2010/12/03(Fri)225OP
| P/C | 1.4 | 0.4 | 1 | 1.1 | 1.3 | 1.7 | 1.7 | 1.2 | 1.1 | 1.5 |
| 先物 | 10190 | 22.5 | 10167.5 | 10002.5 | 9945 | 10127.5 | 10052.5 | 10082.5 | 10047.5 | 10092.5 |
| 基準 | 19.3 | -1.2 | 20.5 | 21.6 | 22.2 | 20.9 | 20.5 | 20.1 | 20.8 | 19.3 |
| 期近 | 20.5 | -1.5 | 22 | 23.6 | 24.4 | 22.4 | 21.2 | 20.6 | 21.5 | 19.7 |
| 期先1 | 18.9 | -1 | 19.9 | 20.7 | 21.1 | 20.1 | 19.8 | 19.6 | 20 | 18.7 |
| 期先2 | 20.2 | -0.6 | 20.8 | 21.6 | 21.8 | 20.9 | 20.7 | 20.5 | 20.6 | 19.9 |
| 当/先 | 1.1 | 0 | 1.1 | 1.1 | 1.2 | 1.1 | 1.1 | 1 | 1.1 | 1.1 |
| 先/先2 | 0.9 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 0.9 |
| 6 | 41 | 68 |
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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 | 10190 | 12C1025 | 12C1050 | 12C1075 | 12C1100 | 12C1125 | 12C1150 |
| 1 | 1 | 2 | 3.6 | 6.1 | 14.1 | 47.1 | 141.8 | 220.8 | 79 | 15.7 | 2.5 | 1 | 1 | 1 |
| 0 | -0.6 | -0.7 | -1 | -2.8 | -8.7 | -18.2 | -27.2 | -35.7 | -8.6 | -7.2 | -2.5 | -0.3 | 0 | 0 |
| 53.1 | 45.4 | 41.3 | 36.1 | 30.1 | 25.1 | 22.3 | 20.3 | 20 | 19.7 | 19.3 | 20.4 | 24.4 | 30.6 | 36.4 |
| 4.3 | 1.4 | 2 | 1.8 | 0.7 | -0.7 | -0.9 | -1.1 | -1.5 | -1.8 | -1.9 | -1.7 | 0.5 | 1.6 | 2 |
| 0 | -0.01 | -0.01 | -0.02 | -0.04 | -0.09 | -0.26 | -0.58 |
| 0.42 | 0.12 | 0.02 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.005 | 0.01 | 0.02 | 0.048 | 0.107 | 0.143 |
| 0.147 | 0.078 | 0.021 | 0.008 | 0.005 | 0.004 |
| 0.17 | 0.2 | 0.38 | 0.65 | 1.09 | 2.17 | 4.34 | 5.26 |
| 5.25 | 2.74 | 0.77 | 0.33 | 0.28 | 0.24 |
| -0.72 | -0.7 | -1.22 | -1.83 | -2.58 | -4.28 | -7.6 | -8.37 |
| -8.15 | -4.17 | -1.24 | -0.64 | -0.67 | -0.69 |
| 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 1P1025 | 10180 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 11.9 | 18 | 27.9 | 43.6 | 70.1 | 115 | 185.3 | 292.9 | 515.8 | 222.9 | 123.8 | 61.4 | 29.1 | 12.9 | 5.7 |
| -3.2 | -4.6 | -6.7 | -10.1 | -15 | -19.5 | -24.7 | -27.2 | -31.8 | -4.6 | -5.4 | -4.5 | -2.6 | -1.6 | -0.8 |
| 29.3 | 27.5 | 25.7 | 23.9 | 22.4 | 21.1 | 19.9 | 19.1 | 18.6 | 18.3 | 17.9 | 17.5 | 17.6 | 17.7 | 18 |
| -0.6 | -0.7 | -0.7 | -0.8 | -1 | -0.9 | -1 | -0.9 | -0.9 | -0.9 | -0.8 | -0.7 | -0.6 | -0.5 | -0.4 |
| -0.03 | -0.04 | -0.07 | -0.11 | -0.17 | -0.26 | -0.38 | -0.52 |
| 0.47 | 0.32 | 0.19 | 0.1 | 0.05 | 0.02 |
| 0.007 | 0.01 | 0.015 | 0.022 | 0.032 | 0.044 | 0.056 | 0.061 |
| 0.063 | 0.058 | 0.045 | 0.03 | 0.017 | 0.009 |
| 2.31 | 3.25 | 4.57 | 6.32 | 8.55 | 11.02 | 13.02 | 13.66 |
| 13.66 | 12.28 | 9.33 | 6.18 | 3.63 | 1.99 |
| -0.82 | -1.08 | -1.42 | -1.82 | -2.31 | -2.8 | -3.13 | -3.14 |
| -3.04 | -2.66 | -1.98 | -1.32 | -0.78 | -0.43 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10180 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 35.1 | 50 | 70.3 | 99.4 | 140.6 | 200.2 | 279.7 | 388.3 | 707.2 | 319 | 206.4 | 125.7 | 73 | 40.9 | 20.9 |
| -6.5 | -7 | -9.5 | -11.8 | -14.9 | -16.9 | -20 | -21.9 | -23.3 | -1.4 | -3.9 | -4.5 | -3.4 | -2.5 | -2.8 |
| 28.4 | 27.1 | 25.7 | 24.4 | 23.2 | 22.1 | 21.1 | 20.3 | 19.9 | 19.7 | 19 | 18.4 | 18.1 | 18 | 17.8 |
| -0.7 | -0.5 | -0.5 | -0.5 | -0.5 | -0.5 | -0.5 | -0.4 | -0.5 | -0.6 | -0.6 | -0.6 | -0.5 | -0.5 | -0.6 |
| -0.06 | -0.09 | -0.12 | -0.17 | -0.23 | -0.3 | -0.4 | -0.51 |
| 0.49 | 0.37 | 0.26 | 0.18 | 0.11 | 0.06 |
| 0.01 | 0.013 | 0.018 | 0.023 | 0.029 | 0.036 | 0.042 | 0.045 |
| 0.046 | 0.045 | 0.04 | 0.032 | 0.024 | 0.016 |
| 5.37 | 6.97 | 8.83 | 10.98 | 13.27 | 15.45 | 17.04 | 17.59 |
| 17.59 | 16.7 | 14.44 | 11.39 | 8.29 | 5.47 |
| -1.11 | -1.38 | -1.66 | -1.95 | -2.24 | -2.49 | -2.62 | -2.6 |
| -2.54 | -2.32 | -1.95 | -1.52 | -1.1 | -0.71 |
| 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 | 5.7 | 19.8 | 1.7 | 47.5 | 1 | 12000 |
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| -0.5 | -0.9 | -0.2 | -0.2 | 2.8 | 0 |
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| 17.9 | 11.1 | 18.7 | 2.8 | 42.1 | 1 | 11750 |
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| -0.4 | -1 | -0.4 | -0.4 | 2.4 | 0 |
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| 17.8 | 20.9 | 18 | 5.7 | 36.4 | 1 | 11500 |
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| -0.6 | -2.8 | -0.4 | -0.8 | 2 | 0 |
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| 18 | 40.9 | 17.7 | 12.9 | 30.6 | 1 | 11250 |
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| -0.5 | -2.5 | -0.5 | -1.6 | 1.6 | 0 |
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| 18.1 | 73 | 17.6 | 29.1 | 24.4 | 1 | 11000 |
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| -0.5 | -3.4 | -0.6 | -2.6 | 0.5 | -0.3 |
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| 18.4 | 125.7 | 17.5 | 61.4 | 20.4 | 2.5 | 10750 | 565.6 | 23.7 | 632.3 | 18.8 | 695 | 19.2 |
| -0.6 | -4.5 | -0.7 | -4.5 | -1.7 | -2.5 | -22.4 | 1 | -24.6 | -0.5 | -25 | -0.4 |
| 19 | 206.4 | 17.9 | 123.8 | 19.3 | 15.7 | 10500 | 326.6 | 19.7 | 442.3 | 18.6 | 527.5 | 19.7 |
| -0.6 | -3.9 | -0.8 | -5.4 | -1.9 | -7.2 | -28.8 | -1.6 | -28.2 | -0.8 | -22.7 | -0.4 |
| 19.7 | 319 | 18.3 | 222.9 | 19.7 | 79 | 10250 | 141.8 | 20.3 | 292.9 | 19.1 | 388.3 | 20.3 |
| -0.6 | -1.4 | -0.9 | -4.6 | -1.8 | -8.6 | -27.2 | -1.1 | -27.2 | -0.9 | -21.9 | -0.4 |
| 20.4 | 460 | 19.1 | 365.9 | 21.1 | 231.9 | 10000 | 47.1 | 22.3 | 185.3 | 19.9 | 279.7 | 21.1 |
| -0.6 | -0.2 | -0.9 | -1 | -1.7 | 0.9 | -18.2 | -0.9 | -24.7 | -1 | -20 | -0.5 |
| 21.4 | 629.8 | 19.9 | 542.9 | 23.1 | 450.2 | 9750 | 14.1 | 25.1 | 115 | 21.1 | 200.2 | 22.1 |
| -0.5 | 4.8 | -1.3 | -0.1 | -1.6 | 12.7 | -8.7 | -0.7 | -19.5 | -0.9 | -16.9 | -0.5 |
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| 9500 | 6.1 | 30.1 | 70.1 | 22.4 | 140.6 | 23.2 |
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| -2.8 | 0.7 | -15 | -1 | -14.9 | -0.5 |
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| 9250 | 3.6 | 36.1 | 43.6 | 23.9 | 99.4 | 24.4 |
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| -1 | 1.8 | -10.1 | -0.8 | -11.8 | -0.5 |
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| 9000 | 2 | 41.3 | 27.9 | 25.7 | 70.3 | 25.7 |
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| -0.7 | 2 | -6.7 | -0.7 | -9.5 | -0.5 |
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| 8750 | 1 | 45.4 | 18 | 27.5 | 50 | 27.1 |
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| -0.6 | 1.4 | -4.6 | -0.7 | -7 | -0.5 |
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| 8500 | 1 | 53.1 | 11.9 | 29.3 | 35.1 | 28.4 |
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| 0 | 4.3 | -3.2 | -0.6 | -6.5 | -0.7 |
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| 8250 | 1 | 61 | 8.1 | 31.3 | 25.4 | 29.9 |
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| 0 | 4.8 | -2 | -0.5 | -4.6 | -0.6 |
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| 8000 | 1 | 69 | 5.8 | 33.5 | 18.2 | 31.4 |
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| 0 | 5.4 | -1.3 | -0.4 | -4.2 | -0.8 |
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| 7750 | 1 | 77.2 | 4.1 | 35.7 | 13.7 | 33.1 |
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| 0 | 5.9 | -1 | -0.3 | -2.4 | -0.5 |
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| 7500 | 1 | 85.6 | 3.4 | 38.5 | 10 | 34.7 |
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| 0 | 6.5 | -0.2 | 0.4 | -2 | -0.5 |
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| 7250 | 1 | 94.2 | 2.5 | 40.7 | 0 | 0 |
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| 0 | 7.1 | -0.4 | 0 | 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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