2010/12/01(Wed)OP
| P/C | 1.1 | -0.1 | 1.3 | 1.7 | 1.7 | 1.2 | 1.1 | 1.5 | 1.3 | 0.7 |
| 先物 | 10002.5 | 57.5 | 9945 | 10127.5 | 10052.5 | 10082.5 | 10047.5 | 10092.5 | 10057.5 | 9987.5 |
| 基準 | 21.6 | -0.6 | 22.2 | 20.9 | 20.5 | 20.1 | 20.8 | 19.3 | 20.1 | 21 |
| 期近 | 23.6 | -0.8 | 24.4 | 22.4 | 21.2 | 20.6 | 21.5 | 19.7 | 20.3 | 21.4 |
| 期先1 | 20.7 | -0.4 | 21.1 | 20.1 | 19.8 | 19.6 | 20 | 18.7 | 19.4 | 19.9 |
| 期先2 | 21.6 | -0.1 | 21.8 | 20.9 | 20.7 | 20.5 | 20.6 | 19.9 | 20.3 | 19.6 |
| 当/先 | 1.1 | 0 | 1.2 | 1.1 | 1.1 | 1 | 1.1 | 1.1 | 1 | 1.1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 0.9 | 1 | 1 |
| 8 | 43 | 70 |
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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 | 10000 | 12C1000 | 12C1025 | 12C1050 | 12C1075 | 12C1100 | 12C1125 |
| 1 | 1.7 | 2.8 | 5.2 | 10.5 | 24.8 | 59.9 | 141.3 | 285.4 | 144.1 | 47 | 10.6 | 2.2 | 1 | 1 |
| -0.5 | -0.5 | -2.1 | -4.1 | -7.7 | -14.6 | -25.3 | -40 | -21.8 | 18.1 | 4.7 | 0.4 | -0.4 | 0 | 0 |
| 49 | 44.9 | 40.2 | 36 | 32 | 28.8 | 25.9 | 23.6 | 23.6 | 23.6 | 22.3 | 21.8 | 22.4 | 25.8 | 31.1 |
| 1.7 | 2.5 | 0.4 | 0 | -0.3 | -0.4 | -0.3 | -0.3 | -0.2 | -0.2 | -0.5 | -0.5 | -0.8 | 0.1 | 0.4 |
| 0 | -0.01 | -0.01 | -0.02 | -0.05 | -0.11 | -0.25 | -0.49 |
| 0.51 | 0.24 | 0.07 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.005 | 0.011 | 0.022 | 0.044 | 0.081 | 0.112 |
| 0.111 | 0.092 | 0.042 | 0.013 | 0.006 | 0.004 |
| 0.19 | 0.32 | 0.5 | 0.88 | 1.58 | 2.93 | 4.82 | 6.04 |
| 6.04 | 4.71 | 2.1 | 0.66 | 0.33 | 0.28 |
| -0.55 | -0.85 | -1.2 | -1.89 | -3.03 | -5.05 | -7.45 | -8.51 |
| -8.54 | -6.28 | -2.75 | -0.89 | -0.5 | -0.52 |
| 1P825 | 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 9990 | 1C1000 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 |
| 16.3 | 23.9 | 35 | 53 | 81.4 | 125 | 192.1 | 288.4 | 569.6 | 281.3 | 166.1 | 90 | 44.6 | 20.2 | 9 |
| -3.9 | -5.1 | -6.9 | -9.8 | -13.7 | -19.6 | -25.8 | -34.4 | -8.8 | 25.5 | 16.6 | 10 | 4.1 | 1.2 | 0.2 |
| 32 | 30.1 | 28.2 | 26.5 | 24.9 | 23.5 | 22.3 | 21.1 | 20.7 | 20.3 | 19.5 | 19 | 18.7 | 18.5 | 18.6 |
| -0.2 | -0.1 | -0.1 | -0.1 | -0.1 | -0.1 | -0.1 | -0.2 | -0.1 | 0 | -0.1 | -0.1 | -0.3 | -0.4 | -0.5 |
| -0.04 | -0.05 | -0.08 | -0.11 | -0.17 | -0.25 | -0.35 | -0.48 |
| 0.52 | 0.37 | 0.24 | 0.14 | 0.07 | 0.04 |
| 0.007 | 0.01 | 0.015 | 0.021 | 0.029 | 0.039 | 0.048 | 0.055 |
| 0.057 | 0.056 | 0.047 | 0.034 | 0.022 | 0.012 |
| 2.71 | 3.7 | 4.97 | 6.67 | 8.73 | 10.93 | 12.83 | 13.74 |
| 13.74 | 13.03 | 10.73 | 7.66 | 4.77 | 2.72 |
| -1 | -1.28 | -1.61 | -2.04 | -2.51 | -2.95 | -3.28 | -3.33 |
| -3.23 | -2.94 | -2.36 | -1.66 | -1.02 | -0.59 |
| 2P825 | 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 9990 | 2C1000 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 |
| 42.2 | 57.2 | 78.8 | 108.8 | 150 | 205.7 | 280.3 | 381.8 | 757.1 | 375.2 | 254.8 | 164.7 | 100 | 57.3 | 32.3 |
| -2.9 | -5 | -6.8 | -8.5 | -11.4 | -17 | -25.6 | -29.4 | -1.1 | 28.3 | 21.7 | 15.8 | 9.9 | 4.8 | 2.6 |
| 30.7 | 29.2 | 27.8 | 26.5 | 25.2 | 24 | 22.8 | 21.9 | 21.6 | 21.3 | 20.6 | 20 | 19.5 | 19.2 | 19.1 |
| 0.4 | 0.3 | 0.3 | 0.3 | 0.3 | 0.2 | 0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0 | -0.2 | -0.2 |
| -0.07 | -0.09 | -0.12 | -0.17 | -0.22 | -0.29 | -0.38 | -0.48 |
| 0.52 | 0.41 | 0.31 | 0.21 | 0.14 | 0.09 |
| 0.01 | 0.013 | 0.017 | 0.021 | 0.027 | 0.033 | 0.038 | 0.041 |
| 0.043 | 0.043 | 0.04 | 0.034 | 0.026 | 0.019 |
| 5.72 | 7.19 | 8.96 | 10.97 | 13.09 | 15.11 | 16.71 | 17.5 |
| 17.5 | 17.09 | 15.42 | 12.77 | 9.72 | 6.94 |
| -1.25 | -1.49 | -1.77 | -2.06 | -2.34 | -2.57 | -2.7 | -2.71 |
| -2.66 | -2.51 | -2.2 | -1.78 | -1.33 | -0.94 |
| 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 |
| 19.6 | 6 | 20.1 | 1 | 45.7 | 1 | 12000 |
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| 0.3 | 1.3 | -1 | -0.4 | 1.3 | 0 |
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| 19.2 | 9.9 | 19.9 | 2.4 | 41 | 1 | 11750 |
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| -0.1 | 0.9 | -0.4 | 0 | 1 | 0 |
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| 19.1 | 18 | 19.1 | 4.4 | 36.1 | 1 | 11500 |
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| -0.1 | 1.9 | -0.1 | 0.5 | 0.7 | 0 |
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| 19.1 | 32.3 | 18.6 | 9 | 31.1 | 1 | 11250 |
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| -0.2 | 2.6 | -0.5 | 0.2 | 0.4 | 0 |
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| 19.2 | 57.3 | 18.5 | 20.2 | 25.8 | 1 | 11000 |
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| -0.2 | 4.8 | -0.4 | 1.2 | 0.1 | 0 |
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| 19.5 | 100 | 18.7 | 44.6 | 22.4 | 2.2 | 10750 |
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| 0 | 9.9 | -0.3 | 4.1 | -0.8 | -0.4 |
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| 20 | 164.7 | 19 | 90 | 21.8 | 10.6 | 10500 | 507.8 | 21.7 | 598 | 20.1 | 670 | 20.7 |
| 0.1 | 15.8 | -0.1 | 10 | -0.5 | 0.4 | -60.3 | -2 | -49.1 | -0.3 | -40.2 | 0.1 |
| 20.6 | 254.8 | 19.5 | 166.1 | 22.3 | 47 | 10250 | 291.5 | 21.7 | 421.9 | 20.2 | 512.5 | 21.3 |
| 0.1 | 21.7 | -0.1 | 16.6 | -0.5 | 4.7 | -57.4 | -1.5 | -45.9 | -0.5 | -32.7 | 0.2 |
| 21.3 | 375.2 | 20.3 | 281.3 | 23.6 | 144.1 | 10000 | 141.3 | 23.6 | 288.4 | 21.1 | 381.8 | 21.9 |
| 0.1 | 28.3 | 0 | 25.5 | -0.2 | 18.1 | -40 | -0.3 | -34.4 | -0.2 | -29.4 | 0.1 |
| 22.2 | 524.8 | 21.4 | 434.7 | 25.5 | 310.7 | 9750 | 59.9 | 25.9 | 192.1 | 22.3 | 280.3 | 22.8 |
| 0.1 | 34.8 | -0.1 | 32.7 | -0.5 | 31.1 | -25.3 | -0.3 | -25.8 | -0.1 | -25.6 | 0 |
| 23 | 695.3 | 22.5 | 617.6 | 29.2 | 528.5 | 9500 | 24.8 | 28.8 | 125 | 23.5 | 205.7 | 24 |
| -1.2 | 18.6 | 0 | 40.6 | 0.7 | 46.7 | -14.6 | -0.4 | -19.6 | -0.1 | -17 | 0.2 |
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| 9250 | 10.5 | 32 | 81.4 | 24.9 | 150 | 25.2 |
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| -7.7 | -0.3 | -13.7 | -0.1 | -11.4 | 0.3 |
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| 9000 | 5.2 | 36 | 53 | 26.5 | 108.8 | 26.5 |
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| -4.1 | 0 | -9.8 | -0.1 | -8.5 | 0.3 |
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| 8750 | 2.8 | 40.2 | 35 | 28.2 | 78.8 | 27.8 |
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| -2.1 | 0.4 | -6.9 | -0.1 | -6.8 | 0.3 |
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| 8500 | 1.7 | 44.9 | 23.9 | 30.1 | 57.2 | 29.2 |
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| -0.5 | 2.5 | -5.1 | -0.1 | -5 | 0.3 |
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| 8250 | 1 | 49 | 16.3 | 32 | 42.2 | 30.7 |
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| -0.5 | 1.7 | -3.9 | -0.2 | -2.9 | 0.4 |
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| 8000 | 1 | 56.1 | 11.2 | 33.9 | 31.3 | 32.3 |
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| 0 | 4.3 | -3 | -0.3 | -3 | 0.2 |
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| 7750 | 1 | 63.2 | 8 | 36.1 | 23.6 | 34.1 |
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| 0 | 4.7 | -2 | -0.2 | -1.4 | 0.5 |
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| 7500 | 1 | 70.6 | 6.4 | 38.8 | 17.9 | 35.8 |
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| 0 | 5 | -1.1 | 0.2 | -0.3 | 0.7 |
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| 7250 | 1 | 78.2 | 4.8 | 41.1 | 0 | 0 |
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| 0 | 5.4 | -0.5 | 0.5 | 0 | 0 |
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| 7000 | 1 | 86 | 3.8 | 43.7 | 10.1 | 39.3 |
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| 0 | 5.9 | -0.4 | 0.5 | -0.9 | 0.3 |
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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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