2010/11/02(Tue)OP
| P/C | 0.7 | -0.1 | 0.9 | 1.1 | 1 | 1 | 0.9 | 1 | 0.8 | 0.8 |
| 先物 | 9167.5 | 15 | 9152.5 | 9190 | 9367.5 | 9397.5 | 9367.5 | 9425 | 9427.5 | 9367.5 |
| 基準 | 23.1 | 0.5 | 22.7 | 21.5 | 20.2 | 19.9 | 20 | 20 | 19.7 | 20.7 |
| 期近 | 24.4 | 0.6 | 23.9 | 21.5 | 19.9 | 19.7 | 19.7 | 19.7 | 19.4 | 20.5 |
| 期先1 | 22.4 | 0.5 | 22 | 21.4 | 20.4 | 20.3 | 20.3 | 20.5 | 20.6 | 21.4 |
| 期先2 | 21.7 | 0.3 | 21.4 | 21.1 | 20.4 | 20.5 | 20.5 | 20.6 | 20.8 | 21.6 |
| 当/先 | 1.1 | 0 | 1.1 | 1 | 1 | 1 | 1 | 1 | 0.9 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 9 | 37 | 72 |
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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 | 9170 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 1 | 1 | 1.9 | 3.6 | 9.4 | 28.4 | 79.2 | 186.2 | 289.1 | 102.9 | 34.3 | 10 | 2.8 | 1 | 1 |
| 0 | 0 | -0.2 | -0.8 | -2.2 | -4.8 | -7.4 | -12.1 | -9.9 | 2.2 | 0.7 | 0 | -0.5 | -0.1 | 0 |
| 48.6 | 41.4 | 37 | 32.5 | 29.3 | 27.2 | 25.5 | 24 | 23.9 | 23.8 | 24 | 24.9 | 26.2 | 28.3 | 33.6 |
| 2.7 | 2.4 | 1.6 | 1 | 0.7 | 0.6 | 0.8 | 0.6 | 0.6 | 0.5 | 0.7 | 0.7 | 0.3 | 0.8 | 1.3 |
| 0 | -0.01 | -0.01 | -0.02 | -0.05 | -0.14 | -0.32 | -0.58 |
| 0.41 | 0.18 | 0.06 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.005 | 0.01 | 0.024 | 0.055 | 0.095 | 0.111 |
| 0.111 | 0.075 | 0.034 | 0.013 | 0.005 | 0.004 |
| 0.19 | 0.22 | 0.39 | 0.71 | 1.55 | 3.23 | 5.24 | 5.73 |
| 5.72 | 3.88 | 1.83 | 0.71 | 0.3 | 0.26 |
| -0.49 | -0.48 | -0.77 | -1.24 | -2.42 | -4.68 | -7.14 | -7.32 |
| -7.29 | -4.97 | -2.44 | -1 | -0.46 | -0.47 |
| 12P750 | 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 9170 | 12C925 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 |
| 9 | 14.3 | 23.2 | 39.8 | 67.8 | 115.1 | 191.7 | 302 | 523.9 | 221.8 | 125 | 65.1 | 31.7 | 15.1 | 7.4 |
| -0.3 | 0.2 | -0.7 | -0.1 | -1.5 | -2 | -2.7 | -6.1 | 4.2 | 10.3 | 8.6 | 5.6 | 3.6 | 1.9 | 1.2 |
| 32.6 | 30.5 | 28.5 | 26.9 | 25.4 | 24.1 | 23.1 | 22.1 | 22.1 | 22.2 | 21.6 | 21.4 | 21.4 | 21.6 | 22.1 |
| 0.5 | 0.7 | 0.4 | 0.6 | 0.5 | 0.5 | 0.6 | 0.5 | 0.5 | 0.6 | 0.7 | 0.6 | 0.7 | 0.6 | 0.7 |
| -0.02 | -0.04 | -0.06 | -0.1 | -0.17 | -0.26 | -0.39 | -0.54 |
| 0.46 | 0.32 | 0.19 | 0.11 | 0.06 | 0.03 |
| 0.006 | 0.009 | 0.015 | 0.023 | 0.033 | 0.046 | 0.057 | 0.061 |
| 0.061 | 0.056 | 0.044 | 0.03 | 0.018 | 0.011 |
| 1.66 | 2.44 | 3.58 | 5.23 | 7.29 | 9.5 | 11.23 | 11.65 |
| 11.66 | 10.43 | 8.05 | 5.45 | 3.37 | 2 |
| -0.73 | -1 | -1.36 | -1.88 | -2.47 | -3.05 | -3.46 | -3.43 |
| -3.47 | -3.03 | -2.31 | -1.56 | -0.98 | -0.59 |
| 1P750 | 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 9160 | 1C925 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 |
| 30 | 43.6 | 63.5 | 93.3 | 136 | 200 | 283.7 | 398.1 | 704.5 | 306.4 | 199.9 | 123.7 | 73 | 41 | 23.1 |
| -0.1 | -1.1 | -1.7 | -1.6 | -3.4 | -0.6 | -4.4 | -2.5 | 7 | 9.5 | 8.8 | 8 | 4.4 | 3 | 2.5 |
| 29.5 | 28.1 | 26.7 | 25.5 | 24.3 | 23.4 | 22.4 | 21.8 | 21.3 | 21.1 | 20.5 | 20.1 | 19.9 | 19.7 | 19.8 |
| 0.4 | 0.2 | 0.2 | 0.3 | 0.2 | 0.4 | 0.3 | 0.5 | 0.3 | 0.3 | 0.4 | 0.4 | 0.3 | 0.3 | 0.4 |
| -0.06 | -0.08 | -0.11 | -0.16 | -0.23 | -0.31 | -0.41 | -0.52 |
| 0.48 | 0.37 | 0.26 | 0.17 | 0.11 | 0.07 |
| 0.009 | 0.013 | 0.018 | 0.024 | 0.03 | 0.037 | 0.042 | 0.045 |
| 0.046 | 0.045 | 0.04 | 0.032 | 0.023 | 0.016 |
| 4.58 | 6.05 | 7.86 | 9.99 | 12.25 | 14.37 | 15.84 | 16.27 |
| 16.27 | 15.36 | 13.26 | 10.5 | 7.66 | 5.33 |
| -0.93 | -1.17 | -1.45 | -1.75 | -2.05 | -2.32 | -2.45 | -2.44 |
| -2.38 | -2.19 | -1.85 | -1.44 | -1.04 | -0.73 |
| 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 |
| 20.5 | 4 | 24.6 | 1.2 | 48.3 | 1 | 11250 |
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| 0.5 | 0.7 | -0.1 | -0.1 | 2.1 | 0 |
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| 20.1 | 6.9 | 23.8 | 2.1 | 43.6 | 1 | 11000 |
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| 0.6 | 1.2 | 0.3 | 0.2 | 1.8 | 0 |
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| 19.8 | 12.4 | 22.8 | 3.7 | 38.7 | 1 | 10750 |
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| 0.4 | 1.4 | 0.5 | 0.5 | 1.6 | 0 |
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| 19.8 | 23.1 | 22.1 | 7.4 | 33.6 | 1 | 10500 |
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| 0.4 | 2.5 | 0.7 | 1.2 | 1.3 | 0 |
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| 19.7 | 41 | 21.6 | 15.1 | 28.3 | 1 | 10250 |
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| 0.3 | 3 | 0.6 | 1.9 | 0.8 | -0.1 |
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| 19.9 | 73 | 21.4 | 31.7 | 26.2 | 2.8 | 10000 |
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| 0.3 | 4.4 | 0.7 | 3.6 | 0.3 | -0.5 |
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| 20.1 | 123.7 | 21.4 | 65.1 | 24.9 | 10 | 9750 | 595.6 | 26.6 | 645.4 | 21.2 | 715 | 20.9 |
| 0.4 | 8 | 0.6 | 5.6 | 0.7 | 0 | -11.3 | 2.6 | -12.8 | 0.2 | -5 | 0.6 |
| 20.5 | 199.9 | 21.6 | 125 | 24 | 34.3 | 9500 | 366.8 | 24.1 | 456.4 | 21.6 | 542.5 | 21.3 |
| 0.4 | 8.8 | 0.7 | 8.6 | 0.7 | 0.7 | -13 | 1 | -7.4 | 0.6 | -2.5 | 0.6 |
| 21.1 | 306.4 | 22.2 | 221.8 | 23.8 | 102.9 | 9250 | 186.2 | 24 | 302 | 22.1 | 398.1 | 21.8 |
| 0.3 | 9.5 | 0.6 | 10.3 | 0.5 | 2.2 | -12.1 | 0.6 | -6.1 | 0.5 | -2.5 | 0.5 |
| 21.8 | 442.5 | 22.8 | 357.3 | 24.7 | 242.3 | 9000 | 79.2 | 25.5 | 191.7 | 23.1 | 283.7 | 22.4 |
| 0.1 | 7.7 | 0.5 | 10.9 | -0.2 | 2.4 | -7.4 | 0.8 | -2.7 | 0.6 | -4.4 | 0.3 |
| 22.4 | 605 | 24 | 533.1 | 26.6 | 444.1 | 8750 | 28.4 | 27.2 | 115.1 | 24.1 | 200 | 23.4 |
| 0 | 7.9 | 0.2 | 10.1 | 0.3 | 9.5 | -4.8 | 0.6 | -2 | 0.5 | -0.6 | 0.4 |
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| 8500 | 9.4 | 29.3 | 67.8 | 25.4 | 136 | 24.3 |
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| -2.2 | 0.7 | -1.5 | 0.5 | -3.4 | 0.2 |
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| 8250 | 3.6 | 32.5 | 39.8 | 26.9 | 93.3 | 25.5 |
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| -0.8 | 1 | -0.1 | 0.6 | -1.6 | 0.3 |
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| 8000 | 1.9 | 37 | 23.2 | 28.5 | 63.5 | 26.7 |
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| -0.2 | 1.6 | -0.7 | 0.4 | -1.7 | 0.2 |
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| 7750 | 1 | 41.4 | 14.3 | 30.5 | 43.6 | 28.1 |
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| 0 | 2.4 | 0.2 | 0.7 | -1.1 | 0.2 |
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| 7500 | 1 | 48.6 | 9 | 32.6 | 30 | 29.5 |
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| 0 | 2.7 | -0.3 | 0.5 | -0.1 | 0.4 |
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| 7250 | 1 | 55.9 | 5.9 | 35 | 0 | 0 |
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| 0 | 3.1 | 0.1 | 0.7 | 0 | 0 |
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| 7000 | 1 | 63.4 | 3.9 | 37.3 | 14.9 | 32.9 |
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| 0 | 3.5 | 0 | 0.7 | -0.2 | 0.3 |
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| 6750 | 1 | 71.2 | 0 | 0 | 0 | 0 |
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| 0 | 3.8 | 0 | 0 | 0 | 0 |
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| 6500 | 1 | 79.2 | 1.9 | 42.4 | 7.9 | 36.6 |
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| 0 | 4.2 | -0.1 | 0.5 | 0 | 0.4 |
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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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