2010/12/24(Fri)OP
| P/C | 1.3 | -0.5 | 1.7 | 0.8 | 1.2 | 0.9 | 1.2 | 1.3 | 0.9 | 0.9 |
| 先物 | 10282.5 | -47.5 | 10330 | 10352.5 | 10222.5 | 10295 | 10302.5 | 10300 | 10307.5 | 10277.5 |
| 基準 | 14.9 | -0.7 | 15.6 | 15.5 | 16.6 | 15.6 | 15.8 | 15.4 | 15.4 | 15.7 |
| 期近 | 14.4 | -0.9 | 15.3 | 15.3 | 16.4 | 15.6 | 15.8 | 15.4 | 15.4 | 15.7 |
| 期先1 | 16.3 | -0.4 | 16.7 | 16.8 | 17.9 | 17.2 | 17.4 | 16.9 | 17 | 17.2 |
| 期先2 | 18.4 | 0 | 18.3 | 18.3 | 19 | 18.6 | 18.7 | 18.3 | 18.2 | 18.4 |
| 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 |
| 20 | 47 | 76 |
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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 | 1.6 | 2.4 | 3.8 | 7.4 | 18.1 | 48.4 | 122.8 | 281 | 158.2 | 56.8 | 17.7 | 6.1 | 2.4 | 1.5 |
| -0.1 | -0.1 | -0.3 | -0.3 | -0.8 | -1.9 | -0.7 | 3.6 | -38.5 | -42.2 | -28.2 | -13.3 | -3.7 | -1.2 | -0.3 |
| 31 | 28.1 | 25 | 21.9 | 19.3 | 17.2 | 15.6 | 14.3 | 14.4 | 14.6 | 14.2 | 14.8 | 16.1 | 17.5 | 20 |
| 0.5 | 0.4 | 0.1 | 0 | -0.3 | -0.7 | -0.7 | -1 | -0.9 | -0.8 | -0.9 | -0.7 | 0.2 | 0.5 | 1.1 |
| 0 | -0.01 | -0.01 | -0.02 | -0.04 | -0.09 | -0.22 | -0.46 |
| 0.54 | 0.27 | 0.1 | 0.04 | 0.02 | 0.01 |
| 0.002 | 0.003 | 0.005 | 0.009 | 0.018 | 0.039 | 0.078 | 0.114 |
| 0.112 | 0.096 | 0.051 | 0.022 | 0.009 | 0.005 |
| 0.3 | 0.47 | 0.71 | 1.13 | 2.05 | 4 | 7.17 | 9.63 |
| 9.63 | 8.07 | 4.41 | 2.06 | 0.97 | 0.61 |
| -0.23 | -0.32 | -0.43 | -0.61 | -0.97 | -1.68 | -2.74 | -3.38 |
| -3.46 | -2.82 | -1.61 | -0.81 | -0.42 | -0.3 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10280 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 5.6 | 8.3 | 14 | 24.1 | 42.9 | 75 | 133.5 | 225.3 | 481.1 | 255.9 | 145.6 | 74.4 | 36.1 | 16.5 | 7.7 |
| -0.2 | -0.7 | -0.2 | 0.1 | 0.1 | 0.1 | 4 | 10.7 | -30.8 | -41.5 | -29.3 | -20.4 | -11.8 | -6.9 | -3.5 |
| 25.3 | 23.3 | 21.8 | 20.4 | 19.2 | 18 | 17.2 | 16.4 | 16.3 | 16.2 | 16 | 15.8 | 15.9 | 16.1 | 16.6 |
| -0.1 | -0.4 | -0.2 | -0.2 | -0.3 | -0.5 | -0.4 | -0.4 | -0.5 | -0.7 | -0.4 | -0.4 | -0.3 | -0.3 | -0.2 |
| -0.02 | -0.02 | -0.04 | -0.07 | -0.12 | -0.2 | -0.31 | -0.47 |
| 0.53 | 0.37 | 0.23 | 0.13 | 0.06 | 0.03 |
| 0.004 | 0.007 | 0.011 | 0.018 | 0.028 | 0.042 | 0.056 | 0.065 |
| 0.066 | 0.064 | 0.051 | 0.035 | 0.021 | 0.012 |
| 1.51 | 2.15 | 3.28 | 4.97 | 7.37 | 10.26 | 13.15 | 14.72 |
| 14.72 | 13.98 | 11.14 | 7.67 | 4.68 | 2.7 |
| -0.4 | -0.53 | -0.76 | -1.07 | -1.49 | -1.94 | -2.38 | -2.54 |
| -2.53 | -2.37 | -1.86 | -1.29 | -0.8 | -0.47 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10280 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 23.1 | 33.7 | 49.2 | 73.4 | 109.1 | 160 | 230 | 328.8 | 692.3 | 363.5 | 240.3 | 149.8 | 88.8 | 50 | 28.1 |
| -0.6 | -0.9 | -0.7 | 2.1 | 4.2 | 7.4 | 11.1 | 16.1 | -15.1 | -31.2 | -27.6 | -21.4 | -16.1 | -11.3 | -6.9 |
| 25.4 | 24.2 | 23 | 22 | 21 | 20.1 | 19.1 | 18.5 | 18.5 | 18.5 | 17.8 | 17.3 | 17 | 16.8 | 16.9 |
| -0.3 | -0.3 | -0.3 | -0.1 | -0.1 | -0.1 | -0.1 | -0.1 | -0.1 | 0 | -0.2 | -0.2 | -0.2 | -0.2 | -0.1 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.19 | -0.27 | -0.36 | -0.47 |
| 0.53 | 0.42 | 0.3 | 0.2 | 0.13 | 0.08 |
| 0.008 | 0.011 | 0.015 | 0.021 | 0.028 | 0.035 | 0.041 | 0.046 |
| 0.046 | 0.047 | 0.043 | 0.035 | 0.027 | 0.019 |
| 4.45 | 5.96 | 7.84 | 10.19 | 12.81 | 15.42 | 17.56 | 18.7 |
| 18.7 | 18.34 | 16.39 | 13.35 | 9.95 | 7 |
| -0.74 | -0.94 | -1.18 | -1.46 | -1.76 | -2.02 | -2.19 | -2.25 |
| -2.28 | -2.15 | -1.86 | -1.49 | -1.1 | -0.78 |
| 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 |
| 17.7 | 4.9 | 18.8 | 1.2 | 28.2 | 1 | 12250 |
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| 0.1 | -1.2 | -0.2 | -0.8 | 1.9 | 0 |
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| 17.3 | 8.5 | 17.9 | 2 | 25.2 | 1 | 12000 |
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| -0.1 | -2.7 | -0.1 | -1 | 1.8 | 0 |
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| 17.1 | 15.6 | 17.2 | 3.8 | 22.2 | 1 | 11750 |
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| 0 | -3.8 | -0.1 | -1.7 | 1.7 | 0 |
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| 16.9 | 28.1 | 16.6 | 7.7 | 20 | 1.5 | 11500 |
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| -0.1 | -6.9 | -0.2 | -3.5 | 1.1 | -0.3 |
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| 16.8 | 50 | 16.1 | 16.5 | 17.5 | 2.4 | 11250 |
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| -0.2 | -11.3 | -0.3 | -6.9 | 0.5 | -1.2 |
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| 17 | 88.8 | 15.9 | 36.1 | 16.1 | 6.1 | 11000 |
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| -0.2 | -16.1 | -0.3 | -11.8 | 0.2 | -3.7 |
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| 17.3 | 149.8 | 15.8 | 74.4 | 14.8 | 17.7 | 10750 | 482.9 | 14.4 | 539.8 | 15.7 | 614.8 | 17.3 |
| -0.2 | -21.4 | -0.4 | -20.4 | -0.7 | -13.3 | 36.3 | -0.4 | 28 | -0.4 | 27 | -0.1 |
| 17.8 | 240.3 | 16 | 145.6 | 14.2 | 56.8 | 10500 | 273.3 | 14.2 | 362.5 | 16 | 457.5 | 17.9 |
| -0.2 | -27.6 | -0.4 | -29.3 | -0.9 | -28.2 | 21.7 | -0.6 | 19.3 | -0.4 | 24 | 0.1 |
| 18.5 | 363.5 | 16.2 | 255.9 | 14.6 | 158.2 | 10250 | 122.8 | 14.3 | 225.3 | 16.4 | 328.8 | 18.5 |
| 0 | -31.2 | -0.7 | -41.5 | -0.8 | -42.2 | 3.6 | -1 | 10.7 | -0.4 | 16.1 | -0.1 |
| 19.2 | 514.8 | 17 | 414.9 | 15.4 | 330 | 10000 | 48.4 | 15.6 | 133.5 | 17.2 | 230 | 19.1 |
| 0 | -35.2 | -0.8 | -48.3 | -1.4 | -52.7 | -0.7 | -0.7 | 4 | -0.4 | 11.1 | -0.1 |
| 20 | 692.5 | 18.1 | 609.7 | 17.4 | 552.1 | 9750 | 18.1 | 17.2 | 75 | 18 | 160 | 20.1 |
| -0.2 | -42.3 | -0.6 | -48.5 | -1.1 | -51.2 | -1.9 | -0.7 | 0.1 | -0.5 | 7.4 | -0.1 |
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| 9500 | 7.4 | 19.3 | 42.9 | 19.2 | 109.1 | 21 |
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| -0.8 | -0.3 | 0.1 | -0.3 | 4.2 | -0.1 |
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| 9250 | 3.8 | 21.9 | 24.1 | 20.4 | 73.4 | 22 |
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| -0.3 | 0 | 0.1 | -0.2 | 2.1 | -0.1 |
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| 9000 | 2.4 | 25 | 14 | 21.8 | 49.2 | 23 |
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| -0.3 | 0.1 | -0.2 | -0.2 | -0.7 | -0.3 |
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| 8750 | 1.6 | 28.1 | 8.3 | 23.3 | 33.7 | 24.2 |
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| -0.1 | 0.4 | -0.7 | -0.4 | -0.9 | -0.3 |
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| 8500 | 1 | 31 | 5.6 | 25.3 | 23.1 | 25.4 |
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| -0.1 | 0.5 | -0.2 | -0.1 | -0.6 | -0.3 |
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| 8250 | 1 | 35.4 | 3.7 | 27.1 | 16 | 26.7 |
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| 0 | 1 | -0.2 | -0.1 | -0.2 | -0.1 |
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| 8000 | 1 | 39.8 | 2.8 | 29.3 | 11.1 | 28.1 |
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| 0 | 1.2 | 0 | 0.2 | -0.7 | -0.3 |
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| 7750 | 1 | 44.4 | 1.9 | 31.3 | 0 | 0 |
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| 0 | 1.4 | 0 | 0.2 | 0 | 0 |
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| 7500 | 1 | 49.1 | 1.5 | 33.6 | 5.4 | 30.8 |
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| 0 | 1.6 | 0 | 0.3 | -0.9 | -0.6 |
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| 7250 | 1 | 53.9 | 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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