2010/12/02(Thu)OP
| P/C | 1 | -0.2 | 1.1 | 1.3 | 1.7 | 1.7 | 1.2 | 1.1 | 1.5 | 1.3 |
| 先物 | 10167.5 | 165 | 10002.5 | 9945 | 10127.5 | 10052.5 | 10082.5 | 10047.5 | 10092.5 | 10057.5 |
| 基準 | 20.5 | -1.1 | 21.6 | 22.2 | 20.9 | 20.5 | 20.1 | 20.8 | 19.3 | 20.1 |
| 期近 | 22 | -1.6 | 23.6 | 24.4 | 22.4 | 21.2 | 20.6 | 21.5 | 19.7 | 20.3 |
| 期先1 | 19.9 | -0.8 | 20.7 | 21.1 | 20.1 | 19.8 | 19.6 | 20 | 18.7 | 19.4 |
| 期先2 | 20.8 | -0.8 | 21.6 | 21.8 | 20.9 | 20.7 | 20.5 | 20.6 | 19.9 | 20.3 |
| 当/先 | 1.1 | 0 | 1.1 | 1.2 | 1.1 | 1.1 | 1 | 1.1 | 1.1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 0.9 | 1 |
| 7 | 42 | 69 |
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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 | 10170 | 12C1025 | 12C1050 | 12C1075 | 12C1100 | 12C1125 | 12C1150 |
| 1 | 1.6 | 2.7 | 4.6 | 8.9 | 22.9 | 65.3 | 169 | 256.5 | 87.5 | 22.9 | 5 | 1.3 | 1 | 1 |
| -0.7 | -1.2 | -2.5 | -5.9 | -15.9 | -37 | -76 | -122.5 | -81.9 | 40.5 | 12.2 | 2.8 | 0.3 | 0 | 0 |
| 48.9 | 44 | 39.3 | 34.3 | 29.4 | 25.8 | 23.2 | 21.4 | 21.5 | 21.5 | 21.2 | 22.1 | 23.9 | 29 | 34.4 |
| 3.9 | 3.8 | 3.3 | 2.2 | 0.5 | -0.1 | -0.4 | -0.4 | -0.7 | -0.8 | -0.6 | -0.4 | -1.8 | -2.1 | -1.7 |
| 0 | -0.01 | -0.01 | -0.02 | -0.05 | -0.12 | -0.3 | -0.6 |
| 0.4 | 0.15 | 0.04 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.012 | 0.024 | 0.054 | 0.104 | 0.125 |
| 0.125 | 0.075 | 0.027 | 0.008 | 0.005 | 0.004 |
| 0.19 | 0.3 | 0.5 | 0.83 | 1.48 | 2.93 | 5.03 | 5.58 |
| 5.58 | 3.31 | 1.22 | 0.41 | 0.29 | 0.26 |
| -0.62 | -0.89 | -1.33 | -1.93 | -2.95 | -5.13 | -7.93 | -8.08 |
| -8.17 | -4.79 | -1.84 | -0.67 | -0.58 | -0.6 |
| 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 1P1025 | 10160 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 15.1 | 22.6 | 34.6 | 53.7 | 85 | 134.5 | 210 | 320.1 | 547.6 | 227.5 | 129.2 | 65.9 | 31.7 | 14.6 | 6.4 |
| -8.8 | -12.3 | -18.4 | -27.7 | -39.9 | -57.6 | -78.4 | -101.7 | -40.3 | 61.5 | 39.2 | 21.3 | 11.5 | 5.6 | 2 |
| 30 | 28.1 | 26.4 | 24.8 | 23.3 | 22 | 20.9 | 20 | 19.5 | 19.2 | 18.7 | 18.2 | 18.2 | 18.3 | 18.4 |
| -0.2 | -0.1 | -0.1 | -0.2 | -0.1 | -0.2 | -0.2 | -0.2 | -0.3 | -0.3 | -0.4 | -0.5 | -0.4 | -0.3 | -0.7 |
| -0.04 | -0.05 | -0.08 | -0.12 | -0.19 | -0.28 | -0.39 | -0.53 |
| 0.46 | 0.32 | 0.19 | 0.11 | 0.06 | 0.03 |
| 0.008 | 0.011 | 0.016 | 0.024 | 0.033 | 0.044 | 0.053 | 0.057 |
| 0.06 | 0.055 | 0.043 | 0.029 | 0.018 | 0.01 |
| 2.7 | 3.75 | 5.17 | 7.01 | 9.26 | 11.56 | 13.32 | 13.77 |
| 13.76 | 12.36 | 9.52 | 6.41 | 3.88 | 2.15 |
| -0.95 | -1.24 | -1.61 | -2.05 | -2.54 | -3 | -3.28 | -3.24 |
| -3.13 | -2.73 | -2.06 | -1.38 | -0.84 | -0.47 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10160 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 41.6 | 57 | 79.8 | 111.2 | 155.5 | 217.1 | 299.7 | 410.2 | 730.6 | 320.4 | 210.3 | 130.2 | 76.4 | 43.4 | 23.7 |
| -15.6 | -21.7 | -28.9 | -38.8 | -50.2 | -63.2 | -82.1 | -102.3 | -36.7 | 65.6 | 45.5 | 30.2 | 19.2 | 11.1 | 5.7 |
| 29 | 27.5 | 26.2 | 24.9 | 23.7 | 22.6 | 21.6 | 20.8 | 20.4 | 20.2 | 19.5 | 19 | 18.7 | 18.5 | 18.4 |
| -0.2 | -0.3 | -0.3 | -0.3 | -0.3 | -0.2 | -0.3 | -0.5 | -0.4 | -0.3 | -0.5 | -0.5 | -0.5 | -0.6 | -0.7 |
| -0.07 | -0.09 | -0.13 | -0.18 | -0.24 | -0.32 | -0.41 | -0.52 |
| 0.48 | 0.37 | 0.26 | 0.18 | 0.11 | 0.07 |
| 0.01 | 0.014 | 0.018 | 0.024 | 0.029 | 0.036 | 0.041 | 0.043 |
| 0.044 | 0.044 | 0.039 | 0.031 | 0.023 | 0.016 |
| 5.92 | 7.48 | 9.39 | 11.51 | 13.74 | 15.79 | 17.24 | 17.67 |
| 17.66 | 16.73 | 14.51 | 11.53 | 8.48 | 5.82 |
| -1.24 | -1.48 | -1.77 | -2.06 | -2.34 | -2.57 | -2.67 | -2.63 |
| -2.59 | -2.37 | -2 | -1.55 | -1.13 | -0.77 |
| 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 | 6.6 | 20 | 1.9 | 44.7 | 1 | 12000 |
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| -1.1 | 0.7 | 0 | 0.9 | -1 | 0 |
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| 18.3 | 12.1 | 19 | 3.2 | 39.7 | 1 | 11750 |
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| -0.9 | 2.2 | -0.8 | 0.8 | -1.3 | 0 |
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| 18.4 | 23.7 | 18.4 | 6.4 | 34.4 | 1 | 11500 |
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| -0.7 | 5.7 | -0.7 | 2 | -1.7 | 0 |
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| 18.5 | 43.4 | 18.3 | 14.6 | 29 | 1 | 11250 |
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| -0.6 | 11.1 | -0.3 | 5.6 | -2.1 | 0 |
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| 18.7 | 76.4 | 18.2 | 31.7 | 23.9 | 1.3 | 11000 |
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| -0.5 | 19.2 | -0.4 | 11.5 | -1.8 | 0.3 |
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| 19 | 130.2 | 18.2 | 65.9 | 22.1 | 5 | 10750 | 588 | 22.6 | 656.9 | 19.2 | 720 | 19.6 |
| -0.5 | 30.2 | -0.5 | 21.3 | -0.4 | 2.8 | -161.9 | -0.5 | -145.2 | -0.9 | -137.5 | -0.8 |
| 19.5 | 210.3 | 18.7 | 129.2 | 21.2 | 22.9 | 10500 | 355.3 | 21.3 | 470.4 | 19.5 | 550.2 | 20.1 |
| -0.5 | 45.5 | -0.4 | 39.2 | -0.6 | 12.2 | -152.4 | -0.4 | -127.6 | -0.6 | -119.8 | -0.6 |
| 20.2 | 320.4 | 19.2 | 227.5 | 21.5 | 87.5 | 10250 | 169 | 21.4 | 320.1 | 20 | 410.2 | 20.8 |
| -0.3 | 65.6 | -0.3 | 61.5 | -0.8 | 40.5 | -122.5 | -0.4 | -101.7 | -0.2 | -102.3 | -0.5 |
| 21.1 | 460.2 | 20 | 366.9 | 22.8 | 231 | 10000 | 65.3 | 23.2 | 210 | 20.9 | 299.7 | 21.6 |
| -0.2 | 85 | -0.3 | 85.6 | -0.8 | 86.9 | -76 | -0.4 | -78.4 | -0.2 | -82.1 | -0.3 |
| 21.9 | 625 | 21.2 | 543 | 24.7 | 437.5 | 9750 | 22.9 | 25.8 | 134.5 | 22 | 217.1 | 22.6 |
| -0.3 | 100.2 | -0.2 | 108.3 | -0.8 | 126.8 | -37 | -0.1 | -57.6 | -0.2 | -63.2 | -0.2 |
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| 9500 | 8.9 | 29.4 | 85 | 23.3 | 155.5 | 23.7 |
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| -15.9 | 0.5 | -39.9 | -0.1 | -50.2 | -0.3 |
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| 9250 | 4.6 | 34.3 | 53.7 | 24.8 | 111.2 | 24.9 |
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| -5.9 | 2.2 | -27.7 | -0.2 | -38.8 | -0.3 |
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| 9000 | 2.7 | 39.3 | 34.6 | 26.4 | 79.8 | 26.2 |
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| -2.5 | 3.3 | -18.4 | -0.1 | -28.9 | -0.3 |
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| 8750 | 1.6 | 44 | 22.6 | 28.1 | 57 | 27.5 |
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| -1.2 | 3.8 | -12.3 | -0.1 | -21.7 | -0.3 |
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| 8500 | 1 | 48.9 | 15.1 | 30 | 41.6 | 29 |
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| -0.7 | 3.9 | -8.8 | -0.2 | -15.6 | -0.2 |
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| 8250 | 1 | 56.2 | 10.2 | 31.8 | 30 | 30.5 |
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| 0 | 7.1 | -6.1 | -0.2 | -12.2 | -0.3 |
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| 8000 | 1 | 63.6 | 7.1 | 33.8 | 22.4 | 32.2 |
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| 0 | 7.5 | -4.1 | -0.1 | -8.9 | -0.2 |
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| 7750 | 1 | 71.2 | 5.1 | 36 | 16.1 | 33.6 |
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| 0 | 8 | -3 | -0.1 | -7.5 | -0.5 |
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| 7500 | 1 | 79.1 | 3.6 | 38.1 | 12 | 35.3 |
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| 0 | 8.4 | -2.8 | -0.6 | -6 | -0.6 |
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| 7250 | 1 | 87.1 | 2.9 | 40.7 | 0 | 0 |
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| 0 | 8.9 | -1.9 | -0.4 | 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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