2010/12/21(Tue)OP
| P/C | 0.8 | -0.4 | 1.2 | 0.9 | 1.2 | 1.3 | 0.9 | 0.9 | 0.9 | 1 |
| 先物 | 10352.5 | 130 | 10222.5 | 10295 | 10302.5 | 10300 | 10307.5 | 10277.5 | 10215 | 10270 |
| 基準 | 15.5 | -1.1 | 16.6 | 15.6 | 15.8 | 15.4 | 15.4 | 15.7 | 16.9 | 17.5 |
| 期近 | 15.3 | -1.2 | 16.4 | 15.6 | 15.8 | 15.4 | 15.4 | 15.7 | 16.9 | 5.8 |
| 期先1 | 16.8 | -1 | 17.9 | 17.2 | 17.4 | 16.9 | 17 | 17.2 | 18.4 | 17.6 |
| 期先2 | 18.3 | -0.7 | 19 | 18.6 | 18.7 | 18.3 | 18.2 | 18.4 | 19.4 | 19 |
| 当/先 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.3 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 23 | 50 | 79 |
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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 | 10350 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 1.7 | 2 | 2.9 | 4.7 | 9 | 20.9 | 48.9 | 114.2 | 331 | 216.8 | 96 | 35.4 | 12.7 | 4.7 | 2.5 |
| -0.2 | -0.9 | -1.8 | -3.3 | -8.1 | -19 | -40.5 | -71.3 | -14.3 | 57 | 28.1 | 10.8 | 3.8 | 1.1 | 0.8 |
| 31.6 | 28 | 25.1 | 22.3 | 19.9 | 18.2 | 16.6 | 15.4 | 15.4 | 15.4 | 15.1 | 15.2 | 16 | 17 | 18.9 |
| 2 | 1 | 0.7 | 0.6 | 0.1 | -0.2 | -0.6 | -0.8 | -0.9 | -1 | -1 | -1 | -0.9 | -1 | -0.6 |
| -0.01 | -0.01 | -0.01 | -0.02 | -0.04 | -0.09 | -0.2 | -0.39 |
| 0.61 | 0.36 | 0.17 | 0.07 | 0.03 | 0.01 |
| 0.002 | 0.003 | 0.005 | 0.009 | 0.017 | 0.035 | 0.064 | 0.095 |
| 0.095 | 0.095 | 0.063 | 0.032 | 0.014 | 0.008 |
| 0.45 | 0.57 | 0.85 | 1.33 | 2.34 | 4.33 | 7.29 | 10.06 |
| 10.06 | 9.83 | 6.61 | 3.51 | 1.67 | 0.98 |
| -0.31 | -0.34 | -0.46 | -0.63 | -1 | -1.69 | -2.58 | -3.31 |
| -3.33 | -3.18 | -2.16 | -1.2 | -0.61 | -0.4 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10360 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 6.2 | 9.9 | 15.2 | 25.1 | 43.5 | 75.5 | 127.9 | 210.6 | 527.2 | 316.6 | 189.7 | 104.8 | 54 | 26.7 | 13.2 |
| -2.8 | -4.5 | -8.2 | -14.8 | -22.8 | -35.7 | -52.4 | -75 | -18.4 | 56.6 | 37.8 | 21 | 10.9 | 5.5 | 3 |
| 25.6 | 24.1 | 22.4 | 21 | 19.8 | 18.8 | 17.8 | 17 | 17 | 17.1 | 16.6 | 16.3 | 16.3 | 16.5 | 16.8 |
| 0.2 | 0.1 | -0.2 | -0.5 | -0.4 | -0.5 | -0.6 | -0.8 | -0.8 | -0.7 | -0.7 | -0.8 | -0.8 | -0.7 | -0.6 |
| -0.02 | -0.03 | -0.04 | -0.07 | -0.11 | -0.19 | -0.29 | -0.42 |
| 0.58 | 0.42 | 0.28 | 0.17 | 0.09 | 0.05 |
| 0.004 | 0.007 | 0.01 | 0.016 | 0.025 | 0.037 | 0.05 | 0.06 |
| 0.059 | 0.061 | 0.053 | 0.04 | 0.026 | 0.016 |
| 1.62 | 2.4 | 3.46 | 5.08 | 7.41 | 10.27 | 13.12 | 15.06 |
| 15.07 | 15.05 | 12.9 | 9.6 | 6.38 | 3.95 |
| -0.41 | -0.57 | -0.77 | -1.06 | -1.45 | -1.91 | -2.31 | -2.53 |
| -2.58 | -2.49 | -2.1 | -1.56 | -1.05 | -0.66 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10350 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 24.7 | 34.7 | 49.7 | 70.5 | 104.3 | 149.9 | 215.1 | 305.9 | 714.6 | 408.7 | 278.9 | 180.1 | 110.4 | 65.1 | 38.6 |
| -6.1 | -11.2 | -15.9 | -23.9 | -31 | -40.4 | -56.7 | -70.8 | -10.8 | 60 | 44.7 | 30.1 | 16.2 | 10 | 5.9 |
| 26 | 24.7 | 23.4 | 22.2 | 21.3 | 20.2 | 19.3 | 18.6 | 18.5 | 18.5 | 17.9 | 17.4 | 17.1 | 17 | 17.1 |
| 0.3 | -0.1 | -0.2 | -0.4 | -0.3 | -0.2 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.5 | -0.8 | -0.7 | -0.7 |
| -0.05 | -0.06 | -0.09 | -0.13 | -0.18 | -0.25 | -0.33 | -0.44 |
| 0.56 | 0.45 | 0.34 | 0.24 | 0.16 | 0.1 |
| 0.008 | 0.011 | 0.014 | 0.019 | 0.025 | 0.032 | 0.039 | 0.044 |
| 0.044 | 0.046 | 0.043 | 0.037 | 0.029 | 0.021 |
| 4.63 | 6.05 | 7.87 | 10.02 | 12.63 | 15.23 | 17.54 | 19.01 |
| 19.01 | 19.11 | 17.63 | 14.89 | 11.6 | 8.57 |
| -0.76 | -0.94 | -1.16 | -1.4 | -1.69 | -1.93 | -2.13 | -2.21 |
| -2.23 | -2.16 | -1.94 | -1.61 | -1.25 | -0.93 |
| 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 |
| 17.6 | 6.9 | 19.2 | 2.4 | 25.4 | 1 | 12250 |
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| -0.8 | 0.5 | -0.5 | 0.5 | -1.2 | 0 |
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| 17.2 | 11.4 | 17.9 | 3.5 | 22.6 | 1 | 12000 |
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| -0.7 | 1.4 | -0.7 | 0.6 | -1.2 | 0 |
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| 17.2 | 21.8 | 17.4 | 6.7 | 19.8 | 1 | 11750 |
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| -0.8 | 2.6 | -0.5 | 1.6 | -1.3 | 0 |
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| 17.1 | 38.6 | 16.8 | 13.2 | 18.9 | 2.5 | 11500 |
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| -0.7 | 5.9 | -0.6 | 3 | -0.6 | 0.8 |
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| 17 | 65.1 | 16.5 | 26.7 | 17 | 4.7 | 11250 |
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| -0.7 | 10 | -0.7 | 5.5 | -1 | 1.1 |
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| 17.1 | 110.4 | 16.3 | 54 | 16 | 12.7 | 11000 |
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| -0.8 | 16.2 | -0.8 | 10.9 | -0.9 | 3.8 |
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| 17.4 | 180.1 | 16.3 | 104.8 | 15.2 | 35.4 | 10750 | 431 | 15 | 500.4 | 16.3 | 576.4 | 17.5 |
| -0.5 | 30.1 | -0.8 | 21 | -1 | 10.8 | -119 | -0.9 | -107.4 | -0.6 | -102.1 | -0.6 |
| 17.9 | 278.9 | 16.6 | 189.7 | 15.1 | 96 | 10500 | 242.4 | 15 | 335.5 | 16.6 | 424.8 | 17.9 |
| -0.4 | 44.7 | -0.7 | 37.8 | -1 | 28.1 | -99.2 | -0.7 | -91.2 | -0.6 | -88.1 | -0.6 |
| 18.5 | 408.7 | 17.1 | 316.6 | 15.4 | 216.8 | 10250 | 114.2 | 15.4 | 210.6 | 17 | 305.9 | 18.6 |
| -0.4 | 60 | -0.7 | 56.6 | -1 | 57 | -71.3 | -0.8 | -75 | -0.8 | -70.8 | -0.4 |
| 19.1 | 565.1 | 18 | 483.5 | 16.8 | 403.4 | 10000 | 48.9 | 16.6 | 127.9 | 17.8 | 215.1 | 19.3 |
| -0.6 | 70.1 | -0.6 | 77.3 | -0.7 | 88.8 | -40.5 | -0.6 | -52.4 | -0.6 | -56.7 | -0.4 |
| 19.8 | 748.8 | 18.6 | 677.7 | 18.3 | 624.3 | 9750 | 20.9 | 18.2 | 75.5 | 18.8 | 149.9 | 20.2 |
| -0.7 | 81.8 | -0.4 | 95.4 | -0.1 | 111.6 | -19 | -0.2 | -35.7 | -0.5 | -40.4 | -0.2 |
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| 9500 | 9 | 19.9 | 43.5 | 19.8 | 104.3 | 21.3 |
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| -8.1 | 0.1 | -22.8 | -0.4 | -31 | -0.3 |
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| 9250 | 4.7 | 22.3 | 25.1 | 21 | 70.5 | 22.2 |
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| -3.3 | 0.6 | -14.8 | -0.5 | -23.9 | -0.4 |
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| 9000 | 2.9 | 25.1 | 15.2 | 22.4 | 49.7 | 23.4 |
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| -1.8 | 0.7 | -8.2 | -0.2 | -15.9 | -0.2 |
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| 8750 | 2 | 28 | 9.9 | 24.1 | 34.7 | 24.7 |
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| -0.9 | 1 | -4.5 | 0.1 | -11.2 | -0.1 |
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| 8500 | 1.7 | 31.6 | 6.2 | 25.6 | 24.7 | 26 |
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| -0.2 | 2 | -2.8 | 0.2 | -6.1 | 0.3 |
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| 8250 | 1 | 33.9 | 4.1 | 27.4 | 16.9 | 27.2 |
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| -0.1 | 2.2 | -1.7 | 0.3 | -5 | 0.1 |
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| 8000 | 1 | 38.1 | 3.4 | 29.9 | 12.6 | 28.7 |
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| 0 | 2.4 | -0.6 | 1 | -2.7 | 0.4 |
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| 7750 | 1 | 42.3 | 2 | 31 | 0 | 0 |
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| 0 | 2.5 | -0.7 | 0.4 | 0 | 0 |
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| 7500 | 1 | 46.7 | 1.8 | 33.9 | 6.7 | 31.7 |
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| 0 | 2.6 | -0.2 | 1.2 | -1.2 | 0.5 |
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| 7250 | 1 | 51.2 | 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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