2010/11/19(Fri)OP
| P/C | 0.8 | 0.1 | 0.7 | 1.1 | 1.1 | 1 | 1.6 | 0.8 | 1 | 1.2 |
| 先物 | 10042.5 | 55 | 9987.5 | 9827.5 | 9782.5 | 9825 | 9732.5 | 9862.5 | 9817.5 | 9687.5 |
| 基準 | 20.2 | -0.9 | 21 | 21.2 | 21.5 | 21 | 20.6 | 20.7 | 20.4 | 20.2 |
| 期近 | 20.4 | -1 | 21.4 | 21.4 | 21.7 | 21.1 | 20.6 | 35.3 | 23.1 | 21.9 |
| 期先1 | 19.5 | -0.4 | 19.9 | 20 | 20.3 | 19.9 | 20 | 20.5 | 20.3 | 20.1 |
| 期先2 | 20.4 | 0.8 | 19.6 | 6.3 | 2.6 | 5.9 | 1.5 | 19.6 | 19.5 | 19.7 |
| 当/先 | 1 | 0 | 1.1 | 1.1 | 1.1 | 1.1 | 1 | 1.7 | 1.1 | 1.1 |
| 先/先2 | 1 | -0.1 | 1 | 3.2 | 7.7 | 3.4 | 13.2 | 1 | 1 | 1 |
| 20 | 55 | 82 |
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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 | 10040 | 12C1000 | 12C1025 | 12C1050 | 12C1075 | 12C1100 | 12C1125 |
| 1.7 | 2.8 | 4.5 | 8.5 | 18.9 | 40.6 | 87 | 173.3 | 388 | 214.6 | 105.1 | 44.9 | 17.2 | 6.2 | 2.5 |
| -0.7 | -0.6 | -1.5 | -3.8 | -8.1 | -15.7 | -25.7 | -40.4 | -23.4 | 17 | 5.8 | 1.5 | -0.1 | -0.5 | -0.2 |
| 34.1 | 31.3 | 28.3 | 25.9 | 24.3 | 22.7 | 21.5 | 20.6 | 20.5 | 20.4 | 20 | 20 | 20.2 | 20.6 | 21.7 |
| 0.3 | 0.8 | 0.4 | -0.2 | -0.4 | -0.6 | -0.6 | -1 | -0.9 | -0.7 | -0.9 | -0.8 | -0.8 | -0.8 | -0.6 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.07 | -0.14 | -0.27 | -0.46 |
| 0.55 | 0.34 | 0.18 | 0.08 | 0.03 | 0.01 |
| 0.002 | 0.004 | 0.007 | 0.012 | 0.024 | 0.042 | 0.065 | 0.081 |
| 0.082 | 0.077 | 0.055 | 0.031 | 0.015 | 0.007 |
| 0.43 | 0.68 | 1.05 | 1.8 | 3.25 | 5.37 | 7.86 | 9.4 |
| 9.4 | 8.7 | 6.2 | 3.54 | 1.73 | 0.86 |
| -0.36 | -0.52 | -0.73 | -1.14 | -1.94 | -2.99 | -4.14 | -4.73 |
| -4.72 | -4.28 | -3.04 | -1.76 | -0.88 | -0.46 |
| 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 10030 | 1C1000 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 |
| 14.5 | 22.8 | 33.2 | 50.3 | 79.9 | 124.2 | 193.2 | 290 | 611.9 | 322 | 203.8 | 120.1 | 67.2 | 35.8 | 18.8 |
| -2.4 | -2 | -4.9 | -9.5 | -12.5 | -19.8 | -25.4 | -33.8 | -10.7 | 23.2 | 16.4 | 10.3 | 6.2 | 2.4 | 1.3 |
| 28.2 | 26.9 | 25.2 | 23.7 | 22.6 | 21.5 | 20.7 | 20 | 19.7 | 19.2 | 18.8 | 18.4 | 18.3 | 18.3 | 18.5 |
| 0.1 | 0.5 | 0.1 | -0.2 | -0.1 | -0.3 | -0.2 | -0.3 | -0.3 | -0.2 | -0.2 | -0.2 | -0.2 | -0.3 | -0.3 |
| -0.03 | -0.05 | -0.07 | -0.11 | -0.16 | -0.24 | -0.34 | -0.46 |
| 0.54 | 0.4 | 0.28 | 0.18 | 0.11 | 0.06 |
| 0.007 | 0.01 | 0.014 | 0.02 | 0.028 | 0.037 | 0.045 | 0.051 |
| 0.053 | 0.053 | 0.047 | 0.037 | 0.026 | 0.017 |
| 2.83 | 4.03 | 5.41 | 7.27 | 9.66 | 12.16 | 14.36 | 15.53 |
| 15.53 | 15.15 | 13.16 | 10.24 | 7.22 | 4.76 |
| -0.72 | -0.98 | -1.23 | -1.55 | -1.97 | -2.36 | -2.68 | -2.79 |
| -2.71 | -2.58 | -2.19 | -1.69 | -1.2 | -0.8 |
| 2P825 | 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 10030 | 2C1000 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 |
| 36.3 | 50.1 | 70.8 | 100.4 | 140.8 | 195.8 | 273.3 | 372.3 | 779.6 | 407.3 | 283.9 | 189 | 120.8 | 75.4 | 45 |
| 36.3 | -6.4 | 70.8 | -11.4 | 140.8 | -20.1 | 273.3 | -32.1 | -5.3 | 26.9 | 283.9 | 14.8 | 120.8 | 8.3 | 45 |
| 27.9 | 26.5 | 25.4 | 24.3 | 23.3 | 22.3 | 21.5 | 20.8 | 20.6 | 20.3 | 19.7 | 19.2 | 18.9 | 18.8 | 18.7 |
| 27.9 | -0.1 | 25.4 | -0.1 | 23.3 | -0.1 | 21.5 | -0.2 | -0.1 | 0 | 19.7 | 0 | 18.9 | 0.1 | 18.7 |
| -0.06 | -0.08 | -0.11 | -0.16 | -0.21 | -0.28 | -0.37 | -0.46 |
| 0.54 | 0.43 | 0.33 | 0.24 | 0.17 | 0.11 |
| 0.009 | 0.012 | 0.016 | 0.021 | 0.026 | 0.032 | 0.037 | 0.04 |
| 0.041 | 0.042 | 0.04 | 0.034 | 0.028 | 0.021 |
| 5.69 | 7.25 | 9.21 | 11.45 | 13.81 | 16.09 | 17.95 | 18.95 |
| 18.95 | 18.76 | 17.27 | 14.77 | 11.85 | 8.9 |
| -0.96 | -1.17 | -1.41 | -1.69 | -1.95 | -2.17 | -2.34 | -2.38 |
| -2.34 | -2.25 | -2.02 | -1.7 | -1.35 | -1.01 |
| 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 |
| 18.9 | 8.9 | 19.7 | 2.9 | 28.7 | 1 | 12000 |
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| 0 | 0.9 | 0.1 | 0.5 | -0.1 | 0 |
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| 18.6 | 14.6 | 19 | 5 | 25.7 | 1 | 11750 |
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| 18.6 | 14.6 | -0.4 | 0 | -0.2 | 0 |
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| 18.6 | 25.6 | 18.6 | 9.2 | 22.5 | 1 | 11500 |
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| -0.2 | 1.7 | -0.5 | -0.1 | -1 | -0.3 |
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| 18.7 | 45 | 18.5 | 18.8 | 21.7 | 2.5 | 11250 |
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| 18.7 | 45 | -0.3 | 1.3 | -0.6 | -0.2 |
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| 18.8 | 75.4 | 18.3 | 35.8 | 20.6 | 6.2 | 11000 |
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| 0.1 | 8.3 | -0.3 | 2.4 | -0.8 | -0.5 |
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| 18.9 | 120.8 | 18.3 | 67.2 | 20.2 | 17.2 | 10750 |
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| 18.9 | 120.8 | -0.2 | 6.2 | -0.8 | -0.1 |
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| 19.2 | 189 | 18.4 | 120.1 | 20 | 44.9 | 10500 | 502.5 | 20.1 | 587.9 | 19.3 | 655 | 19.8 |
| 0 | 14.8 | -0.2 | 10.3 | -0.8 | 1.5 | -57.3 | -1.4 | -47.5 | -0.4 | -58.3 | -1.1 |
| 19.7 | 283.9 | 18.8 | 203.8 | 20 | 105.1 | 10250 | 314.2 | 20.2 | 420.8 | 19.5 | 500 | 20.2 |
| 19.7 | 283.9 | -0.2 | 16.4 | -0.9 | 5.8 | -51.7 | -1.2 | -40 | -0.3 | 500 | 20.2 |
| 20.3 | 407.3 | 19.2 | 322 | 20.4 | 214.6 | 10000 | 173.3 | 20.6 | 290 | 20 | 372.3 | 20.8 |
| 0 | 26.9 | -0.2 | 23.2 | -0.7 | 17 | -40.4 | -1 | -33.8 | -0.3 | -32.1 | -0.2 |
| 21 | 557.5 | 20 | 476.1 | 21.4 | 379.3 | 9750 | 87 | 21.5 | 193.2 | 20.7 | 273.3 | 21.5 |
| 21 | 557.5 | -0.1 | 32 | -0.3 | 32.5 | -25.7 | -0.6 | -25.4 | -0.2 | 273.3 | 21.5 |
| 21.6 | 730 | 20.6 | 657.4 | 22.5 | 582.6 | 9500 | 40.6 | 22.7 | 124.2 | 21.5 | 195.8 | 22.3 |
| 0.2 | 40 | -0.1 | 38.2 | 0.4 | 45.6 | -15.7 | -0.6 | -19.8 | -0.3 | -20.1 | -0.1 |
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| 9250 | 18.9 | 24.3 | 79.9 | 22.6 | 140.8 | 23.3 |
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| -8.1 | -0.4 | -12.5 | -0.1 | 140.8 | 23.3 |
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| 9000 | 8.5 | 25.9 | 50.3 | 23.7 | 100.4 | 24.3 |
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| -3.8 | -0.2 | -9.5 | -0.2 | -11.4 | -0.1 |
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| 8750 | 4.5 | 28.3 | 33.2 | 25.2 | 70.8 | 25.4 |
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| -1.5 | 0.4 | -4.9 | 0.1 | 70.8 | 25.4 |
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| 8500 | 2.8 | 31.3 | 22.8 | 26.9 | 50.1 | 26.5 |
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| -0.6 | 0.8 | -2 | 0.5 | -6.4 | -0.1 |
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| 8250 | 1.7 | 34.1 | 14.5 | 28.2 | 36.3 | 27.9 |
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| -0.7 | 0.3 | -2.4 | 0.1 | 36.3 | 27.9 |
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| 8000 | 1.3 | 37.7 | 10.1 | 29.9 | 27 | 29.4 |
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| -0.3 | 0.9 | -1.2 | 0.3 | -3 | 0.1 |
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| 7750 | 1 | 41.1 | 7.3 | 31.9 | 19.8 | 30.8 |
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| 0 | 1.7 | -0.6 | 0.5 | 19.8 | 30.8 |
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| 7500 | 1 | 45.8 | 5.6 | 34 | 14.3 | 32.2 |
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| 0 | 1.8 | -0.2 | 0.7 | -1.3 | 0.2 |
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| 7250 | 1 | 50.7 | 4.1 | 36.1 | 0 | 0 |
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| 0 | 1.9 | 0.1 | 0.9 | 0 | 0 |
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| 7000 | 1 | 55.6 | 3.7 | 39 | 8.3 | 35.6 |
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| 0 | 2 | 0.7 | 1.9 | -0.4 | 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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