2011/01/17(Mon)OP
| P/C | 0.7 | 0 | 0.7 | 0.8 | 0.9 | 1.1 | 1.7 | 1.2 | 1.4 | 0.9 |
| 先物 | 10502.5 | -5 | 10507.5 | 10567.5 | 10515 | 10512.5 | 10547.5 | 10517.5 | 10377.5 | 10382.5 |
| 基準 | 15.1 | -0.5 | 15.6 | 16.3 | 16.9 | 17.3 | 16.7 | 17 | 17.6 | 17.9 |
| 期近 | 14.8 | -0.7 | 15.5 | 38.9 | 23.6 | 21.6 | 16.4 | 17 | 17.6 | 18 |
| 期先1 | 16.3 | -0.8 | 17.1 | 16 | 16.5 | 16.9 | 16.7 | 17 | 17.6 | 17.8 |
| 期先2 | 17.3 | -0.8 | 18.1 | 17.5 | 18 | 18.3 | 18.3 | 18.5 | 19 | 19.2 |
| 当/先 | 0.9 | 0 | 0.9 | 2.4 | 1.4 | 1.3 | 1 | 1 | 1 | 1 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 23 | 52 | 80 |
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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 | 1.6 | 2.6 | 5.6 | 11.8 | 28.6 | 67.4 | 154.2 | 314.3 | 160.1 | 63.3 | 21.2 | 7 | 2.9 | 1 |
| -0.6 | -0.7 | -1 | -2 | -4.8 | -8.2 | -14.1 | -15.8 | -35.4 | -19.6 | -17.1 | -8.5 | -3 | -0.8 | -0.6 |
| 27.8 | 25.3 | 22.6 | 20.7 | 18.7 | 17.1 | 15.6 | 14.7 | 14.8 | 15 | 14.6 | 14.8 | 15.6 | 16.9 | 17.8 |
| 0.2 | 0.3 | 0.3 | 0.1 | -0.4 | -0.5 | -0.7 | -0.8 | -0.7 | -0.6 | -0.8 | -0.5 | -0.1 | 0.5 | 0.2 |
| 0 | -0.01 | -0.01 | -0.03 | -0.06 | -0.12 | -0.26 | -0.49 |
| 0.51 | 0.27 | 0.11 | 0.04 | 0.02 | 0.01 |
| 0.002 | 0.003 | 0.005 | 0.011 | 0.022 | 0.045 | 0.078 | 0.102 |
| 0.1 | 0.085 | 0.049 | 0.022 | 0.01 | 0.004 |
| 0.33 | 0.53 | 0.85 | 1.61 | 2.96 | 5.45 | 8.66 | 10.6 |
| 10.6 | 8.8 | 5.08 | 2.39 | 1.18 | 0.5 |
| -0.2 | -0.29 | -0.41 | -0.71 | -1.18 | -1.99 | -2.89 | -3.32 |
| -3.41 | -2.76 | -1.62 | -0.8 | -0.43 | -0.19 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10500 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 8.6 | 13.3 | 21.5 | 35.2 | 59.2 | 98.4 | 160.2 | 257.1 | 517 | 259.9 | 147.3 | 74.8 | 34.7 | 15.1 | 6.8 |
| -2.4 | -3.8 | -5.7 | -8.8 | -10.9 | -15.1 | -19.7 | -18.3 | -40.6 | -22.3 | -21.4 | -18 | -11.6 | -7.4 | -3.2 |
| 24.7 | 23.1 | 21.7 | 20.4 | 19.3 | 18.2 | 17.1 | 16.3 | 16.3 | 16.3 | 15.7 | 15.3 | 15.1 | 15.1 | 15.4 |
| -0.4 | -0.5 | -0.6 | -0.8 | -0.7 | -0.8 | -1 | -0.8 | -0.8 | -0.8 | -0.8 | -0.9 | -0.8 | -0.9 | -0.6 |
| -0.02 | -0.04 | -0.06 | -0.09 | -0.15 | -0.23 | -0.34 | -0.49 |
| 0.51 | 0.36 | 0.22 | 0.12 | 0.06 | 0.03 |
| 0.006 | 0.008 | 0.013 | 0.02 | 0.03 | 0.042 | 0.054 | 0.061 |
| 0.062 | 0.06 | 0.049 | 0.033 | 0.02 | 0.011 |
| 2.15 | 3.1 | 4.52 | 6.49 | 9.08 | 11.99 | 14.59 | 15.86 |
| 15.86 | 14.87 | 11.8 | 7.98 | 4.72 | 2.66 |
| -0.51 | -0.68 | -0.94 | -1.26 | -1.67 | -2.08 | -2.37 | -2.46 |
| -2.47 | -2.23 | -1.72 | -1.15 | -0.68 | -0.39 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10420 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 28.4 | 41.4 | 59.7 | 88.9 | 129.9 | 186.4 | 269.5 | 378.3 | 681 | 302.6 | 194.1 | 114.8 | 65 | 35 | 17.3 |
| -6.6 | -8.6 | -9.9 | -11.9 | -15.2 | -18.7 | -18.4 | -20.5 | -43.9 | -23.4 | -21.4 | -20.4 | -14.9 | -10.4 | -7.9 |
| 24.9 | 23.8 | 22.7 | 21.9 | 21 | 20.2 | 19.8 | 19.4 | 17.3 | 15.3 | 15.1 | 14.9 | 14.9 | 14.9 | 14.8 |
| -0.8 | -0.8 | -0.7 | -0.7 | -0.7 | -0.8 | -0.7 | -0.8 | -0.8 | -0.8 | -0.7 | -0.9 | -0.8 | -0.8 | -0.9 |
| -0.05 | -0.08 | -0.11 | -0.15 | -0.21 | -0.29 | -0.38 | -0.48 |
| 0.52 | 0.39 | 0.27 | 0.17 | 0.1 | 0.06 |
| 0.009 | 0.012 | 0.016 | 0.022 | 0.028 | 0.034 | 0.039 | 0.042 |
| 0.053 | 0.051 | 0.045 | 0.035 | 0.025 | 0.016 |
| 5.28 | 6.99 | 9.04 | 11.56 | 14.23 | 16.74 | 18.73 | 19.64 |
| 19.64 | 18.85 | 16.18 | 12.53 | 8.85 | 5.64 |
| -0.82 | -1.03 | -1.27 | -1.57 | -1.86 | -2.1 | -2.29 | -2.35 |
| -1.88 | -1.79 | -1.51 | -1.16 | -0.82 | -0.52 |
| 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 |
| 15.3 | 2.1 | 17.5 | 1 | 26.1 | 1 | 12500 |
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| -0.8 | -1.6 | -0.5 | -0.7 | 1.6 | 0 |
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| 15.1 | 4.3 | 16.8 | 1.8 | 23.4 | 1 | 12250 |
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| -0.7 | -2.4 | -0.2 | -0.8 | 1.4 | 0 |
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| 14.9 | 8.6 | 15.9 | 3.1 | 20.6 | 1 | 12000 |
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| -0.9 | -4.9 | -0.5 | -1.8 | 1.3 | 0 |
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| 14.8 | 17.3 | 15.4 | 6.8 | 17.8 | 1 | 11750 |
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| -0.9 | -7.9 | -0.6 | -3.2 | 0.2 | -0.6 |
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| 14.9 | 35 | 15.1 | 15.1 | 16.9 | 2.9 | 11500 |
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| -0.8 | -10.4 | -0.9 | -7.4 | 0.5 | -0.8 |
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| 14.9 | 65 | 15.1 | 34.7 | 15.6 | 7 | 11250 |
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| -0.8 | -14.9 | -0.8 | -11.6 | -0.1 | -3 |
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| 14.9 | 114.8 | 15.3 | 74.8 | 14.8 | 21.2 | 11000 | 517.1 | 14.7 | 572.7 | 15.4 | 691.4 | 19.7 |
| -0.9 | -20.4 | -0.9 | -18 | -0.5 | -8.5 | -2.3 | -0.3 | -14.6 | -1 | -13.6 | -0.6 |
| 15.1 | 194.1 | 15.7 | 147.3 | 14.6 | 63.3 | 10750 | 307 | 14.3 | 395.4 | 15.8 | 518.5 | 19.3 |
| -0.7 | -21.4 | -0.8 | -21.4 | -0.8 | -17.1 | -10.4 | -0.6 | -17.1 | -0.9 | -16.5 | -0.6 |
| 15.3 | 302.6 | 16.3 | 259.9 | 15 | 160.1 | 10500 | 154.2 | 14.7 | 257.1 | 16.3 | 378.3 | 19.4 |
| -0.8 | -23.4 | -0.8 | -22.3 | -0.6 | -19.6 | -15.8 | -0.8 | -18.3 | -0.8 | -20.5 | -0.8 |
| 15.5 | 444.8 | 17.2 | 414.9 | 15.7 | 321.2 | 10250 | 67.4 | 15.6 | 160.2 | 17.1 | 269.5 | 19.8 |
| -0.9 | -24.9 | -0.6 | -19.3 | -0.9 | -20.9 | -14.1 | -0.7 | -19.7 | -1 | -18.4 | -0.7 |
| 15.3 | 611.5 | 18 | 600.5 | 17.3 | 532.3 | 10000 | 28.6 | 17.1 | 98.4 | 18.2 | 186.4 | 20.2 |
| -1.1 | -24.9 | -0.6 | -17 | -0.7 | -15 | -8.2 | -0.5 | -15.1 | -0.8 | -18.7 | -0.8 |
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| 9750 | 11.8 | 18.7 | 59.2 | 19.3 | 129.9 | 21 |
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| -4.8 | -0.4 | -10.9 | -0.7 | -15.2 | -0.7 |
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| 9500 | 5.6 | 20.7 | 35.2 | 20.4 | 88.9 | 21.9 |
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| -2 | 0.1 | -8.8 | -0.8 | -11.9 | -0.7 |
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| 9250 | 2.6 | 22.6 | 21.5 | 21.7 | 59.7 | 22.7 |
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| -1 | 0.3 | -5.7 | -0.6 | -9.9 | -0.7 |
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| 9000 | 1.6 | 25.3 | 13.3 | 23.1 | 41.4 | 23.8 |
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| -0.7 | 0.3 | -3.8 | -0.5 | -8.6 | -0.8 |
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| 8750 | 1 | 27.8 | 8.6 | 24.7 | 28.4 | 24.9 |
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| -0.6 | 0.2 | -2.4 | -0.4 | -6.6 | -0.8 |
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| 8500 | 1 | 31.8 | 5.9 | 26.4 | 19.6 | 26.1 |
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| 0 | 1.8 | -1.7 | -0.3 | -5.2 | -0.8 |
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| 8250 | 1 | 35.8 | 4.1 | 28.2 | 0 | 0 |
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| 0 | 2 | -1.1 | -0.1 | 0 | 0 |
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| 8000 | 1 | 39.9 | 2.9 | 30.1 | 9.7 | 28.6 |
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| 0 | 2.3 | -0.5 | 0.2 | -2.4 | -0.5 |
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| 7750 | 1 | 44.2 | 0 | 0 | 0 | 0 |
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| 0 | 2.5 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 48.5 | 1.7 | 34.2 | 5.2 | 31.6 |
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| 0 | 2.8 | -0.3 | 0.2 | -1.5 | -0.5 |
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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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