2010/11/04(Thu)OP
| P/C | 1.1 | 0.3 | 0.7 | 0.9 | 1.1 | 1 | 1 | 0.9 | 1 | 0.8 |
| 先物 | 9357.5 | 190 | 9167.5 | 9152.5 | 9190 | 9367.5 | 9397.5 | 9367.5 | 9425 | 9427.5 |
| 基準 | 20.6 | -2.5 | 23.1 | 22.7 | 21.5 | 20.2 | 19.9 | 20 | 20 | 19.7 |
| 期近 | 20.9 | -3.6 | 24.4 | 23.9 | 21.5 | 19.9 | 19.7 | 19.7 | 19.7 | 19.4 |
| 期先1 | 20.5 | -2 | 22.4 | 22 | 21.4 | 20.4 | 20.3 | 20.3 | 20.5 | 20.6 |
| 期先2 | 20 | -1.7 | 21.7 | 21.4 | 21.1 | 20.4 | 20.5 | 20.5 | 20.6 | 20.8 |
| 当/先 | 1 | -0.1 | 1.1 | 1.1 | 1 | 1 | 1 | 1 | 1 | 0.9 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 7 | 35 | 70 |
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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 | 9360 | 11C925 | 11C950 | 11C975 | 11C1000 | 11C1025 | 11C1050 |
| 1 | 1 | 1 | 1 | 2 | 6.1 | 20 | 67 | 239.1 | 172.1 | 52.2 | 11 | 2.8 | 1.3 | 1 |
| 0 | 0 | -0.9 | -2.6 | -7.5 | -22.2 | -59.2 | -119.2 | -50 | 69.1 | 17.9 | 1 | 0 | 0.3 | 0 |
| 59.6 | 51.6 | 43.7 | 36 | 30.9 | 27.5 | 24.1 | 21.4 | 21.2 | 20.9 | 20.4 | 21 | 23.5 | 27.6 | 32.8 |
| 11.1 | 10.2 | 6.7 | 3.5 | 1.6 | 0.3 | -1.4 | -2.6 | -2.7 | -3 | -3.6 | -3.9 | -2.7 | -0.7 | -0.9 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.04 | -0.12 | -0.35 |
| 0.66 | 0.31 | 0.09 | 0.02 | 0.01 | 0.01 |
| 0.001 | 0.002 | 0.003 | 0.004 | 0.008 | 0.024 | 0.064 | 0.13 |
| 0.133 | 0.13 | 0.057 | 0.018 | 0.008 | 0.005 |
| 0.16 | 0.18 | 0.2 | 0.24 | 0.46 | 1.17 | 2.72 | 4.9 |
| 4.89 | 4.66 | 2.1 | 0.76 | 0.37 | 0.26 |
| -0.63 | -0.62 | -0.6 | -0.58 | -0.97 | -2.17 | -4.45 | -7.11 |
| -6.93 | -6.45 | -2.99 | -1.21 | -0.7 | -0.58 |
| 12P750 | 12P775 | 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 9360 | 12C925 | 12C950 | 12C975 | 12C1000 | 12C1025 | 12C1050 |
| 4.4 | 6.8 | 11 | 18.3 | 33 | 59.9 | 108.7 | 190.3 | 488.3 | 297.9 | 170.1 | 89.2 | 42.4 | 19 | 9 |
| -4.6 | -7.5 | -12.2 | -21.5 | -34.8 | -55.2 | -83 | -111.7 | -35.6 | 76.1 | 45.1 | 24.1 | 10.7 | 3.8 | 1.6 |
| 32.6 | 30.3 | 28.1 | 26 | 24.4 | 22.9 | 21.7 | 20.8 | 20.8 | 20.8 | 20 | 19.8 | 19.7 | 19.9 | 20.5 |
| 0 | -0.3 | -0.4 | -0.9 | -1 | -1.2 | -1.3 | -1.2 | -1.3 | -1.4 | -1.6 | -1.6 | -1.6 | -1.7 | -1.6 |
| -0.01 | -0.02 | -0.03 | -0.06 | -0.1 | -0.16 | -0.27 | -0.42 |
| 0.58 | 0.42 | 0.26 | 0.15 | 0.07 | 0.04 |
| 0.003 | 0.006 | 0.009 | 0.015 | 0.024 | 0.037 | 0.052 | 0.064 |
| 0.064 | 0.067 | 0.057 | 0.04 | 0.024 | 0.014 |
| 0.97 | 1.42 | 2.15 | 3.25 | 4.96 | 7.2 | 9.64 | 11.36 |
| 11.36 | 11.37 | 9.5 | 6.7 | 4.12 | 2.43 |
| -0.45 | -0.61 | -0.85 | -1.19 | -1.71 | -2.33 | -2.96 | -3.34 |
| -3.35 | -3.22 | -2.67 | -1.87 | -1.16 | -0.71 |
| 1P750 | 1P775 | 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 9340 | 1C925 | 1C950 | 1C975 | 1C1000 | 1C1025 | 1C1050 |
| 18.4 | 25.2 | 37.8 | 56.7 | 85.7 | 129.8 | 195.1 | 286.8 | 667 | 380.1 | 254.3 | 159.6 | 94.2 | 53.3 | 29 |
| -11.6 | -18.4 | -25.7 | -36.6 | -50.3 | -70.2 | -88.5 | -111.3 | -37.5 | 73.7 | 54.3 | 35.9 | 21.2 | 12.3 | 5.9 |
| 29.2 | 27.3 | 25.9 | 24.6 | 23.4 | 22.3 | 21.5 | 20.8 | 20.5 | 19.8 | 19.4 | 19 | 18.7 | 18.6 | 18.6 |
| -0.3 | -0.8 | -0.8 | -0.9 | -0.9 | -1.1 | -0.9 | -1 | -1.1 | -1.3 | -1.2 | -1.1 | -1.2 | -1.1 | -1.2 |
| -0.04 | -0.05 | -0.08 | -0.11 | -0.16 | -0.23 | -0.32 | -0.43 |
| 0.57 | 0.45 | 0.33 | 0.22 | 0.14 | 0.09 |
| 0.007 | 0.009 | 0.013 | 0.019 | 0.025 | 0.033 | 0.041 | 0.046 |
| 0.048 | 0.05 | 0.046 | 0.039 | 0.029 | 0.02 |
| 3.3 | 4.32 | 5.85 | 7.77 | 10.05 | 12.51 | 14.73 | 16.14 |
| 16.13 | 16.25 | 14.82 | 12.22 | 9.21 | 6.42 |
| -0.68 | -0.84 | -1.07 | -1.35 | -1.67 | -1.98 | -2.24 | -2.37 |
| -2.28 | -2.25 | -2.01 | -1.63 | -1.22 | -0.85 |
| 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 |
| 19.4 | 4.7 | 24.1 | 1.8 | 49.5 | 1 | 11250 |
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| -1.1 | 0.7 | -0.5 | 0.6 | 1.2 | 0 |
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| 18.7 | 7.8 | 22.4 | 2.4 | 44.2 | 1 | 11000 |
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| -1.3 | 0.9 | -1.4 | 0.3 | 0.5 | 0 |
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| 18.5 | 14.5 | 21.1 | 4.1 | 38.6 | 1 | 10750 |
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| -1.3 | 2.2 | -1.7 | 0.4 | -0.1 | 0 |
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| 18.6 | 29 | 20.5 | 9 | 32.8 | 1 | 10500 |
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| -1.2 | 5.9 | -1.6 | 1.6 | -0.9 | 0 |
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| 18.6 | 53.3 | 19.9 | 19 | 27.6 | 1.3 | 10250 |
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| -1.1 | 12.3 | -1.7 | 3.8 | -0.7 | 0.3 |
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| 18.7 | 94.2 | 19.7 | 42.4 | 23.5 | 2.8 | 10000 |
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| -1.2 | 21.2 | -1.6 | 10.7 | -2.7 | 0 |
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| 19 | 159.6 | 19.8 | 89.2 | 21 | 11 | 9750 | 406.2 | 22.3 | 480.1 | 19.7 | 564.8 | 19.9 |
| -1.1 | 35.9 | -1.6 | 24.1 | -3.9 | 1 | -189.5 | -4.3 | -165.3 | -1.5 | -150.2 | -0.9 |
| 19.4 | 254.3 | 20 | 170.1 | 20.4 | 52.2 | 9500 | 198.6 | 21.2 | 312.3 | 20 | 409.9 | 20.3 |
| -1.2 | 54.3 | -1.6 | 45.1 | -3.6 | 17.9 | -168.3 | -2.8 | -144.2 | -1.6 | -132.6 | -1 |
| 19.8 | 380.1 | 20.8 | 297.9 | 20.9 | 172.1 | 9250 | 67 | 21.4 | 190.3 | 20.8 | 286.8 | 20.8 |
| -1.3 | 73.7 | -1.4 | 76.1 | -3 | 69.1 | -119.2 | -2.6 | -111.7 | -1.2 | -111.3 | -1 |
| 20.5 | 540 | 21.6 | 465.5 | 23.4 | 375.7 | 9000 | 20 | 24.1 | 108.7 | 21.7 | 195.1 | 21.5 |
| -1.3 | 97.5 | -1.2 | 108.2 | -1.3 | 133.4 | -59.2 | -1.4 | -83 | -1.3 | -88.5 | -0.9 |
| 21.2 | 724.2 | 22.5 | 665 | 21.9 | 609.2 | 8750 | 6.1 | 27.5 | 59.9 | 22.9 | 129.8 | 22.3 |
| -1.3 | 119.2 | -1.6 | 131.9 | -4.7 | 165.1 | -22.2 | 0.3 | -55.2 | -1.2 | -70.2 | -1.1 |
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| 8500 | 2 | 30.9 | 33 | 24.4 | 85.7 | 23.4 |
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| -7.5 | 1.6 | -34.8 | -1 | -50.3 | -0.9 |
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| 8250 | 1 | 36 | 18.3 | 26 | 56.7 | 24.6 |
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| -2.6 | 3.5 | -21.5 | -0.9 | -36.6 | -0.9 |
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| 8000 | 1 | 43.7 | 11 | 28.1 | 37.8 | 25.9 |
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| -0.9 | 6.7 | -12.2 | -0.4 | -25.7 | -0.8 |
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| 7750 | 1 | 51.6 | 6.8 | 30.3 | 25.2 | 27.3 |
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| 0 | 10.2 | -7.5 | -0.3 | -18.4 | -0.8 |
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| 7500 | 1 | 59.6 | 4.4 | 32.6 | 18.4 | 29.2 |
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| 0 | 11.1 | -4.6 | 0 | -11.6 | -0.3 |
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| 7250 | 1 | 67.9 | 2.9 | 35.1 | 0 | 0 |
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| 0 | 12 | -3 | 0.1 | 0 | 0 |
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| 7000 | 1 | 76.3 | 1.9 | 37.4 | 9.3 | 32.7 |
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| 0 | 12.9 | -2 | 0.1 | -5.7 | -0.2 |
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| 6750 | 1 | 85 | 0 | 0 | 0 | 0 |
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| 0 | 13.8 | 0 | 0 | 0 | 0 |
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| 6500 | 1 | 94 | 1 | 42.9 | 4.9 | 36.5 |
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| 0 | 14.8 | -0.9 | 0.5 | -2.9 | -0.1 |
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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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