2011/01/13(Thu)OP
| P/C | 0.8 | -0.2 | 0.9 | 1.1 | 1.7 | 1.2 | 1.4 | 0.9 | 1.1 | 0.9 |
| 先物 | 10567.5 | 52.5 | 10515 | 10512.5 | 10547.5 | 10517.5 | 10377.5 | 10382.5 | 10205 | 10357.5 |
| 基準 | 16.3 | -0.6 | 16.9 | 17.3 | 16.7 | 17 | 17.6 | 17.9 | 16.9 | 15.8 |
| 期近 | 38.9 | 15.2 | 23.6 | 21.6 | 16.4 | 17 | 17.6 | 18 | 16.1 | 15 |
| 期先1 | 16 | -0.5 | 16.5 | 16.9 | 16.7 | 17 | 17.6 | 17.8 | 17.7 | 16.8 |
| 期先2 | 17.5 | -0.5 | 18 | 18.3 | 18.3 | 18.5 | 19 | 19.2 | 19.4 | 18.7 |
| 当/先 | 2.4 | 1 | 1.4 | 1.3 | 1 | 1 | 1 | 1 | 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 |
| 0 | 27 | 56 |
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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 | 10570 | 1C1050 | 1C1075 | 1C1100 | 1C1125 | 1C1150 | 1C1175 |
| 1 | 1 | 1 | 1 | 1 | 1 | 1.1 | 24 | 116.4 | 92.3 | 5 | 1 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | 0 | 0 | -3.4 | -26.8 | -4.7 | 22.1 | 0 | 0 | 0 | 0 | 0 |
| 230.4 | 199.2 | 168.4 | 138 | 107.7 | 77.4 | 46.8 | 38.5 | 38.7 | 39.1 | 39.3 | 58.3 | 85.6 | 111.3 | 135.8 |
| 114.1 | 99 | 84.2 | 69.6 | 55.1 | 40.5 | 19.8 | 15.7 | 15.3 | 14.7 | 14.6 | 25 | 38.3 | 50.8 | 62.7 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.02 | -0.3 |
| 0.7 | 0.08 | 0.01 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.004 | 0.006 | 0.011 | 0.029 | 0.27 |
| 0.267 | 0.118 | 0.019 | 0.01 | 0.006 | 0.004 |
| 0.04 | 0.05 | 0.05 | 0.06 | 0.08 | 0.1 | 0.15 | 1.15 |
| 1.15 | 0.51 | 0.12 | 0.09 | 0.07 | 0.06 |
| -12.91 | -12.6 | -12.24 | -11.8 | -11.26 | -10.52 | -9.87 | -61.23 |
| -62.59 | -27.8 | -9.98 | -10.89 | -11.52 | -12.01 |
| 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 2P1050 | 10570 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 1.7 | 2.8 | 4.3 | 8.1 | 16.4 | 33.4 | 74.6 | 152 | 376.9 | 224.9 | 104.7 | 42.4 | 14.8 | 4.9 | 1.9 |
| -0.3 | -0.6 | -1.6 | -3.4 | -6.6 | -13.2 | -20.2 | -31.2 | -10.3 | 20.9 | 9.6 | 4.2 | 1.3 | 0.4 | 0 |
| 28.1 | 25.9 | 23.4 | 21.5 | 19.8 | 18 | 17 | 16 | 16.2 | 16.4 | 15.6 | 15.5 | 15.6 | 16 | 16.8 |
| 0.7 | 0.5 | 0 | -0.2 | -0.3 | -0.5 | -0.3 | -0.3 | -0.4 | -0.4 | -0.5 | -0.3 | -0.3 | -0.3 | -0.3 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.06 | -0.13 | -0.25 | -0.43 |
| 0.57 | 0.35 | 0.18 | 0.07 | 0.03 | 0.01 |
| 0.002 | 0.004 | 0.006 | 0.012 | 0.022 | 0.04 | 0.064 | 0.085 |
| 0.083 | 0.082 | 0.058 | 0.031 | 0.014 | 0.006 |
| 0.52 | 0.81 | 1.24 | 2.11 | 3.65 | 5.99 | 9.16 | 11.38 |
| 11.38 | 10.74 | 7.54 | 4.08 | 1.87 | 0.87 |
| -0.27 | -0.38 | -0.53 | -0.83 | -1.32 | -1.97 | -2.84 | -3.31 |
| -3.43 | -3.07 | -2.14 | -1.17 | -0.55 | -0.27 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10570 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 11.2 | 17.5 | 27.2 | 43.3 | 68.5 | 108.5 | 169 | 258.5 | 586.6 | 328 | 203.8 | 115.9 | 61.7 | 31.6 | 14.8 |
| -2.8 | -4.1 | -6.2 | -9.3 | -13.4 | -17.6 | -25.7 | -31.9 | -13.7 | 18.3 | 12.3 | 6.3 | 1.9 | 1.7 | -0.1 |
| 25.6 | 24.2 | 22.9 | 21.7 | 20.6 | 19.5 | 18.5 | 17.7 | 17.7 | 17.7 | 17.1 | 16.6 | 16.4 | 16.4 | 16.3 |
| -0.2 | -0.2 | -0.3 | -0.3 | -0.3 | -0.2 | -0.4 | -0.3 | -0.4 | -0.4 | -0.4 | -0.4 | -0.5 | -0.3 | -0.5 |
| -0.03 | -0.04 | -0.06 | -0.1 | -0.15 | -0.22 | -0.32 | -0.45 |
| 0.55 | 0.41 | 0.28 | 0.17 | 0.1 | 0.05 |
| 0.006 | 0.009 | 0.013 | 0.019 | 0.027 | 0.037 | 0.047 | 0.054 |
| 0.054 | 0.055 | 0.049 | 0.038 | 0.026 | 0.016 |
| 2.57 | 3.68 | 5.17 | 7.19 | 9.66 | 12.41 | 14.92 | 16.43 |
| 16.43 | 16.17 | 13.99 | 10.66 | 7.32 | 4.48 |
| -0.58 | -0.79 | -1.05 | -1.38 | -1.76 | -2.14 | -2.44 | -2.56 |
| -2.59 | -2.46 | -2.07 | -1.55 | -1.07 | -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 |
| 17.6 | 2 | 23.4 | 1 | 203.7 | 1 | 12500 |
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| -0.3 | 0 | -0.2 | 0 | 95.6 | 0 |
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| 16.9 | 3.5 | 20.9 | 1 | 181.9 | 1 | 12250 |
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| -0.2 | 0.2 | -0.3 | 0 | 85 | 0 |
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| 16.5 | 6.9 | 18.3 | 1 | 159.3 | 1 | 12000 |
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| -0.4 | 0.1 | -0.3 | 0 | 74.1 | 0 |
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| 16.3 | 14.8 | 16.8 | 1.9 | 135.8 | 1 | 11750 |
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| -0.5 | -0.1 | -0.3 | 0 | 62.7 | 0 |
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| 16.4 | 31.6 | 16 | 4.9 | 111.3 | 1 | 11500 |
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| -0.3 | 1.7 | -0.3 | 0.4 | 50.8 | 0 |
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| 16.4 | 61.7 | 15.6 | 14.8 | 85.6 | 1 | 11250 |
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| -0.5 | 1.9 | -0.3 | 1.3 | 38.3 | 0 |
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| 16.6 | 115.9 | 15.5 | 42.4 | 58.3 | 1 | 11000 | 428 | 0 | 469.4 | 14.9 | 545.2 | 16.5 |
| -0.4 | 6.3 | -0.3 | 4.2 | 25 | 0 | -54.5 | 0 | -48.1 | -0.3 | -47.3 | -0.5 |
| 17.1 | 203.8 | 15.6 | 104.7 | 39.3 | 5 | 10750 | 184.9 | 33.3 | 282.5 | 15.2 | 386.1 | 17.2 |
| -0.4 | 12.3 | -0.5 | 9.6 | 14.6 | 0 | -51.8 | 13.5 | -44.5 | -0.6 | -38.8 | -0.3 |
| 17.7 | 328 | 16.4 | 224.9 | 39.1 | 92.3 | 10500 | 24 | 38.5 | 152 | 16 | 258.5 | 17.7 |
| -0.4 | 18.3 | -0.4 | 20.9 | 14.7 | 22.1 | -26.8 | 15.7 | -31.2 | -0.3 | -31.9 | -0.3 |
| 18.6 | 488.7 | 17.3 | 395.3 | 59.8 | 321.8 | 10250 | 1.1 | 46.8 | 74.6 | 17 | 169 | 18.5 |
| -0.4 | 26.3 | -0.3 | 32.4 | 28.9 | 49 | -3.4 | 19.8 | -20.2 | -0.3 | -25.7 | -0.4 |
| 19.3 | 674.8 | 18.9 | 607.1 | 90.3 | 570.4 | 10000 | 1 | 77.4 | 33.4 | 18 | 108.5 | 19.5 |
| -0.6 | 30.9 | -0.4 | 39.6 | 57.2 | 54.9 | 0 | 40.5 | -13.2 | -0.5 | -17.6 | -0.2 |
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| 9750 | 1 | 107.7 | 16.4 | 19.8 | 68.5 | 20.6 |
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| 0 | 55.1 | -6.6 | -0.3 | -13.4 | -0.3 |
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| 9500 | 1 | 138 | 8.1 | 21.5 | 43.3 | 21.7 |
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| 0 | 69.6 | -3.4 | -0.2 | -9.3 | -0.3 |
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| 9250 | 1 | 168.4 | 4.3 | 23.4 | 27.2 | 22.9 |
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| 0 | 84.2 | -1.6 | 0 | -6.2 | -0.3 |
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| 9000 | 1 | 199.2 | 2.8 | 25.9 | 17.5 | 24.2 |
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| 0 | 99 | -0.6 | 0.5 | -4.1 | -0.2 |
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| 8750 | 1 | 230.4 | 1.7 | 28.1 | 11.2 | 25.6 |
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| 0 | 114.1 | -0.3 | 0.7 | -2.8 | -0.2 |
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| 8500 | 1 | 262.2 | 1.3 | 30.9 | 7.9 | 27.3 |
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| 0 | 129.4 | -0.2 | 0.6 | -1.5 | 0 |
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| 8250 | 1 | 294.6 | 1 | 33.8 | 5.4 | 28.9 |
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| 0 | 145.1 | 0 | 1.2 | -0.6 | 0.3 |
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| 8000 | 1 | 327.8 | 1 | 37.6 | 3.9 | 30.7 |
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| 0 | 161.1 | 0 | 1.2 | -0.6 | 0.1 |
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| 7750 | 1 | 361.9 | 1 | 41.6 | 0 | 0 |
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| 0 | 177.5 | 0 | 1.3 | 0 | 0 |
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| 7500 | 1 | 396.8 | 1 | 45.6 | 2 | 34.1 |
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| 0 | 194.3 | 0 | 1.4 | -0.5 | -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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