2010/11/25(Thu)OP
| P/C | 1.2 | 0.1 | 1.1 | 1.5 | 1.3 | 0.7 | 1.1 | 1.1 | 1 | 1.6 |
| 先物 | 10082.5 | 35 | 10047.5 | 10092.5 | 10057.5 | 9987.5 | 9827.5 | 9782.5 | 9825 | 9732.5 |
| 基準 | 20.1 | -0.7 | 20.8 | 19.3 | 20.1 | 21 | 21.2 | 21.5 | 21 | 20.6 |
| 期近 | 20.6 | -0.9 | 21.5 | 19.7 | 20.3 | 21.4 | 21.4 | 21.7 | 21.1 | 20.6 |
| 期先1 | 19.6 | -0.3 | 20 | 18.7 | 19.4 | 19.9 | 20 | 20.3 | 19.9 | 20 |
| 期先2 | 20.5 | -0.2 | 20.6 | 19.9 | 20.3 | 19.6 | 6.3 | 2.6 | 5.9 | 1.5 |
| 当/先 | 1 | 0 | 1.1 | 1.1 | 1 | 1.1 | 1.1 | 1.1 | 1.1 | 1 |
| 先/先2 | 1 | 0 | 1 | 0.9 | 1 | 1 | 3.2 | 7.7 | 3.4 | 13.2 |
| 14 | 49 | 76 |
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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 | 10090 | 12C1000 | 12C1025 | 12C1050 | 12C1075 | 12C1100 | 12C1125 |
| 1.4 | 1.8 | 2.7 | 5.1 | 11 | 24.8 | 56.6 | 126.8 | 339.2 | 212.3 | 90.7 | 32.9 | 9.4 | 2.9 | 1 |
| -0.3 | -0.5 | -1 | -1.8 | -3.6 | -8.1 | -16.8 | -28.4 | -16.9 | 11.4 | 0.1 | -0.3 | -1.3 | -0.1 | 0 |
| 40.4 | 35.9 | 32 | 29.1 | 26.6 | 24.3 | 22.3 | 20.8 | 20.9 | 21.1 | 20 | 20.1 | 20 | 21 | 22.3 |
| 1 | 0.7 | 0.3 | 0.2 | 0.2 | -0.2 | -0.6 | -1 | -0.8 | -0.4 | -0.9 | -0.5 | -0.7 | -0.1 | 0 |
| -0.01 | -0.01 | -0.01 | -0.02 | -0.05 | -0.1 | -0.22 | -0.41 |
| 0.59 | 0.35 | 0.16 | 0.06 | 0.02 | 0.01 |
| 0.002 | 0.003 | 0.005 | 0.009 | 0.019 | 0.037 | 0.066 | 0.094 |
| 0.092 | 0.092 | 0.06 | 0.028 | 0.011 | 0.004 |
| 0.31 | 0.42 | 0.62 | 1.08 | 2.01 | 3.62 | 5.88 | 7.79 |
| 7.79 | 7.38 | 4.84 | 2.25 | 0.94 | 0.39 |
| -0.44 | -0.52 | -0.69 | -1.1 | -1.86 | -3.06 | -4.55 | -5.61 |
| -5.74 | -5.14 | -3.39 | -1.57 | -0.69 | -0.3 |
| 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 10070 | 1C1000 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 |
| 12 | 18.4 | 27.4 | 42.4 | 67.2 | 106.4 | 167 | 258 | 589.5 | 331.5 | 206.5 | 120.1 | 64.7 | 32.2 | 16 |
| -2.2 | -3.1 | -4.2 | -6.7 | -8.5 | -12.9 | -18.2 | -22.1 | -9.1 | 13 | 8.9 | 5.7 | 3.6 | 1 | 0.7 |
| 29.3 | 27.8 | 26 | 24.5 | 23.2 | 22 | 21 | 20.2 | 20 | 19.5 | 18.9 | 18.6 | 18.4 | 18.2 | 18.4 |
| -0.2 | -0.1 | -0.1 | -0.2 | -0.1 | -0.2 | -0.3 | -0.2 | -0.2 | -0.2 | -0.2 | -0.1 | -0.1 | -0.2 | -0.1 |
| -0.03 | -0.04 | -0.06 | -0.1 | -0.15 | -0.22 | -0.32 | -0.44 |
| 0.56 | 0.42 | 0.29 | 0.18 | 0.1 | 0.06 |
| 0.006 | 0.009 | 0.013 | 0.019 | 0.027 | 0.036 | 0.046 | 0.053 |
| 0.054 | 0.056 | 0.05 | 0.039 | 0.027 | 0.017 |
| 2.36 | 3.34 | 4.59 | 6.31 | 8.49 | 10.94 | 13.22 | 14.63 |
| 14.62 | 14.5 | 12.66 | 9.75 | 6.64 | 4.21 |
| -0.7 | -0.94 | -1.21 | -1.56 | -1.99 | -2.43 | -2.8 | -2.99 |
| -2.91 | -2.79 | -2.39 | -1.82 | -1.23 | -0.78 |
| 2P825 | 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 10080 | 2C1000 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 |
| 31.5 | 44.9 | 62.3 | 88.9 | 124.7 | 175.1 | 248.1 | 342.5 | 762.3 | 419.9 | 289.6 | 192.8 | 120.9 | 74.2 | 42.8 |
| -3.4 | -2.7 | -5.1 | -6.6 | -9.8 | -15.4 | -17.3 | -22.3 | -2.7 | 19.6 | 11.6 | 8.2 | 3.6 | 4.2 | 1.6 |
| 28.5 | 27.2 | 25.9 | 24.8 | 23.6 | 22.5 | 21.7 | 20.9 | 20.8 | 20.5 | 19.8 | 19.4 | 18.9 | 18.8 | 18.6 |
| -0.1 | 0.2 | 0 | 0 | -0.1 | -0.2 | -0.1 | -0.2 | -0.1 | 0.2 | -0.1 | -0.1 | -0.2 | 0 | -0.1 |
| -0.05 | -0.08 | -0.1 | -0.14 | -0.2 | -0.26 | -0.35 | -0.45 |
| 0.55 | 0.45 | 0.34 | 0.24 | 0.17 | 0.11 |
| 0.008 | 0.011 | 0.015 | 0.02 | 0.025 | 0.032 | 0.037 | 0.041 |
| 0.042 | 0.043 | 0.041 | 0.036 | 0.029 | 0.022 |
| 5.06 | 6.58 | 8.33 | 10.47 | 12.76 | 15.07 | 17.06 | 18.23 |
| 18.23 | 18.23 | 16.9 | 14.46 | 11.54 | 8.52 |
| -0.94 | -1.17 | -1.41 | -1.69 | -1.96 | -2.21 | -2.42 | -2.49 |
| -2.46 | -2.37 | -2.15 | -1.8 | -1.43 | -1.04 |
| 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 | 7.8 | 19.5 | 2 | 33.5 | 1 | 12000 |
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| -0.3 | -0.2 | -0.3 | -0.1 | 0.5 | 0 |
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| 18.7 | 13.8 | 18.9 | 3.7 | 29.9 | 1 | 11750 |
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| -0.1 | 0.6 | -0.2 | -0.1 | 0.4 | 0 |
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| 18.6 | 24.5 | 18.6 | 7.7 | 26.1 | 1 | 11500 |
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| -0.2 | 0.4 | -0.1 | 0.4 | 0.3 | 0 |
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| 18.6 | 42.8 | 18.4 | 16 | 22.3 | 1 | 11250 |
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| -0.1 | 1.6 | -0.1 | 0.7 | 0 | 0 |
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| 18.8 | 74.2 | 18.2 | 32.2 | 21 | 2.9 | 11000 |
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| 0 | 4.2 | -0.2 | 1 | -0.1 | -0.1 |
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| 18.9 | 120.9 | 18.4 | 64.7 | 20 | 9.4 | 10750 |
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| -0.2 | 3.6 | -0.1 | 3.6 | -0.7 | -1.3 |
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| 19.4 | 192.8 | 18.6 | 120.1 | 20.1 | 32.9 | 10500 | 449.4 | 19.9 | 544.1 | 19.2 | 615 | 19.8 |
| -0.1 | 8.2 | -0.1 | 5.7 | -0.5 | -0.3 | -37.5 | -0.9 | -33.8 | -0.5 | -30 | -0.3 |
| 19.8 | 289.6 | 18.9 | 206.5 | 20 | 90.7 | 10250 | 255.4 | 19.6 | 382.5 | 19.6 | 465 | 20.3 |
| -0.1 | 11.6 | -0.2 | 8.9 | -0.9 | 0.1 | -36.3 | -1.1 | -27.5 | -0.3 | -25 | -0.2 |
| 20.5 | 419.9 | 19.5 | 331.5 | 21.1 | 212.3 | 10000 | 126.8 | 20.8 | 258 | 20.2 | 342.5 | 20.9 |
| 0.2 | 19.6 | -0.2 | 13 | -0.4 | 11.4 | -28.4 | -1 | -22.1 | -0.2 | -22.3 | -0.2 |
| 21.3 | 575 | 20.4 | 492.5 | 22.1 | 388.3 | 9750 | 56.6 | 22.3 | 167 | 21 | 248.1 | 21.7 |
| 0.3 | 24.8 | -0.1 | 20 | -1.2 | 14.7 | -16.8 | -0.6 | -18.2 | -0.3 | -17.3 | -0.1 |
| 22 | 752.5 | 21.3 | 682.2 | 24.5 | 608.2 | 9500 | 24.8 | 24.3 | 106.4 | 22 | 175.1 | 22.5 |
| 0.3 | 27.3 | -0.1 | 24.3 | -0.3 | 26.4 | -8.1 | -0.2 | -12.9 | -0.2 | -15.4 | -0.2 |
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| 9250 | 11 | 26.6 | 67.2 | 23.2 | 124.7 | 23.6 |
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| -3.6 | 0.2 | -8.5 | -0.1 | -9.8 | -0.1 |
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| 9000 | 5.1 | 29.1 | 42.4 | 24.5 | 88.9 | 24.8 |
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| -1.8 | 0.2 | -6.7 | -0.2 | -6.6 | 0 |
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| 8750 | 2.7 | 32 | 27.4 | 26 | 62.3 | 25.9 |
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| -1 | 0.3 | -4.2 | -0.1 | -5.1 | 0 |
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| 8500 | 1.8 | 35.9 | 18.4 | 27.8 | 44.9 | 27.2 |
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| -0.5 | 0.7 | -3.1 | -0.1 | -2.7 | 0.2 |
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| 8250 | 1.4 | 40.4 | 12 | 29.3 | 31.5 | 28.5 |
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| -0.3 | 1 | -2.2 | -0.2 | -3.4 | -0.1 |
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| 8000 | 1 | 44.1 | 8.9 | 31.5 | 23.2 | 30 |
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| -0.1 | 1.7 | -1.2 | 0.1 | -2.2 | 0 |
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| 7750 | 1 | 49.6 | 6.3 | 33.4 | 17 | 31.5 |
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| 0 | 2.2 | -1.1 | -0.1 | -1.6 | 0 |
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| 7500 | 1 | 55.2 | 4.9 | 35.8 | 12.3 | 33 |
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| 0 | 2.4 | -0.6 | 0.1 | -0.7 | 0.2 |
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| 7250 | 1 | 61 | 3.7 | 38.1 | 0 | 0 |
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| 0 | 2.6 | -0.3 | 0.3 | 0 | 0 |
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| 7000 | 1 | 66.9 | 2.8 | 40.4 | 7.5 | 36.8 |
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| 0 | 2.7 | -0.8 | -0.4 | 0.1 | 0.6 |
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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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