2010/12/14(Tue)OP
| P/C | 0.9 | 0.1 | 0.9 | 0.9 | 1 | 1 | 1.3 | 1.5 | 1.4 | 1 |
| 先物 | 10307.5 | 30 | 10277.5 | 10215 | 10270 | 10237.5 | 10147.5 | 10172.5 | 10190 | 10167.5 |
| 基準 | 15.4 | -0.3 | 15.7 | 16.9 | 17.5 | 17.8 | 18.7 | 19.1 | 19.3 | 20.5 |
| 期近 | 15.4 | -0.3 | 15.7 | 16.9 | 5.8 | 25.7 | 26 | 24 | 20.5 | 22 |
| 期先1 | 17 | -0.2 | 17.2 | 18.4 | 17.6 | 17.4 | 18 | 18.4 | 18.9 | 19.9 |
| 期先2 | 18.2 | -0.2 | 18.4 | 19.4 | 19 | 18.7 | 19.3 | 19.6 | 20.2 | 20.8 |
| 当/先 | 0.9 | 0 | 0.9 | 0.9 | 0.3 | 1.5 | 1.4 | 1.3 | 1.1 | 1.1 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 1 |
| 30 | 57 | 86 |
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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 | 10310 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 1.9 | 2.8 | 3.9 | 6.9 | 14.5 | 33.4 | 74.4 | 154.8 | 369.5 | 214.7 | 100.8 | 41.6 | 15.8 | 5.5 | 2.5 |
| -0.6 | -0.5 | -1.5 | -2.5 | -4.9 | -7.1 | -12.5 | -20.2 | -8.5 | 11.7 | 4 | 1.1 | 0.4 | 0.3 | 0.4 |
| 27.6 | 25.1 | 22.3 | 20.2 | 18.5 | 17.3 | 16.3 | 15.4 | 15.5 | 15.6 | 15.1 | 15.2 | 15.6 | 15.9 | 17.1 |
| -0.1 | 0.2 | -0.3 | -0.4 | -0.4 | -0.2 | -0.2 | -0.3 | -0.2 | -0.1 | -0.3 | -0.3 | -0.2 | 0 | 0.3 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.06 | -0.13 | -0.25 | -0.44 |
| 0.56 | 0.34 | 0.17 | 0.08 | 0.03 | 0.01 |
| 0.002 | 0.004 | 0.006 | 0.011 | 0.022 | 0.04 | 0.066 | 0.086 |
| 0.085 | 0.082 | 0.057 | 0.031 | 0.014 | 0.007 |
| 0.58 | 0.84 | 1.19 | 1.98 | 3.53 | 6.2 | 9.47 | 11.73 |
| 11.73 | 10.94 | 7.66 | 4.31 | 2.03 | 1.06 |
| -0.26 | -0.34 | -0.44 | -0.66 | -1.07 | -1.77 | -2.53 | -2.97 |
| -3.02 | -2.73 | -1.92 | -1.11 | -0.53 | -0.3 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10310 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 8.9 | 13.4 | 22.1 | 35.2 | 58 | 96.2 | 157.4 | 250.6 | 557.8 | 307.2 | 188.2 | 106.7 | 56.8 | 28.8 | 14 |
| -1.2 | -1.8 | -2.9 | -5.1 | -7.6 | -9.5 | -12.7 | -18 | -7.4 | 10.6 | 8.4 | 5.8 | 2.1 | 1.2 | 0.7 |
| 24.9 | 23.3 | 22.1 | 20.7 | 19.6 | 18.6 | 17.8 | 17.2 | 17.1 | 17 | 16.6 | 16.4 | 16.3 | 16.4 | 16.5 |
| 0 | 0 | 0 | -0.2 | -0.2 | -0.1 | 0 | -0.1 | -0.1 | -0.2 | -0.1 | 0 | -0.1 | -0.1 | 0 |
| -0.02 | -0.03 | -0.06 | -0.09 | -0.14 | -0.21 | -0.32 | -0.45 |
| 0.55 | 0.4 | 0.27 | 0.17 | 0.09 | 0.05 |
| 0.005 | 0.008 | 0.012 | 0.019 | 0.027 | 0.038 | 0.049 | 0.056 |
| 0.057 | 0.057 | 0.049 | 0.037 | 0.025 | 0.015 |
| 2.19 | 3.12 | 4.58 | 6.47 | 9 | 11.91 | 14.62 | 16.19 |
| 16.19 | 15.82 | 13.5 | 10.16 | 6.87 | 4.26 |
| -0.48 | -0.63 | -0.88 | -1.17 | -1.53 | -1.93 | -2.26 | -2.41 |
| -2.42 | -2.3 | -1.93 | -1.45 | -0.98 | -0.61 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10310 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 29.1 | 40.4 | 58.5 | 83.9 | 120.1 | 170.6 | 240.1 | 337.7 | 734.1 | 396.4 | 270.4 | 176.1 | 110.6 | 65.5 | 40.2 |
| -3.1 | -5.2 | -6 | -6.5 | -9.9 | -13.2 | -18.4 | -18.9 | -7.5 | 11.4 | 7.2 | 4.8 | 5.2 | 0.5 | 1.6 |
| 25.4 | 24 | 23 | 21.9 | 20.9 | 19.9 | 19 | 18.4 | 18.4 | 18.3 | 17.7 | 17.3 | 17.1 | 16.9 | 17.1 |
| -0.1 | -0.3 | -0.2 | -0.1 | -0.2 | -0.2 | -0.3 | -0.1 | -0.1 | -0.1 | -0.2 | -0.2 | 0 | -0.2 | -0.1 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.2 | -0.27 | -0.35 | -0.46 |
| 0.54 | 0.43 | 0.32 | 0.23 | 0.15 | 0.1 |
| 0.008 | 0.011 | 0.015 | 0.02 | 0.026 | 0.033 | 0.039 | 0.043 |
| 0.043 | 0.044 | 0.041 | 0.035 | 0.028 | 0.021 |
| 5.33 | 6.87 | 8.92 | 11.28 | 13.88 | 16.46 | 18.64 | 19.88 |
| 19.88 | 19.72 | 18.04 | 15.25 | 11.89 | 8.92 |
| -0.78 | -0.95 | -1.18 | -1.43 | -1.68 | -1.89 | -2.04 | -2.11 |
| -2.12 | -2.03 | -1.82 | -1.52 | -1.17 | -0.89 |
| 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 |
| 17.4 | 7.4 | 17.8 | 1.9 | 22.8 | 1 | 12250 |
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| 0.1 | 0.8 | -0.7 | -0.6 | 0 | 0 |
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| 17.3 | 13.2 | 17.1 | 3.2 | 20.4 | 1 | 12000 |
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| 0 | 0.9 | -0.2 | 0 | 0 | 0 |
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| 17.2 | 23 | 16.8 | 6.9 | 17.9 | 1 | 11750 |
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| 0 | 1.5 | -0.1 | 0.1 | -0.1 | 0 |
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| 17.1 | 40.2 | 16.5 | 14 | 17.1 | 2.5 | 11500 |
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| -0.1 | 1.6 | 0 | 0.7 | 0.3 | 0.4 |
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| 16.9 | 65.5 | 16.4 | 28.8 | 15.9 | 5.5 | 11250 |
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| -0.2 | 0.5 | -0.1 | 1.2 | 0 | 0.3 |
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| 17.1 | 110.6 | 16.3 | 56.8 | 15.6 | 15.8 | 11000 |
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| 0 | 5.2 | -0.1 | 2.1 | -0.2 | 0.4 |
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| 17.3 | 176.1 | 16.4 | 106.7 | 15.2 | 41.6 | 10750 | 484.1 | 15.3 | 546.9 | 16.3 | 617.3 | 17.4 |
| -0.2 | 4.8 | 0 | 5.8 | -0.3 | 1.1 | -27.8 | -0.1 | -25.5 | -0.1 | -32.7 | -0.6 |
| 17.7 | 270.4 | 16.6 | 188.2 | 15.1 | 100.8 | 10500 | 292.7 | 15.1 | 381.3 | 16.7 | 462.7 | 17.8 |
| -0.2 | 7.2 | -0.1 | 8.4 | -0.3 | 4 | -24.8 | -0.2 | -21.2 | -0.1 | -22.3 | -0.2 |
| 18.3 | 396.4 | 17 | 307.2 | 15.6 | 214.7 | 10250 | 154.8 | 15.4 | 250.6 | 17.2 | 337.7 | 18.4 |
| -0.1 | 11.4 | -0.2 | 10.6 | -0.1 | 11.7 | -20.2 | -0.3 | -18 | -0.1 | -18.9 | -0.1 |
| 18.8 | 545.8 | 17.5 | 462.7 | 16.2 | 382.4 | 10000 | 74.4 | 16.3 | 157.4 | 17.8 | 240.1 | 19 |
| -0.3 | 10.8 | -0.3 | 13.9 | -0.2 | 17.5 | -12.5 | -0.2 | -12.7 | 0 | -18.4 | -0.3 |
| 19.8 | 727.5 | 18.4 | 652.7 | 17.2 | 590.8 | 9750 | 33.4 | 17.3 | 96.2 | 18.6 | 170.6 | 19.9 |
| -0.1 | 17.5 | -0.2 | 19.2 | -0.3 | 22.4 | -7.1 | -0.2 | -9.5 | -0.1 | -13.2 | -0.2 |
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| 9500 | 14.5 | 18.5 | 58 | 19.6 | 120.1 | 20.9 |
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| -4.9 | -0.4 | -7.6 | -0.2 | -9.9 | -0.2 |
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| 9250 | 6.9 | 20.2 | 35.2 | 20.7 | 83.9 | 21.9 |
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| -2.5 | -0.4 | -5.1 | -0.2 | -6.5 | -0.1 |
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| 9000 | 3.9 | 22.3 | 22.1 | 22.1 | 58.5 | 23 |
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| -1.5 | -0.3 | -2.9 | 0 | -6 | -0.2 |
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| 8750 | 2.8 | 25.1 | 13.4 | 23.3 | 40.4 | 24 |
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| -0.5 | 0.2 | -1.8 | 0 | -5.2 | -0.3 |
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| 8500 | 1.9 | 27.6 | 8.9 | 24.9 | 29.1 | 25.4 |
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| -0.6 | -0.1 | -1.2 | 0 | -3.1 | -0.1 |
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| 8250 | 1.5 | 30.7 | 5.8 | 26.5 | 20 | 26.4 |
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| -0.1 | 0.5 | -0.8 | 0 | -4.3 | -0.6 |
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| 8000 | 1 | 32.9 | 4 | 28.1 | 14.5 | 27.8 |
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| -0.6 | -0.7 | -0.9 | -0.3 | -2.3 | -0.3 |
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| 7750 | 1 | 36.6 | 3 | 30.1 | 0 | 0 |
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| 0 | 0.9 | -0.6 | -0.2 | 0 | 0 |
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| 7500 | 1 | 40.5 | 2.1 | 31.9 | 8 | 30.8 |
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| 0 | 1 | -0.4 | -0.1 | -1.7 | -0.5 |
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| 7250 | 1 | 44.4 | 0 | 0 | 0 | 0 |
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| 0 | 1 | 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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