2011/01/07(Fri)OP
| P/C | 1.7 | 0.5 | 1.2 | 1.4 | 0.9 | 1.1 | 0.9 | 1.2 | 1 | 1.3 |
| 先物 | 10547.5 | 30 | 10517.5 | 10377.5 | 10382.5 | 10205 | 10357.5 | 10315 | 10327.5 | 10282.5 |
| 基準 | 16.7 | -0.3 | 17 | 17.6 | 17.9 | 16.9 | 15.8 | 15.8 | 15.6 | 14.9 |
| 期近 | 16.4 | -0.5 | 17 | 17.6 | 18 | 16.1 | 15 | 15 | 15 | 14.4 |
| 期先1 | 16.7 | -0.3 | 17 | 17.6 | 17.8 | 17.7 | 16.8 | 16.9 | 16.6 | 16.3 |
| 期先2 | 18.3 | -0.2 | 18.5 | 19 | 19.2 | 19.4 | 18.7 | 18.7 | 18.4 | 18.4 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 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 |
| 6 | 33 | 62 |
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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 | 10550 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 | 1C1175 |
| 1 | 1 | 1 | 1 | 1.8 | 4.7 | 16.2 | 68 | 186.2 | 118.2 | 24.7 | 4.7 | 1.3 | 1 | 1 |
| 0 | 0 | 0 | -0.9 | -1.7 | -2.9 | -8.4 | -23.3 | -16.3 | 7 | -0.9 | -0.4 | -0.4 | 0 | 0 |
| 54.4 | 46.9 | 39.6 | 32.3 | 27 | 22.8 | 18.9 | 16.2 | 16.4 | 16.7 | 16.5 | 18.6 | 21.7 | 27 | 32.8 |
| 4.5 | 4 | 3.5 | 0.6 | 0.1 | 0.5 | 0.1 | -0.6 | -0.5 | -0.5 | -0.5 | 0.1 | 0 | 1.2 | 1.6 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.04 | -0.12 | -0.41 |
| 0.59 | 0.2 | 0.04 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.004 | 0.009 | 0.025 | 0.077 | 0.172 |
| 0.168 | 0.12 | 0.036 | 0.011 | 0.006 | 0.004 |
| 0.17 | 0.19 | 0.22 | 0.26 | 0.47 | 1.12 | 2.83 | 5.42 |
| 5.43 | 3.84 | 1.31 | 0.46 | 0.31 | 0.26 |
| -0.73 | -0.71 | -0.69 | -0.67 | -1 | -2.01 | -4.2 | -6.9 |
| -7.12 | -5 | -1.92 | -0.78 | -0.66 | -0.68 |
| 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 2P1050 | 10550 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 2.9 | 4.9 | 8.1 | 15 | 27.4 | 52.7 | 102.6 | 188.6 | 429.3 | 240.7 | 125 | 58.2 | 23.6 | 9.3 | 3.6 |
| -0.7 | -1 | -1.6 | -2.5 | -5.6 | -9.4 | -13.7 | -20.3 | -9.6 | 10.7 | 4.8 | 1.7 | 0.4 | 0.1 | 0 |
| 26.9 | 25.1 | 23.2 | 21.6 | 19.9 | 18.6 | 17.6 | 16.7 | 16.8 | 17 | 16.4 | 16.3 | 16.2 | 16.5 | 16.9 |
| 0 | 0 | 0 | 0.1 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.2 | -0.1 |
| -0.01 | -0.02 | -0.03 | -0.05 | -0.09 | -0.16 | -0.29 | -0.45 |
| 0.55 | 0.36 | 0.2 | 0.1 | 0.04 | 0.02 |
| 0.003 | 0.005 | 0.009 | 0.015 | 0.026 | 0.042 | 0.061 | 0.074 |
| 0.073 | 0.072 | 0.055 | 0.034 | 0.018 | 0.008 |
| 0.83 | 1.31 | 2.05 | 3.32 | 5.2 | 7.88 | 10.83 | 12.64 |
| 12.64 | 11.94 | 9.04 | 5.54 | 2.96 | 1.44 |
| -0.33 | -0.49 | -0.71 | -1.07 | -1.55 | -2.19 | -2.85 | -3.15 |
| -3.23 | -2.94 | -2.21 | -1.35 | -0.73 | -0.37 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10550 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 17.4 | 26 | 38.5 | 59.1 | 89.3 | 134.3 | 201.8 | 297 | 640.6 | 343.7 | 223 | 134.5 | 76.9 | 41.9 | 21.3 |
| -2.7 | -3.5 | -5 | -6.1 | -9.8 | -12.3 | -15.7 | -18.8 | -8.7 | 10.1 | 7.9 | 4.5 | 2.6 | 1.8 | 0.8 |
| 26.1 | 24.8 | 23.4 | 22.3 | 21.2 | 20.1 | 19.3 | 18.5 | 18.4 | 18.4 | 17.8 | 17.4 | 17.2 | 17.1 | 17 |
| -0.2 | -0.2 | -0.2 | -0.1 | -0.2 | -0.2 | -0.2 | -0.1 | -0.2 | -0.2 | -0.1 | -0.1 | -0.1 | -0.1 | -0.1 |
| -0.04 | -0.05 | -0.08 | -0.12 | -0.17 | -0.25 | -0.34 | -0.46 |
| 0.54 | 0.41 | 0.29 | 0.19 | 0.12 | 0.07 |
| 0.007 | 0.01 | 0.015 | 0.02 | 0.028 | 0.036 | 0.044 | 0.049 |
| 0.05 | 0.05 | 0.045 | 0.036 | 0.027 | 0.018 |
| 3.52 | 4.82 | 6.48 | 8.66 | 11.15 | 13.76 | 16.05 | 17.31 |
| 17.31 | 16.98 | 14.99 | 11.91 | 8.62 | 5.68 |
| -0.74 | -0.95 | -1.21 | -1.55 | -1.89 | -2.21 | -2.47 | -2.55 |
| -2.56 | -2.44 | -2.1 | -1.65 | -1.19 | -0.78 |
| 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 |
| 18.2 | 3.6 | 21.4 | 1 | 49 | 1 | 12500 |
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| 0.2 | 0.5 | 0 | 0 | 2.8 | 0 |
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| 17.6 | 6.1 | 19.1 | 1 | 43.8 | 1 | 12250 |
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| -0.1 | 0.2 | 0 | 0 | 2.4 | 0 |
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| 17.3 | 11.4 | 17.8 | 1.6 | 38.4 | 1 | 12000 |
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| 0 | 0.7 | -0.2 | -0.1 | 2 | 0 |
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| 17 | 21.3 | 16.9 | 3.6 | 32.8 | 1 | 11750 |
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| -0.1 | 0.8 | -0.1 | 0 | 1.6 | 0 |
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| 17.1 | 41.9 | 16.5 | 9.3 | 27 | 1 | 11500 |
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| -0.1 | 1.8 | -0.2 | 0.1 | 1.2 | 0 |
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| 17.2 | 76.9 | 16.2 | 23.6 | 21.7 | 1.3 | 11250 |
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| -0.1 | 2.6 | -0.2 | 0.4 | 0 | -0.4 |
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| 17.4 | 134.5 | 16.3 | 58.2 | 18.6 | 4.7 | 11000 | 455.4 | 17.2 | 506.9 | 16 | 585.5 | 17.4 |
| -0.1 | 4.5 | -0.2 | 1.7 | 0.1 | -0.4 | -25.6 | 17.2 | -30 | -0.4 | -25 | -0.1 |
| 17.8 | 223 | 16.4 | 125 | 16.5 | 24.7 | 10750 | 224.9 | 16 | 323.4 | 16.1 | 424.9 | 17.9 |
| -0.1 | 7.9 | -0.2 | 4.8 | -0.5 | -0.9 | -32.2 | -0.8 | -27 | -0.4 | -20.5 | 0 |
| 18.4 | 343.7 | 17 | 240.7 | 16.7 | 118.2 | 10500 | 68 | 16.2 | 188.6 | 16.7 | 297 | 18.5 |
| -0.2 | 10.1 | -0.2 | 10.7 | -0.5 | 7 | -23.3 | -0.6 | -20.3 | -0.2 | -18.8 | -0.1 |
| 19.2 | 499.9 | 17.7 | 402.4 | 19.3 | 315.1 | 10250 | 16.2 | 18.9 | 102.6 | 17.6 | 201.8 | 19.3 |
| -0.1 | 14.9 | -0.3 | 14.6 | 0.5 | 22.8 | -8.4 | 0.1 | -13.7 | -0.2 | -15.7 | -0.2 |
| 20.1 | 683.2 | 18.9 | 603.4 | 23.7 | 553.5 | 10000 | 4.7 | 22.8 | 52.7 | 18.6 | 134.3 | 20.1 |
| -0.1 | 18.2 | -0.2 | 20.9 | -0.1 | 25.6 | -2.9 | 0.5 | -9.4 | -0.2 | -12.3 | -0.2 |
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| 9750 | 1.8 | 27 | 27.4 | 19.9 | 89.3 | 21.2 |
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| -1.7 | 0.1 | -5.6 | -0.2 | -9.8 | -0.2 |
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| 9500 | 1 | 32.3 | 15 | 21.6 | 59.1 | 22.3 |
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| -0.9 | 0.6 | -2.5 | 0.1 | -6.1 | -0.1 |
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| 9250 | 1 | 39.6 | 8.1 | 23.2 | 38.5 | 23.4 |
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| 0 | 3.5 | -1.6 | 0 | -5 | -0.2 |
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| 9000 | 1 | 46.9 | 4.9 | 25.1 | 26 | 24.8 |
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| 0 | 4 | -1 | 0 | -3.5 | -0.2 |
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| 8750 | 1 | 54.4 | 2.9 | 26.9 | 17.4 | 26.1 |
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| 0 | 4.5 | -0.7 | 0 | -2.7 | -0.2 |
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| 8500 | 1 | 61.9 | 2.2 | 29.6 | 12.1 | 27.6 |
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| 0 | 5 | -0.3 | 0.3 | -1.6 | -0.1 |
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| 8250 | 1 | 69.7 | 1.6 | 32 | 8.6 | 29.2 |
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| 0 | 5.6 | -0.2 | 0.4 | -1.1 | 0 |
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| 8000 | 1 | 77.6 | 1 | 33.9 | 6.2 | 30.8 |
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| 0 | 6.1 | 0 | 0.8 | -0.8 | 0 |
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| 7750 | 1 | 85.7 | 1 | 37.4 | 0 | 0 |
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| 0 | 6.7 | 0 | 0.9 | 0 | 0 |
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| 7500 | 1 | 94 | 1 | 41.1 | 3.6 | 34.6 |
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| 0 | 7.3 | 0 | 0.9 | -0.3 | 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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