2010/11/12(Fri)OP
| P/C | 1.6 | 0.8 | 0.8 | 1 | 1.2 | 1.1 | 0.7 | 1.1 | 0.7 | 0.9 |
| 先物 | 9732.5 | -130 | 9862.5 | 9817.5 | 9687.5 | 9725 | 9637.5 | 9357.5 | 9167.5 | 9152.5 |
| 基準 | 20.6 | -0.1 | 20.7 | 20.4 | 20.2 | 20.7 | 20.2 | 20.6 | 23.1 | 22.7 |
| 期近 | 20.6 | -14.8 | 35.3 | 23.1 | 21.9 | 23 | 20.2 | 20.9 | 24.4 | 23.9 |
| 期先1 | 20 | -0.5 | 20.5 | 20.3 | 20.1 | 20.4 | 20.2 | 20.5 | 22.4 | 22 |
| 期先2 | 1.5 | -18.1 | 19.6 | 19.5 | 19.7 | 19.5 | 19.8 | 20 | 21.7 | 21.4 |
| 当/先 | 1 | -0.7 | 1.7 | 1.1 | 1.1 | 1.1 | 1 | 1 | 1.1 | 1.1 |
| 先/先2 | 13.2 | 12.1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 27 | 62 | 89 |
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| 8000 | 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 9750 | 9750 | 10000 | 10250 | 10500 | 10750 | 11000 |
| 12P800 | 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 12P975 | 9730 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 | 12C1100 |
| 3.2 | 5.2 | 10 | 18.1 | 32.5 | 66.1 | 126.3 | 228.4 | 437 | 208.5 | 109.7 | 51 | 23.1 | 8.9 | 3.8 |
| 0.6 | 1.4 | 3.2 | 6.1 | 8.8 | 18.6 | 33.2 | 54.9 | -22.9 | -77.9 | -52.7 | -31.6 | -15.6 | -8 | -3.7 |
| 31.8 | 29.4 | 27.6 | 25.6 | 23.5 | 22.4 | 21.3 | 20.7 | 20.5 | 20.4 | 20.2 | 20.1 | 20.5 | 20.5 | 21.2 |
| -0.4 | -0.1 | 0.2 | 0.3 | -0.3 | -0.1 | -0.1 | 0 | -0.2 | -0.3 | -0.1 | -0.1 | 0.3 | 0.1 | 0.1 |
| -0.01 | -0.02 | -0.03 | -0.06 | -0.11 | -0.19 | -0.33 | -0.5 |
| 0.5 | 0.32 | 0.18 | 0.09 | 0.04 | 0.02 |
| 0.003 | 0.006 | 0.01 | 0.017 | 0.029 | 0.046 | 0.064 | 0.072 |
| 0.073 | 0.067 | 0.049 | 0.03 | 0.016 | 0.008 |
| 0.76 | 1.18 | 1.99 | 3.17 | 4.86 | 7.33 | 9.63 | 10.63 |
| 10.63 | 9.56 | 7 | 4.43 | 2.34 | 1.23 |
| -0.44 | -0.63 | -1 | -1.48 | -2.08 | -2.99 | -3.74 | -4 |
| -3.97 | -3.53 | -2.57 | -1.66 | -0.88 | -0.48 |
| 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 9720 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 | 1C1100 |
| 17.1 | 25.8 | 40 | 62.5 | 97 | 150.4 | 228 | 334.4 | 640 | 305.6 | 194.9 | 116.6 | 66.4 | 36.9 | 19.9 |
| 4.1 | 5.9 | 9.7 | 14.2 | 20.7 | 30.8 | 43.8 | 57.5 | -15.6 | -73.1 | -57.1 | -40.8 | -27.2 | -16.2 | -9.8 |
| 27.5 | 26 | 24.7 | 23.6 | 22.5 | 21.7 | 20.9 | 20.3 | 19.9 | 19.5 | 19.1 | 18.7 | 18.6 | 18.7 | 18.8 |
| 0.2 | 0.1 | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 0 | 0 | 0 | -0.1 | 0 | 0 | 0.1 | 0.1 |
| -0.04 | -0.06 | -0.08 | -0.13 | -0.19 | -0.27 | -0.37 | -0.49 |
| 0.51 | 0.38 | 0.26 | 0.17 | 0.11 | 0.06 |
| 0.007 | 0.011 | 0.016 | 0.022 | 0.03 | 0.038 | 0.045 | 0.049 |
| 0.051 | 0.05 | 0.043 | 0.034 | 0.024 | 0.016 |
| 3.27 | 4.51 | 6.22 | 8.36 | 10.81 | 13.29 | 15.23 | 16.05 |
| 16.05 | 15.33 | 13.17 | 10.24 | 7.36 | 4.95 |
| -0.72 | -0.94 | -1.23 | -1.58 | -1.95 | -2.3 | -2.55 | -2.6 |
| -2.52 | -2.35 | -1.98 | -1.53 | -1.1 | -0.75 |
| 2P800 | 2P825 | 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 9750 | 2C975 | 2C1000 | 2C1025 | 2C1050 | 2C1075 | 2C1100 |
| 39.7 | 0 | 78.9 | 0 | 157.3 | 0 | 303.5 | 0 | 0 | 0 | 265.4 | 0 | 114.8 | 0 | 43.6 |
| 26.7 | -19.9 | 48.5 | -48.2 | 80.9 | -119.6 | 119.3 | -276.8 | -655.5 | -378.7 | 13.5 | -157.5 | 21.2 | -53.1 | 13.9 |
| 27.4 | 0 | 25.1 | 0 | 23.2 | 0 | 21.6 | 0 | 0 | 0 | 19.7 | 0 | 19.1 | 0 | 18.9 |
| 0.1 | -25.9 | 0.6 | -23.5 | 0.7 | -21.6 | 0.8 | -20.3 | -19.9 | -19.5 | 0.6 | -18.8 | 0.5 | -18.5 | 0.2 |
| -0.07 | 0 | -0.12 | 0 | -0.23 | 0 | -0.39 | 0 |
| 0 | 0.41 | 0 | 0.23 | 0 | 0.1 |
| 0.01 | 0 | 0.017 | 0 | 0.027 | 0 | 0.037 | 0 |
| 0 | 0.041 | 0 | 0.033 | 0 | 0.02 |
| 6.12 | 0 | 9.88 | 0 | 14.59 | 0 | 18.47 | 0 |
| 0 | 18.72 | 0 | 14.47 | 0 | 8.71 |
| -0.94 | 0 | -1.39 | 0 | -1.89 | 0 | -2.22 | 0 |
| 0 | -2.07 | 0 | -1.55 | 0 | -0.92 |
| 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 |
| 0 | 0 | 19.6 | 3 | 26.1 | 1 | 11750 |
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| -19.2 | -4.3 | 0.5 | -1.3 | 2.1 | 0 |
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| 18.8 | 14.2 | 19.4 | 5.7 | 23.4 | 1 | 11500 |
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| -0.2 | 6 | 0.4 | -2.5 | 0.4 | -0.9 |
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| 0 | 0 | 19.1 | 10.8 | 22.3 | 1.9 | 11250 |
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| -18.7 | -15.6 | 0.4 | -4.8 | 0.4 | -1.7 |
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| 18.9 | 43.6 | 18.8 | 19.9 | 21.2 | 3.8 | 11000 |
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| 0.2 | 13.9 | 0.1 | -9.8 | 0.1 | -3.7 |
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| 0 | 0 | 18.7 | 36.9 | 20.5 | 8.9 | 10750 |
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| -18.5 | -53.1 | 0.1 | -16.2 | 0.1 | -8 |
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| 19.1 | 114.8 | 18.6 | 66.4 | 20.5 | 23.1 | 10500 |
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| 0.5 | 21.2 | 0 | -27.2 | 0.3 | -15.6 |
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| 0 | 0 | 18.7 | 116.6 | 20.1 | 51 | 10250 | 571.4 | 20.6 | 647 | 19.8 | 0 | 0 |
| -18.8 | -157.5 | 0 | -40.8 | -0.1 | -31.6 | 102.6 | 0.5 | 92 | 0.3 | -555 | -19.5 |
| 19.7 | 265.4 | 19.1 | 194.9 | 20.2 | 109.7 | 10000 | 380 | 20.6 | 473.9 | 19.9 | 541.7 | 20.3 |
| 0.6 | 13.5 | -0.1 | -57.1 | -0.1 | -52.7 | 81.1 | 0.3 | 75.7 | 0.2 | 143.5 | 0.6 |
| 0 | 0 | 19.5 | 305.6 | 20.4 | 208.5 | 9750 | 228.4 | 20.7 | 334.4 | 20.3 | 0 | 0 |
| -19.5 | -378.7 | 0 | -73.1 | -0.3 | -77.9 | 54.9 | 0 | 57.5 | 0 | -276.8 | -20.3 |
| 20.8 | 522.5 | 20.1 | 448.6 | 21 | 356.3 | 9500 | 126.3 | 21.3 | 228 | 20.9 | 303.5 | 21.6 |
| 0.6 | -15.5 | -0.1 | -89.4 | -0.4 | -99.9 | 33.2 | -0.1 | 43.8 | 0.1 | 119.3 | 0.8 |
| 0 | 0 | 20.6 | 619.9 | 21.9 | 545.6 | 9250 | 66.1 | 22.4 | 150.4 | 21.7 | 0 | 0 |
| -20.9 | -724.7 | -0.3 | -104.8 | -0.6 | -115.3 | 18.6 | -0.1 | 30.8 | 0.1 | -119.6 | -21.6 |
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| 9000 | 32.5 | 23.5 | 97 | 22.5 | 157.3 | 23.2 |
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| 8.8 | -0.3 | 20.7 | 0.1 | 80.9 | 0.7 |
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| 8750 | 18.1 | 25.6 | 62.5 | 23.6 | 0 | 0 |
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| 6.1 | 0.3 | 14.2 | 0.1 | -48.2 | -23.5 |
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| 8500 | 10 | 27.6 | 40 | 24.7 | 78.9 | 25.1 |
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| 3.2 | 0.2 | 9.7 | 0.2 | 48.5 | 0.6 |
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| 8250 | 5.2 | 29.4 | 25.8 | 26 | 0 | 0 |
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| 1.4 | -0.1 | 5.9 | 0.1 | -19.9 | -25.9 |
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| 8000 | 3.2 | 31.8 | 17.1 | 27.5 | 39.7 | 27.4 |
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| 0.6 | -0.4 | 4.1 | 0.2 | 26.7 | 0.1 |
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| 7750 | 2.1 | 34.3 | 11.7 | 29.1 | 0 | 0 |
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| 0.4 | -0.2 | 2.9 | 0.2 | -8.8 | -28.9 |
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| 7500 | 1.5 | 37.2 | 8.4 | 31 | 20.2 | 30 |
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| 0.5 | 0.5 | 2 | 0.2 | 13.8 | -0.7 |
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| 7250 | 1 | 40 | 6 | 32.8 | 0 | 0 |
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| 0 | -0.8 | 6 | 32.8 | 0 | 0 |
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| 7000 | 1 | 44.3 | 4.3 | 34.7 | 10.4 | 32.8 |
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| 0 | -0.8 | 1 | 0.3 | 7.1 | -1.6 |
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| 6750 | 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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