2010/11/11(Thu)OP
| P/C | 0.8 | -0.2 | 1 | 1.2 | 1.1 | 0.7 | 1.1 | 0.7 | 0.9 | 1.1 |
| 先物 | 9862.5 | 45 | 9817.5 | 9687.5 | 9725 | 9637.5 | 9357.5 | 9167.5 | 9152.5 | 9190 |
| 基準 | 20.7 | 0.3 | 20.4 | 20.2 | 20.7 | 20.2 | 20.6 | 23.1 | 22.7 | 21.5 |
| 期近 | 35.3 | 12.2 | 23.1 | 21.9 | 23 | 20.2 | 20.9 | 24.4 | 23.9 | 21.5 |
| 期先1 | 20.5 | 0.2 | 20.3 | 20.1 | 20.4 | 20.2 | 20.5 | 22.4 | 22 | 21.4 |
| 期先2 | 19.6 | 0.2 | 19.5 | 19.7 | 19.5 | 19.8 | 20 | 21.7 | 21.4 | 21.1 |
| 当/先 | 1.7 | 0.6 | 1.1 | 1.1 | 1.1 | 1 | 1 | 1.1 | 1.1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 0 | 28 | 63 |
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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 | 9860 | 11C975 | 11C1000 | 11C1025 | 11C1050 | 11C1075 | 11C1100 |
| 1 | 1 | 1 | 1 | 1 | 1 | 1 | 8.9 | 128 | 119.1 | 6.3 | 1 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | 0 | 0 | -3.4 | -18.2 | 11 | 29.2 | -3.6 | 0 | 0 | 0 | 0 |
| 252.8 | 219 | 185.8 | 153.1 | 120.7 | 88.3 | 55.4 | 35.5 | 34.7 | 32.3 | 36.1 | 56.5 | 85.8 | 113.2 | 139.3 |
| 124.4 | 108.1 | 92.2 | 76.5 | 60.9 | 45.4 | 22.2 | 12.8 | 12.5 | 11.8 | 9.9 | 24.2 | 38.5 | 51.8 | 64.4 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.02 | -0.15 |
| 0.87 | 0.11 | 0.02 | 0.01 | 0.01 | 0.01 |
| 0.001 | 0.002 | 0.003 | 0.004 | 0.006 | 0.01 | 0.023 | 0.213 |
| 0.21 | 0.171 | 0.023 | 0.011 | 0.007 | 0.005 |
| 0.04 | 0.04 | 0.05 | 0.06 | 0.07 | 0.09 | 0.13 | 0.74 |
| 0.66 | 0.6 | 0.12 | 0.09 | 0.07 | 0.06 |
| -12.75 | -12.46 | -12.11 | -11.7 | -11.19 | -10.51 | -9.49 | -35.76 |
| -29.25 | -29.8 | -9.62 | -10.58 | -11.24 | -11.74 |
| 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 12P975 | 9860 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 | 12C1100 |
| 2.6 | 3.9 | 6.7 | 12 | 23.7 | 47.5 | 93.1 | 173.5 | 459.9 | 286.4 | 162.4 | 82.6 | 38.7 | 16.9 | 7.6 |
| -0.4 | -0.9 | -1.3 | -2.5 | -2.9 | -8 | -12.6 | -21.1 | 5.4 | 26.5 | 17.7 | 10.5 | 5.9 | 2.7 | 1.2 |
| 32.2 | 29.4 | 27.3 | 25.3 | 23.7 | 22.5 | 21.4 | 20.7 | 20.7 | 20.7 | 20.3 | 20.1 | 20.2 | 20.5 | 21.1 |
| 0.6 | 0.3 | 0.3 | 0.3 | 0.6 | 0.2 | 0.3 | 0.2 | 0.2 | 0.4 | 0.3 | 0.3 | 0.4 | 0.3 | 0.3 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.08 | -0.15 | -0.26 | -0.41 |
| 0.59 | 0.41 | 0.26 | 0.14 | 0.07 | 0.03 |
| 0.003 | 0.004 | 0.007 | 0.013 | 0.022 | 0.037 | 0.055 | 0.068 |
| 0.068 | 0.07 | 0.058 | 0.04 | 0.024 | 0.013 |
| 0.65 | 0.94 | 1.52 | 2.44 | 4.02 | 6.28 | 8.83 | 10.68 |
| 10.68 | 10.72 | 8.84 | 6.12 | 3.67 | 2.07 |
| -0.37 | -0.49 | -0.73 | -1.09 | -1.68 | -2.48 | -3.33 | -3.89 |
| -3.9 | -3.84 | -3.14 | -2.19 | -1.32 | -0.77 |
| 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 9850 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 | 1C1100 |
| 13 | 19.9 | 30.4 | 48.2 | 76.4 | 119.6 | 184.2 | 276.8 | 655.5 | 378.7 | 252 | 157.5 | 93.6 | 53.1 | 29.8 |
| -2 | -1.5 | -3.9 | -4.3 | -8.1 | -10.1 | -13.6 | -16.7 | 11.2 | 27.9 | 22 | 15.7 | 10.7 | 6.9 | 4.8 |
| 27.3 | 25.9 | 24.6 | 23.5 | 22.5 | 21.6 | 20.8 | 20.3 | 20.1 | 19.5 | 19.1 | 18.8 | 18.6 | 18.5 | 18.7 |
| 0 | 0.4 | 0.1 | 0.2 | 0.1 | 0.2 | 0.2 | 0.3 | 0.3 | 0.3 | 0.3 | 0.3 | 0.2 | 0.2 | 0.3 |
| -0.03 | -0.04 | -0.07 | -0.1 | -0.15 | -0.22 | -0.32 | -0.43 |
| 0.57 | 0.45 | 0.33 | 0.22 | 0.14 | 0.09 |
| 0.006 | 0.009 | 0.013 | 0.018 | 0.026 | 0.034 | 0.042 | 0.047 |
| 0.049 | 0.05 | 0.047 | 0.039 | 0.029 | 0.021 |
| 2.71 | 3.82 | 5.27 | 7.27 | 9.68 | 12.28 | 14.63 | 16.13 |
| 16.12 | 16.25 | 14.8 | 12.21 | 9.2 | 6.5 |
| -0.58 | -0.78 | -1.02 | -1.34 | -1.71 | -2.09 | -2.4 | -2.57 |
| -2.5 | -2.46 | -2.2 | -1.8 | -1.35 | -0.96 |
| 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 | 4.3 | 24 | 1 | 211.2 | 1 | 11750 |
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| -0.1 | 0.3 | -0.1 | 0 | 99.2 | 0 |
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| 18.9 | 8.2 | 23.1 | 1.9 | 188.1 | 1 | 11500 |
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| 0.2 | 1.3 | 0 | 0.1 | 88.1 | 0 |
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| 18.7 | 15.6 | 22 | 3.6 | 164.2 | 1 | 11250 |
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| 0.1 | 2.1 | 0.3 | 0.6 | 76.5 | 0 |
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| 18.7 | 29.8 | 21.1 | 7.6 | 139.3 | 1 | 11000 |
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| 0.3 | 4.8 | 0.3 | 1.2 | 64.4 | 0 |
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| 18.5 | 53.1 | 20.5 | 16.9 | 113.2 | 1 | 10750 |
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| 0.2 | 6.9 | 0.3 | 2.7 | 51.8 | 0 |
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| 18.6 | 93.6 | 20.2 | 38.7 | 85.8 | 1 | 10500 |
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| 0.2 | 10.7 | 0.4 | 5.9 | 38.5 | 0 |
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| 18.8 | 157.5 | 20.1 | 82.6 | 56.5 | 1 | 10250 | 391.3 | 70.4 | 468.8 | 20.1 | 555 | 19.5 |
| 0.3 | 15.7 | 0.3 | 10.5 | 24.2 | 0 | -41.9 | 39.2 | -38.2 | -0.1 | -35 | -0.2 |
| 19.1 | 252 | 20.3 | 162.4 | 36.1 | 6.3 | 10000 | 148.9 | 43.6 | 298.9 | 20.3 | 398.2 | 19.7 |
| 0.3 | 22 | 0.3 | 17.7 | 9.9 | -3.6 | -49.7 | 12.9 | -29.6 | 0.1 | -24.7 | 0.2 |
| 19.5 | 378.7 | 20.7 | 286.4 | 32.3 | 119.1 | 9750 | 8.9 | 35.5 | 173.5 | 20.7 | 276.8 | 20.3 |
| 0.3 | 27.9 | 0.4 | 26.5 | 11.8 | 29.2 | -18.2 | 12.8 | -21.1 | 0.2 | -16.7 | 0.3 |
| 20.1 | 538 | 21.4 | 456.2 | 0 | 360.6 | 9500 | 1 | 55.4 | 93.1 | 21.4 | 184.2 | 20.8 |
| 0.4 | 34.3 | 0.5 | 34.2 | -32.2 | 39.3 | -3.4 | 22.2 | -12.6 | 0.3 | -13.6 | 0.2 |
| 20.9 | 724.7 | 22.5 | 660.9 | 0 | 605.7 | 9250 | 1 | 88.3 | 47.5 | 22.5 | 119.6 | 21.6 |
| 0.5 | 39.7 | 0.7 | 40.3 | 0 | 44.7 | 0 | 45.4 | -8 | 0.2 | -10.1 | 0.2 |
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| 9000 | 1 | 120.7 | 23.7 | 23.7 | 76.4 | 22.5 |
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| 0 | 60.9 | -2.9 | 0.6 | -8.1 | 0.1 |
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| 8750 | 1 | 153.1 | 12 | 25.3 | 48.2 | 23.5 |
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| 0 | 76.5 | -2.5 | 0.3 | -4.3 | 0.2 |
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| 8500 | 1 | 185.8 | 6.7 | 27.3 | 30.4 | 24.6 |
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| 0 | 92.2 | -1.3 | 0.3 | -3.9 | 0.1 |
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| 8250 | 1 | 219 | 3.9 | 29.4 | 19.9 | 25.9 |
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| 0 | 108.1 | -0.9 | 0.3 | -1.5 | 0.4 |
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| 8000 | 1 | 252.8 | 2.6 | 32.2 | 13 | 27.3 |
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| 0 | 124.4 | -0.4 | 0.6 | -2 | 0 |
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| 7750 | 1 | 287.4 | 1.7 | 34.5 | 8.8 | 28.9 |
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| 0 | 141 | -0.7 | -0.2 | -1.3 | 0 |
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| 7500 | 1 | 322.7 | 1 | 36.7 | 6.4 | 30.8 |
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| 0 | 158 | -0.5 | -0.5 | -0.7 | 0.2 |
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| 7250 | 1 | 359 | 1 | 40.8 | 0 | 0 |
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| 0 | 175.5 | 0 | 1.2 | 0 | 0 |
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| 7000 | 1 | 396.3 | 1 | 45.1 | 3.3 | 34.4 |
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| 0 | 193.4 | 0 | 1.3 | -0.5 | 0.1 |
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| 6750 | 1 | 434.8 | 0 | 0 | 0 | 0 |
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| 0 | 212 | 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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