2010/11/18(Thu)OP
| P/C | 0.7 | -0.3 | 1.1 | 1.1 | 1 | 1.6 | 0.8 | 1 | 1.2 | 1.1 |
| 先物 | 9987.5 | 160 | 9827.5 | 9782.5 | 9825 | 9732.5 | 9862.5 | 9817.5 | 9687.5 | 9725 |
| 基準 | 21 | -0.1 | 21.2 | 21.5 | 21 | 20.6 | 20.7 | 20.4 | 20.2 | 20.7 |
| 期近 | 21.3 | -0.1 | 21.4 | 21.7 | 21.1 | 20.6 | 35.3 | 23.1 | 21.9 | 23 |
| 期先1 | 19.9 | -0.1 | 20 | 20.3 | 19.9 | 20 | 20.5 | 20.3 | 20.1 | 20.4 |
| 期先2 | 19.6 | 13.3 | 6.3 | 2.6 | 5.9 | 1.5 | 19.6 | 19.5 | 19.7 | 19.5 |
| 当/先 | 1.1 | 0 | 1.1 | 1.1 | 1.1 | 1 | 1.7 | 1.1 | 1.1 | 1.1 |
| 先/先2 | 1 | -2.2 | 3.2 | 7.7 | 3.4 | 13.2 | 1 | 1 | 1 | 1 |
| 21 | 56 | 83 |
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| 8250 | 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10000 | 10000 | 10250 | 10500 | 10750 | 11000 | 11250 |
| 12P825 | 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 12P975 | 12P1000 | 9980 | 12C1000 | 12C1025 | 12C1050 | 12C1075 | 12C1100 | 12C1125 |
| 2.4 | 3.5 | 6 | 12.3 | 26.9 | 56.3 | 112.7 | 213.7 | 411.4 | 197.6 | 99.3 | 43.4 | 17.2 | 6.7 | 2.7 |
| -1.1 | -2.3 | -5.1 | -10.5 | -19.9 | -36 | -60.4 | -89.8 | -22.3 | 67.6 | 41.8 | 21.2 | 9.5 | 3.9 | 1.7 |
| 33.8 | 30.5 | 27.9 | 26.1 | 24.7 | 23.3 | 22.1 | 21.5 | 21.3 | 21.1 | 20.9 | 20.8 | 21 | 21.5 | 22.3 |
| 1.6 | 1.1 | 0.5 | 0.3 | 0.4 | 0.4 | 0.4 | 0.5 | 0.3 | 0.2 | 0.5 | 0.5 | 0.6 | 0.5 | 0.7 |
| -0.01 | -0.01 | -0.02 | -0.05 | -0.09 | -0.18 | -0.32 | -0.5 |
| 0.5 | 0.31 | 0.17 | 0.08 | 0.03 | 0.01 |
| 0.003 | 0.005 | 0.008 | 0.015 | 0.028 | 0.047 | 0.067 | 0.077 |
| 0.078 | 0.07 | 0.05 | 0.029 | 0.014 | 0.007 |
| 0.57 | 0.81 | 1.32 | 2.33 | 4.06 | 6.33 | 8.6 | 9.64 |
| 9.64 | 8.56 | 6.03 | 3.49 | 1.8 | 0.9 |
| -0.45 | -0.58 | -0.86 | -1.42 | -2.34 | -3.45 | -4.44 | -4.85 |
| -4.77 | -4.2 | -2.94 | -1.71 | -0.91 | -0.47 |
| 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 9970 | 1C1000 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 |
| 16.9 | 24.8 | 38 | 59.8 | 92.3 | 144 | 218.7 | 323.8 | 622.6 | 298.8 | 187.5 | 109.8 | 61 | 33.4 | 17.5 |
| -6.5 | -9.4 | -14.6 | -21.5 | -33.1 | -45.5 | -62.8 | -82.5 | -8.1 | 74.3 | 54.6 | 35.6 | 22.1 | 13.4 | 7.7 |
| 28.1 | 26.4 | 25.1 | 23.9 | 22.7 | 21.8 | 21 | 20.3 | 19.9 | 19.4 | 18.9 | 18.6 | 18.4 | 18.6 | 18.7 |
| 0.4 | 0.4 | 0.3 | 0.3 | 0.2 | 0.3 | 0.3 | 0.3 | 0.2 | 0.1 | 0.2 | 0.1 | 0.1 | 0.2 | 0.3 |
| -0.04 | -0.05 | -0.08 | -0.12 | -0.18 | -0.26 | -0.37 | -0.49 |
| 0.51 | 0.38 | 0.26 | 0.16 | 0.1 | 0.06 |
| 0.007 | 0.011 | 0.015 | 0.022 | 0.03 | 0.038 | 0.046 | 0.05 |
| 0.052 | 0.051 | 0.044 | 0.034 | 0.024 | 0.016 |
| 3.16 | 4.32 | 5.93 | 8.01 | 10.39 | 12.85 | 14.8 | 15.65 |
| 15.65 | 14.92 | 12.7 | 9.72 | 6.87 | 4.51 |
| -0.79 | -1.01 | -1.31 | -1.69 | -2.09 | -2.48 | -2.74 | -2.81 |
| -2.71 | -2.51 | -2.1 | -1.59 | -1.14 | -0.75 |
| 2P825 | 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 9980 | 2C1000 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 |
| 0 | 56.5 | 0 | 111.8 | 0 | 215.9 | 0 | 404.4 | 784.8 | 380.4 | 0 | 174.1 | 0 | 67 | 0 |
| 0 | -13.8 | 0 | -28.1 | 0 | -49.8 | 0 | -80.6 | -4.6 | 75.9 | 0 | 44.6 | 0 | 21.8 | 0 |
| 0 | 26.6 | 0 | 24.4 | 0 | 22.4 | 0 | 21 | 20.6 | 20.2 | 0 | 19.2 | 0 | 18.7 | 0 |
| 0 | 0.4 | 0 | 0.3 | 0 | 0.3 | 0 | 0.2 | 0.1 | 0.1 | 0 | 0.1 | 0 | 0.2 | 0 |
| 0 | -0.09 | 0 | -0.17 | 0 | -0.3 | 0 | -0.48 |
| 0.51 | 0 | 0.31 | 0 | 0.15 | 0 |
| 0 | 0.013 | 0 | 0.022 | 0 | 0.033 | 0 | 0.04 |
| 0.041 | 0 | 0.038 | 0 | 0.026 | 0 |
| 0 | 7.81 | 0 | 12.09 | 0 | 16.61 | 0 | 19.03 |
| 19.03 | 0 | 16.84 | 0 | 11.16 | 0 |
| 0 | -1.24 | 0 | -1.76 | 0 | -2.22 | 0 | -2.38 |
| -2.32 | 0 | -1.95 | 0 | -1.26 | 0 |
| 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 | 8 | 19.6 | 2.4 | 28.8 | 1 | 12000 |
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| 0.2 | 3.4 | -0.5 | 0.7 | -1.6 | 0 |
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| 0 | 0 | 19.4 | 5 | 25.9 | 1 | 11750 |
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| 0 | 0 | -0.1 | 2 | -1.7 | 0 |
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| 18.7 | 23.8 | 19.1 | 9.4 | 23.5 | 1.3 | 11500 |
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| 0.2 | 8.9 | 0.3 | 4.4 | -1 | 0.3 |
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| 0 | 0 | 18.7 | 17.5 | 22.3 | 2.7 | 11250 |
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| 0 | 0 | 0.3 | 7.7 | 0.7 | 1.7 |
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| 18.7 | 67 | 18.6 | 33.4 | 21.5 | 6.7 | 11000 |
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| 0.2 | 21.8 | 0.2 | 13.4 | 0.5 | 3.9 |
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| 0 | 0 | 18.4 | 61 | 21 | 17.2 | 10750 |
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| 0 | 0 | 0.1 | 22.1 | 0.6 | 9.5 |
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| 19.2 | 174.1 | 18.6 | 109.8 | 20.8 | 43.4 | 10500 | 559.8 | 21.5 | 635.4 | 19.7 | 713.3 | 20.9 |
| 0.1 | 44.6 | 0.1 | 35.6 | 0.5 | 21.2 | -135.2 | 1.1 | -120.9 | 0.2 | -96.7 | 1.1 |
| 0 | 0 | 18.9 | 187.5 | 20.9 | 99.3 | 10250 | 365.9 | 21.4 | 460.8 | 19.7 | 0 | 0 |
| 0 | 0 | 0.2 | 54.6 | 0.5 | 41.8 | -115.3 | 0.8 | -104 | 0.2 | 0 | 0 |
| 20.2 | 380.4 | 19.4 | 298.8 | 21.1 | 197.6 | 10000 | 213.7 | 21.5 | 323.8 | 20.3 | 404.4 | 21 |
| 0.1 | 75.9 | 0.1 | 74.3 | 0.2 | 67.6 | -89.8 | 0.5 | -82.5 | 0.3 | -80.6 | 0.2 |
| 0 | 0 | 20 | 444 | 21.7 | 346.8 | 9750 | 112.7 | 22.1 | 218.7 | 21 | 0 | 0 |
| 0 | 0 | 0.1 | 94.8 | 0.1 | 97 | -60.4 | 0.4 | -62.8 | 0.3 | 0 | 0 |
| 21.5 | 690 | 20.7 | 619.2 | 22.1 | 537 | 9500 | 56.3 | 23.3 | 144 | 21.8 | 215.9 | 22.4 |
| 0 | 106.3 | 0.1 | 112.3 | -0.5 | 118.9 | -36 | 0.4 | -45.5 | 0.3 | -49.8 | 0.3 |
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| 9250 | 26.9 | 24.7 | 92.3 | 22.7 | 0 | 0 |
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| -19.9 | 0.4 | -33.1 | 0.2 | 0 | 0 |
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| 9000 | 12.3 | 26.1 | 59.8 | 23.9 | 111.8 | 24.4 |
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| -10.5 | 0.3 | -21.5 | 0.3 | -28.1 | 0.3 |
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| 8750 | 6 | 27.9 | 38 | 25.1 | 0 | 0 |
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| -5.1 | 0.5 | -14.6 | 0.3 | 0 | 0 |
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| 8500 | 3.5 | 30.5 | 24.8 | 26.4 | 56.5 | 26.6 |
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| -2.3 | 1.1 | -9.4 | 0.4 | -13.8 | 0.4 |
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| 8250 | 2.4 | 33.8 | 16.9 | 28.1 | 0 | 0 |
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| -1.1 | 1.6 | -6.5 | 0.4 | 0 | 0 |
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| 8000 | 1.6 | 36.7 | 11.3 | 29.6 | 30 | 29.3 |
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| -0.4 | 2.2 | -4 | 0.5 | -7 | 0.5 |
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| 7750 | 1 | 39.4 | 7.9 | 31.4 | 0 | 0 |
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| -0.7 | 0.9 | -3 | 0.4 | 0 | 0 |
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| 7500 | 1 | 44 | 5.7 | 33.3 | 15.7 | 32 |
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| -0.4 | 1.7 | -2 | 0.5 | -4.2 | 0.3 |
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| 7250 | 1 | 48.7 | 4 | 35.1 | 0 | 0 |
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| 0 | 3.2 | -1.5 | 0.3 | 0 | 0 |
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| 7000 | 1 | 53.6 | 3 | 37.2 | 8.7 | 35.2 |
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| 0 | 3.3 | -1 | 0.5 | -2.1 | 0.4 |
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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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