2010/12/20(Mon)OP
| P/C | 1.2 | 0.3 | 0.9 | 1.2 | 1.3 | 0.9 | 0.9 | 0.9 | 1 | 1 |
| 先物 | 10222.5 | -72.5 | 10295 | 10302.5 | 10300 | 10307.5 | 10277.5 | 10215 | 10270 | 10237.5 |
| 基準 | 16.6 | 1 | 15.6 | 15.8 | 15.4 | 15.4 | 15.7 | 16.9 | 17.5 | 17.8 |
| 期近 | 16.4 | 0.9 | 15.6 | 15.8 | 15.4 | 15.4 | 15.7 | 16.9 | 5.8 | 25.7 |
| 期先1 | 17.9 | 0.6 | 17.2 | 17.4 | 16.9 | 17 | 17.2 | 18.4 | 17.6 | 17.4 |
| 期先2 | 19 | 0.5 | 18.6 | 18.7 | 18.3 | 18.2 | 18.4 | 19.4 | 19 | 18.7 |
| 当/先 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.3 | 1.5 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 24 | 51 | 80 |
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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 | 10220 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 1.9 | 2.9 | 4.8 | 8 | 17.1 | 39.9 | 89.4 | 185.5 | 345.3 | 159.8 | 67.9 | 24.6 | 9 | 3.5 | 1.8 |
| 0.1 | 0.2 | 0.6 | 1.4 | 3.3 | 8.5 | 17.2 | 31.9 | -6.4 | -38.4 | -23.2 | -11.8 | -4.5 | -1.8 | -0.2 |
| 29.6 | 26.9 | 24.3 | 21.7 | 19.8 | 18.4 | 17.2 | 16.3 | 16.3 | 16.4 | 16.1 | 16.2 | 16.9 | 17.9 | 19.5 |
| 0.9 | 0.7 | 0.8 | 0.8 | 0.7 | 0.8 | 0.7 | 0.6 | 0.8 | 0.8 | 0.7 | 0.6 | 0.9 | 1 | 1.8 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.07 | -0.15 | -0.3 | -0.52 |
| 0.48 | 0.27 | 0.12 | 0.05 | 0.02 | 0.01 |
| 0.003 | 0.004 | 0.007 | 0.013 | 0.026 | 0.049 | 0.077 | 0.093 |
| 0.092 | 0.077 | 0.046 | 0.023 | 0.01 | 0.005 |
| 0.52 | 0.8 | 1.27 | 2.03 | 3.63 | 6.27 | 9.21 | 10.53 |
| 10.53 | 8.69 | 5.25 | 2.68 | 1.31 | 0.73 |
| -0.32 | -0.44 | -0.63 | -0.9 | -1.47 | -2.36 | -3.24 | -3.5 |
| -3.55 | -2.88 | -1.75 | -0.93 | -0.48 | -0.29 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10220 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 9 | 14.4 | 23.4 | 39.9 | 66.3 | 111.2 | 180.3 | 285.6 | 545.6 | 260 | 151.9 | 83.8 | 43.1 | 21.2 | 10.2 |
| 0.9 | 1.7 | 3 | 5.8 | 9 | 15.7 | 21.6 | 33.3 | -3.5 | -36.8 | -28 | -17.2 | -9.6 | -6.5 | -3 |
| 25.5 | 24 | 22.6 | 21.4 | 20.2 | 19.3 | 18.4 | 17.8 | 17.8 | 17.8 | 17.3 | 17.1 | 17.1 | 17.2 | 17.4 |
| 0.3 | 0.4 | 0.4 | 0.5 | 0.4 | 0.5 | 0.3 | 0.4 | 0.5 | 0.6 | 0.4 | 0.5 | 0.6 | 0.4 | 0.5 |
| -0.02 | -0.04 | -0.06 | -0.1 | -0.16 | -0.24 | -0.36 | -0.5 |
| 0.5 | 0.35 | 0.23 | 0.13 | 0.07 | 0.04 |
| 0.006 | 0.009 | 0.014 | 0.021 | 0.031 | 0.042 | 0.053 | 0.059 |
| 0.058 | 0.056 | 0.046 | 0.033 | 0.021 | 0.013 |
| 2.15 | 3.16 | 4.61 | 6.7 | 9.23 | 12.04 | 14.36 | 15.3 |
| 15.3 | 14.24 | 11.56 | 8.28 | 5.36 | 3.22 |
| -0.53 | -0.74 | -1.01 | -1.39 | -1.82 | -2.26 | -2.56 | -2.63 |
| -2.67 | -2.4 | -1.93 | -1.38 | -0.9 | -0.55 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10220 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 30.8 | 45.9 | 65.6 | 94.4 | 135.3 | 190.3 | 271.8 | 376.7 | 725.4 | 348.7 | 234.2 | 150 | 94.2 | 55.1 | 32.7 |
| 2.3 | 5.9 | 6.9 | 9.9 | 15.4 | 18.1 | 26.9 | 32.8 | -6.7 | -39.5 | -29.1 | -21.9 | -11.9 | -10.4 | -7 |
| 25.7 | 24.8 | 23.6 | 22.5 | 21.5 | 20.4 | 19.7 | 19 | 18.9 | 18.9 | 18.3 | 17.9 | 17.9 | 17.7 | 17.8 |
| 0.2 | 0.5 | 0.3 | 0.3 | 0.4 | 0.2 | 0.3 | 0.3 | 0.3 | 0.3 | 0.4 | 0.3 | 0.6 | 0.3 | 0.3 |
| -0.06 | -0.08 | -0.11 | -0.16 | -0.22 | -0.29 | -0.39 | -0.49 |
| 0.51 | 0.39 | 0.29 | 0.2 | 0.13 | 0.09 |
| 0.009 | 0.013 | 0.017 | 0.022 | 0.029 | 0.035 | 0.04 | 0.044 |
| 0.044 | 0.044 | 0.04 | 0.033 | 0.025 | 0.018 |
| 5.41 | 7.21 | 9.23 | 11.6 | 14.13 | 16.51 | 18.37 | 19.13 |
| 19.13 | 18.47 | 16.42 | 13.57 | 10.34 | 7.53 |
| -0.86 | -1.11 | -1.35 | -1.62 | -1.89 | -2.09 | -2.25 | -2.25 |
| -2.26 | -2.11 | -1.84 | -1.52 | -1.14 | -0.84 |
| 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 |
| 18.4 | 6.3 | 19.6 | 1.9 | 26.6 | 1 | 12250 |
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| 0.3 | -1.6 | 0.6 | -0.6 | 2.4 | 0 |
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| 17.9 | 10.1 | 18.6 | 2.9 | 23.9 | 1 | 12000 |
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| 0.2 | -2.9 | 0.6 | -0.9 | 2.2 | 0 |
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| 18 | 19.1 | 17.9 | 5.1 | 21.1 | 1 | 11750 |
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| 0.4 | -3.8 | 0.5 | -1.7 | 2.1 | 0 |
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| 17.8 | 32.7 | 17.4 | 10.2 | 19.5 | 1.8 | 11500 |
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| 0.3 | -7 | 0.5 | -3 | 1.8 | -0.2 |
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| 17.7 | 55.1 | 17.2 | 21.2 | 17.9 | 3.5 | 11250 |
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| 0.3 | -10.4 | 0.4 | -6.5 | 1 | -1.8 |
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| 17.9 | 94.2 | 17.1 | 43.1 | 16.9 | 9 | 11000 |
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| 0.6 | -11.9 | 0.6 | -9.6 | 0.9 | -4.5 |
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| 17.9 | 150 | 17.1 | 83.8 | 16.2 | 24.6 | 10750 | 550 | 15.9 | 607.7 | 16.9 | 678.5 | 18.1 |
| 0.3 | -21.9 | 0.5 | -17.2 | 0.6 | -11.8 | 57.5 | 0.1 | 49.6 | 0.1 | 51.5 | 0.4 |
| 18.3 | 234.2 | 17.3 | 151.9 | 16.1 | 67.9 | 10500 | 341.6 | 15.7 | 426.7 | 17.2 | 512.9 | 18.5 |
| 0.4 | -29.1 | 0.4 | -28 | 0.7 | -23.2 | 44.1 | 0.2 | 40.8 | 0.2 | 43.2 | 0.4 |
| 18.9 | 348.7 | 17.8 | 260 | 16.4 | 159.8 | 10250 | 185.5 | 16.3 | 285.6 | 17.8 | 376.7 | 19 |
| 0.3 | -39.5 | 0.6 | -36.8 | 0.8 | -38.4 | 31.9 | 0.6 | 33.3 | 0.4 | 32.8 | 0.3 |
| 19.7 | 495 | 18.5 | 406.2 | 17.4 | 314.6 | 10000 | 89.4 | 17.2 | 180.3 | 18.4 | 271.8 | 19.7 |
| 0.5 | -42.5 | 0.6 | -47 | 1.1 | -51.2 | 17.2 | 0.7 | 21.6 | 0.3 | 26.9 | 0.3 |
| 20.6 | 666.9 | 19.1 | 582.3 | 18.4 | 512.7 | 9750 | 39.9 | 18.4 | 111.2 | 19.3 | 190.3 | 20.4 |
| 0.5 | -50.9 | 0.2 | -60 | 1.3 | -61.3 | 8.5 | 0.8 | 15.7 | 0.5 | 18.1 | 0.2 |
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| 9500 | 17.1 | 19.8 | 66.3 | 20.2 | 135.3 | 21.5 |
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| 3.3 | 0.7 | 9 | 0.4 | 15.4 | 0.4 |
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| 9250 | 8 | 21.7 | 39.9 | 21.4 | 94.4 | 22.5 |
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| 1.4 | 0.8 | 5.8 | 0.5 | 9.9 | 0.3 |
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| 9000 | 4.8 | 24.3 | 23.4 | 22.6 | 65.6 | 23.6 |
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| 0.6 | 0.8 | 3 | 0.4 | 6.9 | 0.3 |
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| 8750 | 2.9 | 26.9 | 14.4 | 24 | 45.9 | 24.8 |
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| 0.2 | 0.7 | 1.7 | 0.4 | 5.9 | 0.5 |
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| 8500 | 1.9 | 29.6 | 9 | 25.5 | 30.8 | 25.7 |
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| 0.1 | 0.9 | 0.9 | 0.3 | 2.3 | 0.2 |
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| 8250 | 1.1 | 31.7 | 5.8 | 27.1 | 22 | 27.1 |
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| 0 | 0.8 | 0.6 | 0.5 | 2.2 | 0.4 |
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| 8000 | 1 | 35.7 | 4 | 28.9 | 15.3 | 28.4 |
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| 0 | 1.2 | 0 | 0.2 | 0.8 | 0.1 |
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| 7750 | 1 | 39.8 | 2.7 | 30.7 | 0 | 0 |
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| 0 | 1.4 | 0.2 | 0.4 | 0 | 0 |
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| 7500 | 1 | 44.1 | 2 | 32.7 | 8 | 31.2 |
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| 0 | 1.7 | 0 | 0.3 | 0.6 | 0.3 |
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| 7250 | 1 | 48.5 | 0 | 0 | 0 | 0 |
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| 0 | 1.9 | 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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