2010/11/24(Wed)OP
| P/C | 1.1 | -0.4 | 1.5 | 1.3 | 0.7 | 1.1 | 1.1 | 1 | 1.6 | 0.8 |
| 先物 | 10047.5 | -45 | 10092.5 | 10057.5 | 9987.5 | 9827.5 | 9782.5 | 9825 | 9732.5 | 9862.5 |
| 基準 | 20.8 | 1.5 | 19.3 | 20.1 | 21 | 21.2 | 21.5 | 21 | 20.6 | 20.7 |
| 期近 | 21.5 | 1.8 | 19.7 | 20.3 | 21.4 | 21.4 | 21.7 | 21.1 | 20.6 | 35.3 |
| 期先1 | 20 | 1.2 | 18.7 | 19.4 | 19.9 | 20 | 20.3 | 19.9 | 20 | 20.5 |
| 期先2 | 20.6 | 0.8 | 19.9 | 20.3 | 19.6 | 6.3 | 2.6 | 5.9 | 1.5 | 19.6 |
| 当/先 | 1.1 | 0 | 1.1 | 1 | 1.1 | 1.1 | 1.1 | 1.1 | 1 | 1.7 |
| 先/先2 | 1 | 0 | 0.9 | 1 | 1 | 3.2 | 7.7 | 3.4 | 13.2 | 1 |
| 15 | 50 | 77 |
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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 | 10050 | 12C1000 | 12C1025 | 12C1050 | 12C1075 | 12C1100 | 12C1125 |
| 1.8 | 2.3 | 3.7 | 6.9 | 14.5 | 32.8 | 73.4 | 155.2 | 356.1 | 200.9 | 90.6 | 33.2 | 10.6 | 3 | 1 |
| 0.1 | 0.4 | 0.9 | 1.7 | 4 | 8.7 | 17 | 25.1 | 1.6 | -23.5 | -10.8 | -5.4 | -1.9 | -0.6 | -0.7 |
| 39.3 | 35.2 | 31.7 | 28.9 | 26.5 | 24.5 | 22.9 | 21.7 | 21.6 | 21.4 | 20.9 | 20.6 | 20.8 | 21.1 | 22.2 |
| 1.6 | 1.9 | 2 | 1.9 | 2 | 2.1 | 2.1 | 1.8 | 1.6 | 1.4 | 1.7 | 1.4 | 1.4 | 1.4 | 0.6 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.06 | -0.13 | -0.25 | -0.45 |
| 0.55 | 0.33 | 0.15 | 0.06 | 0.02 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.011 | 0.022 | 0.041 | 0.068 | 0.088 |
| 0.089 | 0.084 | 0.056 | 0.027 | 0.011 | 0.004 |
| 0.38 | 0.52 | 0.8 | 1.38 | 2.47 | 4.3 | 6.6 | 8.16 |
| 8.15 | 7.45 | 4.88 | 2.42 | 0.97 | 0.4 |
| -0.48 | -0.59 | -0.82 | -1.3 | -2.12 | -3.43 | -4.91 | -5.75 |
| -5.7 | -5.07 | -3.26 | -1.63 | -0.66 | -0.29 |
| 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 10040 | 1C1000 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 |
| 14.2 | 21.5 | 31.6 | 49.2 | 75.7 | 119.3 | 185.2 | 280.1 | 598.6 | 318.5 | 197.6 | 114.4 | 61.1 | 31.2 | 15.3 |
| 3.7 | 5 | 7.2 | 9.8 | 13.3 | 18.7 | 24.3 | 33 | 17.9 | -15.1 | -8.2 | -4.2 | -1.4 | -1.1 | -1 |
| 29.5 | 27.9 | 26.2 | 24.8 | 23.3 | 22.2 | 21.3 | 20.5 | 20.2 | 19.8 | 19.1 | 18.7 | 18.4 | 18.4 | 18.5 |
| 1.5 | 1.3 | 1.3 | 1.2 | 1.1 | 1.1 | 1.1 | 1.2 | 1.1 | 1 | 1 | 1 | 1 | 0.8 | 0.6 |
| -0.03 | -0.05 | -0.07 | -0.11 | -0.16 | -0.24 | -0.34 | -0.46 |
| 0.54 | 0.4 | 0.28 | 0.17 | 0.1 | 0.05 |
| 0.006 | 0.01 | 0.014 | 0.02 | 0.028 | 0.037 | 0.046 | 0.052 |
| 0.054 | 0.054 | 0.048 | 0.037 | 0.025 | 0.016 |
| 2.67 | 3.71 | 5.03 | 6.86 | 9.04 | 11.48 | 13.63 | 14.81 |
| 14.81 | 14.45 | 12.46 | 9.48 | 6.49 | 4.08 |
| -0.78 | -1.03 | -1.31 | -1.68 | -2.09 | -2.53 | -2.87 | -3 |
| -2.92 | -2.75 | -2.32 | -1.74 | -1.19 | -0.75 |
| 2P825 | 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 10040 | 2C1000 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 |
| 35 | 47.5 | 67.3 | 95.5 | 134.5 | 190.5 | 265.4 | 364.8 | 765 | 400.2 | 278.1 | 184.6 | 117.3 | 69.9 | 41.2 |
| -1.2 | 3.8 | 7.3 | 8.5 | 12.8 | 18 | 22.9 | 29.8 | 10 | -19.8 | -11.9 | -7.9 | -5.2 | -3.8 | -1.3 |
| 28.6 | 27 | 25.8 | 24.7 | 23.6 | 22.7 | 21.9 | 21.1 | 20.8 | 20.4 | 19.8 | 19.4 | 19.2 | 18.8 | 18.8 |
| -0.4 | 0.3 | 0.6 | 0.4 | 0.5 | 0.6 | 0.6 | 0.7 | 0.6 | 0.5 | 0.6 | 0.6 | 0.6 | 0.5 | 0.6 |
| -0.06 | -0.08 | -0.11 | -0.15 | -0.21 | -0.28 | -0.36 | -0.46 |
| 0.54 | 0.43 | 0.33 | 0.24 | 0.16 | 0.1 |
| 0.009 | 0.012 | 0.016 | 0.021 | 0.026 | 0.032 | 0.037 | 0.041 |
| 0.042 | 0.043 | 0.04 | 0.035 | 0.028 | 0.021 |
| 5.41 | 6.86 | 8.74 | 10.9 | 13.22 | 15.51 | 17.35 | 18.36 |
| 18.36 | 18.19 | 16.71 | 14.24 | 11.2 | 8.31 |
| -1 | -1.2 | -1.46 | -1.74 | -2.01 | -2.27 | -2.44 | -2.5 |
| -2.43 | -2.34 | -2.11 | -1.77 | -1.37 | -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 |
| 19.2 | 8 | 19.8 | 2.1 | 33 | 1 | 12000 |
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| 1 | 1 | 0.2 | -0.6 | 2.4 | 0 |
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| 18.8 | 13.2 | 19.1 | 3.8 | 29.5 | 1 | 11750 |
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| 0.6 | -0.1 | 0.3 | -0.8 | 2.2 | 0 |
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| 18.8 | 24.1 | 18.7 | 7.3 | 25.9 | 1 | 11500 |
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| 0.3 | -2.5 | 0.5 | -0.8 | 2 | 0 |
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| 18.8 | 41.2 | 18.5 | 15.3 | 22.2 | 1 | 11250 |
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| 0.6 | -1.3 | 0.6 | -1 | 0.6 | -0.7 |
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| 18.8 | 69.9 | 18.4 | 31.2 | 21.1 | 3 | 11000 |
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| 0.5 | -3.8 | 0.8 | -1.1 | 1.4 | -0.6 |
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| 19.2 | 117.3 | 18.4 | 61.1 | 20.8 | 10.6 | 10750 |
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| 0.6 | -5.2 | 1 | -1.4 | 1.4 | -1.9 |
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| 19.4 | 184.6 | 18.7 | 114.4 | 20.6 | 33.2 | 10500 | 486.9 | 20.9 | 577.9 | 19.7 | 645 | 20 |
| 0.6 | -7.9 | 1 | -4.2 | 1.4 | -5.4 | 41.9 | 1.9 | 42.9 | 1.2 | 40 | 0.8 |
| 19.8 | 278.1 | 19.1 | 197.6 | 20.9 | 90.6 | 10250 | 291.7 | 20.7 | 410 | 19.9 | 490 | 20.5 |
| 0.6 | -11.9 | 1 | -8.2 | 1.7 | -10.8 | 33.7 | 1.6 | 37.5 | 1.1 | 35 | 0.8 |
| 20.4 | 400.2 | 19.8 | 318.5 | 21.4 | 200.9 | 10000 | 155.2 | 21.7 | 280.1 | 20.5 | 364.8 | 21.1 |
| 0.5 | -19.8 | 1 | -15.1 | 1.4 | -23.5 | 25.1 | 1.8 | 33 | 1.2 | 29.8 | 0.7 |
| 21 | 550.2 | 20.4 | 472.5 | 23.3 | 373.6 | 9750 | 73.4 | 22.9 | 185.2 | 21.3 | 265.4 | 21.9 |
| 0.5 | -24.8 | 0.7 | -25 | 2.7 | -24.1 | 17 | 2.1 | 24.3 | 1.1 | 22.9 | 0.6 |
| 21.8 | 725.2 | 21.4 | 657.9 | 24.8 | 581.8 | 9500 | 32.8 | 24.5 | 119.3 | 22.2 | 190.5 | 22.7 |
| 21.8 | 724.2 | 1.1 | -27.1 | 1.9 | -36.8 | 8.7 | 2.1 | 18.7 | 1.1 | 18 | 0.6 |
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| 9250 | 14.5 | 26.5 | 75.7 | 23.3 | 134.5 | 23.6 |
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| 4 | 2 | 13.3 | 1.1 | 12.8 | 0.5 |
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| 9000 | 6.9 | 28.9 | 49.2 | 24.8 | 95.5 | 24.7 |
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| 1.7 | 1.9 | 9.8 | 1.2 | 8.5 | 0.4 |
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| 8750 | 3.7 | 31.7 | 31.6 | 26.2 | 67.3 | 25.8 |
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| 0.9 | 2 | 7.2 | 1.3 | 7.3 | 0.6 |
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| 8500 | 2.3 | 35.2 | 21.5 | 27.9 | 47.5 | 27 |
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| 0.4 | 1.9 | 5 | 1.3 | 3.8 | 0.3 |
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| 8250 | 1.8 | 39.3 | 14.2 | 29.5 | 35 | 28.6 |
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| 0.1 | 1.6 | 3.7 | 1.5 | -1.2 | -0.4 |
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| 8000 | 1.1 | 42.4 | 10.1 | 31.4 | 25.4 | 30 |
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| 0.1 | 1.7 | 1.7 | 0.9 | 4.8 | 1.1 |
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| 7750 | 1 | 47.4 | 7.3 | 33.5 | 18.6 | 31.5 |
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| 0 | 1.7 | 1.3 | 1 | 4 | 1.2 |
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| 7500 | 1 | 52.8 | 5.5 | 35.7 | 13 | 32.8 |
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| 0 | 2 | 1.3 | 1.4 | 1.7 | 0.7 |
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| 7250 | 1 | 58.4 | 4.1 | 37.8 | 0 | 0 |
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| 0 | 2.3 | 0.8 | 1.2 | 0 | 0 |
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| 7000 | 1 | 64.1 | 3.6 | 40.8 | 7.4 | 36.2 |
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| 0 | 2.6 | 0.9 | 1.7 | -0.3 | -0.2 |
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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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