31 | -2.53 | -4.66 | -6.69 | -6.71 |
| -6.71 | -4.49 | -2.22 | -1.02 | -0.44 | -0.43 |
| 12P750 | 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 9150 | 12C925 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 |
| 9.3 | 14.1 | 23.9 | 39.9 | 69.3 | 117.1 | 194.5 | 308.2 | 519.7 | 211.5 | 116.4 | 59.5 | 28 | 13.3 | 6.2 |
| 0.3 | -0.3 | 1.4 | 0.7 | 2.1 | 4.3 | 8.7 | 16.5 | -6.9 | -23.4 | -16.1 | -8.5 | -5.6 | -1.9 | -1.1 |
| 32.2 | 29.8 | 28.1 | 26.3 | 24.9 | 23.6 | 22.5 | 21.6 | 21.6 | 21.6 | 21 | 20.8 | 20.7 | 21 | 21.4 |
| 0.8 | 0.4 | 0.8 | 0.4 | 0.4 | 0.3 | 0.3 | 0.5 | 0.4 | 0.3 | 0.4 | 0.6 | 0.5 | 0.8 | 0.8 |
| -0.02 | -0.04 | -0.06 | -0.1 | -0.17 | -0.26 | -0.39 | -0.55 |
| 0.45 | 0.3 | 0.18 | 0.1 | 0.05 | 0.03 |
| 0.006 | 0.009 | 0.015 | 0.023 | 0.034 | 0.047 | 0.058 | 0.062 |
| 0.062 | 0.056 | 0.043 | 0.028 | 0.017 | 0.01 |
| 1.73 | 2.47 | 3.7 | 5.34 | 7.49 | 9.72 | 11.42 | 11.76 |
| 11.76 | 10.38 | 7.87 | 5.18 | 3.16 | 1.8 |
| -0.73 | -0.96 | -1.35 | -1.83 | -2.43 | -2.98 | -3.34 | -3.3 |
| -3.32 | -2.84 | -2.13 | -1.4 | -0.87 | -0.5 |
| 1P750 | 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 9150 | 1C925 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 |
| 30.1 | 44.7 | 65.2 | 95 | 139.4 | 200.6 | 288.1 | 400.6 | 697.6 | 296.9 | 191.2 | 115.7 | 68.6 | 38 | 20.6 |
| -0.3 | -0.3 | 1.1 | 1.5 | 4.4 | 6.3 | 11 | 15.8 | -6.7 | -22.6 | -17.9 | -14.9 | -6.9 | -4.2 | -1.7 |
| 29.2 | 27.9 | 26.5 | 25.2 | 24.1 | 23 | 22.2 | 21.3 | 21 | 20.8 | 20.2 | 19.7 | 19.5 | 19.4 | 19.3 |
| 0.1 | 0 | 0.1 | 0.1 | 0.2 | 0.1 | 0.2 | 0.2 | 0.2 | 0.1 | 0.1 | 0 | 0.4 | 0.4 | 0.5 |
| -0.06 | -0.08 | -0.12 | -0.16 | -0.23 | -0.31 | -0.41 | -0.52 |
| 0.47 | 0.36 | 0.25 | 0.17 | 0.1 | 0.06 |
| 0.009 | 0.013 | 0.018 | 0.024 | 0.031 | 0.038 | 0.043 | 0.046 |
| 0.047 | 0.045 | 0.039 | 0.031 | 0.023 | 0.015 |
| 4.64 | 6.19 | 8.03 | 10.16 | 12.45 | 14.52 | 15.98 | 16.34 |
| 16.34 | 15.32 | 13.06 | 10.27 | 7.41 | 5.02 |
| -0.92 | -1.17 | -1.45 | -1.74 | -2.04 | -2.27 | -2.41 | -2.36 |
| -2.33 | -2.11 | -1.76 | -1.37 | -0.98 | -0.66 |
| 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 |
| 20 | 3.3 | 24.8 | 1.3 | 46.3 | 1 | 11250 |
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| 0.3 | -0.6 | 1.2 | -0.1 | 6.3 | 0 |
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| 19.5 | 5.6 | 23.5 | 2 | 41.8 | 1 | 11000 |
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| 0.2 | -1.1 | 1 | -0.3 | 5.7 | 0 |
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| 19.4 | 10.9 | 22.2 | 3.2 | 37.1 | 1 | 10750 |
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| 0.5 | -1 | 0.8 | -0.6 | 5.2 | 0 |
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| 19.3 | 20.6 | 21.4 | 6.2 | 32.3 | 1 | 10500 |
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| 0.5 | -1.7 | 0.8 | -1.1 | 4.6 | 0 |
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| 19.4 | 38 | 21 | 13.3 | 27.5 | 1.1 | 10250 |
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| 0.4 | -4.2 | 0.8 | -1.9 | 2.8 | -0.6 |
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| 19.5 | 68.6 | 20.7 | 28 | 25.9 | 3.3 | 10000 |
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| 0.4 | -6.9 | 0.5 | -5.6 | 3.3 | -0.7 |
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| 19.7 | 115.7 | 20.8 | 59.5 | 24.2 | 10 | 9750 | 606.9 | 24 | 658.2 | 21 | 720 | 20.3 |
| 0 | -14.9 | 0.6 | -8.5 | 2.7 | -3 | 38.5 | 4.4 | 29.7 | 0.7 | 25.8 | 0.3 |
| 20.2 | 191.2 | 21 | 116.4 | 23.3 | 33.5 | 9500 | 379.8 | 23 | 463.8 | 21 | 545 | 20.7 |
| 0.1 | -17.9 | 0.4 | -16.1 | 2.5 | -8.3 | 31 | 2.8 | 23.5 | 0.6 | 21.4 | 0.3 |
| 20.8 | 296.9 | 21.6 | 211.5 | 23.3 | 100.7 | 9250 | 198.3 | 23.4 | 308.2 | 21.6 | 400.6 | 21.3 |
| 0.1 | -22.6 | 0.3 | -23.4 | 2.2 | -19.5 | 18.1 | 2.3 | 16.5 | 0.5 | 15.8 | 0.2 |
| 21.7 | 434.8 | 22.4 | 346.4 | 24.8 | 239.9 | 9000 | 86.6 | 24.7 | 194.5 | 22.5 | 288.1 | 22.2 |
| 0.1 | -27.3 | 0.2 | -30.4 | 1.7 | -33.3 | 5.9 | 2 | 8.7 | 0.3 | 11 | 0.2 |
| 22.5 | 597.1 | 23.8 | 523.1 | 26.2 | 434.6 | 8750 | 33.1 | 26.6 | 117.1 | 23.6 | 200.6 | 23 |
| 0.2 | -30.4 | 0.4 | -32.6 | 1.6 | -38.2 | 0.8 | 2 | 4.3 | 0.3 | 6.3 | 0.1 |
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| 8500 | 11.6 | 28.7 | 69.3 | 24.9 | 139.4 | 24.1 |
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| -1.1 | 1.8 | 2.1 | 0.4 | 4.4 | 0.2 |
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| 8250 | 4.4 | 31.5 | 39.9 | 26.3 | 95 | 25.2 |
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| -0.6 | 2.3 | 0.7 | 0.4 | 1.5 | 0.1 |
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| 8000 | 2.1 | 35.4 | 23.9 | 28.1 | 65.2 | 26.5 |
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| -0.6 | 2.3 | 1.4 | 0.8 | 1.1 | 0.1 |
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| 7750 | 1 | 39 | 14.1 | 29.8 | 44.7 | 27.9 |
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| -0.5 | 2.1 | -0.3 | 0.4 | -0.3 | 0 |
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| 7500 | 1 | 45.8 | 9.3 | 32.2 | 30.1 | 29.2 |
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| 0 | 4.7 | 0.3 | 0.8 | -0.3 | 0.1 |
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| 7250 | 1 | 52.8 | 5.9 | 34.3 | 0 | 0 |
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| 0 | 5.6 | -0.4 | 0.4 | 0 | 0 |
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| 7000 | 1 | 60 | 3.9 | 36.6 | 15.2 | 32.6 |
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| 0 | 6.4 | -0.1 | 0.7 | -0.4 | 0.1 |
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| 6750 | 1 | 67.4 | 0 | 0 | 0 | 0 |
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| 0 | 7.3 | 0 | 0 | 0 | 0 |
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| 6500 | 1 | 75 | 2 | 41.9 | 7.9 | 36.2 |
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| 0 | 8.2 | -0.3 | 0.4 | 0.5 | 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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