2010/11/22(Mon)OP
| P/C | 1 | -0.3 | 1.3 | 0.7 | 1.1 | 1.1 | 1 | 1.6 | 0.8 | 1 |
| 先物 | 10117.5 | 60 | 10057.5 | 9987.5 | 9827.5 | 9782.5 | 9825 | 9732.5 | 9862.5 | 9817.5 |
| 基準 | 19.7 | -0.4 | 20.1 | 21 | 21.2 | 21.5 | 21 | 20.6 | 20.7 | 20.4 |
| 期近 | 19.9 | -0.3 | 20.3 | 21.4 | 21.4 | 21.7 | 21.1 | 20.6 | 35.3 | 23.1 |
| 期先1 | 19.2 | -0.3 | 19.4 | 19.9 | 20 | 20.3 | 19.9 | 20 | 20.5 | 20.3 |
| 期先2 | 20 | -0.3 | 20.3 | 19.6 | 6.3 | 2.6 | 5.9 | 1.5 | 19.6 | 19.5 |
| 当/先 | 1 | 0 | 1 | 1.1 | 1.1 | 1.1 | 1.1 | 1 | 1.7 | 1.1 |
| 先/先2 | 1 | 0 | 1 | 1 | 3.2 | 7.7 | 3.4 | 13.2 | 1 | 1 |
| 17 | 52 | 79 |
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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 | 10120 | 12C1000 | 12C1025 | 12C1050 | 12C1075 | 12C1100 | 12C1125 |
| 1.6 | 1.7 | 2.6 | 4.2 | 9.7 | 23.8 | 56.7 | 125.4 | 365.9 | 240.5 | 115.5 | 45.7 | 16.3 | 5.7 | 1.9 |
| -0.1 | -0.8 | -1.3 | -3.5 | -7.5 | -14 | -25 | -39.3 | -21.4 | 17.9 | 6.5 | -0.9 | -1.1 | -0.8 | -0.6 |
| 37.8 | 33 | 29.7 | 26.4 | 24.4 | 22.8 | 21.5 | 20.4 | 20.3 | 20 | 19.6 | 19.4 | 19.8 | 20.5 | 21.3 |
| 3.5 | 1.8 | 1.6 | 0.5 | 0.2 | 0.2 | 0.1 | 0 | -0.1 | -0.4 | -0.3 | -0.5 | -0.2 | -0.1 | -0.1 |
| -0.01 | -0.01 | -0.01 | -0.02 | -0.04 | -0.1 | -0.21 | -0.39 |
| 0.61 | 0.39 | 0.2 | 0.08 | 0.03 | 0.01 |
| 0.002 | 0.003 | 0.005 | 0.008 | 0.017 | 0.034 | 0.06 | 0.085 |
| 0.087 | 0.089 | 0.065 | 0.035 | 0.016 | 0.007 |
| 0.37 | 0.43 | 0.66 | 1.05 | 2.03 | 3.82 | 6.32 | 8.45 |
| 8.44 | 8.46 | 6.11 | 3.38 | 1.61 | 0.69 |
| -0.4 | -0.41 | -0.57 | -0.79 | -1.42 | -2.51 | -3.9 | -4.94 |
| -4.88 | -4.78 | -3.41 | -1.93 | -0.95 | -0.42 |
| 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 10100 | 1C1000 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 |
| 11.3 | 17 | 25.1 | 39.9 | 62.6 | 100.4 | 159.6 | 248.2 | 600.3 | 352.1 | 225 | 133.5 | 74.2 | 39.1 | 20 |
| -2.7 | -4 | -6.4 | -8.8 | -14.2 | -19.9 | -27.8 | -33.4 | -10.5 | 22.9 | 15.1 | 8.8 | 4.2 | 2.8 | 1.3 |
| 28.6 | 26.9 | 25.2 | 23.9 | 22.6 | 21.5 | 20.6 | 20 | 19.7 | 19 | 18.6 | 18.3 | 18.1 | 18.1 | 18.3 |
| 0.4 | 0.3 | 0.1 | 0.2 | 0 | 0 | -0.1 | 0.1 | 0 | -0.2 | -0.2 | -0.2 | -0.2 | -0.1 | 0 |
| -0.03 | -0.04 | -0.06 | -0.09 | -0.14 | -0.21 | -0.3 | -0.42 |
| 0.58 | 0.44 | 0.31 | 0.2 | 0.12 | 0.07 |
| 0.006 | 0.008 | 0.012 | 0.018 | 0.025 | 0.035 | 0.044 | 0.051 |
| 0.054 | 0.055 | 0.05 | 0.04 | 0.029 | 0.019 |
| 2.33 | 3.25 | 4.47 | 6.24 | 8.42 | 10.97 | 13.4 | 15 |
| 14.99 | 15.12 | 13.49 | 10.67 | 7.59 | 4.98 |
| -0.63 | -0.84 | -1.07 | -1.42 | -1.81 | -2.25 | -2.63 | -2.85 |
| -2.73 | -2.69 | -2.36 | -1.85 | -1.31 | -0.87 |
| 2P825 | 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 10110 | 2C1000 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 |
| 30.1 | 41.9 | 59.9 | 84.9 | 120.3 | 170.3 | 238.6 | 329.8 | 767.3 | 437.5 | 307 | 204.7 | 130.6 | 80 | 48.3 |
| -4.7 | -6.7 | -8.5 | -10.4 | -14.6 | -20.3 | -25.7 | -34.5 | -12.8 | 21.7 | 18 | 10.4 | 5 | 3.6 | 1.2 |
| 28 | 26.7 | 25.5 | 24.4 | 23.3 | 22.3 | 21.5 | 20.7 | 20.5 | 20 | 19.5 | 19 | 18.6 | 18.4 | 18.5 |
| 0.2 | 0.2 | 0.2 | 0.3 | 0.2 | 0.1 | 0.1 | -0.1 | -0.1 | -0.3 | -0.1 | -0.2 | -0.3 | -0.2 | -0.3 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.19 | -0.26 | -0.34 | -0.43 |
| 0.57 | 0.46 | 0.35 | 0.26 | 0.18 | 0.12 |
| 0.008 | 0.011 | 0.015 | 0.019 | 0.025 | 0.03 | 0.036 | 0.04 |
| 0.042 | 0.043 | 0.042 | 0.037 | 0.03 | 0.023 |
| 4.99 | 6.44 | 8.28 | 10.41 | 12.76 | 15.15 | 17.22 | 18.55 |
| 18.54 | 18.74 | 17.56 | 15.22 | 12.25 | 9.3 |
| -0.88 | -1.08 | -1.33 | -1.59 | -1.87 | -2.13 | -2.32 | -2.4 |
| -2.35 | -2.31 | -2.11 | -1.79 | -1.43 | -1.08 |
| 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 |
| 18.7 | 9.2 | 19.5 | 2.9 | 29.9 | 1 | 12000 |
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| 0 | 0.5 | 0 | 0.1 | 1.3 | 0 |
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| 18.7 | 16.7 | 18.8 | 5.1 | 26.6 | 1 | 11750 |
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| 0 | 1.4 | 0 | 0.3 | 1.1 | 0 |
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| 18.4 | 27.9 | 18.4 | 9.8 | 23.2 | 1 | 11500 |
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| -0.2 | 1 | 0 | 0.7 | 0.8 | 0 |
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| 18.5 | 48.3 | 18.3 | 20 | 21.3 | 1.9 | 11250 |
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| -0.3 | 1.2 | 0 | 1.3 | -0.1 | -0.6 |
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| 18.4 | 80 | 18.1 | 39.1 | 20.5 | 5.7 | 11000 |
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| -0.2 | 3.6 | -0.1 | 2.8 | -0.1 | -0.8 |
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| 18.6 | 130.6 | 18.1 | 74.2 | 19.8 | 16.3 | 10750 |
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| -0.3 | 5 | -0.2 | 4.2 | -0.2 | -1.1 |
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| 19 | 204.7 | 18.3 | 133.5 | 19.4 | 45.7 | 10500 | 433.3 | 20.3 | 527.4 | 19.2 | 595.2 | 19.5 |
| -0.2 | 10.4 | -0.2 | 8.8 | -0.5 | -0.9 | -54.2 | 0.6 | -47.6 | 0.1 | 594.2 | 19.5 |
| 19.5 | 307 | 18.6 | 225 | 19.6 | 115.5 | 10250 | 250.9 | 20 | 369.9 | 19.5 | 450.4 | 20.2 |
| -0.1 | 18 | -0.2 | 15.1 | -0.3 | 6.5 | -51.6 | -0.1 | -42.6 | 0 | -39.6 | 0 |
| 20 | 437.5 | 19 | 352.1 | 20 | 240.5 | 10000 | 125.4 | 20.4 | 248.2 | 20 | 329.8 | 20.7 |
| -0.3 | 21.7 | -0.2 | 22.9 | -0.4 | 17.9 | -39.3 | 0 | -33.4 | 0.1 | -34.5 | -0.1 |
| 20.7 | 595 | 19.7 | 516.1 | 20.5 | 418.7 | 9750 | 56.7 | 21.5 | 159.6 | 20.6 | 238.6 | 21.5 |
| -0.2 | 30 | -0.4 | 28.6 | -1.1 | 27.6 | -25 | 0.1 | -27.8 | -0.1 | -25.7 | 0.1 |
| 21.4 | 775 | 20.4 | 707 | 22.1 | 639.1 | 9500 | 23.8 | 22.8 | 100.4 | 21.5 | 170.3 | 22.3 |
| 21.4 | 774 | -0.5 | 35.6 | -1.1 | 40.5 | -14 | 0.2 | -19.9 | 0 | -20.3 | 0.1 |
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| 9250 | 9.7 | 24.4 | 62.6 | 22.6 | 120.3 | 23.3 |
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| -7.5 | 0.2 | -14.2 | 0 | -14.6 | 0.2 |
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| 9000 | 4.2 | 26.4 | 39.9 | 23.9 | 84.9 | 24.4 |
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| -3.5 | 0.5 | -8.8 | 0.2 | -10.4 | 0.3 |
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| 8750 | 2.6 | 29.7 | 25.1 | 25.2 | 59.9 | 25.5 |
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| -1.3 | 1.6 | -6.4 | 0.1 | -8.5 | 0.2 |
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| 8500 | 1.7 | 33 | 17 | 26.9 | 41.9 | 26.7 |
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| -0.8 | 1.8 | -4 | 0.3 | -6.7 | 0.2 |
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| 8250 | 1.6 | 37.8 | 11.3 | 28.6 | 30.1 | 28 |
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| -0.1 | 3.5 | -2.7 | 0.4 | -4.7 | 0.2 |
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| 8000 | 1 | 40.7 | 8.1 | 30.5 | 21.9 | 29.4 |
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| 0 | 3.9 | -1.8 | 0.5 | -3.2 | 0.3 |
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| 7750 | 1 | 45.6 | 5.9 | 32.5 | 15.9 | 30.9 |
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| 0 | 4.2 | -1.1 | 0.7 | -2.3 | 0.4 |
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| 7500 | 1 | 50.7 | 4.5 | 34.8 | 11.9 | 32.5 |
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| 0 | 4.6 | -0.4 | 1.1 | -1.7 | 0.4 |
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| 7250 | 1 | 56 | 3.5 | 37 | 0 | 0 |
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| 0 | 5 | -0.3 | 1.1 | 0 | 0 |
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| 7000 | 1 | 61.3 | 2.7 | 39.2 | 7 | 36 |
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| 0 | 5.4 | -0.3 | 1.1 | -1 | 0.5 |
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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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