2011/01/14(Fri)OP
| P/C | 0.7 | -0.1 | 0.8 | 0.9 | 1.1 | 1.7 | 1.2 | 1.4 | 0.9 | 1.1 |
| 先物 | 10507.5 | -60 | 10567.5 | 10515 | 10512.5 | 10547.5 | 10517.5 | 10377.5 | 10382.5 | 10205 |
| 基準 | 15.6 | -0.7 | 16.3 | 16.9 | 17.3 | 16.7 | 17 | 17.6 | 17.9 | 16.9 |
| 期近 | 15.5 | -23.4 | 38.9 | 23.6 | 21.6 | 16.4 | 17 | 17.6 | 18 | 16.1 |
| 期先1 | 17.1 | 1.1 | 16 | 16.5 | 16.9 | 16.7 | 17 | 17.6 | 17.8 | 17.7 |
| 期先2 | 18.1 | 0.6 | 17.5 | 18 | 18.3 | 18.3 | 18.5 | 19 | 19.2 | 19.4 |
| 当/先 | 0.9 | -1.5 | 2.4 | 1.4 | 1.3 | 1 | 1 | 1 | 1 | 0.9 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 26 | 55 | 83 |
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| 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 | 10500 | 10500 | 10750 | 11000 | 11250 | 11500 | 11750 |
| 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 2P1050 | 10510 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 1.6 | 2.4 | 3.6 | 7.5 | 16.7 | 36.8 | 81.5 | 170 | 349.7 | 179.7 | 80.4 | 29.8 | 10 | 3.7 | 1.6 |
| -0.1 | -0.4 | -0.7 | -0.6 | 0.2 | 3.4 | 6.9 | 18 | -27.2 | -45.2 | -24.3 | -12.6 | -4.9 | -1.3 | -0.3 |
| 27.6 | 25 | 22.3 | 20.6 | 19.1 | 17.6 | 16.4 | 15.5 | 15.5 | 15.6 | 15.4 | 15.3 | 15.6 | 16.4 | 17.6 |
| -0.5 | -0.8 | -1.1 | -0.8 | -0.7 | -0.4 | -0.6 | -0.5 | -0.7 | -0.8 | -0.2 | -0.2 | 0 | 0.4 | 0.7 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.07 | -0.14 | -0.28 | -0.48 |
| 0.52 | 0.3 | 0.14 | 0.05 | 0.02 | 0.01 |
| 0.002 | 0.004 | 0.006 | 0.012 | 0.025 | 0.045 | 0.073 | 0.091 |
| 0.091 | 0.08 | 0.051 | 0.025 | 0.011 | 0.005 |
| 0.49 | 0.73 | 1.11 | 2.05 | 3.74 | 6.34 | 9.48 | 11.26 |
| 11.26 | 9.79 | 6.22 | 3.11 | 1.47 | 0.73 |
| -0.25 | -0.35 | -0.47 | -0.8 | -1.35 | -2.11 | -2.94 | -3.29 |
| -3.34 | -2.87 | -1.81 | -0.92 | -0.46 | -0.24 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10510 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 11.1 | 17.1 | 27.2 | 44 | 70.1 | 113.5 | 179.8 | 275.4 | 557.5 | 282.2 | 168.7 | 92.8 | 46.3 | 22.5 | 10 |
| -0.2 | -0.4 | 0 | 0.7 | 1.5 | 5 | 10.8 | 16.8 | -29 | -45.9 | -35 | -23.1 | -15.5 | -9.1 | -4.8 |
| 25.1 | 23.7 | 22.4 | 21.2 | 20 | 19 | 18.1 | 17.2 | 17.1 | 17 | 16.5 | 16.2 | 15.9 | 16 | 16 |
| -0.5 | -0.6 | -0.5 | -0.5 | -0.6 | -0.5 | -0.5 | -0.5 | -0.6 | -0.7 | -0.6 | -0.4 | -0.5 | -0.4 | -0.4 |
| -0.03 | -0.04 | -0.07 | -0.1 | -0.16 | -0.24 | -0.35 | -0.48 |
| 0.52 | 0.37 | 0.24 | 0.14 | 0.08 | 0.04 |
| 0.006 | 0.009 | 0.014 | 0.021 | 0.03 | 0.04 | 0.05 | 0.057 |
| 0.057 | 0.056 | 0.047 | 0.035 | 0.022 | 0.013 |
| 2.57 | 3.67 | 5.23 | 7.34 | 9.87 | 12.7 | 15.13 | 16.31 |
| 16.31 | 15.51 | 12.84 | 9.22 | 5.98 | 3.45 |
| -0.58 | -0.78 | -1.05 | -1.4 | -1.77 | -2.17 | -2.46 | -2.51 |
| -2.52 | -2.32 | -1.88 | -1.33 | -0.86 | -0.5 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10430 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 35 | 50 | 69.6 | 100.8 | 145.1 | 205.1 | 287.9 | 398.9 | 724.9 | 326 | 215.5 | 135.2 | 80 | 45.4 | 25.2 |
| 23.8 | 32.5 | 42.4 | 57.5 | 76.5 | 96.6 | 118.9 | 140.4 | 138.3 | -2 | 11.7 | 19.3 | 18.2 | 13.8 | 10.4 |
| 25.7 | 24.6 | 23.4 | 22.5 | 21.8 | 21 | 20.5 | 20.2 | 18.2 | 16 | 15.9 | 15.8 | 15.6 | 15.6 | 15.7 |
| 0.1 | 0.4 | 0.5 | 0.8 | 1.2 | 1.5 | 1.9 | 2.5 | 0.5 | -1.7 | -1.2 | -0.8 | -0.7 | -0.8 | -0.6 |
| -0.06 | -0.08 | -0.12 | -0.16 | -0.22 | -0.29 | -0.38 | -0.48 |
| 0.52 | 0.4 | 0.29 | 0.19 | 0.12 | 0.07 |
| 0.009 | 0.013 | 0.017 | 0.022 | 0.027 | 0.033 | 0.037 | 0.039 |
| 0.049 | 0.048 | 0.043 | 0.035 | 0.026 | 0.018 |
| 5.99 | 7.76 | 9.78 | 12.26 | 14.86 | 17.27 | 19.12 | 20 |
| 20.01 | 19.37 | 17.05 | 13.68 | 10.11 | 7.01 |
| -0.92 | -1.14 | -1.37 | -1.65 | -1.93 | -2.17 | -2.34 | -2.41 |
| -1.94 | -1.85 | -1.62 | -1.29 | -0.95 | -0.66 |
| 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 |
| 16.1 | 3.7 | 18 | 1.7 | 24.5 | 1 | 12500 |
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| -1.5 | 1.8 | 0.4 | -0.2 | 1.2 | 0 |
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| 15.8 | 6.7 | 17 | 2.6 | 22 | 1 | 12250 |
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| -1.1 | 3.2 | 0.1 | -0.9 | 1.1 | 0 |
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| 15.8 | 13.6 | 16.4 | 4.9 | 19.4 | 1 | 12000 |
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| -0.7 | 6.6 | -0.1 | -2 | 1.1 | 0 |
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| 15.7 | 25.2 | 16 | 10 | 17.6 | 1.6 | 11750 |
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| -0.6 | 10.4 | -0.4 | -4.8 | 0.7 | -0.3 |
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| 15.6 | 45.4 | 16 | 22.5 | 16.4 | 3.7 | 11500 |
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| -0.8 | 13.8 | -0.4 | -9.1 | 0.4 | -1.3 |
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| 15.6 | 80 | 15.9 | 46.3 | 15.6 | 10 | 11250 |
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| -0.7 | 18.2 | -0.5 | -15.5 | 0 | -4.9 |
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| 15.8 | 135.2 | 16.2 | 92.8 | 15.3 | 29.8 | 11000 | 519.4 | 15 | 587.3 | 16.5 | 705 | 20.2 |
| -0.8 | 19.3 | -0.4 | -23.1 | -0.2 | -12.6 | 50 | 0.1 | 42.1 | 0 | 159.8 | 3.8 |
| 15.9 | 215.5 | 16.5 | 168.7 | 15.4 | 80.4 | 10750 | 317.4 | 14.9 | 412.5 | 16.7 | 535 | 19.9 |
| -1.2 | 11.7 | -0.6 | -35 | -0.2 | -24.3 | 35 | -0.3 | 26.4 | -0.5 | 148.9 | 2.8 |
| 16 | 326 | 17 | 282.2 | 15.6 | 179.7 | 10500 | 170 | 15.5 | 275.4 | 17.2 | 398.9 | 20.2 |
| -1.7 | -2 | -0.7 | -45.9 | -0.8 | -45.2 | 18 | -0.5 | 16.8 | -0.5 | 140.4 | 2.5 |
| 16.4 | 469.7 | 17.8 | 434.2 | 16.6 | 342.1 | 10250 | 81.5 | 16.4 | 179.8 | 18.1 | 287.9 | 20.5 |
| -2.2 | -19 | -0.8 | -54.5 | -0.7 | -53.2 | 6.9 | -0.6 | 10.8 | -0.5 | 118.9 | 1.9 |
| 16.3 | 636.4 | 18.6 | 617.5 | 18 | 547.4 | 10000 | 36.8 | 17.6 | 113.5 | 19 | 205.1 | 21 |
| -3 | -38.4 | -0.7 | -57.3 | -0.9 | -59.7 | 3.4 | -0.4 | 5 | -0.5 | 96.6 | 1.5 |
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| 9750 | 16.7 | 19.1 | 70.1 | 20 | 145.1 | 21.8 |
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| 0.2 | -0.7 | 1.5 | -0.6 | 76.5 | 1.2 |
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| 9500 | 7.5 | 20.6 | 44 | 21.2 | 100.8 | 22.5 |
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| -0.6 | -0.8 | 0.7 | -0.5 | 57.5 | 0.8 |
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| 9250 | 3.6 | 22.3 | 27.2 | 22.4 | 69.6 | 23.4 |
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| -0.7 | -1.1 | 0 | -0.5 | 42.4 | 0.5 |
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| 9000 | 2.4 | 25 | 17.1 | 23.7 | 50 | 24.6 |
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| -0.4 | -0.8 | -0.4 | -0.6 | 32.5 | 0.4 |
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| 8750 | 1.6 | 27.6 | 11.1 | 25.1 | 35 | 25.7 |
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| -0.1 | -0.5 | -0.2 | -0.5 | 23.8 | 0.1 |
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| 8500 | 1 | 30 | 7.6 | 26.7 | 24.8 | 26.9 |
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| -0.3 | -1 | -0.4 | -0.6 | 16.9 | -0.4 |
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| 8250 | 1 | 33.8 | 5.2 | 28.4 | 0 | 0 |
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| 0 | -0.1 | -0.3 | -0.5 | -5.4 | -28.9 |
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| 8000 | 1 | 37.7 | 3.4 | 29.9 | 12.1 | 29.1 |
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| 0 | 0 | -0.5 | -0.8 | 8.1 | -1.5 |
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| 7750 | 1 | 41.6 | 0 | 0 | 0 | 0 |
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| 0 | 0.1 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 45.7 | 2 | 33.9 | 6.6 | 32.1 |
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| 0 | 0.2 | 0 | -0.2 | 4.6 | -2.1 |
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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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