2011/01/05(Wed)OP
| P/C | 1.4 | 0.5 | 0.9 | 1.1 | 0.9 | 1.2 | 1 | 1.3 | 1.7 | 0.8 |
| 先物 | 10377.5 | -5 | 10382.5 | 10205 | 10357.5 | 10315 | 10327.5 | 10282.5 | 10330 | 10352.5 |
| 基準 | 17.6 | -0.3 | 17.9 | 16.9 | 15.8 | 15.8 | 15.6 | 14.9 | 15.6 | 15.5 |
| 期近 | 17.6 | -0.4 | 18 | 16.1 | 15 | 15 | 15 | 14.4 | 15.3 | 15.3 |
| 期先1 | 17.6 | -0.2 | 17.8 | 17.7 | 16.8 | 16.9 | 16.6 | 16.3 | 16.7 | 16.8 |
| 期先2 | 19 | -0.2 | 19.2 | 19.4 | 18.7 | 18.7 | 18.4 | 18.4 | 18.3 | 18.3 |
| 当/先 | 1 | 0 | 1 | 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 |
| 8 | 35 | 64 |
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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 | 3.5 | 6.1 | 17.1 | 59.2 | 180.3 | 238.7 | 58.4 | 13.1 | 3.5 | 1.4 | 1 | 1 |
| 0 | 0 | 0 | 0.7 | -1.3 | -3.3 | -6.3 | -5.1 | -15.4 | -10.3 | -4.9 | -1.7 | -0.4 | 0 | 0 |
| 43.8 | 37.2 | 32.8 | 29 | 23.8 | 20.2 | 17.9 | 17.2 | 17.2 | 17.3 | 17.9 | 20.1 | 23.3 | 27.5 | 32.5 |
| 2.3 | 1.9 | 1.6 | 2.3 | 0.3 | -0.1 | -0.3 | -0.4 | -0.5 | -0.5 | -0.4 | -0.2 | 0.7 | 1.6 | 1.9 |
| 0 | -0.01 | -0.01 | -0.02 | -0.04 | -0.11 | -0.32 | -0.67 |
| 0.33 | 0.1 | 0.03 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.005 | 0.011 | 0.023 | 0.059 | 0.127 | 0.134 |
| 0.134 | 0.062 | 0.021 | 0.008 | 0.005 | 0.003 |
| 0.21 | 0.24 | 0.4 | 0.79 | 1.35 | 2.95 | 5.61 | 5.7 |
| 5.7 | 2.74 | 1.03 | 0.47 | 0.31 | 0.27 |
| -0.55 | -0.53 | -0.79 | -1.36 | -1.92 | -3.57 | -6.01 | -5.84 |
| -5.89 | -2.94 | -1.24 | -0.66 | -0.51 | -0.53 |
| 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 2P1050 | 10380 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 5.3 | 9.1 | 15.5 | 27.7 | 52.2 | 95.6 | 171 | 288.1 | 456.5 | 168.4 | 83.1 | 36.5 | 15 | 5.9 | 2.4 |
| -0.7 | -0.6 | -0.9 | -1.8 | -2.2 | -4.4 | -3.9 | -3.9 | -12.9 | -9.1 | -7.3 | -5.2 | -3 | -1.7 | -0.8 |
| 26.3 | 24.6 | 22.8 | 21.3 | 20 | 18.9 | 17.9 | 17.1 | 17.2 | 17.3 | 16.8 | 16.7 | 16.8 | 17.1 | 17.6 |
| -0.2 | 0 | 0 | -0.1 | -0.1 | -0.3 | -0.2 | -0.3 | -0.3 | -0.3 | -0.3 | -0.4 | -0.4 | -0.4 | -0.4 |
| -0.02 | -0.03 | -0.05 | -0.09 | -0.15 | -0.25 | -0.4 | -0.58 |
| 0.42 | 0.26 | 0.14 | 0.06 | 0.03 | 0.01 |
| 0.005 | 0.008 | 0.014 | 0.023 | 0.036 | 0.053 | 0.067 | 0.071 |
| 0.07 | 0.06 | 0.041 | 0.023 | 0.012 | 0.006 |
| 1.35 | 2.13 | 3.28 | 5.05 | 7.56 | 10.35 | 12.49 | 12.65 |
| 12.66 | 10.47 | 7.08 | 4.08 | 2.1 | 1.04 |
| -0.5 | -0.74 | -1.06 | -1.52 | -2.14 | -2.75 | -3.15 | -3.05 |
| -3.1 | -2.5 | -1.67 | -0.97 | -0.51 | -0.26 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10380 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 25 | 39 | 57.4 | 85.7 | 126.5 | 188.2 | 274 | 389.9 | 656.8 | 266.8 | 165 | 96.3 | 53.3 | 28.4 | 14.5 |
| -1.8 | -0.9 | -2.1 | -3.4 | -4 | -3.4 | -3.8 | -4.7 | -13.2 | -8.5 | -9.4 | -8.2 | -6 | -4.2 | -3.2 |
| 25.7 | 24.7 | 23.4 | 22.3 | 21.1 | 20.2 | 19.4 | 18.6 | 18.5 | 18.5 | 17.9 | 17.5 | 17.3 | 17.3 | 17.3 |
| -0.3 | 0 | -0.1 | -0.2 | -0.2 | -0.2 | -0.2 | -0.3 | -0.2 | -0.2 | -0.3 | -0.4 | -0.4 | -0.4 | -0.5 |
| -0.05 | -0.08 | -0.11 | -0.16 | -0.23 | -0.32 | -0.42 | -0.54 |
| 0.46 | 0.33 | 0.23 | 0.14 | 0.08 | 0.05 |
| 0.009 | 0.013 | 0.019 | 0.025 | 0.033 | 0.04 | 0.046 | 0.049 |
| 0.049 | 0.047 | 0.039 | 0.03 | 0.021 | 0.013 |
| 4.57 | 6.3 | 8.26 | 10.62 | 13.13 | 15.49 | 17.06 | 17.28 |
| 17.28 | 15.85 | 13.1 | 9.81 | 6.76 | 4.32 |
| -0.91 | -1.21 | -1.5 | -1.84 | -2.15 | -2.43 | -2.56 | -2.49 |
| -2.5 | -2.21 | -1.79 | -1.33 | -0.91 | -0.58 |
| 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 | 2.7 | 22.6 | 1 | 46.4 | 1 | 12500 |
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| -0.1 | -0.3 | 0.4 | 0 | 2.6 | 0 |
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| 17.8 | 4 | 20.4 | 1 | 41.9 | 1 | 12250 |
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| -0.4 | -0.9 | 0.3 | 0 | 2.4 | 0 |
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| 17.5 | 7.3 | 19.2 | 1.7 | 37.3 | 1 | 12000 |
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| -0.4 | -1.6 | 0.2 | -0.1 | 2.1 | 0 |
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| 17.3 | 14.5 | 17.6 | 2.4 | 32.5 | 1 | 11750 |
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| -0.5 | -3.2 | -0.4 | -0.8 | 1.9 | 0 |
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| 17.3 | 28.4 | 17.1 | 5.9 | 27.5 | 1 | 11500 |
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| -0.4 | -4.2 | -0.4 | -1.7 | 1.6 | 0 |
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| 17.3 | 53.3 | 16.8 | 15 | 23.3 | 1.4 | 11250 |
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| -0.4 | -6 | -0.4 | -3 | 0.7 | -0.4 |
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| 17.5 | 96.3 | 16.7 | 36.5 | 20.1 | 3.5 | 11000 | 628.2 | 22.1 | 656.4 | 16.4 | 720 | 17.8 |
| -0.4 | -8.2 | -0.4 | -5.2 | -0.2 | -1.7 | 9.2 | 5.2 | 0 | -0.4 | -2.5 | -0.3 |
| 17.9 | 165 | 16.8 | 83.1 | 17.9 | 13.1 | 10750 | 384.1 | 17.5 | 452.3 | 16.6 | 539.9 | 18.1 |
| -0.3 | -9.4 | -0.3 | -7.3 | -0.4 | -4.9 | 1.2 | -0.2 | -2.3 | -0.3 | -5 | -0.4 |
| 18.5 | 266.8 | 17.3 | 168.4 | 17.3 | 58.4 | 10500 | 180.3 | 17.2 | 288.1 | 17.1 | 389.9 | 18.6 |
| -0.2 | -8.5 | -0.3 | -9.1 | -0.5 | -10.3 | -5.1 | -0.4 | -3.9 | -0.3 | -4.7 | -0.3 |
| 19.2 | 400.1 | 18 | 300.1 | 17.8 | 185.9 | 10250 | 59.2 | 17.9 | 171 | 17.9 | 274 | 19.4 |
| -0.2 | -8.5 | -0.2 | -9.2 | -0.4 | -11.6 | -6.3 | -0.3 | -3.9 | -0.2 | -3.8 | -0.2 |
| 20.1 | 565 | 19.1 | 476.1 | 20.9 | 396.8 | 10000 | 17.1 | 20.2 | 95.6 | 18.9 | 188.2 | 20.2 |
| -0.3 | -10 | -0.2 | -8.2 | 1.5 | -3.3 | -3.3 | -0.1 | -4.4 | -0.3 | -3.4 | -0.2 |
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| 9750 | 6.1 | 23.8 | 52.2 | 20 | 126.5 | 21.1 |
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| -1.3 | 0.3 | -2.2 | -0.1 | -4 | -0.2 |
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| 9500 | 3.5 | 29 | 27.7 | 21.3 | 85.7 | 22.3 |
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| 0.7 | 2.3 | -1.8 | -0.1 | -3.4 | -0.2 |
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| 9250 | 1.7 | 32.8 | 15.5 | 22.8 | 57.4 | 23.4 |
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| 0 | 1.6 | -0.9 | 0 | -2.1 | -0.1 |
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| 9000 | 1 | 37.2 | 9.1 | 24.6 | 39 | 24.7 |
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| 0 | 1.9 | -0.6 | 0 | -0.9 | 0 |
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| 8750 | 1 | 43.8 | 5.3 | 26.3 | 25 | 25.7 |
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| 0 | 2.3 | -0.7 | -0.2 | -1.8 | -0.3 |
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| 8500 | 1 | 50.4 | 3.5 | 28.5 | 17.9 | 27.4 |
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| 0 | 2.6 | -0.3 | 0 | -1 | -0.1 |
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| 8250 | 1 | 57.2 | 2.6 | 31 | 12.1 | 28.7 |
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| 0 | 3 | -0.3 | 0 | -1.1 | -0.3 |
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| 8000 | 1 | 64.1 | 1.8 | 33.3 | 9 | 30.5 |
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| 0 | 3.4 | -0.1 | 0.3 | -0.5 | -0.1 |
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| 7750 | 1 | 71.2 | 1.2 | 35.3 | 0 | 0 |
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| 0 | 3.8 | -0.3 | -0.5 | 0 | 0 |
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| 7500 | 1 | 78.5 | 1 | 38.2 | 5 | 34 |
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| 0 | 4.2 | 0 | 0.5 | 0 | 0.2 |
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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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