2010/11/10(Wed)OP
| P/C | 1 | -0.2 | 1.2 | 1.1 | 0.7 | 1.1 | 0.7 | 0.9 | 1.1 | 1 |
| 先物 | 9817.5 | 130 | 9687.5 | 9725 | 9637.5 | 9357.5 | 9167.5 | 9152.5 | 9190 | 9367.5 |
| 基準 | 20.4 | 0.2 | 20.2 | 20.7 | 20.2 | 20.6 | 23.1 | 22.7 | 21.5 | 20.2 |
| 期近 | 23.1 | 1.2 | 21.9 | 23 | 20.2 | 20.9 | 24.4 | 23.9 | 21.5 | 19.9 |
| 期先1 | 20.3 | 0.2 | 20.1 | 20.4 | 20.2 | 20.5 | 22.4 | 22 | 21.4 | 20.4 |
| 期先2 | 19.5 | -0.2 | 19.7 | 19.5 | 19.8 | 20 | 21.7 | 21.4 | 21.1 | 20.4 |
| 当/先 | 1.1 | 0 | 1.1 | 1.1 | 1 | 1 | 1.1 | 1.1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 1 | 29 | 64 |
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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 | 9810 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 | 11C1100 |
| 1 | 1 | 1 | 1 | 1 | 1 | 4.4 | 27.1 | 117 | 90 | 9.9 | 1 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | -0.3 | -2.8 | -11.9 | -73.1 | -22.9 | 50.2 | 5.3 | 0 | 0 | 0 | 0 |
| 128.4 | 110.9 | 93.6 | 76.6 | 59.8 | 42.9 | 33.2 | 22.7 | 21.9 | 20.5 | 26.2 | 32.2 | 47.3 | 61.4 | 74.8 |
| 36.5 | 32.3 | 28.3 | 24.4 | 19.2 | 10.5 | 8.6 | 2.2 | 1.1 | -0.7 | 1.5 | 1.3 | 5.2 | 8.7 | 12.1 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.05 | -0.31 |
| 0.71 | 0.13 | 0.01 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.004 | 0.006 | 0.011 | 0.053 | 0.257 |
| 0.277 | 0.132 | 0.019 | 0.01 | 0.006 | 0.004 |
| 0.07 | 0.08 | 0.09 | 0.11 | 0.14 | 0.18 | 0.64 | 2.11 |
| 2.05 | 1.25 | 0.22 | 0.17 | 0.14 | 0.12 |
| -3.41 | -3.33 | -3.23 | -3.12 | -2.97 | -2.78 | -7.72 | -17.55 |
| -15.42 | -12 | -2.64 | -2.88 | -3.04 | -3.17 |
| 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 12P975 | 9820 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 | 12C1100 |
| 3 | 4.8 | 8.1 | 14.5 | 26.6 | 55.5 | 105.7 | 194.7 | 454.5 | 259.9 | 144.6 | 72.1 | 32.8 | 14.2 | 6.4 |
| -0.6 | -1 | -2.4 | -5.2 | -11.9 | -20.5 | -39.2 | -59.6 | 6.4 | 66 | 44.5 | 24.5 | 11.2 | 5.1 | 2.2 |
| 31.6 | 29.2 | 27 | 25 | 23.2 | 22.2 | 21.1 | 20.5 | 20.4 | 20.2 | 20 | 19.8 | 19.9 | 20.2 | 20.8 |
| 1.5 | 1.5 | 1.3 | 1.1 | 0.7 | 0.9 | 0.6 | 0.7 | 0.5 | 0.3 | 0.4 | 0.2 | -0.1 | -0.2 | -0.2 |
| -0.01 | -0.02 | -0.03 | -0.05 | -0.09 | -0.16 | -0.28 | -0.44 |
| 0.56 | 0.38 | 0.23 | 0.12 | 0.06 | 0.03 |
| 0.003 | 0.005 | 0.008 | 0.014 | 0.025 | 0.04 | 0.057 | 0.069 |
| 0.07 | 0.069 | 0.055 | 0.037 | 0.021 | 0.011 |
| 0.74 | 1.11 | 1.76 | 2.81 | 4.42 | 6.9 | 9.39 | 10.99 |
| 10.98 | 10.63 | 8.47 | 5.66 | 3.32 | 1.85 |
| -0.4 | -0.55 | -0.81 | -1.2 | -1.74 | -2.61 | -3.37 | -3.83 |
| -3.8 | -3.63 | -2.87 | -1.92 | -1.14 | -0.66 |
| 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 9810 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 | 1C1100 |
| 15 | 21.4 | 34.2 | 52.5 | 84.4 | 129.7 | 197.9 | 293.6 | 644.4 | 350.8 | 230 | 141.7 | 82.9 | 46.2 | 25 |
| -4.1 | -6.5 | -8.8 | -14.8 | -20.3 | -33.4 | -46.5 | -62.7 | 3 | 65.7 | 49.3 | 31.4 | 20.7 | 11.3 | 6.3 |
| 27.3 | 25.6 | 24.5 | 23.2 | 22.4 | 21.4 | 20.6 | 20 | 19.7 | 19.2 | 18.8 | 18.5 | 18.3 | 18.3 | 18.4 |
| 0.4 | 0.3 | 0.5 | 0.3 | 0.5 | 0.2 | 0.2 | 0.1 | 0.1 | 0 | 0 | -0.2 | -0.1 | -0.3 | -0.3 |
| -0.03 | -0.05 | -0.07 | -0.11 | -0.17 | -0.24 | -0.34 | -0.45 |
| 0.55 | 0.42 | 0.3 | 0.2 | 0.13 | 0.08 |
| 0.006 | 0.009 | 0.014 | 0.02 | 0.027 | 0.035 | 0.043 | 0.048 |
| 0.05 | 0.051 | 0.046 | 0.037 | 0.028 | 0.019 |
| 3.01 | 4.05 | 5.72 | 7.71 | 10.24 | 12.79 | 15.03 | 16.32 |
| 16.31 | 16.15 | 14.41 | 11.64 | 8.58 | 5.88 |
| -0.64 | -0.8 | -1.09 | -1.39 | -1.78 | -2.12 | -2.4 | -2.52 |
| -2.45 | -2.37 | -2.08 | -1.66 | -1.22 | -0.84 |
| 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 |
| 19.2 | 4 | 24.1 | 1 | 112 | 1 | 11750 |
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| -0.3 | 1.1 | -1.2 | 0 | 21.2 | 0 |
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| 18.7 | 6.9 | 23.1 | 1.8 | 100 | 1 | 11500 |
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| -0.4 | 1.6 | -1.1 | 0.1 | 18.3 | 0 |
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| 18.6 | 13.5 | 21.6 | 3 | 87.7 | 1 | 11250 |
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| -0.2 | 3.7 | -0.8 | 0.6 | 15.2 | 0 |
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| 18.4 | 25 | 20.8 | 6.4 | 74.8 | 1 | 11000 |
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| -0.3 | 6.3 | -0.2 | 2.2 | 12.1 | 0 |
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| 18.3 | 46.2 | 20.2 | 14.2 | 61.4 | 1 | 10750 |
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| -0.3 | 11.3 | -0.2 | 5.1 | 8.7 | 0 |
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| 18.3 | 82.9 | 19.9 | 32.8 | 47.3 | 1 | 10500 |
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| -0.1 | 20.7 | -0.1 | 11.2 | 5.2 | 0 |
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| 18.5 | 141.7 | 19.8 | 72.1 | 32.2 | 1 | 10250 | 433.2 | 31.1 | 507 | 20.2 | 590 | 19.7 |
| -0.2 | 31.4 | 0.2 | 24.5 | 1.3 | 0 | -133.1 | -6.9 | -101.6 | 0.6 | -90 | 0.3 |
| 18.8 | 230 | 20 | 144.6 | 26.2 | 9.9 | 10000 | 198.6 | 30.7 | 328.5 | 20.2 | 422.8 | 19.5 |
| 0 | 49.3 | 0.4 | 44.5 | 1.5 | 5.3 | -119.5 | 4.9 | -84.6 | 0.4 | -81.3 | 0 |
| 19.2 | 350.8 | 20.2 | 259.9 | 20.5 | 90 | 9750 | 27.1 | 22.7 | 194.7 | 20.5 | 293.6 | 20 |
| 0 | 65.7 | 0.3 | 66 | -0.7 | 50.2 | -73.1 | 2.2 | -59.6 | 0.7 | -62.7 | 0.1 |
| 19.7 | 503.6 | 20.9 | 422 | 32.2 | 321.3 | 9500 | 4.4 | 33.2 | 105.7 | 21.1 | 197.9 | 20.6 |
| -0.1 | 79 | 0.5 | 90.6 | 8.9 | 119.9 | -11.9 | 8.6 | -39.2 | 0.6 | -46.5 | 0.2 |
| 20.3 | 685 | 21.8 | 620.6 | 0 | 561 | 9250 | 1 | 42.9 | 55.5 | 22.2 | 129.7 | 21.4 |
| 0 | 94.3 | 0.6 | 107.7 | -31.9 | 120 | -2.8 | 10.5 | -20.5 | 0.9 | -33.4 | 0.2 |
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| 9000 | 1 | 59.8 | 26.6 | 23.2 | 84.4 | 22.4 |
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| -0.3 | 19.2 | -11.9 | 0.7 | -20.3 | 0.5 |
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| 8750 | 1 | 76.6 | 14.5 | 25 | 52.5 | 23.2 |
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| 0 | 24.4 | -5.2 | 1.1 | -14.8 | 0.3 |
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| 8500 | 1 | 93.6 | 8.1 | 27 | 34.2 | 24.5 |
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| 0 | 28.3 | -2.4 | 1.3 | -8.8 | 0.5 |
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| 8250 | 1 | 110.9 | 4.8 | 29.2 | 21.4 | 25.6 |
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| 0 | 32.3 | -1 | 1.5 | -6.5 | 0.3 |
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| 8000 | 1 | 128.4 | 3 | 31.6 | 15 | 27.3 |
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| 0 | 36.5 | -0.6 | 1.5 | -4.1 | 0.4 |
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| 7750 | 1 | 146.3 | 2.3 | 34.8 | 10.1 | 28.8 |
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| 0 | 40.7 | -0.1 | 2 | -2.8 | 0.4 |
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| 7500 | 1 | 164.7 | 1.5 | 37.2 | 7.1 | 30.5 |
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| 0 | 45 | -0.2 | 1.6 | -1.5 | 0.6 |
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| 7250 | 1 | 183.5 | 1 | 39.6 | 0 | 0 |
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| 0 | 49.5 | -0.4 | 0.7 | 0 | 0 |
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| 7000 | 1 | 202.8 | 1 | 43.8 | 3.8 | 34.3 |
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| 0 | 54.1 | 0 | 2.2 | -0.9 | 0.5 |
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| 6750 | 1 | 222.8 | 0 | 0 | 0 | 0 |
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| 0 | 58.9 | 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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