2010/12/22(Wed)OP
| P/C | 1.7 | 1 | 0.8 | 1.2 | 0.9 | 1.2 | 1.3 | 0.9 | 0.9 | 0.9 |
| 先物 | 10330 | -22.5 | 10352.5 | 10222.5 | 10295 | 10302.5 | 10300 | 10307.5 | 10277.5 | 10215 |
| 基準 | 15.6 | 0 | 15.5 | 16.6 | 15.6 | 15.8 | 15.4 | 15.4 | 15.7 | 16.9 |
| 期近 | 15.3 | 0 | 15.3 | 16.4 | 15.6 | 15.8 | 15.4 | 15.4 | 15.7 | 16.9 |
| 期先1 | 16.7 | -0.2 | 16.8 | 17.9 | 17.2 | 17.4 | 16.9 | 17 | 17.2 | 18.4 |
| 期先2 | 18.3 | 0.1 | 18.3 | 19 | 18.6 | 18.7 | 18.3 | 18.2 | 18.4 | 19.4 |
| 当/先 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 22 | 49 | 78 |
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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 | 10330 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 1.1 | 1.7 | 2.6 | 4.1 | 8.2 | 20 | 49.1 | 119.2 | 319.5 | 200.3 | 85 | 31 | 9.8 | 3.6 | 1.9 |
| -0.6 | -0.3 | -0.3 | -0.6 | -0.8 | -0.9 | 0.1 | 5 | -11.5 | -16.5 | -11 | -4.3 | -3 | -1 | -0.7 |
| 30.6 | 27.7 | 24.9 | 21.9 | 19.6 | 17.9 | 16.3 | 15.4 | 15.4 | 15.4 | 15.1 | 15.4 | 15.9 | 17 | 18.8 |
| -1.1 | -0.2 | -0.1 | -0.3 | -0.3 | -0.3 | -0.2 | -0.1 | 0 | 0 | 0 | 0.2 | -0.1 | 0.1 | 0 |
| 0 | -0.01 | -0.01 | -0.02 | -0.04 | -0.09 | -0.2 | -0.41 |
| 0.59 | 0.34 | 0.15 | 0.06 | 0.02 | 0.01 |
| 0.002 | 0.003 | 0.005 | 0.008 | 0.017 | 0.036 | 0.068 | 0.099 |
| 0.099 | 0.095 | 0.06 | 0.028 | 0.012 | 0.006 |
| 0.33 | 0.5 | 0.79 | 1.21 | 2.2 | 4.22 | 7.26 | 9.95 |
| 9.95 | 9.35 | 6.05 | 2.93 | 1.37 | 0.76 |
| -0.23 | -0.31 | -0.44 | -0.59 | -0.96 | -1.69 | -2.65 | -3.41 |
| -3.45 | -3.17 | -2.09 | -1.04 | -0.52 | -0.32 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10330 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 5.8 | 9 | 14.2 | 24 | 42.8 | 74.9 | 129.5 | 214.6 | 511.9 | 297.4 | 174.9 | 94.9 | 47.9 | 23.4 | 11.2 |
| -0.4 | -0.8 | -1 | -1.1 | -0.7 | -0.6 | 1.6 | 3.9 | -15.3 | -19.2 | -14.8 | -9.9 | -6.1 | -3.3 | -2 |
| 25.4 | 23.7 | 22 | 20.6 | 19.6 | 18.5 | 17.6 | 16.8 | 16.8 | 16.9 | 16.4 | 16.2 | 16.2 | 16.4 | 16.8 |
| -0.3 | -0.4 | -0.3 | -0.3 | -0.2 | -0.3 | -0.2 | -0.2 | -0.2 | -0.3 | -0.2 | -0.1 | -0.1 | -0.1 | -0.1 |
| -0.02 | -0.03 | -0.04 | -0.07 | -0.11 | -0.19 | -0.3 | -0.44 |
| 0.56 | 0.41 | 0.26 | 0.15 | 0.08 | 0.04 |
| 0.004 | 0.007 | 0.01 | 0.017 | 0.026 | 0.038 | 0.052 | 0.062 |
| 0.061 | 0.062 | 0.053 | 0.038 | 0.025 | 0.015 |
| 1.54 | 2.27 | 3.32 | 4.96 | 7.36 | 10.24 | 13.13 | 14.97 |
| 14.97 | 14.73 | 12.37 | 8.99 | 5.85 | 3.53 |
| -0.4 | -0.54 | -0.74 | -1.04 | -1.45 | -1.91 | -2.33 | -2.53 |
| -2.57 | -2.45 | -2.04 | -1.48 | -0.98 | -0.6 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10330 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 23.6 | 34.6 | 49.8 | 71.3 | 104.9 | 152.6 | 218.9 | 312.8 | 707.4 | 394.6 | 267.9 | 171.1 | 105 | 61.2 | 35 |
| -1.1 | -0.1 | 0.1 | 0.8 | 0.6 | 2.7 | 3.8 | 6.8 | -7.2 | -14.1 | -10.9 | -9 | -5.4 | -3.8 | -3.7 |
| 25.7 | 24.6 | 23.3 | 22.1 | 21.1 | 20.1 | 19.2 | 18.5 | 18.5 | 18.5 | 18 | 17.5 | 17.2 | 17.1 | 17.1 |
| -0.3 | -0.1 | -0.1 | -0.1 | -0.1 | -0.1 | -0.1 | 0 | 0 | 0 | 0.1 | 0 | 0.1 | 0.1 | -0.1 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.18 | -0.25 | -0.34 | -0.45 |
| 0.55 | 0.44 | 0.33 | 0.23 | 0.15 | 0.09 |
| 0.008 | 0.011 | 0.015 | 0.02 | 0.026 | 0.033 | 0.04 | 0.045 |
| 0.045 | 0.046 | 0.043 | 0.037 | 0.029 | 0.021 |
| 4.52 | 6.04 | 7.88 | 10.07 | 12.65 | 15.28 | 17.55 | 18.92 |
| 18.92 | 18.87 | 17.26 | 14.47 | 11.15 | 8.05 |
| -0.74 | -0.94 | -1.17 | -1.42 | -1.7 | -1.96 | -2.14 | -2.22 |
| -2.25 | -2.17 | -1.93 | -1.6 | -1.22 | -0.88 |
| 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 | 6.1 | 19 | 1.9 | 26.3 | 1 | 12250 |
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| 0 | -0.8 | -0.1 | -0.5 | 0.9 | 0 |
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| 17.4 | 11.2 | 18 | 3 | 23.4 | 1 | 12000 |
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| 0.2 | -0.3 | 0.1 | -0.5 | 0.8 | 0 |
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| 17.1 | 19.4 | 17.3 | 5.5 | 20.5 | 1 | 11750 |
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| -0.1 | -2.4 | -0.1 | -1.2 | 0.7 | 0 |
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| 17.1 | 35 | 16.8 | 11.2 | 18.8 | 1.9 | 11500 |
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| -0.1 | -3.7 | -0.1 | -2 | 0 | -0.7 |
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| 17.1 | 61.2 | 16.4 | 23.4 | 17 | 3.6 | 11250 |
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| 0.1 | -3.8 | -0.1 | -3.3 | 0.1 | -1 |
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| 17.2 | 105 | 16.2 | 47.9 | 15.9 | 9.8 | 11000 |
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| 0.1 | -5.4 | -0.1 | -6.1 | -0.1 | -3 |
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| 17.5 | 171.1 | 16.2 | 94.9 | 15.4 | 31 | 10750 | 446.6 | 14.8 | 511.8 | 16.1 | 587.8 | 17.4 |
| 0 | -9 | -0.1 | -9.9 | 0.2 | -4.3 | 15.7 | -0.2 | 11.5 | -0.2 | 11.4 | -0.1 |
| 18 | 267.9 | 16.4 | 174.9 | 15.1 | 85 | 10500 | 251.7 | 14.8 | 343.2 | 16.4 | 433.5 | 17.8 |
| 0.1 | -10.9 | -0.2 | -14.8 | 0 | -11 | 9.3 | -0.2 | 7.8 | -0.2 | 8.7 | -0.1 |
| 18.5 | 394.6 | 16.9 | 297.4 | 15.4 | 200.3 | 10250 | 119.2 | 15.4 | 214.6 | 16.8 | 312.8 | 18.5 |
| 0 | -14.1 | -0.3 | -19.2 | 0 | -16.5 | 5 | -0.1 | 3.9 | -0.2 | 6.8 | 0 |
| 19.2 | 550 | 17.8 | 463.2 | 16.8 | 382.7 | 10000 | 49.1 | 16.3 | 129.5 | 17.6 | 218.9 | 19.2 |
| 0.1 | -15.1 | -0.2 | -20.2 | 0 | -20.7 | 0.1 | -0.2 | 1.6 | -0.2 | 3.8 | -0.1 |
| 20.2 | 734.8 | 18.7 | 658.3 | 18.5 | 603.3 | 9750 | 20 | 17.9 | 74.9 | 18.5 | 152.6 | 20.1 |
| 0.3 | -13.9 | 0.1 | -19.4 | 0.3 | -21 | -0.9 | -0.3 | -0.6 | -0.3 | 2.7 | -0.1 |
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| 9500 | 8.2 | 19.6 | 42.8 | 19.6 | 104.9 | 21.1 |
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| -0.8 | -0.3 | -0.7 | -0.2 | 0.6 | -0.1 |
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| 9250 | 4.1 | 21.9 | 24 | 20.6 | 71.3 | 22.1 |
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| -0.6 | -0.3 | -1.1 | -0.3 | 0.8 | -0.1 |
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| 9000 | 2.6 | 24.9 | 14.2 | 22 | 49.8 | 23.3 |
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| -0.3 | -0.1 | -1 | -0.3 | 0.1 | -0.1 |
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| 8750 | 1.7 | 27.7 | 9 | 23.7 | 34.6 | 24.6 |
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| -0.3 | -0.2 | -0.8 | -0.4 | -0.1 | -0.1 |
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| 8500 | 1.1 | 30.6 | 5.8 | 25.4 | 23.6 | 25.7 |
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| -0.6 | -1.1 | -0.4 | -0.3 | -1.1 | -0.3 |
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| 8250 | 1 | 34.4 | 3.9 | 27.2 | 16.1 | 26.9 |
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| 0 | 0.5 | -0.2 | -0.2 | -0.8 | -0.3 |
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| 8000 | 1 | 38.6 | 2.7 | 29.1 | 11.8 | 28.4 |
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| 0 | 0.5 | -0.7 | -0.8 | -0.8 | -0.3 |
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| 7750 | 1 | 43 | 2 | 31.1 | 0 | 0 |
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| 0 | 0.6 | 0 | 0.1 | 0 | 0 |
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| 7500 | 1 | 47.4 | 1.5 | 33.3 | 6.3 | 31.4 |
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| 0 | 0.7 | -0.3 | -0.6 | -0.5 | -0.3 |
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| 7250 | 1 | 52 | 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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