2010/11/05(Fri)OP
| P/C | 0.7 | -0.3 | 1.1 | 0.7 | 0.9 | 1.1 | 1 | 1 | 0.9 | 1 |
| 先物 | 9637.5 | 280 | 9357.5 | 9167.5 | 9152.5 | 9190 | 9367.5 | 9397.5 | 9367.5 | 9425 |
| 基準 | 20.2 | -0.4 | 20.6 | 23.1 | 22.7 | 21.5 | 20.2 | 19.9 | 20 | 20 |
| 期近 | 20.2 | -0.7 | 20.9 | 24.4 | 23.9 | 21.5 | 19.9 | 19.7 | 19.7 | 19.7 |
| 期先1 | 20.2 | -0.2 | 20.5 | 22.4 | 22 | 21.4 | 20.4 | 20.3 | 20.3 | 20.5 |
| 期先2 | 19.8 | -0.2 | 20 | 21.7 | 21.4 | 21.1 | 20.4 | 20.5 | 20.5 | 20.6 |
| 当/先 | 1 | 0 | 1 | 1.1 | 1.1 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 6 | 34 | 69 |
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| 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 9750 | 9750 | 10000 | 10250 | 10500 | 10750 | 11000 |
| 11P800 | 11P825 | 11P850 | 11P875 | 11P900 | 11P925 | 11P950 | 11P975 | 9640 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 | 11C1100 |
| 1 | 1 | 1 | 2 | 4.8 | 13.9 | 50 | 165.7 | 220.5 | 54.9 | 11.4 | 2.8 | 1 | 1 | 1 |
| 0 | 0 | -1 | -4.2 | -15.1 | -53.1 | -148.6 | -240.5 | -196.6 | 43.9 | 8.6 | 1.5 | 0 | 0 | 0 |
| 54.7 | 46.5 | 38.5 | 33.3 | 28.6 | 24.1 | 20.8 | 19.5 | 19.7 | 19.8 | 20.9 | 23.6 | 27.1 | 33.5 | 39.7 |
| 11 | 10.6 | 7.5 | 5.8 | 4.5 | 2.7 | -0.5 | -2.8 | -1.6 | -1.2 | -2.6 | -4 | -5.6 | -5 | -4.5 |
| 0 | -0.01 | -0.01 | -0.01 | -0.03 | -0.1 | -0.3 | -0.67 |
| 0.33 | 0.09 | 0.03 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.004 | 0.008 | 0.02 | 0.055 | 0.131 | 0.146 |
| 0.144 | 0.063 | 0.019 | 0.007 | 0.005 | 0.003 |
| 0.17 | 0.19 | 0.22 | 0.43 | 0.95 | 2.16 | 4.39 | 4.61 |
| 4.63 | 2.12 | 0.74 | 0.3 | 0.26 | 0.22 |
| -0.72 | -0.7 | -0.68 | -1.13 | -2.13 | -4.07 | -7.16 | -7.05 |
| -7.22 | -3.48 | -1.38 | -0.64 | -0.67 | -0.7 |
| 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 12P975 | 9640 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 | 12C1100 |
| 5.5 | 8.9 | 15.6 | 27.6 | 52.7 | 99.1 | 177.5 | 298.2 | 483 | 184.9 | 100.2 | 48.8 | 23.7 | 10.7 | 5.2 |
| -5.5 | -9.5 | -17.4 | -32.3 | -56 | -91.2 | -134.8 | -181.9 | -86.3 | 95.7 | 57.8 | 29.8 | 14.7 | 6.6 | 2.8 |
| 29.3 | 27.1 | 25.3 | 23.5 | 22.3 | 21.3 | 20.5 | 20.1 | 20 | 19.9 | 19.9 | 19.8 | 20.2 | 20.5 | 21.2 |
| 1.2 | 1.1 | 0.9 | 0.6 | 0.5 | 0.5 | 0.5 | 0.3 | 0.2 | 0.1 | 0.1 | -0.1 | -0.4 | -0.6 | -1.2 |
| -0.02 | -0.03 | -0.05 | -0.08 | -0.15 | -0.25 | -0.4 | -0.56 |
| 0.44 | 0.28 | 0.16 | 0.09 | 0.04 | 0.02 |
| 0.005 | 0.008 | 0.013 | 0.022 | 0.035 | 0.051 | 0.064 | 0.066 |
| 0.067 | 0.058 | 0.042 | 0.027 | 0.015 | 0.009 |
| 1.25 | 1.9 | 2.98 | 4.57 | 6.89 | 9.48 | 11.4 | 11.65 |
| 11.65 | 10.01 | 7.26 | 4.73 | 2.76 | 1.59 |
| -0.53 | -0.75 | -1.1 | -1.56 | -2.23 | -2.93 | -3.39 | -3.39 |
| -3.39 | -2.9 | -2.09 | -1.39 | -0.82 | -0.49 |
| 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 9630 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 | 1C1100 |
| 23.3 | 34.9 | 52.2 | 79.8 | 122.1 | 185.6 | 273.2 | 392.4 | 662.3 | 270 | 169.9 | 101.1 | 59 | 32.2 | 17 |
| -14.4 | -21.8 | -33.5 | -50 | -73.1 | -101.3 | -136.6 | -172.5 | -62.1 | 110.4 | 75.7 | 47.8 | 29.9 | 17.7 | 9.2 |
| 26.6 | 25.3 | 23.9 | 22.8 | 21.8 | 21.1 | 20.3 | 19.8 | 19.3 | 19.1 | 18.6 | 18.4 | 18.4 | 18.3 | 18.4 |
| 0.7 | 0.7 | 0.5 | 0.5 | 0.3 | 0.3 | 0.1 | -0.1 | 0.1 | 0.1 | 0 | -0.2 | -0.2 | -0.1 | -0.4 |
| -0.05 | -0.07 | -0.1 | -0.15 | -0.22 | -0.31 | -0.42 | -0.54 |
| 0.46 | 0.34 | 0.23 | 0.15 | 0.09 | 0.05 |
| 0.009 | 0.013 | 0.018 | 0.025 | 0.032 | 0.04 | 0.046 | 0.048 |
| 0.049 | 0.047 | 0.04 | 0.03 | 0.022 | 0.014 |
| 4.2 | 5.7 | 7.59 | 9.93 | 12.47 | 14.83 | 16.4 | 16.69 |
| 16.68 | 15.4 | 12.86 | 9.89 | 6.97 | 4.58 |
| -0.81 | -1.04 | -1.31 | -1.63 | -1.96 | -2.24 | -2.39 | -2.37 |
| -2.31 | -2.08 | -1.71 | -1.31 | -0.92 | -0.61 |
| 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 | 2.9 | 24.4 | 1 | 56.7 | 1 | 11750 |
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| -1.4 | 1 | -2.9 | 0 | -3.1 | 0 |
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| 18.9 | 4.9 | 23.7 | 1.9 | 51.2 | 1 | 11500 |
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| -1.1 | 2.1 | -1.3 | 0.9 | -3.5 | 0 |
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| 18.6 | 9.3 | 22 | 2.7 | 45.5 | 1 | 11250 |
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| -0.7 | 4.6 | -2.1 | 0.9 | -4 | 0 |
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| 18.4 | 17 | 21.2 | 5.2 | 39.7 | 1 | 11000 |
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| -0.4 | 9.2 | -1.2 | 2.8 | -4.5 | 0 |
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| 18.3 | 32.2 | 20.5 | 10.7 | 33.5 | 1 | 10750 |
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| -0.1 | 17.7 | -0.6 | 6.6 | -5 | 0 |
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| 18.4 | 59 | 20.2 | 23.7 | 27.1 | 1 | 10500 |
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| -0.2 | 29.9 | -0.4 | 14.7 | -5.6 | 0 |
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| 18.4 | 101.1 | 19.8 | 48.8 | 23.6 | 2.8 | 10250 | 617 | 25.7 | 660 | 19.7 | 725 | 19.4 |
| -0.2 | 47.8 | -0.1 | 29.8 | -4 | 1.5 | -277 | -2.7 | -251 | -0.3 | -232.5 | -0.6 |
| 18.6 | 169.9 | 19.9 | 100.2 | 20.9 | 11.4 | 10000 | 372.9 | 20.5 | 459.9 | 19.7 | 544.2 | 19.5 |
| 0 | 75.7 | 0.1 | 57.8 | -2.6 | 8.6 | -274.7 | -5.6 | -225.1 | -0.2 | -203.3 | -0.2 |
| 19.1 | 270 | 19.9 | 184.9 | 19.8 | 54.9 | 9750 | 165.7 | 19.5 | 298.2 | 20.1 | 392.4 | 19.8 |
| 0.1 | 110.4 | 0.1 | 95.7 | -1.2 | 43.9 | -240.5 | -2.8 | -181.9 | 0.3 | -172.5 | -0.1 |
| 19.7 | 401.6 | 20.5 | 315.2 | 20.8 | 187.6 | 9500 | 50 | 20.8 | 177.5 | 20.5 | 273.2 | 20.3 |
| 0.3 | 147.3 | 0.5 | 145.2 | 0.4 | 135.5 | -148.6 | -0.5 | -134.8 | 0.5 | -136.6 | 0.1 |
| 20.1 | 560.8 | 21.3 | 487.9 | 23.4 | 400.2 | 9250 | 13.9 | 24.1 | 99.1 | 21.3 | 185.6 | 21.1 |
| 0.3 | 180.7 | 0.6 | 190 | 2.6 | 228.1 | -53.1 | 2.7 | -91.2 | 0.5 | -101.3 | 0.3 |
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| 9000 | 4.8 | 28.6 | 52.7 | 22.3 | 122.1 | 21.8 |
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| -15.1 | 4.5 | -56 | 0.5 | -73.1 | 0.3 |
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| 8750 | 2 | 33.3 | 27.6 | 23.5 | 79.8 | 22.8 |
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| -4.2 | 5.8 | -32.3 | 0.6 | -50 | 0.5 |
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| 8500 | 1 | 38.5 | 15.6 | 25.3 | 52.2 | 23.9 |
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| -1 | 7.5 | -17.4 | 0.9 | -33.5 | 0.5 |
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| 8250 | 1 | 46.5 | 8.9 | 27.1 | 34.9 | 25.3 |
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| 0 | 10.6 | -9.5 | 1.1 | -21.8 | 0.7 |
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| 8000 | 1 | 54.7 | 5.5 | 29.3 | 23.3 | 26.6 |
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| 0 | 11 | -5.5 | 1.2 | -14.4 | 0.7 |
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| 7750 | 1 | 63.1 | 3.5 | 31.5 | 16.8 | 28.4 |
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| 0 | 11.5 | -3.3 | 1.2 | -8.4 | 1.1 |
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| 7500 | 1 | 71.6 | 2.7 | 34.5 | 12.1 | 30.2 |
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| 0 | 12 | -1.7 | 1.8 | -6.3 | 0.9 |
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| 7250 | 1 | 80.4 | 1.8 | 36.9 | 0 | 0 |
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| 0 | 12.5 | -1.1 | 1.9 | 0 | 0 |
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| 7000 | 1 | 89.4 | 1 | 38.5 | 6.7 | 34 |
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| 0 | 13.1 | -0.9 | 1.1 | -2.6 | 1.3 |
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| 6750 | 1 | 98.7 | 0 | 0 | 0 | 0 |
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| 0 | 13.7 | 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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