2010/11/15(Mon)OP
| P/C | 1 | -0.6 | 1.6 | 0.8 | 1 | 1.2 | 1.1 | 0.7 | 1.1 | 0.7 |
| 先物 | 9825 | 92.5 | 9732.5 | 9862.5 | 9817.5 | 9687.5 | 9725 | 9637.5 | 9357.5 | 9167.5 |
| 基準 | 21 | 0.4 | 20.6 | 20.7 | 20.4 | 20.2 | 20.7 | 20.2 | 20.6 | 23.1 |
| 期近 | 21.1 | 0.5 | 20.6 | 35.3 | 23.1 | 21.9 | 23 | 20.2 | 20.9 | 24.4 |
| 期先1 | 19.9 | 0 | 20 | 20.5 | 20.3 | 20.1 | 20.4 | 20.2 | 20.5 | 22.4 |
| 期先2 | 5.9 | 4.4 | 1.5 | 19.6 | 19.5 | 19.7 | 19.5 | 19.8 | 20 | 21.7 |
| 当/先 | 1.1 | 0 | 1 | 1.7 | 1.1 | 1.1 | 1.1 | 1 | 1 | 1.1 |
| 先/先2 | 3.4 | -9.8 | 13.2 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 24 | 59 | 86 |
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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 | 9820 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 | 12C1100 |
| 2.7 | 3.8 | 6.5 | 12.2 | 23.5 | 48 | 95.1 | 180 | 433.4 | 253.4 | 135.1 | 63.4 | 26 | 10.5 | 4.1 |
| -0.5 | -1.4 | -3.4 | -5.9 | -8.9 | -18.2 | -31.2 | -48.4 | -3.6 | 44.8 | 25.5 | 12.4 | 2.9 | 1.6 | 0.2 |
| 34.3 | 31.1 | 28.7 | 26.7 | 24.8 | 23.4 | 22.2 | 21.4 | 21.3 | 21.2 | 20.7 | 20.4 | 20.3 | 20.7 | 21.2 |
| 2.5 | 1.8 | 1.1 | 1.1 | 1.3 | 1 | 0.9 | 0.7 | 0.7 | 0.8 | 0.5 | 0.4 | -0.2 | 0.1 | -0.1 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.08 | -0.15 | -0.27 | -0.43 |
| 0.57 | 0.38 | 0.22 | 0.11 | 0.05 | 0.02 |
| 0.003 | 0.004 | 0.008 | 0.014 | 0.024 | 0.04 | 0.059 | 0.072 |
| 0.073 | 0.073 | 0.057 | 0.036 | 0.019 | 0.009 |
| 0.62 | 0.87 | 1.4 | 2.32 | 3.79 | 5.96 | 8.37 | 9.99 |
| 9.98 | 9.67 | 7.5 | 4.7 | 2.57 | 1.27 |
| -0.43 | -0.56 | -0.82 | -1.27 | -1.92 | -2.85 | -3.8 | -4.37 |
| -4.35 | -4.11 | -3.15 | -1.96 | -1.09 | -0.55 |
| 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 9820 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 | 1C1100 |
| 15.1 | 22.7 | 34.3 | 52.3 | 81.1 | 125.4 | 191.2 | 285.5 | 637.1 | 351.5 | 227.8 | 137.9 | 78.7 | 42 | 21.9 |
| -2 | -3.1 | -5.7 | -10.2 | -16 | -25.1 | -36.9 | -48.8 | -2.9 | 45.9 | 33 | 21.3 | 12.2 | 5.2 | 2 |
| 28.6 | 27.1 | 25.6 | 24.2 | 23.1 | 22.1 | 21.2 | 20.5 | 20.2 | 19.8 | 19.2 | 18.8 | 18.6 | 18.4 | 18.5 |
| 1.1 | 1.1 | 0.9 | 0.7 | 0.6 | 0.4 | 0.2 | 0.2 | 0.2 | 0.3 | 0.2 | 0.1 | 0 | -0.2 | -0.3 |
| -0.03 | -0.05 | -0.07 | -0.11 | -0.16 | -0.23 | -0.33 | -0.45 |
| 0.55 | 0.43 | 0.3 | 0.2 | 0.12 | 0.07 |
| 0.006 | 0.009 | 0.014 | 0.019 | 0.027 | 0.035 | 0.043 | 0.049 |
| 0.05 | 0.051 | 0.047 | 0.038 | 0.028 | 0.018 |
| 2.9 | 4.01 | 5.49 | 7.37 | 9.68 | 12.16 | 14.36 | 15.66 |
| 15.66 | 15.53 | 13.82 | 11.04 | 7.96 | 5.31 |
| -0.7 | -0.91 | -1.18 | -1.5 | -1.88 | -2.25 | -2.55 | -2.69 |
| -2.63 | -2.53 | -2.2 | -1.73 | -1.24 | -0.83 |
| 2P800 | 2P825 | 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 9750 | 2C975 | 2C1000 | 2C1025 | 2C1050 | 2C1075 | 2C1100 |
| 34.9 | 0 | 68.8 | 0 | 135 | 0 | 265 | 0 | 0 | 0 | 300.2 | 0 | 130.7 | 0 | 49.1 |
| -4.8 | 0 | -10.1 | 0 | -22.2 | 0 | -38.5 | 0 | 0 | 0 | 34.7 | 0 | 15.9 | 0 | 5.5 |
| 28.1 | 0 | 25.6 | 0 | 23.4 | 0 | 21.8 | 0 | 0 | 0 | 19.8 | 0 | 19 | 0 | 18.7 |
| 0.6 | 0 | 0.5 | 0 | 0.2 | 0 | 0.1 | 0 | 0 | 0 | 0.1 | 0 | -0.1 | 0 | -0.2 |
| -0.06 | 0 | -0.11 | 0 | -0.2 | 0 | -0.35 | 0 |
| 0 | 0.45 | 0 | 0.25 | 0 | 0.12 |
| 0.009 | 0 | 0.015 | 0 | 0.025 | 0 | 0.036 | 0 |
| 0 | 0.042 | 0 | 0.035 | 0 | 0.022 |
| 5.52 | 0 | 9 | 0 | 13.52 | 0 | 17.79 | 0 |
| 0 | 18.9 | 0 | 15.24 | 0 | 9.36 |
| -0.9 | 0 | -1.33 | 0 | -1.83 | 0 | -2.23 | 0 |
| 0 | -2.17 | 0 | -1.68 | 0 | -1.02 |
| 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 | 19.5 | 3.3 | 26.4 | 1 | 11750 |
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| 0 | 0 | -0.2 | 0.3 | 0.3 | 0 |
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| 18.7 | 16.4 | 18.7 | 5.5 | 23.6 | 1 | 11500 |
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| -0.1 | 2.2 | -0.6 | -0.2 | 0.1 | 0 |
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| 0 | 0 | 18.7 | 11.4 | 22.1 | 1.8 | 11250 |
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| 0 | 0 | -0.4 | 0.6 | -0.2 | -0.1 |
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| 18.7 | 49.1 | 18.5 | 21.9 | 21.2 | 4.1 | 11000 |
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| -0.2 | 5.5 | -0.3 | 2 | -0.1 | 0.2 |
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| 0 | 0 | 18.4 | 42 | 20.7 | 10.5 | 10750 |
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| 0 | 0 | -0.2 | 5.2 | 0.1 | 1.6 |
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| 19 | 130.7 | 18.6 | 78.7 | 20.3 | 26 | 10500 |
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| -0.1 | 15.9 | 0 | 12.2 | -0.2 | 2.9 |
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| 0 | 0 | 18.8 | 137.9 | 20.4 | 63.4 | 10250 | 486.3 | 20.2 | 571.4 | 19.5 | 0 | 0 |
| 0 | 0 | 0.1 | 21.3 | 0.4 | 12.4 | -85.1 | -0.4 | -75.5 | -0.3 | 0 | 0 |
| 19.8 | 300.2 | 19.2 | 227.8 | 20.7 | 135.1 | 10000 | 310.2 | 20.7 | 411.2 | 19.9 | 483.5 | 20.3 |
| 0.1 | 34.7 | 0.2 | 33 | 0.5 | 25.5 | -69.8 | 0.2 | -62.7 | 0 | -58.2 | 0 |
| 0 | 0 | 19.8 | 351.5 | 21.2 | 253.4 | 9750 | 180 | 21.4 | 285.5 | 20.5 | 0 | 0 |
| 0 | 0 | 0.3 | 45.9 | 0.8 | 44.8 | -48.4 | 0.7 | -48.8 | 0.2 | 0 | 0 |
| 21.1 | 580 | 20.5 | 508.2 | 22.2 | 421 | 9500 | 95.1 | 22.2 | 191.2 | 21.2 | 265 | 21.8 |
| 0.3 | 57.5 | 0.5 | 59.6 | 1.2 | 64.8 | -31.2 | 0.9 | -36.9 | 0.2 | -38.5 | 0.1 |
| 0 | 0 | 21.3 | 692.8 | 23.4 | 623.8 | 9250 | 48 | 23.4 | 125.4 | 22.1 | 0 | 0 |
| 0 | 0 | 0.8 | 72.9 | 1.5 | 78.2 | -18.2 | 1 | -25.1 | 0.4 | 0 | 0 |
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| 9000 | 23.5 | 24.8 | 81.1 | 23.1 | 135 | 23.4 |
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| -8.9 | 1.3 | -16 | 0.6 | -22.2 | 0.2 |
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| 8750 | 12.2 | 26.7 | 52.3 | 24.2 | 0 | 0 |
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| -5.9 | 1.1 | -10.2 | 0.7 | 0 | 0 |
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| 8500 | 6.5 | 28.7 | 34.3 | 25.6 | 68.8 | 25.6 |
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| -3.4 | 1.1 | -5.7 | 0.9 | -10.1 | 0.5 |
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| 8250 | 3.8 | 31.1 | 22.7 | 27.1 | 0 | 0 |
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| -1.4 | 1.8 | -3.1 | 1.1 | 0 | 0 |
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| 8000 | 2.7 | 34.3 | 15.1 | 28.6 | 34.9 | 28.1 |
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| -0.5 | 2.5 | -2 | 1.1 | -4.8 | 0.6 |
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| 7750 | 1.8 | 37.2 | 10.1 | 30.1 | 0 | 0 |
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| -0.2 | 2.9 | -1.6 | 1 | 0 | 0 |
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| 7500 | 1 | 39.1 | 7.3 | 32 | 18.7 | 31 |
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| -0.5 | 1.9 | -1.1 | 1 | -1.5 | 1 |
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| 7250 | 1 | 43.5 | 5.5 | 34.1 | 0 | 0 |
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| 0 | 3.6 | -0.5 | 1.3 | 0 | 0 |
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| 7000 | 1 | 48.1 | 3.9 | 36 | 10.1 | 34 |
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| 0 | 3.8 | -0.4 | 1.3 | -0.3 | 1.2 |
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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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