2010/12/13(Mon)OP
| P/C | 0.9 | 0 | 0.9 | 1 | 1 | 1.3 | 1.5 | 1.4 | 1 | 1.1 |
| 先物 | 10277.5 | 62.5 | 10215 | 10270 | 10237.5 | 10147.5 | 10172.5 | 10190 | 10167.5 | 10002.5 |
| 基準 | 15.7 | -1.3 | 16.9 | 17.5 | 17.8 | 18.7 | 19.1 | 19.3 | 20.5 | 21.6 |
| 期近 | 15.7 | -1.3 | 16.9 | 5.8 | 25.7 | 26 | 24 | 20.5 | 22 | 23.6 |
| 期先1 | 17.2 | -1.2 | 18.4 | 17.6 | 17.4 | 18 | 18.4 | 18.9 | 19.9 | 20.7 |
| 期先2 | 18.4 | -0.9 | 19.4 | 19 | 18.7 | 19.3 | 19.6 | 20.2 | 20.8 | 21.6 |
| 当/先 | 0.9 | 0 | 0.9 | 0.3 | 1.5 | 1.4 | 1.3 | 1.1 | 1.1 | 1.1 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 1 | 1 |
| 31 | 58 | 87 |
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| 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10250 | 10250 | 10500 | 10750 | 11000 | 11250 | 11500 |
| 1P850 | 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 1P1025 | 10280 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 2.5 | 3.3 | 5.4 | 9.5 | 19.3 | 40.6 | 86.9 | 175 | 378 | 203 | 96.8 | 40.5 | 15.4 | 5.2 | 2 |
| -1.6 | -3.2 | -5.7 | -10.1 | -17.1 | -29.1 | -42.3 | -55 | -44.1 | 10.8 | 1 | -2.6 | -2.5 | -1.6 | -0.9 |
| 27.7 | 24.9 | 22.6 | 20.5 | 18.9 | 17.5 | 16.5 | 15.7 | 15.7 | 15.7 | 15.4 | 15.5 | 15.8 | 16 | 16.7 |
| 0.3 | -0.6 | -0.9 | -1.2 | -1.3 | -1.5 | -1.3 | -1.2 | -1.1 | -1 | -1 | -1 | -0.9 | -0.9 | -0.8 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.07 | -0.15 | -0.28 | -0.47 |
| 0.53 | 0.33 | 0.17 | 0.07 | 0.03 | 0.01 |
| 0.003 | 0.004 | 0.007 | 0.013 | 0.025 | 0.043 | 0.067 | 0.084 |
| 0.084 | 0.078 | 0.054 | 0.03 | 0.013 | 0.006 |
| 0.71 | 0.96 | 1.51 | 2.46 | 4.23 | 6.9 | 10.08 | 11.98 |
| 11.98 | 10.86 | 7.53 | 4.22 | 1.96 | 0.93 |
| -0.32 | -0.38 | -0.55 | -0.8 | -1.27 | -1.92 | -2.64 | -2.99 |
| -3.01 | -2.68 | -1.86 | -1.06 | -0.5 | -0.25 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10280 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 10.1 | 15.3 | 24.9 | 40.2 | 65.6 | 105.7 | 170.1 | 268.5 | 565.1 | 296.6 | 179.8 | 100.9 | 54.7 | 27.6 | 13.3 |
| -7.8 | -11 | -15.5 | -21.2 | -29.4 | -39.3 | -49.5 | -56.3 | -46.9 | 9.3 | 0.1 | -3.9 | -2.2 | -2.8 | -1.9 |
| 24.9 | 23.4 | 22.2 | 20.9 | 19.8 | 18.7 | 17.8 | 17.3 | 17.3 | 17.2 | 16.7 | 16.4 | 16.4 | 16.5 | 16.5 |
| -1.3 | -1.3 | -1.3 | -1.3 | -1.3 | -1.3 | -1.3 | -1.1 | -1 | -0.9 | -1.1 | -1.1 | -0.8 | -0.8 | -0.8 |
| -0.03 | -0.04 | -0.06 | -0.1 | -0.15 | -0.23 | -0.34 | -0.47 |
| 0.53 | 0.39 | 0.26 | 0.16 | 0.09 | 0.05 |
| 0.006 | 0.009 | 0.013 | 0.02 | 0.029 | 0.039 | 0.05 | 0.056 |
| 0.056 | 0.056 | 0.048 | 0.036 | 0.024 | 0.015 |
| 2.41 | 3.42 | 4.97 | 7.01 | 9.59 | 12.43 | 15 | 16.35 |
| 16.35 | 15.74 | 13.26 | 9.95 | 6.69 | 4.11 |
| -0.51 | -0.68 | -0.94 | -1.25 | -1.62 | -1.99 | -2.28 | -2.41 |
| -2.42 | -2.26 | -1.87 | -1.4 | -0.94 | -0.58 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10280 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 32.3 | 45.6 | 64.4 | 90.4 | 130 | 183.7 | 258.5 | 356.6 | 741.6 | 385 | 263.1 | 171.3 | 105.4 | 65 | 38.5 |
| -13.5 | -15.7 | -20.4 | -25.8 | -34.5 | -39.7 | -47.3 | -53 | -41 | 12.1 | 3.7 | 0.4 | -2.9 | -2.5 | -1.2 |
| 25.5 | 24.3 | 23.2 | 22 | 21.1 | 20.1 | 19.3 | 18.5 | 18.5 | 18.5 | 17.9 | 17.5 | 17.1 | 17.2 | 17.2 |
| -1.1 | -0.9 | -0.9 | -0.9 | -1 | -0.9 | -0.9 | -0.8 | -0.8 | -0.7 | -0.8 | -0.8 | -0.8 | -0.7 | -0.5 |
| -0.06 | -0.08 | -0.11 | -0.15 | -0.21 | -0.28 | -0.37 | -0.47 |
| 0.53 | 0.42 | 0.32 | 0.22 | 0.15 | 0.1 |
| 0.009 | 0.012 | 0.016 | 0.021 | 0.027 | 0.033 | 0.039 | 0.043 |
| 0.043 | 0.043 | 0.04 | 0.035 | 0.027 | 0.02 |
| 5.7 | 7.38 | 9.41 | 11.74 | 14.37 | 16.89 | 18.94 | 20 |
| 20 | 19.67 | 17.87 | 14.95 | 11.77 | 8.69 |
| -0.83 | -1.02 | -1.24 | -1.47 | -1.73 | -1.94 | -2.08 | -2.11 |
| -2.13 | -2.02 | -1.8 | -1.47 | -1.16 | -0.86 |
| 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 |
| 17.3 | 6.6 | 18.5 | 2.5 | 22.8 | 1 | 12250 |
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| -0.4 | -0.4 | 0.3 | 0.4 | 0.3 | 0 |
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| 17.3 | 12.3 | 17.2 | 3.3 | 20.4 | 1 | 12000 |
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| -0.7 | -1.7 | -0.6 | -0.6 | 0.2 | 0 |
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| 17.1 | 21.6 | 16.9 | 6.8 | 17.9 | 1 | 11750 |
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| -0.8 | -2.9 | -0.5 | -0.8 | -0.8 | -0.5 |
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| 17.2 | 38.5 | 16.5 | 13.3 | 16.7 | 2 | 11500 |
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| -0.5 | -1.2 | -0.8 | -1.9 | -0.8 | -0.9 |
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| 17.2 | 65 | 16.5 | 27.6 | 16 | 5.2 | 11250 |
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| -0.7 | -2.5 | -0.8 | -2.8 | -0.9 | -1.6 |
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| 17.1 | 105.4 | 16.4 | 54.7 | 15.8 | 15.4 | 11000 |
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| -0.8 | -2.9 | -0.8 | -2.2 | -0.9 | -2.5 |
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| 17.5 | 171.3 | 16.4 | 100.9 | 15.5 | 40.5 | 10750 | 511.9 | 15.4 | 572.4 | 16.4 | 650 | 18 |
| -0.8 | 0.4 | -1.1 | -3.9 | -1 | -2.6 | -69.3 | -1.5 | -70.1 | -1.3 | -57.5 | -0.5 |
| 17.9 | 263.1 | 16.7 | 179.8 | 15.4 | 96.8 | 10500 | 317.5 | 15.3 | 402.5 | 16.8 | 485 | 18 |
| -0.8 | 3.7 | -1.1 | 0.1 | -1 | 1 | -65.4 | -1.3 | -65.7 | -1.3 | -60 | -0.9 |
| 18.5 | 385 | 17.2 | 296.6 | 15.7 | 203 | 10250 | 175 | 15.7 | 268.5 | 17.3 | 356.6 | 18.5 |
| -0.7 | 12.1 | -0.9 | 9.3 | -1 | 10.8 | -55 | -1.2 | -56.3 | -1.1 | -53 | -0.8 |
| 19.2 | 535 | 17.8 | 448.8 | 16.4 | 364.9 | 10000 | 86.9 | 16.5 | 170.1 | 17.8 | 258.5 | 19.3 |
| -0.8 | 17.8 | -1.1 | 16.4 | -1.1 | 22.7 | -42.3 | -1.3 | -49.5 | -1.3 | -47.3 | -0.9 |
| 19.9 | 710 | 18.6 | 633.5 | 17.4 | 568.4 | 9750 | 40.6 | 17.5 | 105.7 | 18.7 | 183.7 | 20.1 |
| -0.9 | 22.5 | -1.1 | 26.1 | -0.9 | 38.4 | -29.1 | -1.5 | -39.3 | -1.3 | -39.7 | -0.9 |
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| 9500 | 19.3 | 18.9 | 65.6 | 19.8 | 130 | 21.1 |
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| -17.1 | -1.3 | -29.4 | -1.3 | -34.5 | -1 |
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| 9250 | 9.5 | 20.5 | 40.2 | 20.9 | 90.4 | 22 |
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| -10.1 | -1.2 | -21.2 | -1.3 | -25.8 | -0.9 |
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| 9000 | 5.4 | 22.6 | 24.9 | 22.2 | 64.4 | 23.2 |
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| -5.7 | -0.9 | -15.5 | -1.3 | -20.4 | -0.9 |
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| 8750 | 3.3 | 24.9 | 15.3 | 23.4 | 45.6 | 24.3 |
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| -3.2 | -0.6 | -11 | -1.3 | -15.7 | -0.9 |
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| 8500 | 2.5 | 27.7 | 10.1 | 24.9 | 32.3 | 25.5 |
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| -1.6 | 0.3 | -7.8 | -1.3 | -13.5 | -1.1 |
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| 8250 | 1.7 | 30.1 | 6.6 | 26.4 | 24.3 | 27 |
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| -1.2 | 0.2 | -5.3 | -1.2 | -8.8 | -0.7 |
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| 8000 | 1.6 | 33.6 | 4.9 | 28.4 | 16.9 | 28.1 |
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| -0.9 | 0.5 | -3.2 | -0.8 | -7.6 | -0.9 |
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| 7750 | 1 | 35.7 | 3.5 | 30.2 | 0 | 0 |
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| -0.7 | 0.4 | -2.2 | -0.6 | 0 | 0 |
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| 7500 | 1 | 39.5 | 2.5 | 32 | 9.7 | 31.3 |
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| 0 | 2.4 | -1.4 | -0.4 | -3.8 | -0.6 |
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| 7250 | 1 | 43.4 | 0 | 0 | 0 | 0 |
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| 0 | 2.6 | 0 | 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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