| P/C | 1.2 | -0.2 | 1.4 | 1.2 | 1.4 | 1.6 | 0.6 | 1.3 | 1.3 | 1.7 |
| 先物 | 10227.5 | -142.5 | 10370 | 10475 | 10412.5 | 10442.5 | 10342.5 | 10272.5 | 10432.5 | 10562.5 |
| 基準 | 17.7 | 2 | 15.6 | 15.2 | 15.8 | 15.8 | 16.4 | 16.4 | 15.9 | 14.9 |
| 期近 | 17.8 | 2.8 | 15 | 14.7 | 15.2 | 15.3 | 16.1 | 16 | 15.6 | 14.6 |
| 期先1 | 17.6 | 1.5 | 16.1 | 15.7 | 16.4 | 16.4 | 16.9 | 17.4 | 16.7 | 15.9 |
| 期先2 | 18.1 | 1.7 | 16.5 | 16.8 | 17.6 | 17.5 | 17.4 | 18.1 | 17.7 | 16.7 |
| 当/先 | 1 | 0.1 | 0.9 | 0.9 | 0.9 | 0.9 | 1 | 0.9 | 0.9 | 0.9 |
| 先/先2 | 1 | 0 | 1 | 0.9 | 0.9 | 0.9 | 1 | 1 | 0.9 | 1 |
| 9 | 38 | 66 |
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|
| 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10250 | 10250 | 10500 | 10750 | 11000 | 11250 | 11500 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10230 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 1 | 1 | 1.4 | 2.4 | 5.8 | 15.1 | 45.1 | 125 | 230.4 | 105.4 | 26.9 | 5.4 | 1.8 | 1 | 1 |
| 0 | 0 | 0.4 | 0.9 | 3 | 8.3 | 23 | 58.2 | -24.7 | -82.9 | -30.6 | -6.3 | -1 | -0.6 | 0 |
| 44.6 | 38.2 | 33.3 | 28.9 | 25.7 | 22.4 | 19.8 | 17.4 | 17.6 | 17.8 | 17.4 | 18.2 | 20.7 | 24.3 | 29.2 |
| 3.2 | 2.4 | 2.8 | 2.5 | 2.8 | 2.5 | 2.1 | 1.9 | 2 | 2.1 | 3 | 3.6 | 4.6 | 4.7 | 6.5 |
| 0 | 0 | -0.01 | -0.01 | -0.03 | -0.09 | -0.23 | -0.53 |
| 0.48 | 0.18 | 0.04 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.004 | 0.008 | 0.018 | 0.044 | 0.094 | 0.14 |
| 0.137 | 0.091 | 0.032 | 0.011 | 0.005 | 0.004 |
| 0.21 | 0.24 | 0.35 | 0.59 | 1.25 | 2.62 | 5.02 | 6.52 |
| 6.52 | 4.25 | 1.55 | 0.61 | 0.35 | 0.3 |
| -0.49 | -0.48 | -0.62 | -0.91 | -1.72 | -3.13 | -5.31 | -6.03 |
| -6.2 | -3.96 | -1.5 | -0.68 | -0.45 | -0.47 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10230 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 6.9 | 10.9 | 17.9 | 30 | 51.5 | 87.3 | 147.3 | 243.1 | 463.4 | 220.3 | 111.6 | 49.9 | 20 | 7.8 | 3.3 |
| 2.3 | 4 | 6.8 | 11.3 | 18.3 | 29.9 | 47.2 | 68.3 | -4.3 | -72.5 | -48.4 | -25 | -10.9 | -3.8 | -1.2 |
| 28.3 | 26.4 | 24.7 | 23.1 | 21.6 | 20.1 | 18.7 | 17.5 | 17.5 | 17.4 | 16.5 | 16.1 | 16 | 16.2 | 16.8 |
| 1 | 1.1 | 1.2 | 1.2 | 1.1 | 1.1 | 1 | 0.9 | 1 | 1 | 0.9 | 1.1 | 1.2 | 1.4 | 1.6 |
| -0.02 | -0.03 | -0.05 | -0.08 | -0.14 | -0.22 | -0.34 | -0.5 |
| 0.5 | 0.32 | 0.18 | 0.08 | 0.04 | 0.02 |
| 0.005 | 0.008 | 0.013 | 0.02 | 0.031 | 0.045 | 0.059 | 0.069 |
| 0.069 | 0.065 | 0.049 | 0.029 | 0.015 | 0.007 |
| 1.58 | 2.32 | 3.45 | 5.09 | 7.29 | 9.84 | 12.2 | 13.23 |
| 13.23 | 11.89 | 8.62 | 5.12 | 2.68 | 1.37 |
| -0.58 | -0.8 | -1.11 | -1.53 | -2.05 | -2.57 | -2.97 | -3.01 |
| -3.02 | -2.57 | -1.81 | -1.07 | -0.57 | -0.3 |
| 4P850 | 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 10150 | 4C1025 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 |
| 27.1 | 38.1 | 56.1 | 82.5 | 120.1 | 176.6 | 256.3 | 365.1 | 629.9 | 264.8 | 157.4 | 86.1 | 43.6 | 20.7 | 9.9 |
| 7.4 | 10.3 | 15.2 | 22.8 | 30 | 41.6 | 56.3 | 74.4 | 9.1 | -65.3 | -48.8 | -31.9 | -18.7 | -9.4 | -4.9 |
| 27.6 | 26.1 | 24.9 | 23.7 | 22.5 | 21.6 | 20.9 | 20.4 | 17.9 | 15.8 | 15.4 | 15.2 | 15 | 15 | 15.2 |
| 0.8 | 0.8 | 0.8 | 1 | 0.8 | 0.8 | 0.8 | 0.9 | 1 | 1 | 0.8 | 0.7 | 0.7 | 0.7 | 0.7 |
| -0.05 | -0.07 | -0.1 | -0.15 | -0.21 | -0.29 | -0.38 | -0.49 |
| 0.5 | 0.36 | 0.23 | 0.14 | 0.07 | 0.04 |
| 0.009 | 0.012 | 0.017 | 0.022 | 0.029 | 0.036 | 0.042 | 0.045 |
| 0.058 | 0.056 | 0.046 | 0.033 | 0.021 | 0.012 |
| 4.59 | 5.99 | 7.86 | 10.06 | 12.46 | 14.82 | 16.64 | 17.39 |
| 17.4 | 16.28 | 13.27 | 9.49 | 6.03 | 3.61 |
| -0.95 | -1.17 | -1.47 | -1.79 | -2.11 | -2.41 | -2.61 | -2.66 |
| -2.08 | -1.9 | -1.52 | -1.08 | -0.68 | -0.41 |
| 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 |
| 16.3 | 1.2 | 21.1 | 1 | 42.7 | 1 | 12250 |
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| 0.9 | -0.4 | 2.2 | 0 | 8.1 | 0 |
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|
|
| 15.9 | 2.3 | 19 | 1 | 38.4 | 1 | 12000 |
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|
| 1 | -0.8 | 2.1 | 0 | 7.6 | 0 |
|
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|
| 15.4 | 4.6 | 17.6 | 1.5 | 33.9 | 1 | 11750 |
|
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|
|
| 0.8 | -2.2 | 1.7 | -0.4 | 7 | 0 |
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|
|
| 15.2 | 9.9 | 16.8 | 3.3 | 29.2 | 1 | 11500 |
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|
| 0.7 | -4.9 | 1.6 | -1.2 | 6.5 | 0 |
|
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|
| 15 | 20.7 | 16.2 | 7.8 | 24.3 | 1 | 11250 |
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|
| 0.7 | -9.4 | 1.4 | -3.8 | 4.7 | -0.6 |
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|
|
| 15 | 43.6 | 16 | 20 | 20.7 | 1.8 | 11000 |
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|
| 0.7 | -18.7 | 1.2 | -10.9 | 4.6 | -1 |
|
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|
| 15.2 | 86.1 | 16.1 | 49.9 | 18.2 | 5.4 | 10750 | 524.6 | 15.7 | 572.1 | 16.2 | 688.7 | 20.8 |
| 0.7 | -31.9 | 1.1 | -25 | 3.6 | -6.3 | 132.7 | 1 | 114.3 | 0.8 | 108.7 | 1.2 |
| 15.4 | 157.4 | 16.5 | 111.6 | 17.4 | 26.9 | 10500 | 294.8 | 16.4 | 383.8 | 16.6 | 509.6 | 20.3 |
| 0.8 | -48.8 | 0.9 | -48.4 | 3 | -30.6 | 106.6 | 1.8 | 92.7 | 0.8 | 93.6 | 1.1 |
| 15.8 | 264.8 | 17.4 | 220.3 | 17.8 | 105.4 | 10250 | 125 | 17.4 | 243.1 | 17.5 | 365.1 | 20.4 |
| 1 | -65.3 | 1 | -72.5 | 2.1 | -82.9 | 58.2 | 1.9 | 68.3 | 0.9 | 74.4 | 0.9 |
| 16 | 405 | 18.7 | 375.5 | 20.2 | 274.6 | 10000 | 45.1 | 19.8 | 147.3 | 18.7 | 256.3 | 20.9 |
| 1.1 | -85 | 1.3 | -92.9 | 2 | -119.7 | 23 | 2.1 | 47.2 | 1 | 56.3 | 0.8 |
| 15.9 | 575.1 | 20 | 564.7 | 23.3 | 495.4 | 9750 | 15.1 | 22.4 | 87.3 | 20.1 | 176.6 | 21.6 |
| 1.6 | -99.9 | 1.4 | -110 | 3.3 | -132.1 | 8.3 | 2.5 | 29.9 | 1.1 | 41.6 | 0.8 |
|
|
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|
|
| 9500 | 5.8 | 25.7 | 51.5 | 21.6 | 120.1 | 22.5 |
|
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|
|
|
| 3 | 2.8 | 18.3 | 1.1 | 30 | 0.8 |
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|
|
| 9250 | 2.4 | 28.9 | 30 | 23.1 | 82.5 | 23.7 |
|
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|
|
| 0.9 | 2.5 | 11.3 | 1.2 | 22.8 | 1 |
|
|
|
|
|
| 9000 | 1.4 | 33.3 | 17.9 | 24.7 | 56.1 | 24.9 |
|
|
|
|
|
| 0.4 | 2.8 | 6.8 | 1.2 | 15.2 | 0.8 |
|
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|
|
| 8750 | 1 | 38.2 | 10.9 | 26.4 | 38.1 | 26.1 |
|
|
|
|
|
| 0 | 2.4 | 4 | 1.1 | 10.3 | 0.8 |
|
|
|
|
|
| 8500 | 1 | 44.6 | 6.9 | 28.3 | 27.1 | 27.6 |
|
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|
|
| 0 | 3.2 | 2.3 | 1 | 7.4 | 0.8 |
|
|
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|
|
| 8250 | 1 | 51 | 4.6 | 30.4 | 0 | 0 |
|
|
|
|
|
| 0 | 4.1 | 1.6 | 1.2 | 0 | 0 |
|
|
|
|
|
| 8000 | 1 | 57.6 | 3 | 32.3 | 13.7 | 30.7 |
|
|
|
|
|
| 0 | 5 | 0.8 | 0.9 | 3.8 | 0.9 |
|
|
|
|
|
| 7750 | 1 | 64.3 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 5.9 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 7500 | 1 | 71.3 | 1.6 | 37 | 7.2 | 33.9 |
|
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|
|
|
| 0 | 6.8 | 0.2 | 0.6 | 1.8 | 0.8 |
|
|
|
|
|
| 7250 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
| P/C | 1.4 | 0.2 | 1.2 | 1.4 | 1.6 | 0.6 | 1.3 | 1.3 | 1.7 | 1.1 |
| 先物 | 10370 | -105 | 10475 | 10412.5 | 10442.5 | 10342.5 | 10272.5 | 10432.5 | 10562.5 | 10512.5 |
| 基準 | 15.6 | 0.4 | 15.2 | 15.8 | 15.8 | 16.4 | 16.4 | 15.9 | 14.9 | 15 |
| 期近 | 15 | 0.3 | 14.7 | 15.2 | 15.3 | 16.1 | 16 | 15.6 | 14.6 | 14.7 |
| 期先1 | 16.1 | 0.4 | 15.7 | 16.4 | 16.4 | 16.9 | 17.4 | 16.7 | 15.9 | 16.2 |
| 期先2 | 16.5 | -0.3 | 16.8 | 17.6 | 17.5 | 17.4 | 18.1 | 17.7 | 16.7 | 17.2 |
| 当/先 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 1 | 0.9 | 0.9 | 0.9 | 0.9 |
| 先/先2 | 1 | 0 | 0.9 | 0.9 | 0.9 | 1 | 1 | 0.9 | 1 | 0.9 |
| 12 | 41 | 69 |
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|
| 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10250 | 10250 | 10500 | 10750 | 11000 | 11250 | 11500 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10370 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 1 | 1 | 1 | 1.5 | 2.8 | 6.9 | 22.2 | 66.8 | 255.1 | 188.3 | 57.5 | 11.7 | 2.7 | 1.6 | 1 |
| 0 | 0 | 0 | 0 | 0.3 | 1.7 | 7.8 | 23.6 | -57.7 | -81.2 | -47.1 | -15.5 | -3.3 | -0.2 | 0 |
| 41.3 | 35.9 | 30.5 | 26.5 | 22.8 | 19.8 | 17.7 | 15.5 | 15.5 | 15.7 | 14.4 | 14.5 | 16.1 | 19.6 | 22.7 |
| -0.2 | -0.4 | -0.7 | -0.9 | -0.9 | -0.6 | -0.2 | -0.3 | -0.3 | -0.3 | -0.1 | 0.1 | 0.9 | 2.6 | 2.8 |
| 0 | 0 | -0.01 | -0.01 | -0.02 | -0.04 | -0.13 | -0.34 |
| 0.66 | 0.32 | 0.09 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.005 | 0.01 | 0.025 | 0.062 | 0.123 |
| 0.122 | 0.131 | 0.059 | 0.018 | 0.009 | 0.005 |
| 0.23 | 0.25 | 0.29 | 0.46 | 0.83 | 1.77 | 4.02 | 6.96 |
| 6.97 | 6.86 | 3.14 | 1.08 | 0.62 | 0.38 |
| -0.38 | -0.37 | -0.36 | -0.49 | -0.76 | -1.42 | -2.88 | -4.35 |
| -4.43 | -4.01 | -1.85 | -0.7 | -0.49 | -0.35 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10370 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 4.6 | 7 | 11.1 | 18.7 | 33.2 | 57.3 | 100 | 174.8 | 467.7 | 292.8 | 160 | 74.9 | 30.9 | 11.6 | 4.4 |
| 0.7 | 1.2 | 2.2 | 3.7 | 7.4 | 12.7 | 21.5 | 36.1 | -31.7 | -67.8 | -49.7 | -30.2 | -14.7 | -6.3 | -2.5 |
| 27.3 | 25.3 | 23.5 | 21.9 | 20.5 | 19 | 17.7 | 16.6 | 16.6 | 16.4 | 15.6 | 15 | 14.8 | 14.8 | 15.2 |
| -0.2 | -0.2 | -0.1 | -0.2 | 0 | -0.1 | -0.1 | 0 | 0 | 0.1 | 0 | 0.1 | 0.2 | 0.3 | 0.4 |
| -0.01 | -0.02 | -0.03 | -0.06 | -0.1 | -0.16 | -0.26 | -0.41 |
| 0.59 | 0.42 | 0.25 | 0.12 | 0.05 | 0.02 |
| 0.004 | 0.006 | 0.009 | 0.015 | 0.024 | 0.037 | 0.053 | 0.067 |
| 0.068 | 0.072 | 0.06 | 0.04 | 0.021 | 0.01 |
| 1.21 | 1.74 | 2.59 | 3.94 | 5.94 | 8.48 | 11.33 | 13.54 |
| 13.53 | 13.63 | 11.01 | 7.13 | 3.83 | 1.89 |
| -0.4 | -0.53 | -0.74 | -1.04 | -1.47 | -1.94 | -2.41 | -2.71 |
| -2.7 | -2.58 | -2 | -1.28 | -0.69 | -0.35 |
| 4P850 | 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 10290 | 4C1025 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 |
| 19.7 | 27.8 | 40.8 | 59.7 | 90 | 135 | 200 | 290.7 | 620.8 | 330.1 | 206.2 | 118 | 62.3 | 30 | 14.8 |
| 3.4 | 4.3 | 7.2 | 9.8 | 15.5 | 22.4 | 32.2 | 42.3 | -20 | -62.4 | -47.8 | -33.2 | -20.4 | -12.4 | -6 |
| 26.8 | 25.3 | 24 | 22.7 | 21.8 | 20.9 | 20.1 | 19.4 | 18.2 | 14.8 | 14.6 | 14.5 | 14.4 | 14.3 | 14.5 |
| 0.1 | 0 | 0.1 | 0 | 0.1 | 0.1 | 0.2 | 0.1 | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 | 0.1 | 0.2 |
| -0.04 | -0.05 | -0.08 | -0.11 | -0.17 | -0.23 | -0.32 | -0.43 |
| 0.59 | 0.44 | 0.3 | 0.18 | 0.1 | 0.05 |
| 0.007 | 0.01 | 0.014 | 0.019 | 0.025 | 0.033 | 0.04 | 0.045 |
| 0.058 | 0.06 | 0.053 | 0.041 | 0.027 | 0.017 |
| 3.8 | 5.03 | 6.69 | 8.73 | 11.23 | 13.86 | 16.22 | 17.74 |
| 17.62 | 17.8 | 15.61 | 11.94 | 7.98 | 4.99 |
| -0.73 | -0.91 | -1.16 | -1.43 | -1.76 | -2.08 | -2.34 | -2.47 |
| -1.89 | -1.89 | -1.63 | -1.24 | -0.82 | -0.52 |
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| 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 |
| 15.4 | 1.6 | 18.9 | 1 | 34.6 | 1 | 12250 |
|
|
|
|
|
|
| 0.4 | -0.5 | 1.2 | 0 | 3.1 | 0 |
|
|
|
|
|
|
| 14.9 | 3.1 | 16.8 | 1 | 30.8 | 1 | 12000 |
|
|
|
|
|
|
| 0.3 | -1.3 | 0.6 | -0.4 | 3 | 0 |
|
|
|
|
|
|
| 14.7 | 6.8 | 15.8 | 1.9 | 26.8 | 1 | 11750 |
|
|
|
|
|
|
| 0.2 | -3.2 | 0.8 | -0.6 | 2.9 | 0 |
|
|
|
|
|
|
| 14.5 | 14.8 | 15.2 | 4.4 | 22.7 | 1 | 11500 |
|
|
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|
|
| 0.2 | -6 | 0.4 | -2.5 | 2.8 | 0 |
|
|
|
|
|
|
| 14.3 | 30 | 14.8 | 11.6 | 19.6 | 1.6 | 11250 |
|
|
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|
|
|
| 0.1 | -12.4 | 0.3 | -6.3 | 2.6 | -0.2 |
|
|
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|
|
|
| 14.4 | 62.3 | 14.8 | 30.9 | 16.1 | 2.7 | 11000 |
|
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|
|
| 0.2 | -20.4 | 0.2 | -14.7 | 0.9 | -3.3 |
|
|
|
|
|
|
| 14.5 | 118 | 15 | 74.9 | 14.5 | 11.7 | 10750 | 391.9 | 14.7 | 457.8 | 15.4 | 580 | 19.6 |
| 0.2 | -33.2 | 0.1 | -30.2 | 0.1 | -15.5 | 90.2 | 0.3 | 76.4 | 0.3 | 72.5 | 0.5 |
| 14.6 | 206.2 | 15.6 | 160 | 14.4 | 57.5 | 10500 | 188.1 | 14.6 | 291.1 | 15.7 | 416 | 19.2 |
| 0.2 | -47.8 | 0 | -49.7 | -0.1 | -47.1 | 59.2 | 0 | 55.6 | 0.1 | 56.2 | 0.2 |
| 14.8 | 330.1 | 16.4 | 292.8 | 15.7 | 188.3 | 10250 | 66.8 | 15.5 | 174.8 | 16.6 | 290.7 | 19.4 |
| 0.2 | -62.4 | 0.1 | -67.8 | -0.3 | -81.2 | 23.6 | -0.3 | 36.1 | 0 | 42.3 | 0.1 |
| 14.9 | 490 | 17.4 | 468.4 | 18.2 | 394.3 | 10000 | 22.2 | 17.7 | 100 | 17.7 | 200 | 20.1 |
| 0.7 | -70 | 0 | -82.8 | 0 | -96.2 | 7.8 | -0.2 | 21.5 | -0.1 | 32.2 | 0.2 |
| 14.3 | 675 | 18.6 | 674.7 | 20 | 627.5 | 9750 | 6.9 | 19.8 | 57.3 | 19 | 135 | 20.9 |
| 1.4 | -80 | -0.1 | -92.8 | -0.9 | -103.8 | 1.7 | -0.6 | 12.7 | -0.1 | 22.4 | 0.1 |
|
|
|
|
|
| 9500 | 2.8 | 22.8 | 33.2 | 20.5 | 90 | 21.8 |
|
|
|
|
|
| 0.3 | -0.9 | 7.4 | 0 | 15.5 | 0.1 |
|
|
|
|
|
| 9250 | 1.5 | 26.5 | 18.7 | 21.9 | 59.7 | 22.7 |
|
|
|
|
|
| 0 | -0.9 | 3.7 | -0.2 | 9.8 | 0 |
|
|
|
|
|
| 9000 | 1 | 30.5 | 11.1 | 23.5 | 40.8 | 24 |
|
|
|
|
|
| 0 | -0.7 | 2.2 | -0.1 | 7.2 | 0.1 |
|
|
|
|
|
| 8750 | 1 | 35.9 | 7 | 25.3 | 27.8 | 25.3 |
|
|
|
|
|
| 0 | -0.4 | 1.2 | -0.2 | 4.3 | 0 |
|
|
|
|
|
| 8500 | 1 | 41.3 | 4.6 | 27.3 | 19.7 | 26.8 |
|
|
|
|
|
| 0 | -0.2 | 0.7 | -0.2 | 3.4 | 0.1 |
|
|
|
|
|
| 8250 | 1 | 46.9 | 3 | 29.2 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0.4 | -0.2 | 0 | 0 |
|
|
|
|
|
| 8000 | 1 | 52.6 | 2.2 | 31.4 | 9.9 | 29.7 |
|
|
|
|
|
| 0 | 0.3 | 0.2 | -0.3 | 1.3 | -0.1 |
|
|
|
|
|
| 7750 | 1 | 58.5 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0.5 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 7500 | 1 | 64.5 | 1.4 | 36.4 | 5.4 | 33.1 |
|
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|
|
| 0 | 0.7 | 0.4 | 0.6 | 0.8 | 0.1 |
|
|
|
|
|
| 7250 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |
| P/C | 1.2 | -0.2 | 1.4 | 1.6 | 0.6 | 1.3 | 1.3 | 1.7 | 1.1 | 0.7 |
| 先物 | 10475 | 62.5 | 10412.5 | 10442.5 | 10342.5 | 10272.5 | 10432.5 | 10562.5 | 10512.5 | 10502.5 |
| 基準 | 15.2 | -0.5 | 15.8 | 15.8 | 16.4 | 16.4 | 15.9 | 14.9 | 15 | 15.1 |
| 期近 | 14.7 | -0.5 | 15.2 | 15.3 | 16.1 | 16 | 15.6 | 14.6 | 14.7 | 14.8 |
| 期先1 | 15.7 | -0.7 | 16.4 | 16.4 | 16.9 | 17.4 | 16.7 | 15.9 | 16.2 | 16.3 |
| 期先2 | 16.8 | -0.9 | 17.6 | 17.5 | 17.4 | 18.1 | 17.7 | 16.7 | 17.2 | 17.3 |
| 当/先 | 0.9 | 0 | 0.9 | 0.9 | 1 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 1 | 1 | 0.9 | 1 | 0.9 | 0.9 |
| 13 | 42 | 70 |
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|
| 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 | 10500 | 10500 | 10750 | 11000 | 11250 | 11500 | 11750 |
| 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 2P1050 | 10480 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 1 | 1 | 1.5 | 2.5 | 5.2 | 14.4 | 43.3 | 129 | 233.6 | 104.6 | 27.2 | 6 | 1.8 | 1 | 1 |
| 0 | -0.5 | -0.9 | -1.3 | -3.3 | -8.5 | -20.6 | -40.4 | -20.7 | 19.7 | 4.4 | 1.1 | 0 | 0 | 0 |
| 36.3 | 31.1 | 27.4 | 23.7 | 20.4 | 18 | 15.8 | 14.5 | 14.5 | 14.6 | 14.4 | 15.2 | 17.1 | 20 | 23.9 |
| 2.3 | 0.7 | 0.5 | 0.6 | 0.3 | 0.1 | 0 | -0.1 | -0.2 | -0.4 | -0.6 | -0.3 | -0.5 | -0.4 | -0.2 |
| 0 | 0 | -0.01 | -0.01 | -0.03 | -0.09 | -0.23 | -0.53 |
| 0.47 | 0.18 | 0.05 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.004 | 0.008 | 0.017 | 0.043 | 0.096 | 0.137 |
| 0.136 | 0.09 | 0.033 | 0.011 | 0.005 | 0.004 |
| 0.25 | 0.29 | 0.45 | 0.75 | 1.43 | 3.14 | 6.1 | 7.98 |
| 7.98 | 5.2 | 2 | 0.76 | 0.42 | 0.37 |
| -0.35 | -0.34 | -0.46 | -0.66 | -1.1 | -2.11 | -3.6 | -4.32 |
| -4.36 | -2.81 | -1.14 | -0.48 | -0.32 | -0.33 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10470 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 5.7 | 8.9 | 15 | 25.8 | 44.7 | 78.5 | 138.7 | 235.5 | 445.2 | 209.7 | 105.1 | 45.6 | 17.9 | 7 | 2.5 |
| -2.2 | -3.6 | -5.1 | -9.2 | -13.6 | -21.6 | -30.4 | -40.9 | -20.3 | 20.7 | 11.3 | 4.7 | 1.7 | 0.6 | -0.2 |
| 25.4 | 23.6 | 22 | 20.6 | 19.1 | 17.8 | 16.7 | 15.7 | 15.6 | 15.5 | 14.9 | 14.5 | 14.5 | 14.8 | 15 |
| -0.3 | -0.4 | -0.3 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.7 |
| -0.02 | -0.03 | -0.05 | -0.08 | -0.13 | -0.21 | -0.34 | -0.51 |
| 0.49 | 0.31 | 0.17 | 0.08 | 0.03 | 0.01 |
| 0.005 | 0.007 | 0.012 | 0.02 | 0.031 | 0.046 | 0.062 | 0.071 |
| 0.072 | 0.067 | 0.048 | 0.028 | 0.014 | 0.006 |
| 1.5 | 2.21 | 3.39 | 5.11 | 7.46 | 10.34 | 13.07 | 14.23 |
| 14.23 | 12.67 | 8.98 | 5.21 | 2.7 | 1.23 |
| -0.45 | -0.62 | -0.88 | -1.24 | -1.68 | -2.16 | -2.56 | -2.62 |
| -2.62 | -2.23 | -1.55 | -0.89 | -0.47 | -0.22 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10390 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 23.5 | 33.6 | 49.9 | 74.6 | 112.6 | 167.8 | 248.4 | 359.8 | 613.9 | 254 | 151.2 | 82.7 | 42.5 | 20.8 | 10 |
| -5 | -8.2 | -10.1 | -15.3 | -20.4 | -27.5 | -34.8 | -42.7 | -26.2 | 16.5 | 9.9 | 3.7 | 2.5 | 0.8 | 0.2 |
| 25.3 | 23.9 | 22.7 | 21.6 | 20.7 | 19.9 | 19.3 | 19 | 16.5 | 14.5 | 14.3 | 14.2 | 14.2 | 14.3 | 14.5 |
| -0.2 | -0.4 | -0.3 | -0.4 | -0.4 | -0.4 | -0.4 | -0.5 | -0.6 | -0.6 | -0.6 | -0.6 | -0.5 | -0.5 | -0.5 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.2 | -0.28 | -0.38 | -0.49 |
| 0.5 | 0.35 | 0.23 | 0.13 | 0.07 | 0.04 |
| 0.008 | 0.012 | 0.016 | 0.022 | 0.03 | 0.037 | 0.043 | 0.046 |
| 0.06 | 0.056 | 0.046 | 0.033 | 0.021 | 0.012 |
| 4.5 | 5.96 | 7.91 | 10.27 | 12.95 | 15.54 | 17.54 | 18.35 |
| 18.35 | 17.08 | 13.83 | 9.88 | 6.36 | 3.82 |
| -0.81 | -1.01 | -1.27 | -1.58 | -1.9 | -2.19 | -2.39 | -2.46 |
| -1.9 | -1.74 | -1.4 | -1 | -0.65 | -0.39 |
| 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 |
| 15.4 | 1.1 | 19.7 | 1 | 35 | 1 | 12500 |
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| -1.1 | -0.5 | -0.4 | 0 | 0.2 | 0 |
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| 14.9 | 2.1 | 17.7 | 1 | 31.5 | 1 | 12250 |
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| -0.9 | -0.6 | -0.4 | 0 | 0.1 | 0 |
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| 14.6 | 4.4 | 16.2 | 1.4 | 27.8 | 1 | 12000 |
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| -0.5 | -0.2 | -0.6 | -0.1 | -0.1 | 0 |
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| 14.5 | 10 | 15 | 2.5 | 23.9 | 1 | 11750 |
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| -0.5 | 0.2 | -0.7 | -0.2 | -0.2 | 0 |
|
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|
| 14.3 | 20.8 | 14.8 | 7 | 20 | 1 | 11500 |
|
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| -0.5 | 0.8 | -0.4 | 0.6 | -0.4 | 0 |
|
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|
|
| 14.2 | 42.5 | 14.5 | 17.9 | 17.1 | 1.8 | 11250 |
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| -0.5 | 2.5 | -0.4 | 1.7 | -0.5 | 0 |
|
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| 14.2 | 82.7 | 14.5 | 45.6 | 15.2 | 6 | 11000 | 529.7 | 14.7 | 571.3 | 14.8 | 691.7 | 19.9 |
| -0.6 | 3.7 | -0.4 | 4.7 | -0.3 | 1.1 | -56.4 | 14.7 | -56.7 | -0.3 | -52.8 | -0.4 |
| 14.3 | 151.2 | 14.9 | 105.1 | 14.4 | 27.2 | 10750 | 301.6 | 14.3 | 381.5 | 15.1 | 507.5 | 19.1 |
| -0.6 | 9.9 | -0.4 | 11.3 | -0.6 | 4.4 | -54.1 | 0.3 | -49.9 | -0.3 | -47.7 | -0.4 |
| 14.5 | 254 | 15.5 | 209.7 | 14.6 | 104.6 | 10500 | 129 | 14.5 | 235.5 | 15.7 | 359.8 | 19 |
| -0.6 | 16.5 | -0.4 | 20.7 | -0.4 | 19.7 | -40.4 | -0.1 | -40.9 | -0.4 | -42.7 | -0.5 |
| 14.5 | 392.5 | 16.3 | 360.6 | 15.9 | 269.5 | 10250 | 43.3 | 15.8 | 138.7 | 16.7 | 248.4 | 19.3 |
| -0.7 | 24.3 | -0.5 | 30.2 | -0.3 | 40 | -20.6 | 0 | -30.4 | -0.4 | -34.8 | -0.4 |
| 14.1 | 560 | 17.4 | 551.3 | 18.2 | 490.5 | 10000 | 14.4 | 18 | 78.5 | 17.8 | 167.8 | 19.9 |
| -1.1 | 30 | -0.7 | 38.7 | -0.6 | 50.6 | -8.5 | 0.1 | -21.6 | -0.4 | -27.5 | -0.4 |
|
|
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|
|
| 9750 | 5.2 | 20.4 | 44.7 | 19.1 | 112.6 | 20.7 |
|
|
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|
|
| -3.3 | 0.3 | -13.6 | -0.4 | -20.4 | -0.4 |
|
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|
|
| 9500 | 2.5 | 23.7 | 25.8 | 20.6 | 74.6 | 21.6 |
|
|
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|
|
| -1.3 | 0.6 | -9.2 | -0.4 | -15.3 | -0.4 |
|
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|
| 9250 | 1.5 | 27.4 | 15 | 22 | 49.9 | 22.7 |
|
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|
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| -0.9 | 0.5 | -5.1 | -0.3 | -10.1 | -0.3 |
|
|
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|
|
| 9000 | 1 | 31.1 | 8.9 | 23.6 | 33.6 | 23.9 |
|
|
|
|
|
| -0.5 | 0.7 | -3.6 | -0.4 | -8.2 | -0.4 |
|
|
|
|
|
| 8750 | 1 | 36.3 | 5.7 | 25.4 | 23.5 | 25.3 |
|
|
|
|
|
| 0 | 2.3 | -2.2 | -0.3 | -5 | -0.2 |
|
|
|
|
|
| 8500 | 1 | 41.5 | 3.9 | 27.5 | 16.3 | 26.6 |
|
|
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|
|
| 0 | 2.5 | -1.6 | -0.3 | -3.7 | -0.2 |
|
|
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|
|
| 8250 | 1 | 46.9 | 2.6 | 29.3 | 0 | 0 |
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| 0 | 2.7 | -1.1 | -0.3 | 0 | 0 |
|
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|
|
| 8000 | 1 | 52.4 | 2 | 31.6 | 8.6 | 29.8 |
|
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|
|
| 0 | 2.8 | -0.8 | -0.3 | -2 | -0.2 |
|
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|
|
| 7750 | 1 | 58 | 0 | 0 | 0 | 0 |
|
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|
|
| 0 | 3 | 0 | 0 | 0 | 0 |
|
|
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|
|
| 7500 | 1 | 63.7 | 1 | 35.8 | 4.6 | 33 |
|
|
|
|
|
| 0 | 3.2 | -0.6 | -0.8 | -0.8 | 0 |
|
|
|
|
|
| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
|
|
|
|
|
| 0 | 0 | 0 | 0 | 0 | 0 |