2011/01/12(Wed)OP
| P/C | 0.9 | -0.1 | 1.1 | 1.7 | 1.2 | 1.4 | 0.9 | 1.1 | 0.9 | 1.2 |
| 先物 | 10515 | 2.5 | 10512.5 | 10547.5 | 10517.5 | 10377.5 | 10382.5 | 10205 | 10357.5 | 10315 |
| 基準 | 16.9 | -0.4 | 17.3 | 16.7 | 17 | 17.6 | 17.9 | 16.9 | 15.8 | 15.8 |
| 期近 | 23.6 | 2 | 21.6 | 16.4 | 17 | 17.6 | 18 | 16.1 | 15 | 15 |
| 期先1 | 16.5 | -0.4 | 16.9 | 16.7 | 17 | 17.6 | 17.8 | 17.7 | 16.8 | 16.9 |
| 期先2 | 18 | -0.3 | 18.3 | 18.3 | 18.5 | 19 | 19.2 | 19.4 | 18.7 | 18.7 |
| 当/先 | 1.4 | 0.2 | 1.3 | 1 | 1 | 1 | 1 | 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 |
| 1 | 28 | 57 |
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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 | 1 | 1 | 4.4 | 50.9 | 121 | 70.2 | 4.9 | 1 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | 0 | -1.2 | -5.7 | -15 | -24.8 | -9.8 | -4.3 | -0.6 | 0 | 0 | 0 |
| 116.3 | 100.1 | 84.2 | 68.4 | 52.7 | 36.9 | 27 | 22.8 | 23.6 | 24.5 | 24.6 | 33.4 | 47.3 | 60.5 | 73.1 |
| 28.4 | 24.5 | 20.6 | 16.8 | 12.9 | 5.7 | 2.2 | 1.4 | 2 | 2.7 | 2.6 | 6.2 | 11.4 | 14.6 | 17.7 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.06 | -0.46 |
| 0.54 | 0.07 | 0.01 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.004 | 0.007 | 0.013 | 0.068 | 0.272 |
| 0.254 | 0.086 | 0.016 | 0.009 | 0.006 | 0.004 |
| 0.08 | 0.09 | 0.1 | 0.12 | 0.15 | 0.2 | 0.75 | 2.54 |
| 2.54 | 0.87 | 0.22 | 0.17 | 0.14 | 0.12 |
| -3.43 | -3.35 | -3.25 | -3.12 | -2.97 | -2.76 | -7.54 | -21.38 |
| -23 | -7.92 | -2.73 | -2.95 | -3.11 | -3.23 |
| 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 2P1050 | 10520 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 2 | 3.3 | 5.9 | 11.5 | 23.1 | 46.6 | 94.8 | 183.2 | 387.2 | 204 | 95.1 | 38.1 | 13.5 | 4.5 | 1.9 |
| -0.7 | -0.4 | -1.1 | -1.7 | -3.4 | -5 | -7.2 | -10.8 | -15.2 | -4.4 | -6.3 | -5 | -2.7 | -1.3 | -0.5 |
| 27.4 | 25.4 | 23.4 | 21.7 | 20.1 | 18.6 | 17.4 | 16.3 | 16.6 | 16.8 | 16 | 15.8 | 15.9 | 16.3 | 17.2 |
| -0.5 | 0 | -0.2 | -0.2 | -0.3 | -0.3 | -0.3 | -0.5 | -0.4 | -0.2 | -0.4 | -0.5 | -0.4 | -0.4 | -0.3 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.08 | -0.16 | -0.29 | -0.48 |
| 0.52 | 0.32 | 0.16 | 0.07 | 0.03 | 0.01 |
| 0.003 | 0.004 | 0.008 | 0.014 | 0.026 | 0.045 | 0.067 | 0.083 |
| 0.081 | 0.076 | 0.052 | 0.028 | 0.012 | 0.006 |
| 0.59 | 0.96 | 1.58 | 2.7 | 4.51 | 7.11 | 10.03 | 11.67 |
| 11.67 | 10.47 | 7.11 | 3.81 | 1.74 | 0.84 |
| -0.29 | -0.43 | -0.65 | -1.03 | -1.59 | -2.32 | -3.06 | -3.35 |
| -3.47 | -2.97 | -1.99 | -1.07 | -0.5 | -0.26 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10520 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 14 | 21.6 | 33.5 | 52.6 | 81.9 | 126.1 | 194.8 | 290.5 | 600.2 | 309.8 | 191.4 | 109.6 | 59.9 | 30 | 14.9 |
| -1.9 | -2.5 | -3.3 | -4 | -5.1 | -7.7 | -7.6 | -9.7 | -14.6 | -4.9 | -3.6 | -4.7 | -2.4 | -2.7 | -1.3 |
| 25.8 | 24.5 | 23.2 | 22 | 20.9 | 19.8 | 18.9 | 18 | 18.1 | 18.1 | 17.5 | 17 | 16.9 | 16.7 | 16.8 |
| -0.3 | -0.3 | -0.3 | -0.3 | -0.3 | -0.4 | -0.3 | -0.4 | -0.3 | -0.2 | -0.1 | -0.2 | -0.1 | -0.3 | -0.2 |
| -0.03 | -0.05 | -0.07 | -0.11 | -0.17 | -0.25 | -0.35 | -0.48 |
| 0.52 | 0.39 | 0.26 | 0.17 | 0.09 | 0.05 |
| 0.007 | 0.01 | 0.015 | 0.021 | 0.029 | 0.038 | 0.047 | 0.053 |
| 0.053 | 0.053 | 0.046 | 0.035 | 0.024 | 0.015 |
| 3 | 4.23 | 5.87 | 8.02 | 10.53 | 13.17 | 15.47 | 16.6 |
| 16.6 | 15.98 | 13.61 | 10.35 | 7.01 | 4.42 |
| -0.67 | -0.9 | -1.19 | -1.54 | -1.91 | -2.26 | -2.54 | -2.59 |
| -2.64 | -2.44 | -2.03 | -1.53 | -1.02 | -0.65 |
| 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 | 2 | 23.6 | 1 | 108.1 | 1 | 12500 |
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| -0.3 | -0.5 | 0.4 | 0 | 26.2 | 0 |
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| 17.1 | 3.3 | 21.1 | 1 | 96.8 | 1 | 12250 |
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| -0.6 | -1.1 | 0.3 | 0 | 23.5 | 0 |
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| 16.9 | 6.8 | 18.6 | 1 | 85.2 | 1 | 12000 |
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| -0.3 | -1.1 | -0.3 | -0.3 | 20.7 | 0 |
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| 16.8 | 14.9 | 17.2 | 1.9 | 73.1 | 1 | 11750 |
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| -0.2 | -1.3 | -0.3 | -0.5 | 17.7 | 0 |
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| 16.7 | 30 | 16.3 | 4.5 | 60.5 | 1 | 11500 |
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| -0.3 | -2.7 | -0.4 | -1.3 | 14.6 | 0 |
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| 16.9 | 59.9 | 15.9 | 13.5 | 47.3 | 1 | 11250 |
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| -0.1 | -2.4 | -0.4 | -2.7 | 11.4 | 0 |
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| 17 | 109.6 | 15.8 | 38.1 | 33.4 | 1 | 11000 | 482.5 | 0 | 517.5 | 15.1 | 592.5 | 17 |
| -0.2 | -4.7 | -0.5 | -5 | 6.2 | -0.6 | -4.1 | 0 | -10.1 | -0.9 | -10 | -0.4 |
| 17.5 | 191.4 | 16 | 95.1 | 24.6 | 4.9 | 10750 | 236.7 | 19.9 | 327 | 15.8 | 424.9 | 17.5 |
| -0.1 | -3.6 | -0.4 | -6.3 | 2.6 | -4.3 | -6.2 | 0.7 | -9.2 | -0.4 | -8.5 | -0.3 |
| 18.1 | 309.8 | 16.8 | 204 | 24.5 | 70.2 | 10500 | 50.9 | 22.8 | 183.2 | 16.3 | 290.5 | 18 |
| -0.2 | -4.9 | -0.2 | -4.4 | 2.7 | -9.8 | -15 | 1.4 | -10.8 | -0.5 | -9.7 | -0.4 |
| 19 | 462.4 | 17.6 | 362.9 | 30.8 | 272.8 | 10250 | 4.4 | 27 | 94.8 | 17.4 | 194.8 | 18.9 |
| -0.1 | -2.5 | -0.3 | -4.8 | 5.8 | -0.2 | -5.7 | 2.2 | -7.2 | -0.3 | -7.6 | -0.3 |
| 19.9 | 643.9 | 19.3 | 567.5 | 33.1 | 515.5 | 10000 | 1 | 36.9 | 46.6 | 18.6 | 126.1 | 19.8 |
| 0 | -0.2 | 0.1 | 0.1 | -2.3 | -1.8 | -1.2 | 5.7 | -5 | -0.3 | -7.7 | -0.4 |
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| 9750 | 1 | 52.7 | 23.1 | 20.1 | 81.9 | 20.9 |
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| 0 | 12.9 | -3.4 | -0.3 | -5.1 | -0.3 |
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| 9500 | 1 | 68.4 | 11.5 | 21.7 | 52.6 | 22 |
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| 0 | 16.8 | -1.7 | -0.2 | -4 | -0.3 |
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| 9250 | 1 | 84.2 | 5.9 | 23.4 | 33.5 | 23.2 |
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| 0 | 20.6 | -1.1 | -0.2 | -3.3 | -0.3 |
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| 9000 | 1 | 100.1 | 3.3 | 25.4 | 21.6 | 24.5 |
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| 0 | 24.5 | -0.4 | 0 | -2.5 | -0.3 |
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| 8750 | 1 | 116.3 | 2 | 27.4 | 14 | 25.8 |
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| 0 | 28.4 | -0.7 | -0.5 | -1.9 | -0.3 |
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| 8500 | 1 | 132.8 | 1.5 | 30.4 | 9.4 | 27.3 |
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| 0 | 32.4 | -0.2 | 0.1 | -1.4 | -0.4 |
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| 8250 | 1 | 149.6 | 1 | 32.6 | 6 | 28.6 |
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| 0 | 36.5 | -0.3 | -0.4 | -1.3 | -0.6 |
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| 8000 | 1 | 166.8 | 1 | 36.4 | 4.6 | 30.5 |
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| 0 | 40.7 | 0 | 0.7 | -0.7 | -0.3 |
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| 7750 | 1 | 184.4 | 1 | 40.2 | 0 | 0 |
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| 0 | 45 | 0 | 0.7 | 0 | 0 |
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| 7500 | 1 | 202.4 | 1 | 44.2 | 2.5 | 34.3 |
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| 0 | 49.4 | 0 | 0.8 | -0.4 | -0.3 |
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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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