2010/12/07(Tue)OP
| P/C | 1.3 | -0.2 | 1.5 | 1.4 | 1 | 1.1 | 1.3 | 1.7 | 1.7 | 1.2 |
| 先物 | 10147.5 | -25 | 10172.5 | 10190 | 10167.5 | 10002.5 | 9945 | 10127.5 | 10052.5 | 10082.5 |
| 基準 | 18.7 | -0.4 | 19.1 | 19.3 | 20.5 | 21.6 | 22.2 | 20.9 | 20.5 | 20.1 |
| 期近 | 26 | 2 | 24 | 20.5 | 22 | 23.6 | 24.4 | 22.4 | 21.2 | 20.6 |
| 期先1 | 18 | -0.4 | 18.4 | 18.9 | 19.9 | 20.7 | 21.1 | 20.1 | 19.8 | 19.6 |
| 期先2 | 19.3 | -0.3 | 19.6 | 20.2 | 20.8 | 21.6 | 21.8 | 20.9 | 20.7 | 20.5 |
| 当/先 | 1.4 | 0.1 | 1.3 | 1.1 | 1.1 | 1.1 | 1.2 | 1.1 | 1.1 | 1 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 1 | 1 | 1 | 1 | 1 | 1 |
| 2 | 37 | 64 |
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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 | 10150 | 12C1025 | 12C1050 | 12C1075 | 12C1100 | 12C1125 | 12C1150 |
| 1 | 1 | 1 | 1 | 2.1 | 5.6 | 34.7 | 143.4 | 183 | 39.7 | 3 | 1 | 1 | 1 | 1 |
| 0 | 0 | 0 | -0.9 | -1.5 | -3.2 | -2.2 | 8.8 | -8.2 | -17.1 | -3.8 | 0 | 0 | 0 | 0 |
| 85.4 | 72.7 | 60.2 | 48 | 39.4 | 30.9 | 27.8 | 25.1 | 24.8 | 24.7 | 23.9 | 31.3 | 41.9 | 52 | 61.6 |
| 12.8 | 10.8 | 8.7 | 3.3 | 2.4 | 0.9 | 1.7 | 1.9 | 1.7 | 1.6 | 1.5 | 6 | 7.7 | 9.3 | 10.8 |
| 0 | -0.01 | -0.01 | -0.01 | -0.02 | -0.05 | -0.25 | -0.69 |
| 0.31 | 0.04 | 0.01 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.004 | 0.006 | 0.014 | 0.043 | 0.141 | 0.173 |
| 0.175 | 0.043 | 0.012 | 0.007 | 0.005 | 0.004 |
| 0.11 | 0.12 | 0.14 | 0.18 | 0.36 | 0.88 | 2.61 | 2.89 |
| 2.88 | 0.69 | 0.25 | 0.2 | 0.16 | 0.14 |
| -1.94 | -1.88 | -1.82 | -1.79 | -3.01 | -5.72 | -15.34 | -15.34 |
| -15.04 | -3.48 | -1.62 | -1.73 | -1.81 | -1.87 |
| 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 1P1025 | 10140 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 8 | 12.4 | 20 | 33.5 | 57.7 | 101.2 | 174.5 | 288 | 464.6 | 176.6 | 89.6 | 40.4 | 17.2 | 6.9 | 3.5 |
| -0.9 | -1.4 | -2.7 | -2.8 | -2.4 | -2.5 | 0.1 | 3.8 | -16.9 | -20.7 | -12.2 | -7.6 | -4 | -2 | 0 |
| 28.3 | 26.3 | 24.4 | 22.7 | 21.1 | 19.8 | 18.8 | 18 | 17.4 | 17.2 | 16.9 | 16.7 | 16.9 | 17.2 | 18.1 |
| -0.4 | -0.5 | -0.7 | -0.6 | -0.5 | -0.6 | -0.5 | -0.5 | -0.5 | -0.5 | -0.2 | -0.3 | -0.2 | -0.2 | 0.5 |
| -0.02 | -0.04 | -0.06 | -0.09 | -0.16 | -0.25 | -0.39 | -0.56 |
| 0.44 | 0.27 | 0.15 | 0.07 | 0.03 | 0.02 |
| 0.006 | 0.009 | 0.015 | 0.023 | 0.035 | 0.05 | 0.063 | 0.068 |
| 0.071 | 0.061 | 0.042 | 0.025 | 0.013 | 0.007 |
| 1.74 | 2.54 | 3.73 | 5.46 | 7.77 | 10.4 | 12.47 | 12.82 |
| 12.8 | 10.8 | 7.48 | 4.45 | 2.34 | 1.35 |
| -0.66 | -0.89 | -1.22 | -1.65 | -2.19 | -2.75 | -3.12 | -3.07 |
| -2.96 | -2.45 | -1.68 | -1.01 | -0.54 | -0.33 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10140 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 28.3 | 40.6 | 59.9 | 86.7 | 126.7 | 185.4 | 269.5 | 381.8 | 652.3 | 270.6 | 167.9 | 97.2 | 53.2 | 27.6 | 13.9 |
| -2.1 | -1.2 | -0.8 | -1.7 | -0.9 | 0.6 | 1.9 | 3.8 | -17.1 | -20.9 | -17.1 | -12.7 | -7.2 | -5.1 | -2.4 |
| 27.4 | 25.9 | 24.6 | 23.3 | 22 | 21 | 20.1 | 19.3 | 18.8 | 18.6 | 18.1 | 17.7 | 17.5 | 17.3 | 17.4 |
| -0.5 | -0.3 | -0.2 | -0.4 | -0.3 | -0.3 | -0.3 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.2 | -0.3 | -0.1 |
| -0.05 | -0.08 | -0.11 | -0.16 | -0.22 | -0.31 | -0.41 | -0.53 |
| 0.47 | 0.34 | 0.23 | 0.14 | 0.08 | 0.05 |
| 0.01 | 0.013 | 0.018 | 0.024 | 0.032 | 0.039 | 0.046 | 0.048 |
| 0.05 | 0.048 | 0.04 | 0.031 | 0.021 | 0.013 |
| 4.73 | 6.22 | 8.14 | 10.33 | 12.73 | 15 | 16.6 | 16.94 |
| 16.94 | 15.63 | 12.95 | 9.67 | 6.58 | 4.17 |
| -1 | -1.25 | -1.56 | -1.86 | -2.17 | -2.44 | -2.58 | -2.52 |
| -2.46 | -2.2 | -1.78 | -1.31 | -0.89 | -0.56 |
| 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 | 3.9 | 20.1 | 1 | 79.8 | 1 | 12000 |
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| -0.1 | -0.9 | 0.5 | 0 | 13.7 | 0 |
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| 17.5 | 6.9 | 18.6 | 1.4 | 70.9 | 1 | 11750 |
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| -0.3 | -2 | 0.1 | -0.3 | 12.3 | 0 |
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| 17.4 | 13.9 | 18.1 | 3.5 | 61.6 | 1 | 11500 |
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| -0.1 | -2.4 | 0.5 | 0 | 10.8 | 0 |
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| 17.3 | 27.6 | 17.2 | 6.9 | 52 | 1 | 11250 |
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| -0.3 | -5.1 | -0.2 | -2 | 9.3 | 0 |
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| 17.5 | 53.2 | 16.9 | 17.2 | 41.9 | 1 | 11000 |
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| -0.2 | -7.2 | -0.2 | -4 | 7.7 | 0 |
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| 17.7 | 97.2 | 16.7 | 40.4 | 31.3 | 1 | 10750 | 604.8 | 35.3 | 652.3 | 18.1 | 710 | 18.6 |
| -0.4 | -12.7 | -0.3 | -7.6 | 6 | 0 | 23.3 | 4 | 17.6 | -0.1 | 15 | -0.1 |
| 18.1 | 167.9 | 16.9 | 89.6 | 23.9 | 3 | 10500 | 351.3 | 0 | 453 | 18 | 529.8 | 18.8 |
| -0.4 | -17.1 | -0.2 | -12.2 | 1.5 | -3.8 | 17.4 | -22.1 | 14 | -0.1 | 9.8 | -0.3 |
| 18.6 | 270.6 | 17.2 | 176.6 | 24.7 | 39.7 | 10250 | 143.4 | 25.1 | 288 | 18 | 381.8 | 19.3 |
| -0.4 | -20.9 | -0.5 | -20.7 | 1.6 | -17.1 | 8.8 | 1.9 | 3.8 | -0.5 | 3.8 | -0.4 |
| 19.4 | 407.4 | 18 | 312.7 | 28.2 | 183.4 | 10000 | 34.7 | 27.8 | 174.5 | 18.8 | 269.5 | 20.1 |
| -0.3 | -22.4 | -0.6 | -25.6 | 2.6 | -24.9 | -2.2 | 1.7 | 0.1 | -0.5 | 1.9 | -0.3 |
| 20.3 | 574.8 | 18.7 | 487.5 | 31.1 | 403.4 | 9750 | 5.6 | 30.9 | 101.2 | 19.8 | 185.4 | 21 |
| -0.3 | -25 | -0.9 | -30.4 | 0.2 | -29.3 | -3.2 | 0.9 | -2.5 | -0.6 | 0.6 | -0.3 |
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| 9500 | 2.1 | 39.4 | 57.7 | 21.1 | 126.7 | 22 |
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| -1.5 | 2.4 | -2.4 | -0.5 | -0.9 | -0.3 |
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| 9250 | 1 | 48 | 33.5 | 22.7 | 86.7 | 23.3 |
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| -0.9 | 3.3 | -2.8 | -0.6 | -1.7 | -0.4 |
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| 9000 | 1 | 60.2 | 20 | 24.4 | 59.9 | 24.6 |
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| 0 | 8.7 | -2.7 | -0.7 | -0.8 | -0.2 |
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| 8750 | 1 | 72.7 | 12.4 | 26.3 | 40.6 | 25.9 |
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| 0 | 10.8 | -1.4 | -0.5 | -1.2 | -0.3 |
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| 8500 | 1 | 85.4 | 8 | 28.3 | 28.3 | 27.4 |
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| 0 | 12.8 | -0.9 | -0.4 | -2.1 | -0.5 |
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| 8250 | 1 | 98.2 | 5.1 | 30.2 | 20 | 28.9 |
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| 0 | 14.9 | -0.6 | -0.4 | -1.9 | -0.6 |
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| 8000 | 1 | 111.4 | 3.6 | 32.6 | 14 | 30.4 |
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| 0 | 17 | -0.4 | -0.3 | -1.6 | -0.6 |
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| 7750 | 1 | 124.8 | 2.8 | 35.2 | 9.9 | 32 |
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| 0 | 19.2 | -0.2 | -0.1 | -1.1 | -0.5 |
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| 7500 | 1 | 138.6 | 1.9 | 37.4 | 7.3 | 33.8 |
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| 0 | 21.4 | -0.8 | -1.3 | -0.8 | -0.5 |
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| 7250 | 1 | 152.8 | 1.7 | 40.6 | 0 | 0 |
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| 0 | 23.7 | -0.2 | -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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