2010/12/29(Wed)OP
| P/C | 0.9 | -0.2 | 1.2 | 1 | 1.3 | 1.7 | 0.8 | 1.2 | 0.9 | 1.2 |
| 先物 | 10357.5 | 42.5 | 10315 | 10327.5 | 10282.5 | 10330 | 10352.5 | 10222.5 | 10295 | 10302.5 |
| 基準 | 15.8 | 0 | 15.8 | 15.6 | 14.9 | 15.6 | 15.5 | 16.6 | 15.6 | 15.8 |
| 期近 | 15 | 0 | 15 | 15 | 14.4 | 15.3 | 15.3 | 16.4 | 15.6 | 15.8 |
| 期先1 | 16.8 | -0.1 | 16.9 | 16.6 | 16.3 | 16.7 | 16.8 | 17.9 | 17.2 | 17.4 |
| 期先2 | 18.7 | 0 | 18.7 | 18.4 | 18.4 | 18.3 | 18.3 | 19 | 18.6 | 18.7 |
| 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 |
| 15 | 42 | 71 |
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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 | 10360 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 1 | 1 | 1.9 | 3 | 5.4 | 10.5 | 29 | 82.1 | 270.2 | 188.1 | 67.5 | 17.6 | 4.8 | 1.9 | 1 |
| 0 | 0 | 0 | -0.3 | -0.3 | -2.7 | -8 | -19.7 | 2.8 | 22.5 | 9.5 | 2.2 | 0.7 | 0.1 | 0 |
| 36.9 | 32 | 29.3 | 25.7 | 22.5 | 19.1 | 17 | 15.3 | 15.2 | 15 | 14.8 | 14.9 | 16.1 | 18.3 | 20.6 |
| 1.8 | 1.5 | 1.6 | 1.2 | 1.3 | 0.6 | 0.4 | 0.1 | 0.1 | 0 | 0 | -0.1 | 0.1 | -0.1 | -0.1 |
| 0 | 0 | -0.01 | -0.02 | -0.03 | -0.06 | -0.15 | -0.36 |
| 0.64 | 0.33 | 0.12 | 0.04 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.004 | 0.007 | 0.014 | 0.029 | 0.065 | 0.116 |
| 0.117 | 0.116 | 0.061 | 0.023 | 0.009 | 0.004 |
| 0.25 | 0.29 | 0.51 | 0.81 | 1.41 | 2.5 | 5 | 7.98 |
| 7.96 | 7.71 | 4.13 | 1.67 | 0.77 | 0.42 |
| -0.3 | -0.3 | -0.48 | -0.68 | -1.03 | -1.56 | -2.76 | -3.96 |
| -3.91 | -3.71 | -2.01 | -0.88 | -0.46 | -0.28 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10360 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 5.7 | 8 | 12.3 | 20.3 | 35.2 | 62.6 | 109.5 | 188.7 | 485.3 | 296.6 | 169.6 | 87 | 40.5 | 17.8 | 7.8 |
| 0.8 | 0.4 | -0.5 | -1.6 | -4.4 | -8.7 | -14.6 | -22.4 | 1.9 | 24.3 | 14.5 | 7.2 | 3.6 | 1.9 | 1.1 |
| 27.7 | 25.4 | 23.5 | 21.8 | 20.4 | 19.2 | 18 | 17.1 | 17.1 | 17 | 16.5 | 16.2 | 16.1 | 16.2 | 16.6 |
| 1.4 | 1 | 0.7 | 0.5 | 0.2 | 0.1 | 0 | -0.1 | 0 | 0.2 | 0 | -0.1 | -0.1 | 0 | 0.1 |
| -0.02 | -0.02 | -0.04 | -0.06 | -0.1 | -0.17 | -0.27 | -0.42 |
| 0.58 | 0.42 | 0.26 | 0.14 | 0.07 | 0.03 |
| 0.004 | 0.006 | 0.01 | 0.015 | 0.024 | 0.037 | 0.052 | 0.065 |
| 0.065 | 0.067 | 0.057 | 0.04 | 0.024 | 0.013 |
| 1.41 | 1.93 | 2.81 | 4.18 | 6.21 | 8.88 | 11.72 | 13.77 |
| 13.77 | 13.76 | 11.43 | 7.96 | 4.82 | 2.69 |
| -0.46 | -0.58 | -0.78 | -1.07 | -1.49 | -2 | -2.48 | -2.76 |
| -2.78 | -2.69 | -2.19 | -1.51 | -0.93 | -0.53 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10360 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 22.3 | 31.7 | 45.7 | 65.2 | 95.4 | 140.1 | 203.7 | 294.6 | 694.8 | 400.3 | 268.9 | 170.1 | 100.7 | 57.6 | 32.3 |
| 0.1 | -0.4 | -1.6 | -5.6 | -8.7 | -10.6 | -16.3 | -19.1 | 5.4 | 24.4 | 18.7 | 13.6 | 6.6 | 3.9 | 2.7 |
| 26.9 | 25.5 | 24.2 | 22.9 | 21.7 | 20.7 | 19.8 | 19.1 | 19 | 18.9 | 18.2 | 17.7 | 17.3 | 17.2 | 17.2 |
| 0.7 | 0.6 | 0.5 | 0.1 | 0 | 0.1 | 0 | 0.1 | 0.1 | 0.2 | 0.1 | 0.1 | -0.1 | -0.1 | 0 |
| -0.04 | -0.06 | -0.09 | -0.12 | -0.17 | -0.24 | -0.33 | -0.43 |
| 0.57 | 0.45 | 0.33 | 0.23 | 0.15 | 0.09 |
| 0.007 | 0.01 | 0.014 | 0.019 | 0.026 | 0.033 | 0.04 | 0.045 |
| 0.046 | 0.048 | 0.045 | 0.038 | 0.029 | 0.021 |
| 4.14 | 5.47 | 7.18 | 9.21 | 11.64 | 14.22 | 16.53 | 18.01 |
| 18.01 | 18.12 | 16.63 | 13.83 | 10.54 | 7.5 |
| -0.78 | -0.98 | -1.22 | -1.47 | -1.77 | -2.06 | -2.28 | -2.4 |
| -2.39 | -2.32 | -2.07 | -1.68 | -1.27 | -0.91 |
| 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 | 4.8 | 18.8 | 1 | 31.2 | 1 | 12250 |
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| -0.1 | 0.2 | -0.2 | 0 | 0.3 | 0 |
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| 17.2 | 8.7 | 18 | 1.9 | 27.8 | 1 | 12000 |
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| 0 | 0.8 | 0 | 0.2 | 0.2 | 0 |
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| 17.1 | 16.8 | 17.1 | 3.5 | 24.3 | 1 | 11750 |
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| 0.1 | 1.8 | 0.1 | 0.5 | 0.1 | 0 |
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| 17.2 | 32.3 | 16.6 | 7.8 | 20.6 | 1 | 11500 |
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| 0 | 2.7 | 0.1 | 1.1 | -0.1 | 0 |
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| 17.2 | 57.6 | 16.2 | 17.8 | 18.3 | 1.9 | 11250 |
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| -0.1 | 3.9 | 0 | 1.9 | -0.1 | 0.1 |
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| 17.3 | 100.7 | 16.1 | 40.5 | 16.1 | 4.8 | 11000 |
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| -0.1 | 6.6 | -0.1 | 3.6 | 0.1 | 0.7 |
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| 17.7 | 170.1 | 16.2 | 87 | 14.9 | 17.6 | 10750 | 407.9 | 14.5 | 478.4 | 16.2 | 565 | 17.9 |
| 0.1 | 13.6 | -0.1 | 7.2 | -0.1 | 2.2 | -40.8 | -0.2 | -36.2 | -0.2 | -26.6 | 0.3 |
| 18.2 | 268.9 | 16.5 | 169.6 | 14.8 | 67.5 | 10500 | 209.1 | 14.7 | 312.1 | 16.6 | 412.5 | 18.4 |
| 0.1 | 18.7 | 0 | 14.5 | 0 | 9.5 | -34.7 | -0.3 | -27.8 | 0 | -23.5 | 0.1 |
| 18.9 | 400.3 | 17 | 296.6 | 15 | 188.1 | 10250 | 82.1 | 15.3 | 188.7 | 17.1 | 294.6 | 19.1 |
| 0.2 | 24.4 | 0.2 | 24.3 | 0 | 22.5 | -19.7 | 0.1 | -22.4 | -0.1 | -19.1 | 0.1 |
| 19.6 | 560.5 | 17.7 | 465.2 | 16.8 | 385.8 | 10000 | 29 | 17 | 109.5 | 18 | 203.7 | 19.8 |
| 0.2 | 30 | -0.2 | 26.2 | 0.5 | 35.6 | -8 | 0.4 | -14.6 | 0 | -16.3 | 0 |
| 20.5 | 745.8 | 19.1 | 671 | 15.7 | 611.6 | 9750 | 10.5 | 19.1 | 62.6 | 19.2 | 140.1 | 20.7 |
| 0.2 | 33.3 | 0.4 | 36.4 | -1.7 | 36.1 | -2.7 | 0.6 | -8.7 | 0.1 | -10.6 | 0.1 |
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| 9500 | 5.4 | 22.5 | 35.2 | 20.4 | 95.4 | 21.7 |
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| -0.3 | 1.3 | -4.4 | 0.2 | -8.7 | 0 |
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| 9250 | 3 | 25.7 | 20.3 | 21.8 | 65.2 | 22.9 |
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| -0.3 | 1.2 | -1.6 | 0.5 | -5.6 | 0.1 |
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| 9000 | 1.9 | 29.3 | 12.3 | 23.5 | 45.7 | 24.2 |
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| 0 | 1.6 | -0.5 | 0.7 | -1.6 | 0.5 |
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| 8750 | 1 | 32 | 8 | 25.4 | 31.7 | 25.5 |
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| 0 | 1.5 | 0.4 | 1 | -0.4 | 0.6 |
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| 8500 | 1 | 36.9 | 5.7 | 27.7 | 22.3 | 26.9 |
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| 0 | 1.8 | 0.8 | 1.4 | 0.1 | 0.7 |
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| 8250 | 1 | 41.9 | 4.3 | 30 | 16.2 | 28.5 |
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| 0 | 1.9 | 1.2 | 2 | 0.7 | 0.8 |
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| 8000 | 1 | 47 | 2.9 | 32 | 12.8 | 30.4 |
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| 0 | 2.1 | 0.9 | 2.1 | 1.8 | 1.3 |
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| 7750 | 1 | 52.3 | 2 | 34 | 0 | 0 |
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| 0 | 2.2 | 0.3 | 1.5 | 0 | 0 |
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| 7500 | 1 | 57.6 | 1.5 | 36.1 | 6.5 | 33.4 |
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| 0 | 2.4 | 0.5 | 2.1 | 1 | 1.3 |
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| 7250 | 1 | 63.2 | 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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