2010/11/16(Tue)OP
| P/C | 1.1 | 0 | 1 | 1.6 | 0.8 | 1 | 1.2 | 1.1 | 0.7 | 1.1 |
| 先物 | 9782.5 | -42.5 | 9825 | 9732.5 | 9862.5 | 9817.5 | 9687.5 | 9725 | 9637.5 | 9357.5 |
| 基準 | 21.5 | 0.5 | 21 | 20.6 | 20.7 | 20.4 | 20.2 | 20.7 | 20.2 | 20.6 |
| 期近 | 21.7 | 0.6 | 21.1 | 20.6 | 35.3 | 23.1 | 21.9 | 23 | 20.2 | 20.9 |
| 期先1 | 20.3 | 0.4 | 19.9 | 20 | 20.5 | 20.3 | 20.1 | 20.4 | 20.2 | 20.5 |
| 期先2 | 2.6 | -3.3 | 5.9 | 1.5 | 19.6 | 19.5 | 19.7 | 19.5 | 19.8 | 20 |
| 当/先 | 1.1 | 0 | 1.1 | 1 | 1.7 | 1.1 | 1.1 | 1.1 | 1 | 1 |
| 先/先2 | 7.7 | 4.3 | 3.4 | 13.2 | 1 | 1 | 1 | 1 | 1 | 1 |
| 23 | 58 | 85 |
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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 | 9780 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 | 12C1100 |
| 2 | 3.6 | 6.9 | 13.5 | 27.2 | 55.7 | 108.7 | 199.5 | 430.2 | 230.8 | 119.4 | 54.5 | 23.4 | 8.5 | 3.4 |
| -0.7 | -0.2 | 0.3 | 1.3 | 3.6 | 7.7 | 13.6 | 19.5 | -3.1 | -22.6 | -15.7 | -8.9 | -2.7 | -2 | -0.7 |
| 33.2 | 30.8 | 28.8 | 27 | 25.3 | 24 | 22.8 | 21.9 | 21.8 | 21.7 | 21.1 | 20.8 | 21.1 | 21.1 | 21.8 |
| -1.1 | -0.3 | 0.1 | 0.3 | 0.5 | 0.6 | 0.7 | 0.5 | 0.5 | 0.5 | 0.4 | 0.4 | 0.8 | 0.4 | 0.6 |
| -0.01 | -0.01 | -0.02 | -0.05 | -0.09 | -0.17 | -0.3 | -0.46 |
| 0.54 | 0.35 | 0.2 | 0.1 | 0.04 | 0.02 |
| 0.002 | 0.004 | 0.008 | 0.015 | 0.026 | 0.043 | 0.061 | 0.073 |
| 0.074 | 0.071 | 0.054 | 0.033 | 0.017 | 0.008 |
| 0.5 | 0.83 | 1.44 | 2.46 | 4.05 | 6.27 | 8.55 | 9.83 |
| 9.83 | 9.17 | 6.83 | 4.25 | 2.17 | 1.08 |
| -0.36 | -0.55 | -0.89 | -1.42 | -2.19 | -3.22 | -4.17 | -4.59 |
| -4.58 | -4.14 | -3.05 | -1.92 | -0.98 | -0.5 |
| 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 9770 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 | 1C1100 |
| 16.5 | 25.1 | 37.7 | 57.3 | 89.6 | 137 | 208.1 | 305.9 | 635.9 | 330 | 211.2 | 126.1 | 71.2 | 39 | 20.9 |
| 1.4 | 2.5 | 3.4 | 5 | 8.6 | 11.7 | 16.9 | 20.4 | -1.2 | -21.5 | -16.6 | -11.7 | -7.5 | -3 | -1 |
| 28.8 | 27.4 | 25.9 | 24.5 | 23.4 | 22.4 | 21.5 | 20.7 | 20.4 | 20.1 | 19.5 | 19 | 18.8 | 18.8 | 19 |
| 0.2 | 0.3 | 0.2 | 0.2 | 0.3 | 0.3 | 0.4 | 0.2 | 0.3 | 0.3 | 0.2 | 0.2 | 0.2 | 0.4 | 0.5 |
| -0.04 | -0.05 | -0.08 | -0.12 | -0.17 | -0.25 | -0.35 | -0.47 |
| 0.53 | 0.4 | 0.28 | 0.18 | 0.11 | 0.07 |
| 0.007 | 0.01 | 0.015 | 0.021 | 0.028 | 0.036 | 0.044 | 0.049 |
| 0.051 | 0.051 | 0.045 | 0.036 | 0.026 | 0.017 |
| 3.05 | 4.25 | 5.76 | 7.69 | 10.05 | 12.45 | 14.49 | 15.55 |
| 15.55 | 15.16 | 13.24 | 10.4 | 7.48 | 5.03 |
| -0.75 | -0.99 | -1.28 | -1.61 | -2.01 | -2.38 | -2.66 | -2.75 |
| -2.69 | -2.54 | -2.17 | -1.68 | -1.21 | -0.82 |
| 2P800 | 2P825 | 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 9750 | 2C975 | 2C1000 | 2C1025 | 2C1050 | 2C1075 | 2C1100 |
| 38.4 | 0 | 75.5 | 0 | 149.5 | 0 | 282.7 | 0 | 0 | 0 | 289.9 | 0 | 122.7 | 0 | 45.2 |
| 3.5 | 0 | 6.7 | 0 | 14.4 | 0 | 17.7 | 0 | 0 | 0 | -10.2 | 0 | -8 | 0 | -3.8 |
| 28.4 | 0 | 26 | 0 | 23.9 | 0 | 22 | 0 | 0 | 0 | 20.4 | 0 | 19.3 | 0 | 18.9 |
| 0.3 | 0 | 0.3 | 0 | 0.5 | 0 | 0.3 | 0 | 0 | 0 | 0.6 | 0 | 0.3 | 0 | 0.2 |
| -0.06 | 0 | -0.12 | 0 | -0.22 | 0 | -0.37 | 0 |
| 0 | 0.43 | 0 | 0.24 | 0 | 0.11 |
| 0.009 | 0 | 0.016 | 0 | 0.026 | 0 | 0.036 | 0 |
| 0 | 0.041 | 0 | 0.034 | 0 | 0.021 |
| 5.81 | 0 | 9.38 | 0 | 13.93 | 0 | 17.87 | 0 |
| 0 | 18.6 | 0 | 14.68 | 0 | 8.83 |
| -0.97 | 0 | -1.42 | 0 | -1.95 | 0 | -2.3 | 0 |
| 0 | -2.23 | 0 | -1.66 | 0 | -0.98 |
| 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 | 19.7 | 2.9 | 27.6 | 1 | 11750 |
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| 0 | 0 | 0.3 | -0.4 | 1.2 | 0 |
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| 19 | 15.5 | 19.3 | 5.4 | 24.7 | 1 | 11500 |
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| 0.3 | -0.9 | 0.5 | -0.1 | 1.1 | 0 |
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| 0 | 0 | 19.2 | 10.9 | 23.3 | 1.8 | 11250 |
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| 0 | 0 | 0.5 | -0.5 | 1.2 | 0 |
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| 18.9 | 45.2 | 19 | 20.9 | 21.8 | 3.4 | 11000 |
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| 0.2 | -3.8 | 0.5 | -1 | 0.6 | -0.7 |
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| 0 | 0 | 18.8 | 39 | 21.1 | 8.5 | 10750 |
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| 0 | 0 | 0.4 | -3 | 0.4 | -2 |
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| 19.3 | 122.7 | 18.8 | 71.2 | 21.1 | 23.4 | 10500 |
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| 0.3 | -8 | 0.2 | -7.5 | 0.8 | -2.7 |
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| 0 | 0 | 19 | 126.1 | 20.8 | 54.5 | 10250 | 523.4 | 21.1 | 602.2 | 19.8 | 0 | 0 |
| 0 | 0 | 0.2 | -11.7 | 0.4 | -8.9 | 37 | 0.9 | 30.7 | 0.2 | 0 | 0 |
| 20.4 | 289.9 | 19.5 | 211.2 | 21.1 | 119.4 | 10000 | 338.1 | 21.3 | 437.5 | 20.2 | 514.9 | 20.9 |
| 0.6 | -10.2 | 0.2 | -16.6 | 0.4 | -15.7 | 27.9 | 0.5 | 26.3 | 0.3 | 31.4 | 0.5 |
| 0 | 0 | 20.1 | 330 | 21.7 | 230.8 | 9750 | 199.5 | 21.9 | 305.9 | 20.7 | 0 | 0 |
| 0 | 0 | 0.3 | -21.5 | 0.5 | -22.6 | 19.5 | 0.5 | 20.4 | 0.2 | 0 | 0 |
| 21.7 | 561.2 | 20.7 | 480.8 | 22.8 | 391.6 | 9500 | 108.7 | 22.8 | 208.1 | 21.5 | 282.7 | 22 |
| 0.6 | -18.8 | 0.2 | -27.5 | 0.6 | -29.5 | 13.6 | 0.7 | 16.9 | 0.4 | 17.7 | 0.3 |
| 0 | 0 | 21.6 | 661.2 | 23.8 | 587.4 | 9250 | 55.7 | 24 | 137 | 22.4 | 0 | 0 |
| 0 | 0 | 0.3 | -31.5 | 0.4 | -36.4 | 7.7 | 0.6 | 11.7 | 0.3 | 0 | 0 |
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| 9000 | 27.2 | 25.3 | 89.6 | 23.4 | 149.5 | 23.9 |
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| 3.6 | 0.5 | 8.6 | 0.3 | 14.4 | 0.5 |
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| 8750 | 13.5 | 27 | 57.3 | 24.5 | 0 | 0 |
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| 1.3 | 0.3 | 5 | 0.2 | 0 | 0 |
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| 8500 | 6.9 | 28.8 | 37.7 | 25.9 | 75.5 | 26 |
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| 0.3 | 0.1 | 3.4 | 0.2 | 6.7 | 0.3 |
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| 8250 | 3.6 | 30.8 | 25.1 | 27.4 | 0 | 0 |
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| -0.2 | -0.3 | 2.5 | 0.3 | 0 | 0 |
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| 8000 | 2 | 33.2 | 16.5 | 28.8 | 38.4 | 28.4 |
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| -0.7 | -1.1 | 1.4 | 0.2 | 3.5 | 0.3 |
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| 7750 | 1.4 | 36.2 | 11.7 | 30.6 | 0 | 0 |
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| -0.5 | -1 | 1.5 | 0.5 | 0 | 0 |
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| 7500 | 1 | 39.4 | 8.2 | 32.4 | 19.9 | 31.1 |
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| 0 | 0.3 | 0.9 | 0.4 | 1.2 | 0.1 |
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| 7250 | 1 | 43.9 | 5.6 | 34 | 0 | 0 |
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| 0 | 0.4 | 0.1 | 0 | 0 | 0 |
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| 7000 | 1 | 48.6 | 4.1 | 36 | 10.4 | 34 |
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| 0 | 0.5 | 0.1 | 0.1 | 0.3 | 0 |
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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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