2010/12/06(Mon)OP
| P/C | 1.5 | 0 | 1.4 | 1 | 1.1 | 1.3 | 1.7 | 1.7 | 1.2 | 1.1 |
| 先物 | 10172.5 | -17.5 | 10190 | 10167.5 | 10002.5 | 9945 | 10127.5 | 10052.5 | 10082.5 | 10047.5 |
| 基準 | 19.1 | -0.2 | 19.3 | 20.5 | 21.6 | 22.2 | 20.9 | 20.5 | 20.1 | 20.8 |
| 期近 | 24 | 3.5 | 20.5 | 22 | 23.6 | 24.4 | 22.4 | 21.2 | 20.6 | 21.5 |
| 期先1 | 18.4 | -0.6 | 18.9 | 19.9 | 20.7 | 21.1 | 20.1 | 19.8 | 19.6 | 20 |
| 期先2 | 19.6 | -0.6 | 20.2 | 20.8 | 21.6 | 21.8 | 20.9 | 20.7 | 20.5 | 20.6 |
| 当/先 | 1.3 | 0.2 | 1.1 | 1.1 | 1.1 | 1.2 | 1.1 | 1.1 | 1 | 1.1 |
| 先/先2 | 0.9 | 0 | 0.9 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 3 | 38 | 65 |
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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 | 1 | 1.9 | 3.6 | 8.8 | 36.9 | 134.5 | 191.3 | 56.8 | 6.9 | 1 | 1 | 1 | 1 |
| 0 | 0 | -1 | -1.6 | -2.5 | -5.3 | -10.2 | -7.3 | -29.5 | -22.2 | -8.8 | -1.5 | 0 | 0 | 0 |
| 72.5 | 61.9 | 51.5 | 44.7 | 37 | 29.9 | 26.1 | 23.2 | 23.1 | 23.1 | 22.4 | 25.3 | 34.2 | 42.7 | 50.8 |
| 19.4 | 16.5 | 10.2 | 8.7 | 6.9 | 4.8 | 3.7 | 2.9 | 3.2 | 3.4 | 3 | 4.9 | 9.9 | 12.2 | 14.4 |
| 0 | -0.01 | -0.01 | -0.01 | -0.03 | -0.07 | -0.24 | -0.63 |
| 0.37 | 0.07 | 0.01 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.007 | 0.017 | 0.045 | 0.123 | 0.167 |
| 0.168 | 0.062 | 0.012 | 0.007 | 0.005 | 0.004 |
| 0.13 | 0.14 | 0.17 | 0.32 | 0.59 | 1.28 | 3.05 | 3.69 |
| 3.68 | 1.33 | 0.3 | 0.24 | 0.2 | 0.17 |
| -1.37 | -1.33 | -1.3 | -2.12 | -3.23 | -5.7 | -11.84 | -12.72 |
| -12.69 | -4.43 | -1.13 | -1.21 | -1.27 | -1.32 |
| 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 1P1025 | 10160 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 8.9 | 13.7 | 22.7 | 36.4 | 60.1 | 103.6 | 174.4 | 284.2 | 481.5 | 197.3 | 101.8 | 48 | 21.2 | 8.9 | 3.5 |
| -3 | -4.3 | -5.2 | -7.2 | -10 | -11.4 | -10.9 | -8.7 | -34.3 | -25.6 | -22 | -13.4 | -7.9 | -4 | -2.1 |
| 28.7 | 26.8 | 25.2 | 23.3 | 21.6 | 20.4 | 19.3 | 18.5 | 18 | 17.7 | 17.1 | 17 | 17.1 | 17.4 | 17.6 |
| -0.6 | -0.7 | -0.5 | -0.6 | -0.7 | -0.7 | -0.6 | -0.6 | -0.6 | -0.6 | -0.7 | -0.5 | -0.5 | -0.4 | -0.4 |
| -0.02 | -0.04 | -0.06 | -0.1 | -0.16 | -0.25 | -0.38 | -0.54 |
| 0.46 | 0.29 | 0.17 | 0.08 | 0.04 | 0.02 |
| 0.006 | 0.009 | 0.015 | 0.022 | 0.034 | 0.047 | 0.06 | 0.065 |
| 0.068 | 0.061 | 0.044 | 0.027 | 0.015 | 0.007 |
| 1.87 | 2.71 | 4 | 5.67 | 7.89 | 10.47 | 12.55 | 13.1 |
| 13.09 | 11.36 | 8.2 | 5.08 | 2.8 | 1.4 |
| -0.7 | -0.94 | -1.31 | -1.72 | -2.22 | -2.78 | -3.15 | -3.14 |
| -3.03 | -2.55 | -1.82 | -1.14 | -0.63 | -0.32 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10160 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 30.4 | 41.8 | 60.7 | 88.3 | 127.6 | 184.8 | 267.6 | 378 | 669.4 | 291.5 | 185 | 110 | 60.5 | 32.7 | 16.4 |
| -4.6 | -8.2 | -9.6 | -11.1 | -13.1 | -15.5 | -12.1 | -10.3 | -37.8 | -27.5 | -21.4 | -15.7 | -12.5 | -8.2 | -4.6 |
| 27.9 | 26.2 | 24.9 | 23.6 | 22.4 | 21.3 | 20.4 | 19.7 | 19.2 | 19 | 18.5 | 18 | 17.7 | 17.6 | 17.5 |
| -0.5 | -0.9 | -0.8 | -0.8 | -0.8 | -0.9 | -0.7 | -0.7 | -0.7 | -0.7 | -0.5 | -0.4 | -0.5 | -0.4 | -0.3 |
| -0.06 | -0.08 | -0.11 | -0.16 | -0.22 | -0.3 | -0.4 | -0.52 |
| 0.48 | 0.36 | 0.25 | 0.16 | 0.09 | 0.05 |
| 0.01 | 0.013 | 0.018 | 0.024 | 0.031 | 0.038 | 0.044 | 0.047 |
| 0.049 | 0.047 | 0.041 | 0.032 | 0.022 | 0.014 |
| 4.91 | 6.31 | 8.19 | 10.39 | 12.75 | 15.02 | 16.67 | 17.15 |
| 17.15 | 16.07 | 13.6 | 10.35 | 7.27 | 4.65 |
| -1.05 | -1.26 | -1.56 | -1.87 | -2.18 | -2.44 | -2.6 | -2.57 |
| -2.51 | -2.28 | -1.88 | -1.4 | -0.98 | -0.62 |
| 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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| 18.2 | 4.8 | 19.5 | 1 | 66.1 | 1 | 12000 |
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| 0.1 | -0.9 | -0.3 | -0.7 | 18.5 | 0 |
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| 17.8 | 8.9 | 18.5 | 1.8 | 58.6 | 1 | 11750 |
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| -0.1 | -2.2 | -0.2 | -1 | 16.5 | 0 |
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| 17.5 | 16.4 | 17.6 | 3.5 | 50.8 | 1 | 11500 |
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| -0.3 | -4.6 | -0.4 | -2.1 | 14.4 | 0 |
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| 17.6 | 32.7 | 17.4 | 8.9 | 42.7 | 1 | 11250 |
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| -0.4 | -8.2 | -0.4 | -4 | 12.2 | 0 |
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| 17.7 | 60.5 | 17.1 | 21.2 | 34.2 | 1 | 11000 |
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| -0.5 | -12.5 | -0.5 | -7.9 | 9.9 | 0 |
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| 18 | 110 | 17 | 48 | 25.3 | 1 | 10750 | 581.4 | 31.3 | 634.7 | 18.2 | 695 | 18.7 |
| -0.4 | -15.7 | -0.5 | -13.4 | 4.9 | -1.5 | 15.8 | 7.6 | 2.4 | -0.6 | 0 | -0.5 |
| 18.5 | 185 | 17.1 | 101.8 | 22.4 | 6.9 | 10500 | 333.9 | 22.1 | 439 | 18.1 | 520 | 19 |
| -0.5 | -21.4 | -0.7 | -22 | 3 | -8.8 | 7.3 | 2.4 | -3.3 | -0.6 | -7.5 | -0.7 |
| 19 | 291.5 | 17.7 | 197.3 | 23.1 | 56.8 | 10250 | 134.5 | 23.2 | 284.2 | 18.5 | 378 | 19.7 |
| -0.7 | -27.5 | -0.6 | -25.6 | 3.4 | -22.2 | -7.3 | 2.9 | -8.7 | -0.6 | -10.3 | -0.7 |
| 19.7 | 429.7 | 18.5 | 338.2 | 25.6 | 208.3 | 10000 | 36.9 | 26.1 | 174.4 | 19.3 | 267.6 | 20.4 |
| -0.7 | -30.3 | -0.6 | -27.7 | 4.6 | -23.6 | -10.2 | 3.7 | -10.9 | -0.6 | -12.1 | -0.7 |
| 20.7 | 599.8 | 19.5 | 518 | 30.9 | 432.7 | 9750 | 8.8 | 29.9 | 103.6 | 20.4 | 184.8 | 21.3 |
| -0.7 | -29.9 | -0.4 | -25 | 7.8 | -17.5 | -5.3 | 4.8 | -11.4 | -0.7 | -15.5 | -0.9 |
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| 9500 | 3.6 | 37 | 60.1 | 21.6 | 127.6 | 22.4 |
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| -2.5 | 6.9 | -10 | -0.7 | -13.1 | -0.8 |
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| 9250 | 1.9 | 44.7 | 36.4 | 23.3 | 88.3 | 23.6 |
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| -1.6 | 8.7 | -7.2 | -0.6 | -11.1 | -0.8 |
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| 9000 | 1 | 51.5 | 22.7 | 25.2 | 60.7 | 24.9 |
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| -1 | 10.2 | -5.2 | -0.5 | -9.6 | -0.8 |
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| 8750 | 1 | 61.9 | 13.7 | 26.8 | 41.8 | 26.2 |
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| 0 | 16.5 | -4.3 | -0.7 | -8.2 | -0.9 |
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| 8500 | 1 | 72.5 | 8.9 | 28.7 | 30.4 | 27.9 |
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| 0 | 19.4 | -3 | -0.6 | -4.6 | -0.5 |
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| 8250 | 1 | 83.3 | 5.6 | 30.6 | 21.8 | 29.5 |
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| 0 | 22.4 | -2.5 | -0.8 | -3.6 | -0.4 |
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| 8000 | 1 | 94.4 | 4 | 32.8 | 15.5 | 31 |
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| 0 | 25.4 | -1.8 | -0.6 | -2.7 | -0.4 |
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| 7750 | 1 | 105.6 | 3 | 35.3 | 10.9 | 32.5 |
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| 0 | 28.5 | -1.1 | -0.3 | -2.7 | -0.6 |
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| 7500 | 1 | 117.2 | 2.7 | 38.6 | 8.2 | 34.3 |
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| 0 | 31.6 | -0.7 | 0.1 | -1.8 | -0.4 |
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| 7250 | 1 | 129.1 | 1.9 | 40.8 | 0 | 0 |
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| 0 | 34.9 | -0.6 | 0.1 | 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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