2010/12/16(Thu)OP
| P/C | 1.2 | -0.1 | 1.3 | 0.9 | 0.9 | 0.9 | 1 | 1 | 1.3 | 1.5 |
| 先物 | 10302.5 | 2.5 | 10300 | 10307.5 | 10277.5 | 10215 | 10270 | 10237.5 | 10147.5 | 10172.5 |
| 基準 | 15.8 | 0.5 | 15.4 | 15.4 | 15.7 | 16.9 | 17.5 | 17.8 | 18.7 | 19.1 |
| 期近 | 15.8 | 0.5 | 15.4 | 15.4 | 15.7 | 16.9 | 5.8 | 25.7 | 26 | 24 |
| 期先1 | 17.4 | 0.5 | 16.9 | 17 | 17.2 | 18.4 | 17.6 | 17.4 | 18 | 18.4 |
| 期先2 | 18.7 | 0.3 | 18.3 | 18.2 | 18.4 | 19.4 | 19 | 18.7 | 19.3 | 19.6 |
| 当/先 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.3 | 1.5 | 1.4 | 1.3 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 28 | 55 | 84 |
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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 | 10300 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 2.5 | 3.4 | 5.6 | 8.2 | 16.1 | 34.6 | 75.4 | 156.8 | 365.8 | 209 | 98.1 | 38.1 | 14.5 | 5.6 | 2.4 |
| 0.6 | 0.5 | 1.5 | 1.1 | 1.2 | 1.6 | 1.7 | 0.4 | 4.4 | 4.1 | 3.8 | 0.6 | 0.5 | 1 | 0.5 |
| 29.5 | 26.5 | 24.3 | 21.4 | 19.5 | 18 | 16.8 | 15.9 | 15.9 | 15.9 | 15.5 | 15.4 | 15.9 | 16.6 | 17.6 |
| 1.5 | 1.1 | 1.6 | 0.9 | 0.7 | 0.6 | 0.5 | 0.4 | 0.4 | 0.5 | 0.5 | 0.3 | 0.4 | 0.8 | 0.8 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.06 | -0.13 | -0.25 | -0.44 |
| 0.56 | 0.34 | 0.17 | 0.07 | 0.03 | 0.01 |
| 0.003 | 0.004 | 0.007 | 0.012 | 0.022 | 0.041 | 0.066 | 0.086 |
| 0.087 | 0.082 | 0.056 | 0.03 | 0.014 | 0.007 |
| 0.67 | 0.92 | 1.45 | 2.12 | 3.62 | 6.09 | 9.21 | 11.35 |
| 11.35 | 10.51 | 7.16 | 3.96 | 1.99 | 1 |
| -0.35 | -0.43 | -0.62 | -0.8 | -1.24 | -1.93 | -2.72 | -3.18 |
| -3.18 | -2.89 | -1.94 | -1.11 | -0.58 | -0.31 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10300 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 9.1 | 14 | 22 | 35.5 | 59.4 | 98.6 | 160.8 | 255 | 561.9 | 306.9 | 187.7 | 107.4 | 57.8 | 29.8 | 15 |
| 0.9 | 0.9 | 0.9 | 0.4 | 2.1 | 3.4 | 2.5 | 4.9 | 13.3 | 8.5 | 6.4 | 4.3 | 2.8 | 2 | 1 |
| 25.4 | 23.9 | 22.4 | 21.1 | 20 | 19.1 | 18.2 | 17.6 | 17.6 | 17.5 | 17 | 16.8 | 16.8 | 16.9 | 17.1 |
| 0.7 | 0.5 | 0.4 | 0.3 | 0.4 | 0.5 | 0.4 | 0.5 | 0.6 | 0.6 | 0.5 | 0.4 | 0.4 | 0.4 | 0.4 |
| -0.02 | -0.04 | -0.06 | -0.09 | -0.14 | -0.22 | -0.32 | -0.46 |
| 0.54 | 0.4 | 0.27 | 0.17 | 0.1 | 0.05 |
| 0.005 | 0.008 | 0.012 | 0.019 | 0.028 | 0.038 | 0.049 | 0.056 |
| 0.057 | 0.057 | 0.049 | 0.037 | 0.025 | 0.016 |
| 2.19 | 3.14 | 4.5 | 6.4 | 8.93 | 11.8 | 14.42 | 15.91 |
| 15.91 | 15.51 | 13.25 | 10.02 | 6.85 | 4.33 |
| -0.5 | -0.68 | -0.91 | -1.22 | -1.61 | -2.03 | -2.37 | -2.52 |
| -2.53 | -2.39 | -2.02 | -1.52 | -1.05 | -0.67 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10300 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 30.5 | 41.9 | 60 | 84.7 | 124.3 | 175.3 | 247.5 | 345.6 | 742.6 | 397 | 272.4 | 179.2 | 113.2 | 69.8 | 42.5 |
| 1.5 | 1.3 | 2.2 | 0.7 | 4.1 | 2.4 | 2.7 | 2.3 | 10.6 | 8.3 | 5.3 | 4.2 | 3.2 | 2.7 | 1.6 |
| 25.9 | 24.5 | 23.4 | 22.2 | 21.4 | 20.4 | 19.6 | 18.9 | 18.8 | 18.7 | 18.1 | 17.8 | 17.6 | 17.5 | 17.6 |
| 0.5 | 0.4 | 0.4 | 0.2 | 0.5 | 0.3 | 0.3 | 0.3 | 0.4 | 0.5 | 0.3 | 0.3 | 0.3 | 0.3 | 0.3 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.2 | -0.27 | -0.36 | -0.46 |
| 0.54 | 0.43 | 0.33 | 0.23 | 0.16 | 0.11 |
| 0.009 | 0.012 | 0.016 | 0.021 | 0.026 | 0.033 | 0.039 | 0.042 |
| 0.043 | 0.044 | 0.041 | 0.035 | 0.028 | 0.021 |
| 5.41 | 6.92 | 8.92 | 11.2 | 13.86 | 16.37 | 18.48 | 19.65 |
| 19.65 | 19.47 | 17.84 | 15.13 | 12 | 9.03 |
| -0.83 | -1 | -1.23 | -1.47 | -1.75 | -1.97 | -2.13 | -2.19 |
| -2.19 | -2.1 | -1.89 | -1.58 | -1.25 | -0.95 |
| 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 |
| 18.1 | 8.5 | 18.5 | 2.2 | 23.6 | 1 | 12250 |
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| 0.3 | 0.5 | 0.3 | 0.2 | 0.4 | 0 |
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| 17.9 | 14.7 | 18.2 | 4.5 | 21.1 | 1 | 12000 |
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| 0.3 | 0.8 | 1 | 1.3 | 0.3 | 0 |
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| 17.8 | 25.6 | 17.6 | 7.9 | 18.5 | 1 | 11750 |
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| 0.3 | 1.1 | 0.6 | 1.2 | 0.3 | 0 |
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| 17.6 | 42.5 | 17.1 | 15 | 17.6 | 2.4 | 11500 |
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| 0.3 | 1.6 | 0.4 | 1 | 0.8 | 0.5 |
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| 17.5 | 69.8 | 16.9 | 29.8 | 16.6 | 5.6 | 11250 |
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| 0.3 | 2.7 | 0.4 | 2 | 0.8 | 1 |
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| 17.6 | 113.2 | 16.8 | 57.8 | 15.9 | 14.5 | 11000 |
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| 0.3 | 3.2 | 0.4 | 2.8 | 0.4 | 0.5 |
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| 17.8 | 179.2 | 16.8 | 107.4 | 15.4 | 38.1 | 10750 | 487.9 | 15.8 | 555 | 16.9 | 627.9 | 18 |
| 0.3 | 4.2 | 0.4 | 4.3 | 0.3 | 0.6 | -2.1 | 0.3 | 0 | 0.3 | -0.6 | 0.2 |
| 18.1 | 272.4 | 17 | 187.7 | 15.5 | 98.1 | 10500 | 298.8 | 15.9 | 386.5 | 17.2 | 472.1 | 18.4 |
| 0.3 | 5.3 | 0.5 | 6.4 | 0.5 | 3.8 | 2 | 0.6 | 0.6 | 0.3 | 2.1 | 0.3 |
| 18.7 | 397 | 17.5 | 306.9 | 15.9 | 209 | 10250 | 156.8 | 15.9 | 255 | 17.6 | 345.6 | 18.9 |
| 0.5 | 8.3 | 0.6 | 8.5 | 0.5 | 4.1 | 0.4 | 0.4 | 4.9 | 0.5 | 2.3 | 0.3 |
| 19.4 | 549.8 | 18.1 | 463.1 | 16.7 | 377.6 | 10000 | 75.4 | 16.8 | 160.8 | 18.2 | 247.5 | 19.6 |
| 0.6 | 10 | 0.5 | 6.1 | 0.7 | 6 | 1.7 | 0.5 | 2.5 | 0.4 | 2.7 | 0.3 |
| 20.2 | 726.7 | 19.1 | 652.3 | 18 | 588 | 9750 | 34.6 | 18 | 98.6 | 19.1 | 175.3 | 20.4 |
| 0.5 | 8.1 | 0.8 | 9.8 | 1.3 | 8.2 | 1.6 | 0.6 | 3.4 | 0.5 | 2.4 | 0.3 |
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| 9500 | 16.1 | 19.5 | 59.4 | 20 | 124.3 | 21.4 |
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| 1.2 | 0.7 | 2.1 | 0.4 | 4.1 | 0.5 |
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| 9250 | 8.2 | 21.4 | 35.5 | 21.1 | 84.7 | 22.2 |
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| 1.1 | 0.9 | 0.4 | 0.3 | 0.7 | 0.2 |
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| 9000 | 5.6 | 24.3 | 22 | 22.4 | 60 | 23.4 |
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| 1.5 | 1.6 | 0.9 | 0.4 | 2.2 | 0.4 |
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| 8750 | 3.4 | 26.5 | 14 | 23.9 | 41.9 | 24.5 |
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| 0.5 | 1.1 | 0.9 | 0.5 | 1.3 | 0.4 |
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| 8500 | 2.5 | 29.5 | 9.1 | 25.4 | 30.5 | 25.9 |
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| 0.6 | 1.5 | 0.9 | 0.7 | 1.5 | 0.5 |
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| 8250 | 1.5 | 31.7 | 6 | 27 | 20.2 | 26.8 |
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| 0.1 | 0.9 | 0.5 | 0.6 | 0.4 | 0.3 |
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| 8000 | 1.1 | 34.2 | 4.3 | 28.8 | 15.8 | 28.5 |
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| 0.1 | 0.9 | 0.3 | 0.6 | 1.4 | 0.6 |
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| 7750 | 1 | 37.8 | 3 | 30.6 | 0 | 0 |
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| 0 | 0.7 | 0.1 | 0.5 | 0 | 0 |
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| 7500 | 1 | 41.8 | 2.5 | 33.1 | 7.8 | 31 |
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| 0 | 0.7 | 0.5 | 1.2 | -0.2 | 0.1 |
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| 7250 | 1 | 45.9 | 0 | 0 | 0 | 0 |
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| 0 | 0.8 | 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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