2010/11/17(Wed)OP
| P/C | 1.1 | 0 | 1.1 | 1 | 1.6 | 0.8 | 1 | 1.2 | 1.1 | 0.7 |
| 先物 | 9827.5 | 45 | 9782.5 | 9825 | 9732.5 | 9862.5 | 9817.5 | 9687.5 | 9725 | 9637.5 |
| 基準 | 21.1 | -0.3 | 21.5 | 21 | 20.6 | 20.7 | 20.4 | 20.2 | 20.7 | 20.2 |
| 期近 | 21.4 | -0.3 | 21.7 | 21.1 | 20.6 | 35.3 | 23.1 | 21.9 | 23 | 20.2 |
| 期先1 | 20 | -0.3 | 20.3 | 19.9 | 20 | 20.5 | 20.3 | 20.1 | 20.4 | 20.2 |
| 期先2 | 6.3 | 3.6 | 2.6 | 5.9 | 1.5 | 19.6 | 19.5 | 19.7 | 19.5 | 19.8 |
| 当/先 | 1.1 | 0 | 1.1 | 1.1 | 1 | 1.7 | 1.1 | 1.1 | 1.1 | 1 |
| 先/先2 | 3.2 | -4.5 | 7.7 | 3.4 | 13.2 | 1 | 1 | 1 | 1 | 1 |
| 22 | 57 | 84 |
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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 | 9830 | 12C975 | 12C1000 | 12C1025 | 12C1050 | 12C1075 | 12C1100 |
| 2 | 3.5 | 5.7 | 11 | 22.8 | 46.8 | 92.2 | 173.1 | 422.9 | 249.8 | 130.1 | 57.5 | 22.2 | 7.7 | 2.8 |
| 0 | 0 | -1.1 | -2.5 | -4.4 | -8.9 | -16.5 | -26.4 | -7.4 | 19 | 10.6 | 3 | -1.2 | -0.8 | -0.6 |
| 34.5 | 32.2 | 29.4 | 27.4 | 25.7 | 24.3 | 22.9 | 21.7 | 21.7 | 21.6 | 20.9 | 20.4 | 20.2 | 20.3 | 20.9 |
| 1.3 | 1.3 | 0.6 | 0.4 | 0.4 | 0.2 | 0 | -0.2 | -0.2 | -0.1 | -0.2 | -0.4 | -0.9 | -0.8 | -0.8 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.08 | -0.15 | -0.26 | -0.43 |
| 0.57 | 0.38 | 0.21 | 0.1 | 0.04 | 0.02 |
| 0.002 | 0.004 | 0.007 | 0.013 | 0.023 | 0.039 | 0.059 | 0.074 |
| 0.075 | 0.075 | 0.058 | 0.035 | 0.017 | 0.008 |
| 0.48 | 0.79 | 1.24 | 2.1 | 3.57 | 5.65 | 7.97 | 9.56 |
| 9.56 | 9.25 | 7.01 | 4.19 | 2.08 | 0.97 |
| -0.37 | -0.57 | -0.81 | -1.28 | -2.05 | -3.06 | -4.07 | -4.63 |
| -4.62 | -4.33 | -3.2 | -1.9 | -0.94 | -0.45 |
| 1P800 | 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 9820 | 1C975 | 1C1000 | 1C1025 | 1C1050 | 1C1075 | 1C1100 |
| 15.3 | 23.3 | 34.3 | 52.6 | 81.3 | 125.5 | 189.5 | 281.4 | 630.6 | 349.2 | 224.5 | 132.8 | 74.3 | 38.9 | 20 |
| -1.2 | -1.8 | -3.5 | -4.6 | -8.4 | -11.6 | -18.6 | -24.5 | -5.2 | 19.2 | 13.2 | 6.7 | 3.1 | -0.1 | -0.9 |
| 29.2 | 27.7 | 26.1 | 24.8 | 23.5 | 22.5 | 21.5 | 20.6 | 20.4 | 19.9 | 19.3 | 18.7 | 18.5 | 18.3 | 18.4 |
| 0.4 | 0.4 | 0.2 | 0.3 | 0.1 | 0.1 | 0 | -0.1 | -0.1 | -0.2 | -0.2 | -0.3 | -0.4 | -0.5 | -0.6 |
| -0.03 | -0.05 | -0.07 | -0.11 | -0.16 | -0.23 | -0.33 | -0.44 |
| 0.56 | 0.43 | 0.3 | 0.19 | 0.12 | 0.07 |
| 0.006 | 0.009 | 0.014 | 0.019 | 0.027 | 0.035 | 0.043 | 0.049 |
| 0.051 | 0.052 | 0.048 | 0.038 | 0.027 | 0.018 |
| 2.87 | 4 | 5.38 | 7.26 | 9.52 | 11.95 | 14.09 | 15.39 |
| 15.39 | 15.27 | 13.52 | 10.68 | 7.58 | 4.98 |
| -0.73 | -0.96 | -1.22 | -1.56 | -1.95 | -2.34 | -2.63 | -2.76 |
| -2.68 | -2.58 | -2.21 | -1.72 | -1.21 | -0.8 |
| 2P800 | 2P825 | 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 9750 | 2C975 | 2C1000 | 2C1025 | 2C1050 | 2C1075 | 2C1100 |
| 37 | 0 | 70.3 | 0 | 139.9 | 0 | 265.7 | 0 | 0 | 0 | 304.5 | 0 | 129.5 | 0 | 45.2 |
| -1.4 | 0 | -5.2 | 0 | -9.6 | 0 | -17 | 0 | 0 | 0 | 14.5 | 0 | 6.8 | 0 | 0 |
| 28.8 | 0 | 26.1 | 0 | 24.1 | 0 | 22.1 | 0 | 0 | 0 | 20.2 | 0 | 19.1 | 0 | 18.5 |
| 0.4 | 0 | 0.2 | 0 | 0.1 | 0 | 0.1 | 0 | 0 | 0 | -0.2 | 0 | -0.2 | 0 | -0.4 |
| -0.06 | 0 | -0.11 | 0 | -0.21 | 0 | -0.35 | 0 |
| 0 | 0.45 | 0 | 0.25 | 0 | 0.11 |
| 0.009 | 0 | 0.015 | 0 | 0.025 | 0 | 0.036 | 0 |
| 0 | 0.041 | 0 | 0.035 | 0 | 0.022 |
| 5.62 | 0 | 8.96 | 0 | 13.47 | 0 | 17.58 | 0 |
| 0 | 18.69 | 0 | 15.05 | 0 | 8.94 |
| -0.96 | 0 | -1.39 | 0 | -1.92 | 0 | -2.29 | 0 |
| 0 | -2.25 | 0 | -1.71 | 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 | 19.5 | 3 | 27.5 | 1 | 11750 |
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| 0 | 0 | -0.2 | 0.1 | 0 | 0 |
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| 18.6 | 15 | 18.8 | 4.9 | 24.6 | 1 | 11500 |
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| -0.5 | -0.5 | -0.5 | -0.4 | -0.1 | 0 |
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| 0 | 0 | 18.5 | 9.8 | 21.6 | 1 | 11250 |
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| 0 | 0 | -0.7 | -1 | -1.7 | -0.8 |
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| 18.5 | 45.2 | 18.4 | 20 | 20.9 | 2.8 | 11000 |
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| -0.4 | 0 | -0.6 | -0.9 | -0.8 | -0.6 |
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| 0 | 0 | 18.3 | 38.9 | 20.3 | 7.7 | 10750 |
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| 0 | 0 | -0.5 | -0.1 | -0.8 | -0.8 |
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| 19.1 | 129.5 | 18.5 | 74.3 | 20.2 | 22.2 | 10500 |
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| -0.2 | 6.8 | -0.4 | 3.1 | -0.9 | -1.2 |
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| 0 | 0 | 18.7 | 132.8 | 20.4 | 57.5 | 10250 | 481.1 | 20.6 | 564.8 | 19.5 | 0 | 0 |
| 0 | 0 | -0.3 | 6.7 | -0.4 | 3 | -42.2 | -0.5 | -37.4 | -0.3 | 0 | 0 |
| 20.2 | 304.5 | 19.3 | 224.5 | 20.9 | 130.1 | 10000 | 303.6 | 21.1 | 406.3 | 20 | 485 | 20.7 |
| -0.2 | 14.5 | -0.2 | 13.2 | -0.2 | 10.6 | -34.5 | -0.2 | -31.2 | -0.2 | -29.9 | -0.1 |
| 0 | 0 | 19.9 | 349.2 | 21.6 | 249.8 | 9750 | 173.1 | 21.7 | 281.4 | 20.6 | 0 | 0 |
| 0 | 0 | -0.2 | 19.2 | -0.1 | 19 | -26.4 | -0.2 | -24.5 | -0.1 | 0 | 0 |
| 21.5 | 583.8 | 20.7 | 506.9 | 22.6 | 418.1 | 9500 | 92.2 | 22.9 | 189.5 | 21.5 | 265.7 | 22.1 |
| -0.2 | 22.6 | -0.1 | 26.2 | -0.2 | 26.6 | -16.5 | 0 | -18.6 | 0 | -17 | 0.1 |
| 0 | 0 | 21.4 | 690.8 | 23.7 | 621.9 | 9250 | 46.8 | 24.3 | 125.5 | 22.5 | 0 | 0 |
| 0 | 0 | -0.2 | 29.6 | -0.1 | 34.5 | -8.9 | 0.2 | -11.6 | 0.1 | 0 | 0 |
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| 9000 | 22.8 | 25.7 | 81.3 | 23.5 | 139.9 | 24.1 |
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| -4.4 | 0.4 | -8.4 | 0.1 | -9.6 | 0.1 |
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| 8750 | 11 | 27.4 | 52.6 | 24.8 | 0 | 0 |
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| -2.5 | 0.4 | -4.6 | 0.3 | 0 | 0 |
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| 8500 | 5.7 | 29.4 | 34.3 | 26.1 | 70.3 | 26.1 |
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| -1.1 | 0.6 | -3.5 | 0.2 | -5.2 | 0.2 |
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| 8250 | 3.5 | 32.2 | 23.3 | 27.7 | 0 | 0 |
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| 0 | 1.3 | -1.8 | 0.4 | 0 | 0 |
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| 8000 | 2 | 34.5 | 15.3 | 29.2 | 37 | 28.8 |
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| 0 | 1.3 | -1.2 | 0.4 | -1.4 | 0.4 |
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| 7750 | 1.7 | 38.5 | 10.9 | 31 | 0 | 0 |
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| 0.3 | 2.3 | -0.8 | 0.4 | 0 | 0 |
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| 7500 | 1.4 | 42.2 | 7.7 | 32.9 | 19.9 | 31.7 |
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| 0.4 | 2.9 | -0.5 | 0.5 | 0 | 0.6 |
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| 7250 | 1 | 45.5 | 5.6 | 34.8 | 0 | 0 |
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| 0 | 1.6 | 0 | 0.7 | 0 | 0 |
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| 7000 | 1 | 50.3 | 4 | 36.7 | 10.8 | 34.8 |
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| 0 | 1.7 | -0.1 | 0.6 | 0.4 | 0.8 |
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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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