2010/12/09(Thu)OP
| P/C | 0.9 | -0.1 | 1 | 1.3 | 1.5 | 1.4 | 1 | 1.1 | 1.3 | 1.7 |
| 先物 | 10285 | 47.5 | 10237.5 | 10147.5 | 10172.5 | 10190 | 10167.5 | 10002.5 | 9945 | 10127.5 |
| 基準 | 18 | 0.3 | 17.8 | 18.7 | 19.1 | 19.3 | 20.5 | 21.6 | 22.2 | 20.9 |
| 期近 | 41.5 | 15.7 | 25.7 | 26 | 24 | 20.5 | 22 | 23.6 | 24.4 | 22.4 |
| 期先1 | 17.7 | 0.4 | 17.4 | 18 | 18.4 | 18.9 | 19.9 | 20.7 | 21.1 | 20.1 |
| 期先2 | 19 | 0.3 | 18.7 | 19.3 | 19.6 | 20.2 | 20.8 | 21.6 | 21.8 | 20.9 |
| 当/先 | 2.3 | 0.9 | 1.5 | 1.4 | 1.3 | 1.1 | 1.1 | 1.1 | 1.2 | 1.1 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 1 | 1 | 1 | 1 |
| 0 | 35 | 62 |
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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 | 10280 | 12C1025 | 12C1050 | 12C1075 | 12C1100 | 12C1125 | 12C1150 |
| 1 | 1 | 1 | 1 | 1 | 1 | 3.7 | 38.4 | 109.4 | 71 | 2.9 | 1 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | -0.1 | -1 | -6.5 | -29.3 | -17.9 | 11.3 | -2.3 | 0 | 0 | 0 | 0 |
| 235.1 | 202.7 | 170.7 | 139.1 | 107.7 | 76.1 | 55 | 42.4 | 41.5 | 40.5 | 40.9 | 64.2 | 92.2 | 118.6 | 143.7 |
| 117.8 | 102 | 86.3 | 70.9 | 55.1 | 36.5 | 23.8 | 17.9 | 16.3 | 14.1 | 13.2 | 28.5 | 42.4 | 55.4 | 67.8 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.05 | -0.4 |
| 0.61 | 0.05 | 0.01 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.004 | 0.007 | 0.013 | 0.058 | 0.284 |
| 0.296 | 0.083 | 0.017 | 0.009 | 0.006 | 0.004 |
| 0.04 | 0.04 | 0.05 | 0.06 | 0.07 | 0.1 | 0.33 | 1.23 |
| 1.23 | 0.35 | 0.11 | 0.09 | 0.07 | 0.06 |
| -13.09 | -12.77 | -12.39 | -11.94 | -11.36 | -10.58 | -25.54 | -73.77 |
| -70.22 | -20.06 | -10.3 | -11.17 | -11.79 | -12.27 |
| 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 1P1025 | 10270 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 5 | 7.8 | 12.5 | 21.8 | 37.7 | 68.6 | 122.9 | 215 | 454.2 | 239.2 | 129.4 | 61.9 | 28.1 | 11.1 | 4.9 |
| -0.9 | -0.7 | -1.6 | -2.6 | -4.8 | -7.7 | -12 | -15.3 | 7.4 | 22.8 | 16.9 | 9.8 | 6 | 1.9 | 1.3 |
| 28.8 | 26.8 | 24.8 | 23.1 | 21.4 | 20.2 | 19 | 18.2 | 17.8 | 17.3 | 17.1 | 16.9 | 17.1 | 17.2 | 17.8 |
| 0.3 | 0.6 | 0.4 | 0.5 | 0.4 | 0.5 | 0.5 | 0.8 | 0.5 | 0.1 | 0.3 | 0.3 | 0.5 | 0.2 | 0.5 |
| -0.01 | -0.02 | -0.04 | -0.07 | -0.11 | -0.19 | -0.31 | -0.46 |
| 0.54 | 0.36 | 0.21 | 0.11 | 0.05 | 0.02 |
| 0.004 | 0.007 | 0.01 | 0.017 | 0.027 | 0.042 | 0.058 | 0.068 |
| 0.072 | 0.068 | 0.053 | 0.034 | 0.019 | 0.01 |
| 1.2 | 1.78 | 2.66 | 4.09 | 6.03 | 8.64 | 11.23 | 12.72 |
| 12.72 | 11.96 | 9.18 | 5.97 | 3.28 | 1.76 |
| -0.49 | -0.67 | -0.93 | -1.34 | -1.83 | -2.46 | -3.01 | -3.27 |
| -3.13 | -2.89 | -2.2 | -1.45 | -0.8 | -0.44 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10270 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 20 | 29.3 | 42.5 | 64.2 | 95.5 | 144.7 | 214.1 | 311.3 | 646.1 | 334.8 | 217.2 | 131.2 | 75.5 | 42.1 | 22 |
| -2.3 | -1.2 | -3.3 | -4.2 | -5.3 | -6.7 | -11.2 | -14 | 10.6 | 24.6 | 21.9 | 16.4 | 10.6 | 7.3 | 4.6 |
| 27.4 | 26 | 24.5 | 23.3 | 22.1 | 21.2 | 20.2 | 19.5 | 19.1 | 18.7 | 18.2 | 17.8 | 17.7 | 17.7 | 17.7 |
| 0.1 | 0.5 | 0.3 | 0.4 | 0.5 | 0.6 | 0.5 | 0.7 | 0.4 | 0.1 | 0.3 | 0.4 | 0.3 | 0.4 | 0.5 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.18 | -0.26 | -0.35 | -0.47 |
| 0.53 | 0.41 | 0.29 | 0.19 | 0.12 | 0.07 |
| 0.008 | 0.011 | 0.015 | 0.021 | 0.028 | 0.036 | 0.043 | 0.048 |
| 0.05 | 0.05 | 0.045 | 0.036 | 0.026 | 0.018 |
| 3.72 | 5.01 | 6.64 | 8.75 | 11.14 | 13.67 | 15.78 | 16.9 |
| 16.9 | 16.5 | 14.49 | 11.5 | 8.39 | 5.61 |
| -0.81 | -1.04 | -1.3 | -1.63 | -1.97 | -2.31 | -2.55 | -2.62 |
| -2.54 | -2.42 | -2.08 | -1.63 | -1.19 | -0.8 |
| 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 | 6.2 | 19.2 | 1 | 191 | 1 | 12000 |
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| 0.7 | 1.9 | -0.2 | 0 | 91 | 0 |
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| 17.9 | 11.7 | 18.3 | 2 | 167.8 | 1 | 11750 |
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| 0.5 | 2.8 | 0.2 | 0.4 | 79.6 | 0 |
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| 17.7 | 22 | 17.8 | 4.9 | 143.7 | 1 | 11500 |
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| 0.5 | 4.6 | 0.5 | 1.3 | 67.8 | 0 |
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| 17.7 | 42.1 | 17.2 | 11.1 | 118.6 | 1 | 11250 |
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| 0.4 | 7.3 | 0.2 | 1.9 | 55.4 | 0 |
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| 17.7 | 75.5 | 17.1 | 28.1 | 92.2 | 1 | 11000 |
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| 0.3 | 10.6 | 0.5 | 6 | 42.4 | 0 |
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| 17.8 | 131.2 | 16.9 | 61.9 | 64.2 | 1 | 10750 | 467.8 | 75.4 | 536.9 | 18.1 | 609.8 | 18.9 |
| 0.4 | 16.4 | 0.3 | 9.8 | 28.5 | 0 | -42.3 | 75.4 | -31.1 | 1 | -20.2 | 1.1 |
| 18.2 | 217.2 | 17.1 | 129.4 | 40.9 | 2.9 | 10500 | 224.6 | 54.6 | 352.4 | 17.8 | 444.9 | 19.1 |
| 0.3 | 21.9 | 0.3 | 16.9 | 13.2 | -2.3 | -35.6 | 54.6 | -25.6 | 0.7 | -15.2 | 1 |
| 18.7 | 334.8 | 17.3 | 239.2 | 40.5 | 71 | 10250 | 38.4 | 42.4 | 215 | 18.2 | 311.3 | 19.5 |
| 0.1 | 24.6 | 0.1 | 22.8 | 14.1 | 11.3 | -29.3 | 17.9 | -15.3 | 0.8 | -14 | 0.7 |
| 19.6 | 490 | 18 | 398.1 | 41.1 | 285.7 | 10000 | 3.7 | 55 | 122.9 | 19 | 214.1 | 20.2 |
| 0.2 | 31.1 | 0 | 29.8 | 4.9 | 31.5 | -6.5 | 23.8 | -12 | 0.5 | -11.2 | 0.5 |
| 20.3 | 670 | 18.4 | 590.1 | 0 | 530.1 | 9750 | 1 | 76.1 | 68.6 | 20.2 | 144.7 | 21.2 |
| 0.1 | 34.1 | -0.6 | 31.3 | -48.6 | 36.3 | -1 | 36.5 | -7.7 | 0.5 | -6.7 | 0.6 |
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| 9500 | 1 | 107.7 | 37.7 | 21.4 | 95.5 | 22.1 |
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| -0.1 | 55.1 | -4.8 | 0.4 | -5.3 | 0.5 |
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| 9250 | 1 | 139.1 | 21.8 | 23.1 | 64.2 | 23.3 |
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| 0 | 70.9 | -2.6 | 0.5 | -4.2 | 0.4 |
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| 9000 | 1 | 170.7 | 12.5 | 24.8 | 42.5 | 24.5 |
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| 0 | 86.3 | -1.6 | 0.4 | -3.3 | 0.3 |
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| 8750 | 1 | 202.7 | 7.8 | 26.8 | 29.3 | 26 |
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| 0 | 102 | -0.7 | 0.6 | -1.2 | 0.5 |
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| 8500 | 1 | 235.1 | 5 | 28.8 | 20 | 27.4 |
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| 0 | 117.8 | -0.9 | 0.3 | -2.3 | 0.1 |
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| 8250 | 1 | 268.2 | 3.3 | 30.9 | 13.7 | 28.8 |
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| 0 | 134 | -0.5 | 0.4 | -0.7 | 0.5 |
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| 8000 | 1 | 302 | 2.7 | 33.9 | 9.6 | 30.4 |
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| 0 | 150.6 | -0.1 | 0.8 | -1.4 | 0 |
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| 7750 | 1 | 336.6 | 1.9 | 36.1 | 7 | 32.1 |
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| 0 | 167.5 | -0.3 | 0.3 | -0.6 | 0.3 |
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| 7500 | 1 | 372.1 | 1.3 | 38.3 | 4.8 | 33.6 |
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| 0 | 184.9 | -0.4 | -0.1 | -0.6 | 0.2 |
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| 7250 | 1 | 408.5 | 1 | 40.9 | 0 | 0 |
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| 0 | 202.7 | 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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