2011/01/06(Thu)OP
| P/C | 1.2 | -0.2 | 1.4 | 0.9 | 1.1 | 0.9 | 1.2 | 1 | 1.3 | 1.7 |
| 先物 | 10517.5 | 140 | 10377.5 | 10382.5 | 10205 | 10357.5 | 10315 | 10327.5 | 10282.5 | 10330 |
| 基準 | 17 | -0.6 | 17.6 | 17.9 | 16.9 | 15.8 | 15.8 | 15.6 | 14.9 | 15.6 |
| 期近 | 17 | -0.6 | 17.6 | 18 | 16.1 | 15 | 15 | 15 | 14.4 | 15.3 |
| 期先1 | 17 | -0.6 | 17.6 | 17.8 | 17.7 | 16.8 | 16.9 | 16.6 | 16.3 | 16.7 |
| 期先2 | 18.5 | -0.4 | 19 | 19.2 | 19.4 | 18.7 | 18.7 | 18.4 | 18.4 | 18.3 |
| 当/先 | 1 | 0 | 1 | 1 | 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 |
| 7 | 34 | 63 |
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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 | 10520 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 | 1C1175 |
| 1 | 1 | 1 | 1.9 | 3.4 | 7.6 | 24.6 | 91.4 | 202.5 | 111.1 | 25.5 | 5.2 | 1.7 | 1 | 1 |
| 0 | 0 | -0.7 | -1.7 | -2.7 | -9.5 | -34.6 | -89 | -36.2 | 52.8 | 12.5 | 1.7 | 0.3 | 0 | 0 |
| 49.9 | 42.9 | 36.1 | 31.8 | 26.9 | 22.3 | 18.8 | 16.8 | 17 | 17.1 | 17 | 18.5 | 21.7 | 25.9 | 31.2 |
| 6.1 | 5.7 | 3.3 | 2.8 | 3.1 | 2 | 0.9 | -0.4 | -0.3 | -0.1 | -0.9 | -1.5 | -1.5 | -1.6 | -1.2 |
| 0 | 0 | -0.01 | -0.01 | -0.02 | -0.05 | -0.16 | -0.47 |
| 0.53 | 0.19 | 0.05 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.006 | 0.013 | 0.033 | 0.088 | 0.159 |
| 0.155 | 0.105 | 0.035 | 0.012 | 0.006 | 0.004 |
| 0.19 | 0.21 | 0.24 | 0.45 | 0.8 | 1.62 | 3.69 | 5.94 |
| 5.94 | 4 | 1.43 | 0.57 | 0.32 | 0.28 |
| -0.63 | -0.61 | -0.6 | -0.96 | -1.46 | -2.45 | -4.7 | -6.76 |
| -6.93 | -4.62 | -1.8 | -0.84 | -0.57 | -0.59 |
| 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 2P1050 | 10520 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 3.6 | 5.9 | 9.8 | 17.4 | 32.9 | 62.1 | 116.3 | 208.9 | 438.9 | 230 | 120.2 | 56.5 | 23.2 | 9.2 | 3.6 |
| -1.7 | -3.2 | -5.7 | -10.3 | -19.2 | -33.5 | -54.7 | -79.2 | -17.6 | 61.6 | 37.1 | 20 | 8.3 | 3.3 | 1.2 |
| 26.9 | 25 | 23.1 | 21.5 | 20.1 | 18.8 | 17.7 | 16.9 | 17 | 17.2 | 16.6 | 16.5 | 16.4 | 16.7 | 17 |
| 0.6 | 0.4 | 0.3 | 0.2 | 0.1 | -0.1 | -0.2 | -0.2 | -0.2 | -0.1 | -0.2 | -0.1 | -0.4 | -0.4 | -0.5 |
| -0.01 | -0.02 | -0.03 | -0.06 | -0.1 | -0.18 | -0.31 | -0.48 |
| 0.52 | 0.34 | 0.2 | 0.1 | 0.04 | 0.02 |
| 0.003 | 0.006 | 0.01 | 0.017 | 0.028 | 0.044 | 0.061 | 0.073 |
| 0.072 | 0.069 | 0.052 | 0.032 | 0.017 | 0.008 |
| 0.98 | 1.52 | 2.35 | 3.71 | 5.82 | 8.55 | 11.35 | 12.85 |
| 12.85 | 11.88 | 8.91 | 5.47 | 2.93 | 1.45 |
| -0.38 | -0.55 | -0.79 | -1.16 | -1.7 | -2.34 | -2.92 | -3.16 |
| -3.22 | -2.89 | -2.15 | -1.31 | -0.71 | -0.36 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10520 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 20.1 | 29.4 | 43.6 | 65.2 | 99.1 | 146.5 | 217.6 | 315.7 | 649.3 | 333.6 | 215.1 | 130 | 74.3 | 40.1 | 20.5 |
| -5 | -9.6 | -13.8 | -20.5 | -27.4 | -41.7 | -56.5 | -74.2 | -7.5 | 66.7 | 50 | 33.8 | 21 | 11.7 | 6 |
| 26.3 | 24.9 | 23.6 | 22.4 | 21.4 | 20.3 | 19.4 | 18.6 | 18.6 | 18.5 | 18 | 17.5 | 17.3 | 17.2 | 17.1 |
| 0.6 | 0.2 | 0.2 | 0.1 | 0.3 | 0.1 | 0 | 0 | 0 | 0 | 0.1 | 0 | 0 | -0.1 | -0.2 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.19 | -0.26 | -0.36 | -0.48 |
| 0.52 | 0.4 | 0.28 | 0.19 | 0.11 | 0.06 |
| 0.008 | 0.011 | 0.015 | 0.021 | 0.028 | 0.037 | 0.044 | 0.049 |
| 0.049 | 0.049 | 0.044 | 0.035 | 0.025 | 0.017 |
| 3.87 | 5.22 | 6.97 | 9.16 | 11.71 | 14.24 | 16.38 | 17.45 |
| 17.45 | 16.93 | 14.82 | 11.71 | 8.41 | 5.52 |
| -0.8 | -1.03 | -1.3 | -1.62 | -1.97 | -2.27 | -2.5 | -2.55 |
| -2.57 | -2.41 | -2.06 | -1.6 | -1.14 | -0.75 |
| 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 |
| 17.9 | 3.1 | 21.4 | 1 | 46.2 | 1 | 12500 |
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| -0.8 | 0.4 | -1.2 | 0 | -0.2 | 0 |
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| 17.7 | 5.9 | 19.2 | 1 | 41.4 | 1 | 12250 |
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| -0.1 | 2 | -1.2 | 0 | -0.5 | 0 |
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| 17.3 | 10.7 | 18 | 1.8 | 36.4 | 1 | 12000 |
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| -0.2 | 3.4 | -1.2 | 0.1 | -0.9 | 0 |
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| 17.1 | 20.5 | 17 | 3.6 | 31.2 | 1 | 11750 |
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| -0.2 | 6 | -0.5 | 1.2 | -1.2 | 0 |
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| 17.2 | 40.1 | 16.7 | 9.2 | 25.9 | 1 | 11500 |
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| -0.1 | 11.7 | -0.4 | 3.3 | -1.6 | 0 |
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| 17.3 | 74.3 | 16.4 | 23.2 | 21.7 | 1.7 | 11250 |
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| 0 | 21 | -0.4 | 8.3 | -1.5 | 0.3 |
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| 17.5 | 130 | 16.5 | 56.5 | 18.5 | 5.2 | 11000 | 481 | 0 | 536.9 | 16.4 | 610.5 | 17.5 |
| 0 | 33.8 | -0.1 | 20 | -1.5 | 1.7 | -147.2 | -22.1 | -119.5 | 0 | -109.5 | -0.2 |
| 18 | 215.1 | 16.6 | 120.2 | 17 | 25.5 | 10750 | 257.2 | 16.8 | 350.4 | 16.5 | 445.4 | 17.9 |
| 0.1 | 50 | -0.2 | 37.1 | -0.9 | 12.5 | -127 | -0.6 | -101.9 | -0.1 | -94.5 | -0.2 |
| 18.5 | 333.6 | 17.2 | 230 | 17.1 | 111.1 | 10500 | 91.4 | 16.8 | 208.9 | 16.9 | 315.7 | 18.6 |
| 0 | 66.7 | -0.1 | 61.6 | -0.1 | 52.8 | -89 | -0.4 | -79.2 | -0.2 | -74.2 | 0 |
| 19.3 | 485 | 18 | 387.9 | 18.8 | 292.2 | 10250 | 24.6 | 18.8 | 116.3 | 17.7 | 217.6 | 19.4 |
| 0.1 | 84.9 | 0 | 87.7 | 1 | 106.3 | -34.6 | 0.9 | -54.7 | -0.2 | -56.5 | 0 |
| 20.3 | 665 | 19 | 582.5 | 23.8 | 527.9 | 10000 | 7.6 | 22.3 | 62.1 | 18.8 | 146.5 | 20.3 |
| 0.2 | 100 | 0 | 106.4 | 2.9 | 131.1 | -9.5 | 2 | -33.5 | -0.1 | -41.7 | 0.1 |
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| 9750 | 3.4 | 26.9 | 32.9 | 20.1 | 99.1 | 21.4 |
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| -2.7 | 3.1 | -19.2 | 0.1 | -27.4 | 0.3 |
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| 9500 | 1.9 | 31.8 | 17.4 | 21.5 | 65.2 | 22.4 |
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| -1.7 | 2.8 | -10.3 | 0.2 | -20.5 | 0.1 |
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| 9250 | 1 | 36.1 | 9.8 | 23.1 | 43.6 | 23.6 |
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| -0.7 | 3.3 | -5.7 | 0.3 | -13.8 | 0.2 |
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| 9000 | 1 | 42.9 | 5.9 | 25 | 29.4 | 24.9 |
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| 0 | 5.7 | -3.2 | 0.4 | -9.6 | 0.2 |
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| 8750 | 1 | 49.9 | 3.6 | 26.9 | 20.1 | 26.3 |
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| 0 | 6.1 | -1.7 | 0.6 | -5 | 0.6 |
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| 8500 | 1 | 56.9 | 2.5 | 29.3 | 13.7 | 27.7 |
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| 0 | 6.5 | -1 | 0.8 | -4.2 | 0.3 |
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| 8250 | 1 | 64.1 | 1.7 | 31.5 | 9.7 | 29.2 |
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| 0 | 6.9 | -0.9 | 0.5 | -2.4 | 0.5 |
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| 8000 | 1 | 71.5 | 1 | 33.1 | 7 | 30.8 |
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| 0 | 7.3 | -0.8 | -0.2 | -2.1 | 0.3 |
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| 7750 | 1 | 79 | 1 | 36.6 | 0 | 0 |
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| 0 | 7.8 | -0.2 | 1.3 | 0 | 0 |
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| 7500 | 1 | 86.7 | 1 | 40.2 | 3.9 | 34.4 |
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| 0 | 8.2 | 0 | 2 | -1.1 | 0.4 |
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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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