2010/11/29(Mon)OP
| P/C | 1.7 | 0.1 | 1.7 | 1.2 | 1.1 | 1.5 | 1.3 | 0.7 | 1.1 | 1.1 |
| 先物 | 10127.5 | 75 | 10052.5 | 10082.5 | 10047.5 | 10092.5 | 10057.5 | 9987.5 | 9827.5 | 9782.5 |
| 基準 | 20.9 | 0.5 | 20.5 | 20.1 | 20.8 | 19.3 | 20.1 | 21 | 21.2 | 21.5 |
| 期近 | 22.4 | 1.2 | 21.2 | 20.6 | 21.5 | 19.7 | 20.3 | 21.4 | 21.4 | 21.7 |
| 期先1 | 20.1 | 0.3 | 19.8 | 19.6 | 20 | 18.7 | 19.4 | 19.9 | 20 | 20.3 |
| 期先2 | 20.9 | 0.2 | 20.7 | 20.5 | 20.6 | 19.9 | 20.3 | 19.6 | 6.3 | 2.6 |
| 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 | 1 | 0.9 | 1 | 1 | 3.2 | 7.7 |
| 10 | 45 | 72 |
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| 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10250 | 10250 | 10500 | 10750 | 11000 | 11250 | 11500 |
| 12P850 | 12P875 | 12P900 | 12P925 | 12P950 | 12P975 | 12P1000 | 12P1025 | 10120 | 12C1025 | 12C1050 | 12C1075 | 12C1100 | 12C1125 | 12C1150 |
| 1.7 | 2.8 | 5.2 | 9.1 | 19.6 | 43.9 | 100.5 | 219.7 | 313.9 | 94.2 | 30.4 | 7.3 | 2 | 1 | 1 |
| -0.2 | -0.3 | -0.4 | -2.8 | -8 | -18.9 | -39.1 | -57.6 | -41.5 | 16.1 | 5.2 | 0 | -0.4 | 0 | 0 |
| 43 | 38.9 | 35.5 | 31.4 | 28.4 | 25.5 | 23.1 | 22 | 21.6 | 21.5 | 21.3 | 21.2 | 22.4 | 25.3 | 29.9 |
| 6 | 5.7 | 5.6 | 4.2 | 3.2 | 2.5 | 1.6 | 1.4 | 1.3 | 1.2 | 1.2 | 0.7 | 0.6 | 1.6 | 2.2 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.09 | -0.18 | -0.36 | -0.62 |
| 0.38 | 0.16 | 0.05 | 0.01 | 0.01 | 0.01 |
| 0.003 | 0.005 | 0.009 | 0.016 | 0.033 | 0.061 | 0.095 | 0.101 |
| 0.103 | 0.067 | 0.028 | 0.01 | 0.005 | 0.003 |
| 0.33 | 0.52 | 0.92 | 1.5 | 2.69 | 4.51 | 6.41 | 6.5 |
| 6.48 | 4.17 | 1.73 | 0.64 | 0.34 | 0.3 |
| -0.7 | -0.98 | -1.58 | -2.27 | -3.68 | -5.54 | -7.14 | -6.89 |
| -6.74 | -4.29 | -1.78 | -0.69 | -0.41 | -0.43 |
| 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 1P1025 | 10120 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 19 | 27.7 | 41.1 | 62.7 | 97.4 | 152.2 | 234.9 | 351.4 | 570.1 | 218.6 | 124 | 64.9 | 30.9 | 14.4 | 6.4 |
| -2.3 | -2.8 | -6.6 | -11.5 | -17.8 | -27.2 | -35.7 | -48.7 | -20.5 | 28.2 | 15 | 8.6 | 2.8 | 1.4 | 0.1 |
| 29.7 | 27.9 | 26.1 | 24.4 | 23 | 21.8 | 20.8 | 20 | 19.4 | 19.2 | 18.6 | 18.3 | 18.1 | 18.2 | 18.3 |
| 1.2 | 1.3 | 0.9 | 0.7 | 0.6 | 0.4 | 0.4 | 0.2 | 0.3 | 0.4 | 0.1 | 0.1 | -0.1 | -0.1 | -0.2 |
| -0.04 | -0.06 | -0.09 | -0.14 | -0.2 | -0.3 | -0.42 | -0.55 |
| 0.44 | 0.3 | 0.19 | 0.1 | 0.05 | 0.03 |
| 0.008 | 0.012 | 0.018 | 0.025 | 0.034 | 0.044 | 0.052 | 0.055 |
| 0.058 | 0.053 | 0.041 | 0.028 | 0.017 | 0.009 |
| 3.22 | 4.36 | 5.87 | 7.81 | 10.09 | 12.35 | 13.93 | 14.12 |
| 14.1 | 12.47 | 9.58 | 6.41 | 3.91 | 2.18 |
| -1.05 | -1.34 | -1.68 | -2.1 | -2.55 | -2.96 | -3.19 | -3.1 |
| -2.99 | -2.57 | -1.94 | -1.28 | -0.78 | -0.44 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10120 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 45 | 62.4 | 85.9 | 120 | 168.1 | 235 | 323.7 | 438.7 | 745 | 306.3 | 202 | 125.1 | 75.2 | 42.6 | 23.1 |
| -5 | -5.6 | -9.7 | -14.9 | -20.2 | -25.7 | -35.9 | -45.6 | -14.3 | 31.3 | 22 | 11.5 | 7.8 | 3.1 | 2.1 |
| 28.5 | 27.2 | 25.8 | 24.5 | 23.4 | 22.4 | 21.5 | 20.7 | 20.3 | 20.1 | 19.5 | 19 | 18.8 | 18.5 | 18.4 |
| 0.7 | 0.8 | 0.6 | 0.5 | 0.4 | 0.5 | 0.3 | 0.2 | 0.2 | 0.3 | 0.2 | -0.1 | 0 | -0.2 | -0.1 |
| -0.07 | -0.1 | -0.14 | -0.19 | -0.25 | -0.33 | -0.43 | -0.53 |
| 0.47 | 0.36 | 0.25 | 0.17 | 0.11 | 0.07 |
| 0.011 | 0.015 | 0.019 | 0.024 | 0.03 | 0.036 | 0.04 | 0.043 |
| 0.044 | 0.042 | 0.037 | 0.03 | 0.022 | 0.015 |
| 6.34 | 8.02 | 9.95 | 12.15 | 14.4 | 16.39 | 17.69 | 17.93 |
| 17.92 | 16.8 | 14.45 | 11.5 | 8.45 | 5.77 |
| -1.25 | -1.5 | -1.77 | -2.05 | -2.32 | -2.53 | -2.62 | -2.56 |
| -2.5 | -2.27 | -1.9 | -1.5 | -1.08 | -0.73 |
| 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 |
| 0 | 0 | 0 | 0 | 0 | 0 | 12250 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 18.5 | 6.7 | 19.7 | 1.8 | 38.5 | 1 | 12000 |
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| -0.4 | -0.3 | -0.1 | 0 | 3.3 | 0 |
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| 18.4 | 12.3 | 18.9 | 3.3 | 34.3 | 1 | 11750 |
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| -0.3 | 0.4 | 0.1 | 0.3 | 2.8 | 0 |
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| 18.4 | 23.1 | 18.3 | 6.4 | 29.9 | 1 | 11500 |
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| -0.1 | 2.1 | -0.2 | 0.1 | 2.2 | 0 |
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| 18.5 | 42.6 | 18.2 | 14.4 | 25.3 | 1 | 11250 |
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| -0.2 | 3.1 | -0.1 | 1.4 | 1.6 | 0 |
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| 18.8 | 75.2 | 18.1 | 30.9 | 22.4 | 2 | 11000 |
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| 0 | 7.8 | -0.1 | 2.8 | 0.6 | -0.4 |
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| 19 | 125.1 | 18.3 | 64.9 | 21.2 | 7.3 | 10750 | 627.6 | 19.9 | 697.1 | 19.4 | 764.8 | 20.3 |
| -0.1 | 11.5 | 0.1 | 8.6 | 0.7 | 0 | -78.9 | -1.6 | -67.5 | -0.1 | -57.7 | 0.3 |
| 19.5 | 202 | 18.6 | 124 | 21.3 | 30.4 | 10500 | 402.3 | 21.2 | 506.7 | 19.5 | 584.1 | 20.2 |
| 0.2 | 22 | 0.1 | 15 | 1.2 | 5.2 | -72.2 | 0.7 | -59.9 | 0 | -55.7 | 0 |
| 20.1 | 306.3 | 19.2 | 218.6 | 21.5 | 94.2 | 10250 | 219.7 | 22 | 351.4 | 20 | 438.7 | 20.7 |
| 0.3 | 31.3 | 0.4 | 28.2 | 1.2 | 16.1 | -57.6 | 1.4 | -48.7 | 0.2 | -45.6 | 0.2 |
| 20.9 | 442.2 | 20 | 351.6 | 22.7 | 226 | 10000 | 100.5 | 23.1 | 234.9 | 20.8 | 323.7 | 21.5 |
| 0.4 | 41.7 | 0.3 | 38.1 | 1.4 | 35.1 | -39.1 | 1.6 | -35.7 | 0.4 | -35.9 | 0.3 |
| 21.7 | 602.3 | 20.8 | 518 | 25.4 | 421.3 | 9750 | 43.9 | 25.5 | 152.2 | 21.8 | 235 | 22.4 |
| 0.3 | 47.5 | 0.3 | 47.4 | 2.8 | 58.3 | -18.9 | 2.5 | -27.2 | 0.4 | -25.7 | 0.5 |
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| 9500 | 19.6 | 28.4 | 97.4 | 23 | 168.1 | 23.4 |
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| -8 | 3.2 | -17.8 | 0.6 | -20.2 | 0.4 |
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| 9250 | 9.1 | 31.4 | 62.7 | 24.4 | 120 | 24.5 |
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| -2.8 | 4.2 | -11.5 | 0.7 | -14.9 | 0.5 |
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| 9000 | 5.2 | 35.5 | 41.1 | 26.1 | 85.9 | 25.8 |
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| -0.4 | 5.6 | -6.6 | 0.9 | -9.7 | 0.6 |
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| 8750 | 2.8 | 38.9 | 27.7 | 27.9 | 62.4 | 27.2 |
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| -0.3 | 5.7 | -2.8 | 1.3 | -5.6 | 0.8 |
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| 8500 | 1.7 | 43 | 19 | 29.7 | 45 | 28.5 |
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| -0.2 | 6 | -2.3 | 1.2 | -5 | 0.7 |
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| 8250 | 1 | 46.6 | 13.3 | 31.7 | 34.7 | 30.4 |
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| -0.1 | 6.4 | -1.1 | 1.5 | -0.4 | 1.4 |
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| 8000 | 1 | 52.8 | 9.7 | 33.9 | 25.5 | 31.9 |
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| 0 | 7.6 | -0.5 | 1.7 | -1.1 | 1.2 |
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| 7750 | 1 | 59.3 | 7 | 36 | 19.4 | 33.6 |
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| 0 | 8.4 | -0.6 | 1.5 | -0.5 | 1.2 |
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| 7500 | 1 | 65.9 | 5.6 | 38.5 | 15 | 35.4 |
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| 0 | 9.2 | -0.1 | 1.9 | 0.2 | 1.5 |
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| 7250 | 1 | 72.6 | 4.3 | 40.9 | 0 | 0 |
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| 0 | 10 | -0.1 | 2 | 0 | 0 |
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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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