2010/11/26(Fri)OP
| P/C | 1.7 | 0.5 | 1.2 | 1.1 | 1.5 | 1.3 | 0.7 | 1.1 | 1.1 | 1 |
| 先物 | 10052.5 | -30 | 10082.5 | 10047.5 | 10092.5 | 10057.5 | 9987.5 | 9827.5 | 9782.5 | 9825 |
| 基準 | 20.5 | 0.4 | 20.1 | 20.8 | 19.3 | 20.1 | 21 | 21.2 | 21.5 | 21 |
| 期近 | 21.2 | 0.6 | 20.6 | 21.5 | 19.7 | 20.3 | 21.4 | 21.4 | 21.7 | 21.1 |
| 期先1 | 19.8 | 0.2 | 19.6 | 20 | 18.7 | 19.4 | 19.9 | 20 | 20.3 | 19.9 |
| 期先2 | 20.7 | 0.3 | 20.5 | 20.6 | 19.9 | 20.3 | 19.6 | 6.3 | 2.6 | 5.9 |
| 当/先 | 1.1 | 0 | 1 | 1.1 | 1.1 | 1 | 1.1 | 1.1 | 1.1 | 1.1 |
| 先/先2 | 1 | 0 | 1 | 1 | 0.9 | 1 | 1 | 3.2 | 7.7 | 3.4 |
| 13 | 48 | 75 |
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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 |
| 1.1 | 2 | 3 | 5.6 | 11.8 | 27.6 | 62.8 | 139.6 | 330.5 | 190.9 | 78.1 | 25.2 | 7.3 | 2.4 | 1 |
| -0.3 | 0.1 | 0.4 | 0.5 | 0.9 | 2.9 | 6.3 | 12.8 | -8.7 | -21.5 | -12.6 | -7.7 | -2.1 | -0.5 | 0 |
| 40.1 | 37 | 33.2 | 30 | 27.3 | 25.1 | 23 | 21.5 | 21.4 | 21.3 | 20.3 | 20 | 20.5 | 21.8 | 23.6 |
| -0.2 | 1.1 | 1.2 | 0.9 | 0.7 | 0.8 | 0.7 | 0.8 | 0.5 | 0.2 | 0.4 | 0 | 0.5 | 0.8 | 1.4 |
| 0 | -0.01 | -0.01 | -0.03 | -0.05 | -0.11 | -0.24 | -0.44 |
| 0.56 | 0.32 | 0.13 | 0.05 | 0.02 | 0.01 |
| 0.002 | 0.003 | 0.005 | 0.01 | 0.02 | 0.04 | 0.07 | 0.095 |
| 0.096 | 0.091 | 0.056 | 0.024 | 0.01 | 0.004 |
| 0.25 | 0.43 | 0.66 | 1.13 | 2.06 | 3.73 | 5.94 | 7.59 |
| 7.59 | 6.84 | 4.12 | 1.84 | 0.79 | 0.37 |
| -0.38 | -0.59 | -0.81 | -1.27 | -2.1 | -3.5 | -5.1 | -6.1 |
| -6.06 | -5.2 | -3.09 | -1.41 | -0.64 | -0.32 |
| 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 10040 | 1C1000 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 |
| 14.4 | 21.3 | 30.6 | 47.7 | 74.2 | 115.2 | 179.4 | 270.6 | 584.2 | 313.5 | 190.4 | 109 | 56.3 | 28 | 13 |
| 2.4 | 2.9 | 3.1 | 5.3 | 7 | 8.8 | 12.3 | 12.6 | -5.4 | -18 | -16.1 | -11 | -8.4 | -4.2 | -2.9 |
| 30.2 | 28.5 | 26.5 | 25.1 | 23.7 | 22.4 | 21.4 | 20.4 | 20.1 | 19.6 | 18.8 | 18.6 | 18.2 | 18.2 | 18.2 |
| 0.9 | 0.7 | 0.5 | 0.6 | 0.5 | 0.4 | 0.4 | 0.1 | 0.1 | 0.1 | -0.1 | 0 | -0.2 | 0 | -0.2 |
| -0.03 | -0.05 | -0.07 | -0.1 | -0.16 | -0.23 | -0.33 | -0.46 |
| 0.54 | 0.4 | 0.27 | 0.16 | 0.09 | 0.05 |
| 0.006 | 0.009 | 0.014 | 0.02 | 0.028 | 0.037 | 0.046 | 0.053 |
| 0.055 | 0.056 | 0.049 | 0.037 | 0.025 | 0.015 |
| 2.63 | 3.62 | 4.84 | 6.63 | 8.79 | 11.15 | 13.29 | 14.51 |
| 14.51 | 14.16 | 12.13 | 9.06 | 6.08 | 3.67 |
| -0.82 | -1.06 | -1.33 | -1.72 | -2.15 | -2.58 | -2.93 | -3.05 |
| -2.96 | -2.77 | -2.33 | -1.71 | -1.15 | -0.69 |
| 2P825 | 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 10040 | 2C1000 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 |
| 35 | 50 | 68 | 95.5 | 135 | 188.2 | 260.7 | 359.5 | 760 | 400.5 | 275 | 179.9 | 113.7 | 67.4 | 39.5 |
| 3.5 | 5.1 | 5.7 | 6.6 | 10.3 | 13.2 | 12.6 | 17.1 | -2.3 | -19.4 | -14.6 | -12.8 | -7.2 | -6.7 | -3.3 |
| 29 | 27.8 | 26.3 | 25.1 | 24 | 23 | 22 | 21.3 | 21 | 20.5 | 19.8 | 19.3 | 19.1 | 18.8 | 18.7 |
| 0.5 | 0.6 | 0.5 | 0.4 | 0.5 | 0.5 | 0.3 | 0.3 | 0.2 | 0 | 0.1 | 0 | 0.1 | 0 | 0.1 |
| -0.06 | -0.08 | -0.11 | -0.15 | -0.21 | -0.28 | -0.36 | -0.46 |
| 0.54 | 0.43 | 0.33 | 0.23 | 0.16 | 0.1 |
| 0.009 | 0.012 | 0.016 | 0.021 | 0.026 | 0.032 | 0.037 | 0.041 |
| 0.042 | 0.043 | 0.041 | 0.035 | 0.028 | 0.021 |
| 5.34 | 6.92 | 8.64 | 10.75 | 13.04 | 15.26 | 17.09 | 18.12 |
| 18.12 | 17.96 | 16.47 | 13.97 | 10.94 | 8.06 |
| -1.03 | -1.27 | -1.51 | -1.79 | -2.08 | -2.32 | -2.48 | -2.54 |
| -2.48 | -2.37 | -2.12 | -1.77 | -1.37 | -1 |
| 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 | 7 | 19.8 | 1.9 | 35.2 | 1 | 12000 |
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| 0.1 | -0.9 | 0.3 | -0.1 | 1.8 | 0 |
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| 18.7 | 12 | 18.9 | 3 | 31.5 | 1 | 11750 |
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| -0.1 | -1.8 | -0.1 | -0.8 | 1.6 | 0 |
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| 18.5 | 21.1 | 18.5 | 6.3 | 27.6 | 1 | 11500 |
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| -0.2 | -3.5 | -0.1 | -1.5 | 1.5 | 0 |
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| 18.7 | 39.5 | 18.2 | 13 | 23.6 | 1 | 11250 |
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| 0.1 | -3.3 | -0.2 | -2.9 | 1.4 | 0 |
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| 18.8 | 67.4 | 18.2 | 28 | 21.8 | 2.4 | 11000 |
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| 0 | -6.7 | 0 | -4.2 | 0.8 | -0.5 |
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| 19.1 | 113.7 | 18.2 | 56.3 | 20.5 | 7.3 | 10750 |
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| 0.1 | -7.2 | -0.2 | -8.4 | 0.5 | -2.1 |
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| 19.3 | 179.9 | 18.6 | 109 | 20 | 25.2 | 10500 | 474.5 | 20.5 | 566.6 | 19.5 | 639.8 | 20.2 |
| 0 | -12.8 | 0 | -11 | 0 | -7.7 | 25 | 0.6 | 22.5 | 0.3 | 24.8 | 0.4 |
| 19.8 | 275 | 18.8 | 190.4 | 20.3 | 78.1 | 10250 | 277.3 | 20.6 | 400.1 | 19.8 | 484.3 | 20.6 |
| 0.1 | -14.6 | -0.1 | -16.1 | 0.4 | -12.6 | 21.9 | 1 | 17.6 | 0.2 | 19.3 | 0.3 |
| 20.5 | 400.5 | 19.6 | 313.5 | 21.3 | 190.9 | 10000 | 139.6 | 21.5 | 270.6 | 20.4 | 359.5 | 21.3 |
| 0 | -19.4 | 0.1 | -18 | 0.2 | -21.5 | 12.8 | 0.8 | 12.6 | 0.1 | 17.1 | 0.3 |
| 21.4 | 554.8 | 20.5 | 470.6 | 22.6 | 363 | 9750 | 62.8 | 23 | 179.4 | 21.4 | 260.7 | 22 |
| 0.1 | -20.2 | 0.1 | -21.8 | 0.5 | -25.3 | 6.3 | 0.7 | 12.3 | 0.4 | 12.6 | 0.3 |
| 22 | 727.5 | 21.4 | 657.6 | 24.4 | 577.8 | 9500 | 27.6 | 25.1 | 115.2 | 22.4 | 188.2 | 23 |
| 0 | -25 | 0.1 | -24.5 | -0.1 | -30.4 | 2.9 | 0.8 | 8.8 | 0.4 | 13.2 | 0.5 |
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| 9250 | 11.8 | 27.3 | 74.2 | 23.7 | 135 | 24 |
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| 0.9 | 0.7 | 7 | 0.5 | 10.3 | 0.5 |
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| 9000 | 5.6 | 30 | 47.7 | 25.1 | 95.5 | 25.1 |
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| 0.5 | 0.9 | 5.3 | 0.6 | 6.6 | 0.4 |
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| 8750 | 3 | 33.2 | 30.6 | 26.5 | 68 | 26.3 |
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| 0.4 | 1.2 | 3.1 | 0.5 | 5.7 | 0.5 |
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| 8500 | 2 | 37 | 21.3 | 28.5 | 50 | 27.8 |
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| 0.1 | 1.1 | 2.9 | 0.7 | 5.1 | 0.6 |
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| 8250 | 1.1 | 40.1 | 14.4 | 30.2 | 35 | 29 |
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| -0.3 | -0.2 | 2.4 | 0.9 | 3.5 | 0.5 |
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| 8000 | 1 | 45.2 | 10.2 | 32.2 | 26.6 | 30.7 |
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| 0 | 1.1 | 1.4 | 0.7 | 3.4 | 0.7 |
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| 7750 | 1 | 50.9 | 7.7 | 34.4 | 20 | 32.4 |
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| 0 | 1.3 | 1.4 | 1 | 3 | 0.9 |
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| 7500 | 1 | 56.7 | 5.6 | 36.6 | 14.8 | 33.9 |
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| 0 | 1.5 | 0.8 | 0.8 | 2.4 | 0.9 |
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| 7250 | 1 | 62.7 | 4.3 | 38.9 | 0 | 0 |
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| 0 | 1.7 | 0.6 | 0.8 | 0 | 0 |
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| 7000 | 1 | 68.8 | 3.4 | 41.4 | 8.8 | 37.6 |
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| 0 | 2 | 0.6 | 1 | 1.3 | 0.8 |
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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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