2010/12/30(Thu)OP
| P/C | 1.1 | 0.2 | 0.9 | 1.2 | 1 | 1.3 | 1.7 | 0.8 | 1.2 | 0.9 |
| 先物 | 10205 | -152.5 | 10357.5 | 10315 | 10327.5 | 10282.5 | 10330 | 10352.5 | 10222.5 | 10295 |
| 基準 | 16.9 | 1 | 15.8 | 15.8 | 15.6 | 14.9 | 15.6 | 15.5 | 16.6 | 15.6 |
| 期近 | 16.1 | 1.1 | 15 | 15 | 15 | 14.4 | 15.3 | 15.3 | 16.4 | 15.6 |
| 期先1 | 17.7 | 0.9 | 16.8 | 16.9 | 16.6 | 16.3 | 16.7 | 16.8 | 17.9 | 17.2 |
| 期先2 | 19.4 | 0.8 | 18.7 | 18.7 | 18.4 | 18.4 | 18.3 | 18.3 | 19 | 18.6 |
| 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 |
| 14 | 41 | 70 |
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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 | 10210 | 1C1025 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 |
| 1 | 1.1 | 2.4 | 4.7 | 9.2 | 21.4 | 58.5 | 152 | 259 | 107 | 33.4 | 9.1 | 3.1 | 1.6 | 1 |
| 0 | 0.1 | 0.5 | 1.7 | 3.7 | 11 | 29.5 | 69.9 | -11.2 | -81 | -34.1 | -8.5 | -1.7 | -0.3 | 0 |
| 35.6 | 30.7 | 28.4 | 25.4 | 22 | 19.2 | 17.2 | 15.9 | 15.8 | 15.8 | 16 | 16.9 | 18.7 | 21.3 | 24 |
| -1.3 | -1.2 | -0.9 | -0.4 | -0.5 | 0.1 | 0.2 | 0.6 | 0.7 | 0.8 | 1.3 | 2 | 2.6 | 3 | 3.4 |
| 0 | -0.01 | -0.01 | -0.02 | -0.05 | -0.11 | -0.27 | -0.55 |
| 0.45 | 0.19 | 0.06 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.005 | 0.011 | 0.023 | 0.049 | 0.095 | 0.123 |
| 0.124 | 0.084 | 0.036 | 0.014 | 0.007 | 0.004 |
| 0.26 | 0.31 | 0.63 | 1.14 | 2.04 | 3.85 | 6.69 | 8.02 |
| 8.02 | 5.49 | 2.48 | 1.08 | 0.59 | 0.37 |
| -0.32 | -0.33 | -0.62 | -1 | -1.56 | -2.57 | -4 | -4.41 |
| -4.43 | -3.07 | -1.46 | -0.7 | -0.43 | -0.31 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10210 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 7.2 | 11.1 | 18.3 | 30.8 | 53.9 | 93.9 | 160.1 | 263.2 | 482.8 | 219.6 | 120 | 58.5 | 27.8 | 11.5 | 5.1 |
| 1.4 | 3.1 | 6 | 10.5 | 18.7 | 31.3 | 50.6 | 74.4 | -2.5 | -77 | -49.6 | -28.6 | -12.7 | -6.3 | -2.8 |
| 27.1 | 25.2 | 23.6 | 22 | 20.7 | 19.5 | 18.4 | 17.5 | 17.5 | 17.5 | 17.2 | 16.9 | 17.1 | 17.1 | 17.5 |
| -0.5 | -0.2 | 0.1 | 0.2 | 0.3 | 0.3 | 0.4 | 0.4 | 0.5 | 0.5 | 0.7 | 0.7 | 1 | 0.9 | 0.9 |
| -0.02 | -0.03 | -0.05 | -0.09 | -0.14 | -0.23 | -0.36 | -0.52 |
| 0.48 | 0.32 | 0.19 | 0.1 | 0.05 | 0.02 |
| 0.005 | 0.008 | 0.013 | 0.021 | 0.032 | 0.046 | 0.059 | 0.066 |
| 0.066 | 0.061 | 0.046 | 0.03 | 0.017 | 0.009 |
| 1.69 | 2.46 | 3.67 | 5.39 | 7.78 | 10.5 | 12.84 | 13.69 |
| 13.69 | 12.32 | 9.27 | 6.11 | 3.43 | 1.87 |
| -0.55 | -0.75 | -1.04 | -1.43 | -1.94 | -2.47 | -2.85 | -2.89 |
| -2.92 | -2.56 | -1.9 | -1.27 | -0.71 | -0.4 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10200 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 29.5 | 42.3 | 60.4 | 87.3 | 126.7 | 183 | 261.5 | 368.5 | 691.2 | 322.7 | 210.4 | 130 | 75 | 42.5 | 22.2 |
| 7.2 | 10.6 | 14.8 | 22.1 | 31.4 | 42.9 | 57.9 | 73.9 | -3.6 | -77.5 | -58.4 | -40.1 | -25.8 | -15.1 | -10.1 |
| 27 | 25.7 | 24.4 | 23.2 | 22 | 21 | 20.1 | 19.3 | 19.3 | 19.2 | 18.6 | 18.2 | 17.8 | 17.8 | 17.6 |
| 0.2 | 0.2 | 0.2 | 0.3 | 0.3 | 0.3 | 0.3 | 0.3 | 0.3 | 0.3 | 0.4 | 0.5 | 0.5 | 0.6 | 0.4 |
| -0.05 | -0.08 | -0.11 | -0.15 | -0.21 | -0.29 | -0.39 | -0.5 |
| 0.5 | 0.38 | 0.27 | 0.18 | 0.11 | 0.07 |
| 0.009 | 0.013 | 0.017 | 0.023 | 0.03 | 0.037 | 0.043 | 0.046 |
| 0.046 | 0.046 | 0.041 | 0.033 | 0.024 | 0.016 |
| 4.97 | 6.52 | 8.4 | 10.64 | 13.08 | 15.43 | 17.21 | 17.87 |
| 17.87 | 17.06 | 14.85 | 11.74 | 8.61 | 5.77 |
| -0.95 | -1.19 | -1.45 | -1.75 | -2.04 | -2.3 | -2.45 | -2.44 |
| -2.45 | -2.26 | -1.92 | -1.49 | -1.09 | -0.72 |
| 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 |
| 18.7 | 4.3 | 20.6 | 1 | 34.9 | 1 | 12250 |
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| 1.2 | -0.5 | 1.7 | 0 | 3.6 | 0 |
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| 17.9 | 6.2 | 19.5 | 1.6 | 31.4 | 1 | 12000 |
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| 0.6 | -2.5 | 1.5 | -0.3 | 3.5 | 0 |
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| 18 | 13 | 18.1 | 2.4 | 27.7 | 1 | 11750 |
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| 0.9 | -3.8 | 1 | -1.1 | 3.5 | 0 |
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| 17.6 | 22.2 | 17.5 | 5.1 | 24 | 1 | 11500 |
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| 0.4 | -10.1 | 0.9 | -2.8 | 3.4 | 0 |
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| 17.8 | 42.5 | 17.1 | 11.5 | 21.3 | 1.6 | 11250 |
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| 0.6 | -15.1 | 0.9 | -6.3 | 3 | -0.3 |
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| 17.8 | 75 | 17.1 | 27.8 | 18.7 | 3.1 | 11000 |
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| 0.5 | -25.8 | 1 | -12.7 | 2.6 | -1.7 |
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| 18.2 | 130 | 16.9 | 58.5 | 16.9 | 9.1 | 10750 | 552.7 | 16.5 | 600.1 | 16.7 | 675 | 18.3 |
| 0.5 | -40.1 | 0.7 | -28.6 | 2 | -8.5 | 144.8 | 2 | 121.7 | 0.5 | 110 | 0.4 |
| 18.6 | 210.4 | 17.2 | 120 | 16 | 33.4 | 10500 | 324.1 | 15.3 | 410.4 | 16.9 | 504.6 | 18.6 |
| 0.4 | -58.4 | 0.7 | -49.6 | 1.3 | -34.1 | 115 | 0.6 | 98.3 | 0.3 | 92.1 | 0.3 |
| 19.2 | 322.7 | 17.5 | 219.6 | 15.8 | 107 | 10250 | 152 | 15.9 | 263.2 | 17.5 | 368.5 | 19.3 |
| 0.3 | -77.5 | 0.5 | -77 | 0.8 | -81 | 69.9 | 0.6 | 74.4 | 0.4 | 73.9 | 0.3 |
| 19.9 | 465 | 18.5 | 367.5 | 17.3 | 264.7 | 10000 | 58.5 | 17.2 | 160.1 | 18.4 | 261.5 | 20.1 |
| 0.3 | -95.5 | 0.8 | -97.7 | 0.5 | -121.2 | 29.5 | 0.2 | 50.6 | 0.4 | 57.9 | 0.3 |
| 20.7 | 635 | 19.5 | 549.9 | 19.3 | 477.3 | 9750 | 21.4 | 19.2 | 93.9 | 19.5 | 183 | 21 |
| 0.2 | -110.8 | 0.3 | -121.1 | 3.7 | -134.4 | 11 | 0.1 | 31.3 | 0.3 | 42.9 | 0.3 |
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| 9500 | 9.2 | 22 | 53.9 | 20.7 | 126.7 | 22 |
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| 3.7 | -0.5 | 18.7 | 0.3 | 31.4 | 0.3 |
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| 9250 | 4.7 | 25.4 | 30.8 | 22 | 87.3 | 23.2 |
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| 1.7 | -0.4 | 10.5 | 0.2 | 22.1 | 0.3 |
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| 9000 | 2.4 | 28.4 | 18.3 | 23.6 | 60.4 | 24.4 |
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| 0.5 | -0.9 | 6 | 0.1 | 14.8 | 0.2 |
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| 8750 | 1.1 | 30.7 | 11.1 | 25.2 | 42.3 | 25.7 |
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| 0.1 | -1.2 | 3.1 | -0.2 | 10.6 | 0.2 |
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| 8500 | 1 | 35.6 | 7.2 | 27.1 | 29.5 | 27 |
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| 0 | -1.3 | 1.4 | -0.5 | 7.2 | 0.2 |
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| 8250 | 1 | 40.8 | 4.8 | 29.1 | 21.1 | 28.5 |
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| 0 | -1.1 | 0.5 | -0.9 | 4.8 | 0.1 |
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| 8000 | 1 | 46.2 | 3.5 | 31.4 | 15 | 30 |
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| 0 | -0.9 | 0.5 | -0.6 | 2.2 | -0.4 |
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| 7750 | 1 | 51.6 | 2.2 | 33.2 | 0 | 0 |
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| 0 | -0.7 | 0.2 | -0.8 | 0 | 0 |
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| 7500 | 1 | 57.2 | 1.8 | 35.9 | 7.7 | 33.1 |
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| 0 | -0.5 | 0.4 | -0.2 | 1.2 | -0.3 |
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| 7250 | 1 | 62.9 | 0 | 0 | 0 | 0 |
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| 0 | -0.2 | 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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