2010/12/27(Mon)OP
| P/C | 1 | -0.2 | 1.3 | 1.7 | 0.8 | 1.2 | 0.9 | 1.2 | 1.3 | 0.9 |
| 先物 | 10332.5 | 50 | 10282.5 | 10330 | 10352.5 | 10222.5 | 10295 | 10302.5 | 10300 | 10307.5 |
| 基準 | 15.5 | 0.6 | 14.9 | 15.6 | 15.5 | 16.6 | 15.6 | 15.8 | 15.4 | 15.4 |
| 期近 | 14.9 | 0.5 | 14.4 | 15.3 | 15.3 | 16.4 | 15.6 | 15.8 | 15.4 | 15.4 |
| 期先1 | 16.5 | 0.3 | 16.3 | 16.7 | 16.8 | 17.9 | 17.2 | 17.4 | 16.9 | 17 |
| 期先2 | 18.3 | 0 | 18.4 | 18.3 | 18.3 | 19 | 18.6 | 18.7 | 18.3 | 18.2 |
| 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 |
| 17 | 44 | 73 |
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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 | 1.4 | 1.8 | 3.4 | 5.6 | 12.7 | 34.7 | 97.1 | 278.5 | 181.4 | 64.1 | 19.1 | 5.8 | 2.5 | 1 |
| 0 | -0.2 | -0.6 | -0.4 | -1.8 | -5.4 | -13.7 | -25.7 | -2.5 | 23.2 | 7.3 | 1.3 | -0.3 | 0.2 | -0.5 |
| 34.4 | 30.8 | 27 | 24.3 | 20.8 | 18.2 | 16.3 | 15 | 15.1 | 15.2 | 14.5 | 15 | 16.2 | 18.3 | 19.8 |
| 3.4 | 2.7 | 2 | 2.4 | 1.6 | 1 | 0.7 | 0.7 | 0.7 | 0.6 | 0.3 | 0.3 | 0.2 | 0.8 | -0.2 |
| 0 | -0.01 | -0.01 | -0.02 | -0.03 | -0.07 | -0.17 | -0.4 |
| 0.6 | 0.31 | 0.12 | 0.04 | 0.02 | 0.01 |
| 0.002 | 0.002 | 0.004 | 0.008 | 0.015 | 0.032 | 0.07 | 0.114 |
| 0.113 | 0.108 | 0.058 | 0.024 | 0.01 | 0.004 |
| 0.27 | 0.39 | 0.53 | 0.95 | 1.55 | 2.99 | 5.77 | 8.67 |
| 8.68 | 7.95 | 4.42 | 1.93 | 0.97 | 0.44 |
| -0.27 | -0.34 | -0.41 | -0.66 | -0.93 | -1.57 | -2.71 | -3.76 |
| -3.82 | -3.33 | -1.92 | -0.91 | -0.51 | -0.25 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10330 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 4.3 | 6.6 | 11.1 | 19.3 | 35.8 | 64.9 | 117.2 | 201.3 | 478.6 | 277.3 | 160.9 | 84.3 | 39.8 | 17.3 | 7.5 |
| -1.3 | -1.7 | -2.9 | -4.8 | -7.1 | -10.1 | -16.3 | -24 | -2.5 | 21.5 | 15.2 | 9.8 | 3.7 | 0.8 | -0.2 |
| 25.7 | 23.8 | 22.2 | 20.8 | 19.6 | 18.5 | 17.6 | 16.8 | 16.7 | 16.3 | 16.2 | 16.1 | 16.1 | 16.1 | 16.4 |
| 0.4 | 0.5 | 0.4 | 0.3 | 0.4 | 0.5 | 0.5 | 0.4 | 0.3 | 0.1 | 0.3 | 0.3 | 0.2 | 0 | -0.2 |
| -0.01 | -0.02 | -0.03 | -0.06 | -0.1 | -0.18 | -0.29 | -0.43 |
| 0.57 | 0.4 | 0.25 | 0.14 | 0.07 | 0.03 |
| 0.004 | 0.006 | 0.009 | 0.016 | 0.025 | 0.039 | 0.054 | 0.065 |
| 0.067 | 0.066 | 0.055 | 0.038 | 0.023 | 0.012 |
| 1.21 | 1.77 | 2.73 | 4.2 | 6.47 | 9.29 | 12.25 | 14.16 |
| 14.15 | 13.91 | 11.44 | 7.96 | 4.78 | 2.64 |
| -0.35 | -0.48 | -0.68 | -0.98 | -1.43 | -1.94 | -2.43 | -2.68 |
| -2.62 | -2.55 | -2.09 | -1.45 | -0.87 | -0.49 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10330 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 19.7 | 29.1 | 43.8 | 64 | 95.7 | 144.1 | 209.9 | 304 | 686.5 | 382.5 | 254.9 | 161.3 | 93.9 | 55.3 | 29.9 |
| -3.3 | -4.7 | -5.3 | -9.4 | -13.4 | -15.9 | -20.1 | -24.8 | -5.8 | 19 | 14.6 | 11.5 | 5.1 | 5.4 | 1.9 |
| 25.7 | 24.4 | 23.3 | 22.1 | 21.1 | 20.3 | 19.4 | 18.7 | 18.6 | 18.4 | 17.8 | 17.4 | 17 | 17.1 | 17 |
| 0.2 | 0.2 | 0.4 | 0.1 | 0.1 | 0.2 | 0.2 | 0.3 | 0.2 | -0.1 | 0 | 0.1 | -0.1 | 0.2 | 0 |
| -0.04 | -0.06 | -0.08 | -0.12 | -0.17 | -0.25 | -0.34 | -0.44 |
| 0.56 | 0.44 | 0.32 | 0.22 | 0.14 | 0.09 |
| 0.007 | 0.01 | 0.014 | 0.02 | 0.026 | 0.034 | 0.041 | 0.046 |
| 0.046 | 0.048 | 0.044 | 0.037 | 0.028 | 0.02 |
| 3.95 | 5.34 | 7.19 | 9.34 | 11.9 | 14.61 | 16.9 | 18.29 |
| 18.29 | 18.24 | 16.57 | 13.6 | 10.4 | 7.25 |
| -0.69 | -0.89 | -1.14 | -1.41 | -1.71 | -2.01 | -2.22 | -2.33 |
| -2.31 | -2.22 | -1.98 | -1.58 | -1.21 | -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 |
| 17.4 | 4.6 | 18.6 | 1 | 29.8 | 1 | 12250 |
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| -0.2 | -0.3 | -0.1 | -0.2 | 1.6 | 0 |
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| 17.1 | 8.4 | 17.7 | 1.8 | 26.6 | 1 | 12000 |
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| -0.2 | -0.1 | -0.1 | -0.2 | 1.4 | 0 |
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| 17.1 | 16.3 | 16.7 | 3 | 23.3 | 1 | 11750 |
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| 0 | 0.7 | -0.6 | -0.8 | 1.1 | 0 |
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| 17 | 29.9 | 16.4 | 7.5 | 19.8 | 1 | 11500 |
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| 0 | 1.9 | -0.2 | -0.2 | -0.2 | -0.5 |
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| 17.1 | 55.3 | 16.1 | 17.3 | 18.3 | 2.5 | 11250 |
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| 0.2 | 5.4 | 0 | 0.8 | 0.8 | 0.2 |
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| 17 | 93.9 | 16.1 | 39.8 | 16.2 | 5.8 | 11000 |
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| -0.1 | 5.1 | 0.2 | 3.7 | 0.2 | -0.3 |
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| 17.4 | 161.3 | 16.1 | 84.3 | 15 | 19.1 | 10750 | 434.4 | 14.7 | 502.5 | 16.3 | 575 | 17.3 |
| 0.1 | 11.5 | 0.3 | 9.8 | 0.3 | 1.3 | -48.5 | 0.3 | -37.3 | 0.6 | -39.8 | 0 |
| 17.8 | 254.9 | 16.2 | 160.9 | 14.5 | 64.1 | 10500 | 235 | 15 | 330.9 | 16.5 | 425 | 18 |
| 0 | 14.6 | 0.3 | 15.2 | 0.3 | 7.3 | -38.3 | 0.8 | -31.6 | 0.5 | -32.5 | 0.2 |
| 18.4 | 382.5 | 16.3 | 277.3 | 15.2 | 181.4 | 10250 | 97.1 | 15 | 201.3 | 16.8 | 304 | 18.7 |
| -0.1 | 19 | 0.1 | 21.5 | 0.6 | 23.2 | -25.7 | 0.7 | -24 | 0.4 | -24.8 | 0.3 |
| 19.1 | 540 | 17.1 | 444.5 | 14.8 | 359.3 | 10000 | 34.7 | 16.3 | 117.2 | 17.6 | 209.9 | 19.4 |
| 0 | 25.2 | 0.1 | 29.6 | -0.6 | 29.3 | -13.7 | 0.7 | -16.3 | 0.5 | -20.1 | 0.2 |
| 19.7 | 720 | 18.1 | 645 | 18 | 595 | 9750 | 12.7 | 18.2 | 64.9 | 18.5 | 144.1 | 20.3 |
| -0.3 | 27.5 | 0 | 35.3 | 0.6 | 42.9 | -5.4 | 1 | -10.1 | 0.5 | -15.9 | 0.2 |
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| 9500 | 5.6 | 20.8 | 35.8 | 19.6 | 95.7 | 21.1 |
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| -1.8 | 1.6 | -7.1 | 0.4 | -13.4 | 0.1 |
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| 9250 | 3.4 | 24.3 | 19.3 | 20.8 | 64 | 22.1 |
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| -0.4 | 2.4 | -4.8 | 0.3 | -9.4 | 0.1 |
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| 9000 | 1.8 | 27 | 11.1 | 22.2 | 43.8 | 23.3 |
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| -0.6 | 2 | -2.9 | 0.4 | -5.3 | 0.4 |
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| 8750 | 1.4 | 30.8 | 6.6 | 23.8 | 29.1 | 24.4 |
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| -0.2 | 2.7 | -1.7 | 0.5 | -4.7 | 0.2 |
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| 8500 | 1 | 34.4 | 4.3 | 25.7 | 19.7 | 25.7 |
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| 0 | 3.4 | -1.3 | 0.4 | -3.3 | 0.2 |
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| 8250 | 1 | 39.1 | 2.8 | 27.6 | 13.7 | 27 |
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| 0 | 3.7 | -0.9 | 0.5 | -2.3 | 0.3 |
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| 8000 | 1 | 43.9 | 2.2 | 30 | 9.5 | 28.4 |
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| 0 | 4.1 | -0.5 | 0.7 | -1.6 | 0.3 |
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| 7750 | 1 | 48.9 | 1.7 | 32.3 | 0 | 0 |
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| 0 | 4.5 | -0.2 | 1.1 | 0 | 0 |
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| 7500 | 1 | 53.9 | 1.4 | 34.9 | 4.5 | 31.1 |
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| 0 | 4.9 | -0.1 | 1.3 | -0.9 | 0.3 |
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| 7250 | 1 | 59.2 | 0 | 0 | 0 | 0 |
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| 0 | 5.3 | 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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