2010/11/08(Mon)OP
| P/C | 1.1 | 0.4 | 0.7 | 1.1 | 0.7 | 0.9 | 1.1 | 1 | 1 | 0.9 |
| 先物 | 9725 | 87.5 | 9637.5 | 9357.5 | 9167.5 | 9152.5 | 9190 | 9367.5 | 9397.5 | 9367.5 |
| 基準 | 20.7 | 0.5 | 20.2 | 20.6 | 23.1 | 22.7 | 21.5 | 20.2 | 19.9 | 20 |
| 期近 | 23 | 2.8 | 20.2 | 20.9 | 24.4 | 23.9 | 21.5 | 19.9 | 19.7 | 19.7 |
| 期先1 | 20.4 | 0.1 | 20.2 | 20.5 | 22.4 | 22 | 21.4 | 20.4 | 20.3 | 20.3 |
| 期先2 | 19.5 | -0.2 | 19.8 | 20 | 21.7 | 21.4 | 21.1 | 20.4 | 20.5 | 20.5 |
| 当/先 | 1.1 | 0.1 | 1 | 1 | 1.1 | 1.1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 3 | 31 | 66 |
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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 | 9720 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 | 11C1100 |
| 1 | 1 | 1 | 1 | 2 | 5.1 | 21.1 | 99.7 | 171 | 71.3 | 11.5 | 1.8 | 1 | 1 | 1 |
| 0 | 0 | 0 | -1 | -2.9 | -8.7 | -28.9 | -66 | -49.5 | 16.4 | 0.1 | -1 | 0 | 0 | 0 |
| 78.5 | 67.2 | 56.2 | 45.3 | 37.7 | 30.7 | 25.4 | 23.2 | 22.7 | 22.3 | 23.4 | 26.4 | 33.8 | 42.7 | 51.2 |
| 23.7 | 20.7 | 17.7 | 12 | 9.1 | 6.7 | 4.6 | 3.7 | 3 | 2.5 | 2.5 | 2.8 | 6.7 | 9.2 | 11.5 |
| 0 | 0 | -0.01 | -0.01 | -0.02 | -0.04 | -0.17 | -0.54 |
| 0.46 | 0.11 | 0.02 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.005 | 0.011 | 0.032 | 0.105 | 0.183 |
| 0.19 | 0.086 | 0.019 | 0.008 | 0.005 | 0.004 |
| 0.12 | 0.13 | 0.16 | 0.18 | 0.36 | 0.86 | 2.32 | 3.71 |
| 3.7 | 1.75 | 0.45 | 0.24 | 0.2 | 0.17 |
| -1.37 | -1.34 | -1.29 | -1.24 | -2.03 | -3.92 | -8.76 | -12.77 |
| -12.28 | -6.1 | -1.75 | -1.19 | -1.26 | -1.3 |
| 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 12P975 | 9720 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 | 12C1100 |
| 3.8 | 5.9 | 10.5 | 19.4 | 38.1 | 74.8 | 139.7 | 244.9 | 462.6 | 217.7 | 117.8 | 58.3 | 27.1 | 12.7 | 6.2 |
| -1.7 | -2.9 | -5 | -8.2 | -14.6 | -24.3 | -37.7 | -53.2 | -20.4 | 32.8 | 17.7 | 9.5 | 3.5 | 2 | 1 |
| 30.3 | 27.8 | 25.9 | 24.1 | 22.8 | 21.8 | 21 | 20.4 | 20.3 | 20.2 | 19.9 | 19.9 | 20.1 | 20.7 | 21.5 |
| 1 | 0.7 | 0.6 | 0.6 | 0.5 | 0.5 | 0.4 | 0.4 | 0.3 | 0.2 | 0 | 0.1 | -0.1 | 0.2 | 0.3 |
| -0.01 | -0.02 | -0.04 | -0.06 | -0.12 | -0.21 | -0.34 | -0.5 |
| 0.49 | 0.33 | 0.19 | 0.1 | 0.05 | 0.03 |
| 0.004 | 0.006 | 0.01 | 0.018 | 0.03 | 0.046 | 0.061 | 0.068 |
| 0.069 | 0.064 | 0.048 | 0.031 | 0.018 | 0.01 |
| 0.92 | 1.37 | 2.2 | 3.53 | 5.58 | 8.15 | 10.44 | 11.37 |
| 11.37 | 10.29 | 7.78 | 5.08 | 3.05 | 1.78 |
| -0.44 | -0.61 | -0.91 | -1.36 | -2.03 | -2.83 | -3.48 | -3.69 |
| -3.67 | -3.27 | -2.47 | -1.63 | -1 | -0.61 |
| 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 9710 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 | 1C1100 |
| 18.8 | 27.1 | 41.5 | 64.9 | 99.9 | 154.5 | 233.6 | 342.5 | 645.6 | 303.1 | 195.3 | 119.5 | 69.4 | 39.2 | 20.4 |
| -4.6 | -7.8 | -10.8 | -15 | -22.2 | -31.1 | -39.7 | -49.9 | -16.7 | 33.1 | 25.4 | 18.5 | 10.4 | 7 | 3.5 |
| 27 | 25.4 | 24.1 | 23 | 22 | 21.2 | 20.5 | 20 | 19.4 | 19 | 18.7 | 18.5 | 18.4 | 18.5 | 18.4 |
| 0.4 | 0.2 | 0.2 | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 0 | -0.1 | 0 | 0.2 | 0 | 0.2 | 0.1 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.19 | -0.27 | -0.38 | -0.49 |
| 0.5 | 0.38 | 0.27 | 0.17 | 0.11 | 0.06 |
| 0.008 | 0.011 | 0.016 | 0.022 | 0.03 | 0.038 | 0.045 | 0.048 |
| 0.051 | 0.049 | 0.043 | 0.034 | 0.024 | 0.016 |
| 3.56 | 4.79 | 6.53 | 8.77 | 11.27 | 13.8 | 15.75 | 16.54 |
| 16.54 | 15.78 | 13.61 | 10.69 | 7.77 | 5.16 |
| -0.72 | -0.92 | -1.18 | -1.52 | -1.86 | -2.19 | -2.42 | -2.48 |
| -2.38 | -2.23 | -1.9 | -1.49 | -1.09 | -0.72 |
| 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 | 3.3 | 25 | 1.2 | 74.7 | 1 | 11750 |
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| -0.1 | 0.4 | 0.6 | 0.2 | 18 | 0 |
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| 19 | 6.1 | 24.1 | 2.2 | 67.2 | 1 | 11500 |
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| 0.2 | 1.2 | 0.4 | 0.3 | 15.9 | 0 |
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| 18.8 | 11.4 | 22.3 | 3.1 | 59.3 | 1 | 11250 |
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| 0.1 | 2.1 | 0.3 | 0.4 | 13.8 | 0 |
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| 18.4 | 20.4 | 21.5 | 6.2 | 51.2 | 1 | 11000 |
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| 0.1 | 3.5 | 0.3 | 1 | 11.5 | 0 |
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| 18.5 | 39.2 | 20.7 | 12.7 | 42.7 | 1 | 10750 |
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| 0.2 | 7 | 0.2 | 2 | 9.2 | 0 |
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| 18.4 | 69.4 | 20.1 | 27.1 | 33.8 | 1 | 10500 |
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| 0 | 10.4 | -0.1 | 3.5 | 6.7 | 0 |
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| 18.5 | 119.5 | 19.9 | 58.3 | 26.4 | 1.8 | 10250 | 525.9 | 24.4 | 585.5 | 20.3 | 657.1 | 19.5 |
| 0.2 | 18.5 | 0.1 | 9.5 | 2.8 | -1 | -91.1 | -1.4 | -74.5 | 0.6 | -67.9 | 0.2 |
| 18.7 | 195.3 | 19.9 | 117.8 | 23.4 | 11.5 | 10000 | 287.3 | 23.9 | 395 | 20.2 | 485 | 19.7 |
| 0 | 25.4 | 0 | 17.7 | 2.5 | 0.1 | -85.6 | 3.4 | -64.9 | 0.5 | -59.2 | 0.2 |
| 19 | 303.1 | 20.2 | 217.7 | 22.3 | 71.3 | 9750 | 99.7 | 23.2 | 244.9 | 20.4 | 342.5 | 20 |
| -0.1 | 33.1 | 0.2 | 32.8 | 2.5 | 16.4 | -66 | 3.7 | -53.2 | 0.4 | -49.9 | 0.1 |
| 19.6 | 446.7 | 20.7 | 362.5 | 23.1 | 241.1 | 9500 | 21.1 | 25.4 | 139.7 | 21 | 233.6 | 20.5 |
| -0.1 | 45.1 | 0.2 | 47.3 | 2.4 | 53.5 | -28.9 | 4.6 | -37.7 | 0.4 | -39.7 | 0.1 |
| 20.1 | 616.3 | 21.5 | 548 | 26 | 477.1 | 9250 | 5.1 | 30.7 | 74.8 | 21.8 | 154.5 | 21.2 |
| -0.1 | 55.4 | 0.1 | 60 | 2.6 | 76.9 | -8.7 | 6.7 | -24.3 | 0.5 | -31.1 | 0.1 |
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| 9000 | 2 | 37.7 | 38.1 | 22.8 | 99.9 | 22 |
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| -2.9 | 9.1 | -14.6 | 0.5 | -22.2 | 0.1 |
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| 8750 | 1 | 45.3 | 19.4 | 24.1 | 64.9 | 23 |
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| -1 | 12 | -8.2 | 0.6 | -15 | 0.2 |
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| 8500 | 1 | 56.2 | 10.5 | 25.9 | 41.5 | 24.1 |
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| 0 | 17.7 | -5 | 0.6 | -10.8 | 0.2 |
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| 8250 | 1 | 67.2 | 5.9 | 27.8 | 27.1 | 25.4 |
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| 0 | 20.7 | -2.9 | 0.7 | -7.8 | 0.2 |
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| 8000 | 1 | 78.5 | 3.8 | 30.3 | 18.8 | 27 |
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| 0 | 23.7 | -1.7 | 1 | -4.6 | 0.4 |
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| 7750 | 1 | 89.9 | 2.6 | 32.8 | 12.9 | 28.6 |
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| 0 | 26.8 | -0.9 | 1.3 | -3.9 | 0.2 |
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| 7500 | 1 | 101.6 | 1.8 | 35.5 | 9.1 | 30.3 |
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| 0 | 30 | -0.9 | 1 | -3 | 0.1 |
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| 7250 | 1 | 113.7 | 1.5 | 38.8 | 0 | 0 |
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| 0 | 33.2 | -0.3 | 1.9 | 0 | 0 |
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| 7000 | 1 | 126 | 1 | 41.3 | 4.8 | 34 |
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| 0 | 36.6 | 0 | 2.8 | -1.9 | 0 |
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| 6750 | 1 | 138.8 | 0 | 0 | 0 | 0 |
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| 0 | 40 | 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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