2010/12/17(Fri)OP
| P/C | 0.9 | -0.3 | 1.2 | 1.3 | 0.9 | 0.9 | 0.9 | 1 | 1 | 1.3 |
| 先物 | 10295 | -7.5 | 10302.5 | 10300 | 10307.5 | 10277.5 | 10215 | 10270 | 10237.5 | 10147.5 |
| 基準 | 15.6 | -0.2 | 15.8 | 15.4 | 15.4 | 15.7 | 16.9 | 17.5 | 17.8 | 18.7 |
| 期近 | 15.6 | -0.3 | 15.8 | 15.4 | 15.4 | 15.7 | 16.9 | 5.8 | 25.7 | 26 |
| 期先1 | 17.2 | -0.2 | 17.4 | 16.9 | 17 | 17.2 | 18.4 | 17.6 | 17.4 | 18 |
| 期先2 | 18.6 | -0.1 | 18.7 | 18.3 | 18.2 | 18.4 | 19.4 | 19 | 18.7 | 19.3 |
| 当/先 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.3 | 1.5 | 1.4 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 27 | 54 | 83 |
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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 | 10290 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 1.8 | 2.7 | 4.2 | 6.6 | 13.8 | 31.4 | 72.2 | 153.5 | 351.7 | 198.2 | 91.1 | 36.3 | 13.5 | 5.3 | 2 |
| -0.7 | -0.6 | -1.4 | -1.6 | -2.3 | -3.2 | -3.2 | -3.3 | -14.1 | -10.8 | -7 | -1.8 | -1 | -0.3 | -0.4 |
| 28.7 | 26.2 | 23.6 | 20.9 | 19.1 | 17.6 | 16.5 | 15.6 | 15.6 | 15.5 | 15.4 | 15.6 | 16 | 16.9 | 17.7 |
| -0.8 | -0.3 | -0.7 | -0.5 | -0.4 | -0.4 | -0.3 | -0.3 | -0.3 | -0.3 | -0.2 | 0.2 | 0.2 | 0.3 | 0 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.06 | -0.12 | -0.25 | -0.45 |
| 0.55 | 0.33 | 0.16 | 0.07 | 0.03 | 0.01 |
| 0.002 | 0.004 | 0.006 | 0.011 | 0.022 | 0.041 | 0.069 | 0.09 |
| 0.09 | 0.083 | 0.056 | 0.029 | 0.014 | 0.006 |
| 0.52 | 0.79 | 1.2 | 1.84 | 3.3 | 5.79 | 9.01 | 11.16 |
| 11.16 | 10.18 | 6.87 | 3.73 | 1.89 | 0.87 |
| -0.27 | -0.38 | -0.51 | -0.7 | -1.15 | -1.86 | -2.72 | -3.18 |
| -3.18 | -2.87 | -1.96 | -1.1 | -0.58 | -0.28 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10290 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 8.2 | 12.7 | 20.4 | 34.1 | 57.4 | 95.5 | 158.7 | 252.3 | 549.1 | 296.8 | 179.9 | 101 | 52.7 | 27.7 | 13.2 |
| -0.9 | -1.2 | -1.5 | -1.4 | -2 | -3.1 | -2.2 | -2.7 | -12.8 | -10.1 | -7.8 | -6.4 | -5.1 | -2.1 | -1.7 |
| 25.1 | 23.6 | 22.2 | 21 | 19.9 | 18.8 | 18.1 | 17.4 | 17.3 | 17.3 | 16.8 | 16.6 | 16.5 | 16.8 | 16.9 |
| -0.3 | -0.3 | -0.2 | -0.1 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.1 | -0.2 |
| -0.02 | -0.03 | -0.05 | -0.09 | -0.14 | -0.22 | -0.33 | -0.46 |
| 0.54 | 0.39 | 0.26 | 0.16 | 0.09 | 0.05 |
| 0.005 | 0.008 | 0.012 | 0.019 | 0.028 | 0.039 | 0.05 | 0.057 |
| 0.058 | 0.058 | 0.049 | 0.037 | 0.025 | 0.015 |
| 2.04 | 2.96 | 4.3 | 6.24 | 8.77 | 11.64 | 14.3 | 15.77 |
| 15.77 | 15.29 | 12.92 | 9.57 | 6.53 | 3.99 |
| -0.47 | -0.64 | -0.88 | -1.2 | -1.6 | -2.01 | -2.37 | -2.51 |
| -2.52 | -2.38 | -1.98 | -1.46 | -1.01 | -0.62 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10290 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 28.5 | 40 | 58.7 | 84.6 | 119.9 | 172.2 | 245 | 343.9 | 732.1 | 388.2 | 263.2 | 172 | 106.2 | 65.5 | 39.7 |
| -2 | -1.8 | -1.3 | -0.1 | -4.4 | -3.1 | -2.5 | -1.7 | -10.5 | -8.8 | -9.1 | -7.2 | -7 | -4.3 | -2.9 |
| 25.6 | 24.3 | 23.3 | 22.2 | 21.1 | 20.2 | 19.4 | 18.7 | 18.7 | 18.6 | 17.9 | 17.6 | 17.3 | 17.4 | 17.5 |
| -0.3 | -0.2 | -0.1 | 0 | -0.3 | -0.2 | -0.2 | -0.2 | -0.1 | -0.1 | -0.2 | -0.2 | -0.3 | -0.2 | -0.1 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.2 | -0.27 | -0.36 | -0.46 |
| 0.54 | 0.43 | 0.32 | 0.22 | 0.15 | 0.1 |
| 0.008 | 0.011 | 0.016 | 0.021 | 0.027 | 0.033 | 0.039 | 0.043 |
| 0.043 | 0.044 | 0.041 | 0.035 | 0.028 | 0.02 |
| 5.2 | 6.75 | 8.81 | 11.15 | 13.68 | 16.26 | 18.38 | 19.54 |
| 19.54 | 19.3 | 17.58 | 14.74 | 11.62 | 8.67 |
| -0.8 | -0.98 | -1.23 | -1.48 | -1.73 | -1.96 | -2.13 | -2.18 |
| -2.19 | -2.09 | -1.86 | -1.54 | -1.21 | -0.91 |
| 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 | 19 | 2.4 | 24.2 | 1 | 12250 |
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| 0 | -0.5 | 0.5 | 0.3 | 0.5 | 0 |
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| 17.7 | 13 | 18 | 3.8 | 21.6 | 1 | 12000 |
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| -0.2 | -1.8 | -0.2 | -0.7 | 0.5 | 0 |
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| 17.6 | 23 | 17.4 | 6.8 | 19 | 1 | 11750 |
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| -0.2 | -2.6 | -0.2 | -1.1 | 0.4 | 0 |
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| 17.5 | 39.7 | 16.9 | 13.2 | 17.7 | 2 | 11500 |
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| -0.1 | -2.9 | -0.2 | -1.7 | 0 | -0.4 |
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| 17.4 | 65.5 | 16.8 | 27.7 | 16.9 | 5.3 | 11250 |
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| -0.2 | -4.3 | -0.1 | -2.1 | 0.3 | -0.3 |
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| 17.3 | 106.2 | 16.5 | 52.7 | 16 | 13.5 | 11000 |
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| -0.3 | -7 | -0.2 | -5.1 | 0.2 | -1 |
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| 17.6 | 172 | 16.6 | 101 | 15.6 | 36.3 | 10750 | 492.5 | 15.8 | 558.1 | 16.9 | 627 | 17.7 |
| -0.2 | -7.2 | -0.2 | -6.4 | 0.2 | -1.8 | 4.7 | 0.1 | 3.1 | 0 | -0.9 | -0.2 |
| 17.9 | 263.2 | 16.8 | 179.9 | 15.4 | 91.1 | 10500 | 297.5 | 15.6 | 385.9 | 17 | 469.7 | 18.1 |
| -0.2 | -9.1 | -0.2 | -7.8 | -0.2 | -7 | -1.3 | -0.3 | -0.6 | -0.2 | -2.4 | -0.2 |
| 18.6 | 388.2 | 17.3 | 296.8 | 15.5 | 198.2 | 10250 | 153.5 | 15.6 | 252.3 | 17.4 | 343.9 | 18.7 |
| -0.1 | -8.8 | -0.2 | -10.1 | -0.3 | -10.8 | -3.3 | -0.3 | -2.7 | -0.2 | -1.7 | -0.2 |
| 19.1 | 537.5 | 18 | 453.2 | 16.3 | 365.8 | 10000 | 72.2 | 16.5 | 158.7 | 18.1 | 245 | 19.4 |
| -0.3 | -12.3 | -0.2 | -10 | -0.4 | -11.8 | -3.2 | -0.3 | -2.2 | -0.2 | -2.5 | -0.2 |
| 20.1 | 717.8 | 18.9 | 642.3 | 17.1 | 574 | 9750 | 31.4 | 17.6 | 95.5 | 18.8 | 172.2 | 20.2 |
| -0.1 | -8.9 | -0.2 | -10 | -1 | -14 | -3.2 | -0.4 | -3.1 | -0.2 | -3.1 | -0.2 |
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| 9500 | 13.8 | 19.1 | 57.4 | 19.9 | 119.9 | 21.1 |
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| -2.3 | -0.4 | -2 | -0.2 | -4.4 | -0.3 |
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| 9250 | 6.6 | 20.9 | 34.1 | 21 | 84.6 | 22.2 |
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| -1.6 | -0.5 | -1.4 | -0.1 | -0.1 | 0 |
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| 9000 | 4.2 | 23.6 | 20.4 | 22.2 | 58.7 | 23.3 |
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| -1.4 | -0.7 | -1.5 | -0.2 | -1.3 | -0.1 |
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| 8750 | 2.7 | 26.2 | 12.7 | 23.6 | 40 | 24.3 |
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| -0.6 | -0.3 | -1.2 | -0.3 | -1.8 | -0.2 |
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| 8500 | 1.8 | 28.7 | 8.2 | 25.1 | 28.5 | 25.6 |
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| -0.7 | -0.8 | -0.9 | -0.3 | -2 | -0.3 |
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| 8250 | 1.1 | 31 | 5.2 | 26.6 | 19.8 | 26.7 |
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| -0.4 | -0.7 | -0.8 | -0.4 | -0.5 | 0 |
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| 8000 | 1 | 34.5 | 4 | 28.7 | 14.5 | 28.2 |
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| -0.1 | 0.3 | -0.3 | -0.1 | -1.3 | -0.3 |
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| 7750 | 1 | 38.4 | 2.5 | 30.2 | 0 | 0 |
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| 0 | 0.6 | -0.4 | -0.3 | 0 | 0 |
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| 7500 | 1 | 42.5 | 2 | 32.4 | 7.4 | 30.9 |
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| 0 | 0.7 | -0.5 | -0.7 | -0.4 | -0.1 |
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| 7250 | 1 | 46.6 | 0 | 0 | 0 | 0 |
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| 0 | 0.7 | 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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