2011/01/11(Tue)OP
| P/C | 1.1 | -0.6 | 1.7 | 1.2 | 1.4 | 0.9 | 1.1 | 0.9 | 1.2 | 1 |
| 先物 | 10512.5 | -35 | 10547.5 | 10517.5 | 10377.5 | 10382.5 | 10205 | 10357.5 | 10315 | 10327.5 |
| 基準 | 17.3 | 0.6 | 16.7 | 17 | 17.6 | 17.9 | 16.9 | 15.8 | 15.8 | 15.6 |
| 期近 | 21.6 | 5.2 | 16.4 | 17 | 17.6 | 18 | 16.1 | 15 | 15 | 15 |
| 期先1 | 16.9 | 0.2 | 16.7 | 17 | 17.6 | 17.8 | 17.7 | 16.8 | 16.9 | 16.6 |
| 期先2 | 18.3 | 0 | 18.3 | 18.5 | 19 | 19.2 | 19.4 | 18.7 | 18.7 | 18.4 |
| 当/先 | 1.3 | 0.3 | 1 | 1 | 1 | 1 | 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 |
| 2 | 29 | 58 |
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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 | 10510 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 | 1C1175 |
| 1 | 1 | 1 | 1 | 1 | 2.2 | 10.1 | 65.9 | 145.9 | 79.9 | 9.3 | 1.6 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | -0.8 | -2.5 | -6.1 | -2.1 | -40.4 | -38.2 | -15.4 | -3.1 | -0.3 | 0 | 0 |
| 87.9 | 75.6 | 63.6 | 51.6 | 39.7 | 31.2 | 24.8 | 21.4 | 21.6 | 21.8 | 22 | 27.2 | 35.9 | 45.9 | 55.4 |
| 33.5 | 28.7 | 24 | 19.3 | 12.7 | 8.4 | 5.9 | 5.2 | 5.1 | 5.1 | 5.5 | 8.6 | 14.2 | 18.9 | 22.6 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.02 | -0.1 | -0.47 |
| 0.53 | 0.1 | 0.02 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.004 | 0.007 | 0.02 | 0.084 | 0.22 |
| 0.216 | 0.098 | 0.021 | 0.009 | 0.006 | 0.004 |
| 0.11 | 0.12 | 0.14 | 0.16 | 0.2 | 0.45 | 1.49 | 3.36 |
| 3.36 | 1.54 | 0.4 | 0.22 | 0.18 | 0.16 |
| -1.96 | -1.91 | -1.86 | -1.79 | -1.7 | -2.97 | -7.82 | -15.21 |
| -15.54 | -7.16 | -2.32 | -1.69 | -1.78 | -1.85 |
| 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 2P1050 | 10510 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 2.7 | 3.8 | 7 | 13.2 | 26.5 | 51.7 | 102.1 | 194 | 402.4 | 208.4 | 101.4 | 43.1 | 16.2 | 5.8 | 2.4 |
| -0.2 | -1.1 | -1.1 | -1.7 | -0.9 | -1 | -0.5 | 5.4 | -26.9 | -32.3 | -23.6 | -15.1 | -7.4 | -3.5 | -1.2 |
| 27.9 | 25.3 | 23.6 | 21.9 | 20.4 | 18.9 | 17.7 | 16.9 | 16.9 | 17 | 16.4 | 16.3 | 16.4 | 16.7 | 17.5 |
| 1 | 0.2 | 0.4 | 0.3 | 0.5 | 0.3 | 0.1 | 0.2 | 0.1 | 0 | 0 | 0 | 0.2 | 0.2 | 0.6 |
| -0.01 | -0.01 | -0.03 | -0.05 | -0.09 | -0.17 | -0.3 | -0.48 |
| 0.52 | 0.32 | 0.17 | 0.08 | 0.03 | 0.01 |
| 0.003 | 0.005 | 0.009 | 0.015 | 0.027 | 0.045 | 0.066 | 0.079 |
| 0.079 | 0.073 | 0.052 | 0.029 | 0.014 | 0.007 |
| 0.74 | 1.06 | 1.79 | 2.97 | 4.9 | 7.49 | 10.33 | 11.88 |
| 11.88 | 10.73 | 7.54 | 4.24 | 2.06 | 1.02 |
| -0.35 | -0.46 | -0.72 | -1.1 | -1.7 | -2.4 | -3.1 | -3.4 |
| -3.45 | -3.01 | -2.1 | -1.19 | -0.58 | -0.31 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10510 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 15.9 | 24.2 | 36.7 | 56.5 | 87 | 133.8 | 202.4 | 300.2 | 614.8 | 314.6 | 195 | 114.3 | 62.3 | 32.6 | 16.2 |
| -1.5 | -1.8 | -1.8 | -2.5 | -2.3 | -0.4 | 0.5 | 3.2 | -25.8 | -29 | -28 | -20.2 | -14.6 | -9.3 | -5.1 |
| 26.1 | 24.8 | 23.5 | 22.3 | 21.1 | 20.1 | 19.2 | 18.3 | 18.3 | 18.4 | 17.6 | 17.3 | 17 | 17 | 17 |
| 0 | 0 | 0.1 | -0.1 | -0.1 | 0 | -0.1 | -0.2 | -0.1 | 0 | -0.3 | -0.1 | -0.2 | -0.1 | 0 |
| -0.04 | -0.05 | -0.08 | -0.12 | -0.17 | -0.25 | -0.36 | -0.48 |
| 0.52 | 0.39 | 0.27 | 0.17 | 0.1 | 0.05 |
| 0.007 | 0.01 | 0.015 | 0.021 | 0.029 | 0.038 | 0.046 | 0.052 |
| 0.052 | 0.052 | 0.045 | 0.035 | 0.024 | 0.016 |
| 3.26 | 4.53 | 6.2 | 8.33 | 10.83 | 13.46 | 15.66 | 16.74 |
| 16.74 | 16.12 | 13.83 | 10.58 | 7.34 | 4.67 |
| -0.73 | -0.96 | -1.25 | -1.59 | -1.96 | -2.31 | -2.56 | -2.62 |
| -2.65 | -2.44 | -2.05 | -1.55 | -1.07 | -0.68 |
| 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 | 2.4 | 23.2 | 1 | 81.8 | 1 | 12500 |
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| 0 | -1.2 | 1.8 | 0 | 32.9 | 0 |
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| 17.7 | 4.4 | 20.8 | 1 | 73.3 | 1 | 12250 |
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| 0 | -1.8 | 1.7 | 0 | 29.5 | 0 |
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| 17.2 | 7.9 | 18.9 | 1.3 | 64.5 | 1 | 12000 |
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| -0.1 | -3.5 | 1.1 | -0.3 | 26.1 | 0 |
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| 17 | 16.2 | 17.5 | 2.4 | 55.4 | 1 | 11750 |
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| 0 | -5.1 | 0.6 | -1.2 | 22.6 | 0 |
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| 17 | 32.6 | 16.7 | 5.8 | 45.9 | 1 | 11500 |
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| -0.1 | -9.3 | 0.2 | -3.5 | 18.9 | 0 |
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| 17 | 62.3 | 16.4 | 16.2 | 35.9 | 1 | 11250 |
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| -0.2 | -14.6 | 0.2 | -7.4 | 14.2 | -0.3 |
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| 17.3 | 114.3 | 16.3 | 43.1 | 27.2 | 1.6 | 11000 | 486.6 | 0 | 527.5 | 16 | 602.5 | 17.4 |
| -0.1 | -20.2 | 0 | -15.1 | 8.6 | -3.1 | 31.2 | -17.2 | 20.6 | 0 | 17 | 0 |
| 17.6 | 195 | 16.4 | 101.4 | 22 | 9.3 | 10750 | 242.9 | 19.2 | 336.2 | 16.2 | 433.4 | 17.7 |
| -0.3 | -28 | 0 | -23.6 | 5.5 | -15.4 | 17.9 | 3.2 | 12.8 | 0.1 | 8.5 | -0.2 |
| 18.4 | 314.6 | 17 | 208.4 | 21.8 | 79.9 | 10500 | 65.9 | 21.4 | 194 | 16.9 | 300.2 | 18.3 |
| 0 | -29 | 0 | -32.3 | 5.1 | -38.2 | -2.1 | 5.2 | 5.4 | 0.2 | 3.2 | -0.2 |
| 19.1 | 464.9 | 17.9 | 367.7 | 25 | 273 | 10250 | 10.1 | 24.8 | 102.1 | 17.7 | 202.4 | 19.2 |
| -0.1 | -35 | 0.2 | -34.7 | 5.7 | -42.1 | -6.1 | 5.9 | -0.5 | 0.1 | 0.5 | -0.1 |
| 19.8 | 644.1 | 19.2 | 567.5 | 35.4 | 517.2 | 10000 | 2.2 | 31.2 | 51.7 | 18.9 | 133.8 | 20.1 |
| -0.3 | -39.1 | 0.3 | -35.9 | 11.7 | -36.3 | -2.5 | 8.4 | -1 | 0.3 | -0.4 | 0 |
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| 9750 | 1 | 39.7 | 26.5 | 20.4 | 87 | 21.1 |
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| -0.8 | 12.7 | -0.9 | 0.5 | -2.3 | -0.1 |
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| 9500 | 1 | 51.6 | 13.2 | 21.9 | 56.5 | 22.3 |
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| 0 | 19.3 | -1.7 | 0.3 | -2.5 | -0.1 |
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| 9250 | 1 | 63.6 | 7 | 23.6 | 36.7 | 23.5 |
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| 0 | 24 | -1.1 | 0.4 | -1.8 | 0.1 |
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| 9000 | 1 | 75.6 | 3.8 | 25.3 | 24.2 | 24.8 |
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| 0 | 28.7 | -1.1 | 0.2 | -1.8 | 0 |
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| 8750 | 1 | 87.9 | 2.7 | 27.9 | 15.9 | 26.1 |
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| 0 | 33.5 | -0.2 | 1 | -1.5 | 0 |
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| 8500 | 1 | 100.3 | 1.8 | 30.3 | 10.8 | 27.6 |
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| 0 | 38.4 | -0.5 | 0.7 | -1.3 | 0 |
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| 8250 | 1 | 113 | 1.3 | 33 | 7.4 | 29.1 |
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| 0 | 43.3 | -0.3 | 1 | -1.2 | 0 |
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| 8000 | 1 | 126 | 1 | 35.7 | 5.2 | 30.8 |
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| 0 | 48.4 | 0 | 1.9 | -1 | 0 |
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| 7750 | 1 | 139.3 | 1 | 39.5 | 0 | 0 |
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| 0 | 53.6 | 0 | 2.1 | 0 | 0 |
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| 7500 | 1 | 153 | 1 | 43.4 | 2.9 | 34.6 |
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| 0 | 59 | 0 | 2.3 | -0.7 | -0.1 |
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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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