2011/01/04(Tue)OP
| P/C | 0.9 | -0.2 | 1.1 | 0.9 | 1.2 | 1 | 1.3 | 1.7 | 0.8 | 1.2 |
| 先物 | 10382.5 | 177.5 | 10205 | 10357.5 | 10315 | 10327.5 | 10282.5 | 10330 | 10352.5 | 10222.5 |
| 基準 | 17.9 | 1 | 16.9 | 15.8 | 15.8 | 15.6 | 14.9 | 15.6 | 15.5 | 16.6 |
| 期近 | 18 | 1.9 | 16.1 | 15 | 15 | 15 | 14.4 | 15.3 | 15.3 | 16.4 |
| 期先1 | 17.8 | 0.1 | 17.7 | 16.8 | 16.9 | 16.6 | 16.3 | 16.7 | 16.8 | 17.9 |
| 期先2 | 19.2 | -0.3 | 19.4 | 18.7 | 18.7 | 18.4 | 18.4 | 18.3 | 18.3 | 19 |
| 当/先 | 1 | 0.1 | 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 |
| 9 | 36 | 65 |
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| 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 | 10500 | 10500 | 10750 | 11000 | 11250 | 11500 | 11750 |
| 1P875 | 1P900 | 1P925 | 1P950 | 1P975 | 1P1000 | 1P1025 | 1P1050 | 10380 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 | 1C1175 |
| 1 | 1 | 1.7 | 2.8 | 7.4 | 20.3 | 65.5 | 185.5 | 254.1 | 68.7 | 18 | 5.2 | 1.8 | 1 | 1 |
| -0.1 | -1.4 | -3 | -6.3 | -14 | -38.1 | -86.5 | -138.6 | -103.3 | 35.3 | 8.8 | 2.1 | 0.2 | 0 | 0 |
| 41.5 | 35.3 | 31.2 | 26.6 | 23.5 | 20.3 | 18.3 | 17.6 | 17.7 | 17.7 | 18.3 | 20.3 | 22.6 | 25.9 | 30.6 |
| 10.7 | 6.9 | 5.8 | 4.6 | 4.3 | 3.1 | 2.4 | 2.3 | 1.9 | 1.7 | 1.5 | 1.6 | 1.3 | 1.9 | 2.8 |
| 0 | -0.01 | -0.01 | -0.02 | -0.05 | -0.12 | -0.32 | -0.65 |
| 0.35 | 0.12 | 0.04 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.005 | 0.01 | 0.024 | 0.059 | 0.118 | 0.126 |
| 0.126 | 0.066 | 0.025 | 0.009 | 0.005 | 0.003 |
| 0.22 | 0.25 | 0.43 | 0.72 | 1.59 | 3.34 | 5.98 | 6.16 |
| 6.16 | 3.34 | 1.4 | 0.59 | 0.33 | 0.29 |
| -0.49 | -0.48 | -0.71 | -1.02 | -1.99 | -3.62 | -5.83 | -5.79 |
| -5.85 | -3.28 | -1.52 | -0.71 | -0.46 | -0.48 |
| 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 2P1050 | 10390 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 6 | 9.7 | 16.4 | 29.5 | 54.3 | 100 | 174.9 | 292 | 469.5 | 177.5 | 90.3 | 41.8 | 18 | 7.6 | 3.2 |
| -5.1 | -8.6 | -14.3 | -24.4 | -39.6 | -60.1 | -88.3 | -118.4 | -60.9 | 57.5 | 31.9 | 14 | 6.5 | 2.5 | 0.8 |
| 26.5 | 24.6 | 22.9 | 21.4 | 20.2 | 19.1 | 18.1 | 17.4 | 17.5 | 17.6 | 17.2 | 17.1 | 17.2 | 17.5 | 17.9 |
| 1.3 | 1.1 | 0.9 | 0.7 | 0.7 | 0.7 | 0.6 | 0.5 | 0.4 | 0.4 | 0.3 | -0.1 | 0.1 | 0 | -0.2 |
| -0.02 | -0.03 | -0.05 | -0.09 | -0.15 | -0.26 | -0.4 | -0.57 |
| 0.43 | 0.27 | 0.15 | 0.07 | 0.03 | 0.02 |
| 0.005 | 0.008 | 0.014 | 0.023 | 0.036 | 0.051 | 0.065 | 0.069 |
| 0.068 | 0.059 | 0.041 | 0.025 | 0.013 | 0.007 |
| 1.49 | 2.24 | 3.42 | 5.25 | 7.76 | 10.56 | 12.65 | 12.87 |
| 12.88 | 10.83 | 7.58 | 4.55 | 2.49 | 1.28 |
| -0.54 | -0.76 | -1.08 | -1.54 | -2.15 | -2.77 | -3.15 | -3.07 |
| -3.12 | -2.56 | -1.78 | -1.08 | -0.6 | -0.32 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10380 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 26.9 | 39.9 | 59.5 | 89.1 | 130.5 | 191.6 | 277.8 | 394.6 | 669.9 | 275.3 | 174.4 | 104.5 | 59.3 | 32.7 | 17.7 |
| -15.4 | -20.6 | -27.8 | -37.6 | -52.5 | -69.9 | -90.7 | -110 | -45.1 | 64.9 | 44.5 | 29.5 | 16.8 | 10.4 | 4.7 |
| 26 | 24.7 | 23.6 | 22.5 | 21.4 | 20.4 | 19.6 | 18.9 | 18.8 | 18.7 | 18.2 | 17.9 | 17.7 | 17.7 | 17.8 |
| 0.3 | 0.4 | 0.4 | 0.5 | 0.4 | 0.3 | 0.2 | 0.3 | 0.2 | 0.1 | 0.1 | 0.1 | 0 | 0.1 | -0.2 |
| -0.05 | -0.08 | -0.11 | -0.16 | -0.23 | -0.32 | -0.42 | -0.54 |
| 0.46 | 0.34 | 0.24 | 0.15 | 0.09 | 0.05 |
| 0.01 | 0.013 | 0.019 | 0.025 | 0.032 | 0.04 | 0.045 | 0.048 |
| 0.048 | 0.046 | 0.039 | 0.03 | 0.021 | 0.014 |
| 4.78 | 6.41 | 8.43 | 10.82 | 13.31 | 15.62 | 17.18 | 17.44 |
| 17.44 | 16.11 | 13.51 | 10.31 | 7.3 | 4.87 |
| -0.95 | -1.21 | -1.52 | -1.86 | -2.17 | -2.43 | -2.56 | -2.51 |
| -2.51 | -2.26 | -1.86 | -1.4 | -0.99 | -0.67 |
| 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 |
| 18.8 | 3 | 22.2 | 1 | 43.8 | 1 | 12500 |
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| -0.7 | 0.1 | -0.4 | 0 | 5.5 | 0 |
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| 18.2 | 4.9 | 20 | 1 | 39.5 | 1 | 12250 |
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| -0.6 | 0.6 | -0.5 | 0 | 4.6 | 0 |
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| 17.8 | 8.9 | 19 | 1.7 | 35.1 | 1 | 12000 |
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| -0.1 | 2.7 | -0.5 | 0.2 | 3.8 | 0 |
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| 17.8 | 17.7 | 17.9 | 3.2 | 30.6 | 1 | 11750 |
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| -0.2 | 4.7 | -0.2 | 0.8 | 2.8 | 0 |
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| 17.7 | 32.7 | 17.5 | 7.6 | 25.9 | 1 | 11500 |
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| 0.1 | 10.4 | 0 | 2.5 | 1.9 | 0 |
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| 17.7 | 59.3 | 17.2 | 18 | 22.6 | 1.8 | 11250 |
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| 0 | 16.8 | 0.1 | 6.5 | 1.3 | 0.2 |
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| 17.9 | 104.5 | 17.1 | 41.8 | 20.3 | 5.2 | 11000 | 619 | 16.9 | 656.4 | 16.8 | 722.5 | 18.1 |
| 0.1 | 29.5 | -0.1 | 14 | 1.6 | 2.1 | -178.8 | -1.8 | -161.3 | 0.4 | -147.5 | 0.1 |
| 18.2 | 174.4 | 17.2 | 90.3 | 18.3 | 18 | 10750 | 383 | 17.6 | 454.5 | 17 | 544.9 | 18.5 |
| 0.1 | 44.5 | 0.3 | 31.9 | 1.5 | 8.8 | -169.8 | 1.2 | -145.6 | 0.3 | -130.1 | 0.2 |
| 18.7 | 275.3 | 17.6 | 177.5 | 17.7 | 68.7 | 10500 | 185.5 | 17.6 | 292 | 17.4 | 394.6 | 18.9 |
| 0.1 | 64.9 | 0.4 | 57.5 | 1.7 | 35.3 | -138.6 | 2.3 | -118.4 | 0.5 | -110 | 0.3 |
| 19.4 | 408.6 | 18.2 | 309.4 | 18.2 | 197.6 | 10250 | 65.5 | 18.3 | 174.9 | 18.1 | 277.8 | 19.6 |
| 0.2 | 85.9 | 0.7 | 89.8 | 2.3 | 90.5 | -86.5 | 2.4 | -88.3 | 0.6 | -90.7 | 0.2 |
| 20.3 | 575 | 19.2 | 484.2 | 19.4 | 400.1 | 10000 | 20.3 | 20.3 | 100 | 19.1 | 191.6 | 20.4 |
| 0.4 | 110 | 0.7 | 116.7 | 2.1 | 135.4 | -38.1 | 3.1 | -60.1 | 0.7 | -69.9 | 0.3 |
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| 9750 | 7.4 | 23.5 | 54.3 | 20.2 | 130.5 | 21.4 |
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| -14 | 4.3 | -39.6 | 0.7 | -52.5 | 0.4 |
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| 9500 | 2.8 | 26.6 | 29.5 | 21.4 | 89.1 | 22.5 |
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| -6.3 | 4.6 | -24.4 | 0.7 | -37.6 | 0.5 |
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| 9250 | 1.7 | 31.2 | 16.4 | 22.9 | 59.5 | 23.6 |
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| -3 | 5.8 | -14.3 | 0.9 | -27.8 | 0.4 |
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| 9000 | 1 | 35.3 | 9.7 | 24.6 | 39.9 | 24.7 |
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| -1.4 | 6.9 | -8.6 | 1.1 | -20.6 | 0.4 |
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| 8750 | 1 | 41.5 | 6 | 26.5 | 26.9 | 26 |
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| -0.1 | 10.7 | -5.1 | 1.3 | -15.4 | 0.3 |
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| 8500 | 1 | 47.8 | 3.9 | 28.5 | 18.9 | 27.5 |
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| 0 | 12.2 | -3.3 | 1.4 | -10.6 | 0.4 |
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| 8250 | 1 | 54.2 | 2.9 | 31 | 13.2 | 28.9 |
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| 0 | 13.4 | -1.9 | 1.9 | -7.9 | 0.4 |
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| 8000 | 1 | 60.8 | 1.9 | 33 | 9.6 | 30.6 |
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| 0 | 14.6 | -1.6 | 1.6 | -5.4 | 0.6 |
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| 7750 | 1 | 67.5 | 1.6 | 35.9 | 0 | 0 |
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| 0 | 15.9 | -0.7 | 2.7 | 0 | 0 |
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| 7500 | 1 | 74.4 | 1 | 37.7 | 5 | 33.8 |
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| 0 | 17.2 | -0.8 | 1.8 | -2.7 | 0.7 |
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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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