2011/01/18(Tue)OP
| P/C | 1.1 | 0.3 | 0.7 | 0.7 | 0.8 | 0.9 | 1.1 | 1.7 | 1.2 | 1.4 |
| 先物 | 10512.5 | 10 | 10502.5 | 10507.5 | 10567.5 | 10515 | 10512.5 | 10547.5 | 10517.5 | 10377.5 |
| 基準 | 15 | -0.1 | 15.1 | 15.6 | 16.3 | 16.9 | 17.3 | 16.7 | 17 | 17.6 |
| 期近 | 14.7 | -0.2 | 14.8 | 15.5 | 38.9 | 23.6 | 21.6 | 16.4 | 17 | 17.6 |
| 期先1 | 16.2 | -0.1 | 16.3 | 17.1 | 16 | 16.5 | 16.9 | 16.7 | 17 | 17.6 |
| 期先2 | 17.2 | -0.1 | 17.3 | 18.1 | 17.5 | 18 | 18.3 | 18.3 | 18.5 | 19 |
| 当/先 | 0.9 | 0 | 0.9 | 0.9 | 2.4 | 1.4 | 1.3 | 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 |
| 22 | 51 | 79 |
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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 |
| 1.2 | 1.8 | 3.5 | 5.5 | 10.7 | 25.3 | 62.2 | 145 | 304.9 | 159.9 | 60.1 | 18.9 | 5.7 | 2.8 | 1.1 |
| 0.2 | 0.2 | 0.9 | -0.1 | -1.1 | -3.3 | -5.2 | -9.2 | -9.4 | -0.2 | -3.3 | -2.4 | -1.2 | -0.1 | 0.1 |
| 29.1 | 26.3 | 24.3 | 21.3 | 18.9 | 17.1 | 15.7 | 14.6 | 14.7 | 14.8 | 14.3 | 14.5 | 15.2 | 17.1 | 18.3 |
| 1.3 | 1 | 1.6 | 0.6 | 0.2 | 0 | 0 | -0.1 | -0.1 | -0.2 | -0.4 | -0.4 | -0.4 | 0.1 | 0.5 |
| 0 | -0.01 | -0.02 | -0.03 | -0.05 | -0.11 | -0.25 | -0.48 |
| 0.52 | 0.27 | 0.11 | 0.04 | 0.02 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.011 | 0.021 | 0.043 | 0.078 | 0.105 |
| 0.104 | 0.089 | 0.049 | 0.02 | 0.01 | 0.004 |
| 0.37 | 0.56 | 1 | 1.55 | 2.72 | 5.04 | 8.28 | 10.37 |
| 10.37 | 8.6 | 4.77 | 2.1 | 1.13 | 0.54 |
| -0.24 | -0.33 | -0.54 | -0.74 | -1.15 | -1.92 | -2.9 | -3.37 |
| -3.44 | -2.75 | -1.55 | -0.71 | -0.43 | -0.22 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10510 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 7.5 | 12.1 | 19 | 32.3 | 55 | 92.6 | 155.1 | 249.9 | 510 | 260.1 | 149 | 75.1 | 34.9 | 15 | 6.7 |
| -1.1 | -1.3 | -2.5 | -2.9 | -4.2 | -5.8 | -5.1 | -7.2 | -7 | 0.3 | 1.7 | 0.3 | 0.2 | 0 | -0.1 |
| 24.5 | 23.1 | 21.5 | 20.3 | 19.1 | 18.1 | 17.2 | 16.3 | 16.2 | 16.1 | 15.7 | 15.2 | 15.1 | 15.1 | 15.4 |
| -0.2 | -0.1 | -0.2 | -0.1 | -0.1 | -0.1 | 0 | 0 | -0.1 | -0.2 | 0 | 0 | 0 | 0 | 0 |
| -0.02 | -0.03 | -0.05 | -0.09 | -0.14 | -0.22 | -0.33 | -0.48 |
| 0.52 | 0.36 | 0.22 | 0.12 | 0.06 | 0.03 |
| 0.005 | 0.008 | 0.012 | 0.019 | 0.029 | 0.042 | 0.054 | 0.062 |
| 0.063 | 0.061 | 0.05 | 0.034 | 0.02 | 0.011 |
| 1.95 | 2.89 | 4.18 | 6.15 | 8.72 | 11.66 | 14.36 | 15.71 |
| 15.71 | 14.81 | 11.77 | 7.97 | 4.69 | 2.61 |
| -0.46 | -0.65 | -0.87 | -1.21 | -1.62 | -2.04 | -2.39 | -2.48 |
| -2.48 | -2.27 | -1.75 | -1.17 | -0.69 | -0.39 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10430 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 26.6 | 38.9 | 57 | 84.2 | 123.2 | 179.9 | 259.8 | 369.3 | 672.5 | 303.2 | 193.2 | 115.2 | 65 | 35 | 18 |
| -1.8 | -2.5 | -2.7 | -4.6 | -6.7 | -6.4 | -9.7 | -9.1 | -8.5 | 0.6 | -0.9 | 0.4 | 0 | 0 | 0.7 |
| 24.8 | 23.7 | 22.7 | 21.7 | 20.9 | 20.1 | 19.6 | 19.3 | 17.3 | 15.1 | 15 | 14.8 | 14.8 | 14.8 | 14.9 |
| -0.1 | -0.1 | 0 | -0.1 | -0.2 | -0.1 | -0.2 | -0.1 | -0.1 | -0.1 | -0.2 | 0 | 0 | 0 | 0.1 |
| -0.05 | -0.07 | -0.1 | -0.15 | -0.2 | -0.28 | -0.37 | -0.48 |
| 0.52 | 0.39 | 0.27 | 0.17 | 0.1 | 0.06 |
| 0.008 | 0.012 | 0.016 | 0.022 | 0.028 | 0.034 | 0.039 | 0.042 |
| 0.054 | 0.052 | 0.045 | 0.035 | 0.025 | 0.016 |
| 5.06 | 6.73 | 8.79 | 11.25 | 13.91 | 16.51 | 18.55 | 19.52 |
| 19.53 | 18.79 | 16.16 | 12.52 | 8.84 | 5.76 |
| -0.79 | -1 | -1.25 | -1.54 | -1.82 | -2.08 | -2.27 | -2.36 |
| -1.88 | -1.78 | -1.52 | -1.17 | -0.83 | -0.54 |
| 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 |
| 15.9 | 2.8 | 17.5 | 1 | 26.6 | 1 | 12500 |
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| 0.5 | 0.6 | 0.1 | 0 | 0.4 | 0 |
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| 15.2 | 4.4 | 16.9 | 1.9 | 23.8 | 1 | 12250 |
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| 0.1 | 0.1 | 0.1 | 0 | 0.4 | 0 |
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| 15 | 8.9 | 15.9 | 3.1 | 21 | 1 | 12000 |
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| 0.1 | 0.3 | 0 | -0.1 | 0.3 | 0 |
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| 14.9 | 18 | 15.4 | 6.7 | 18.3 | 1.1 | 11750 |
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| 0.1 | 0.7 | 0 | -0.1 | 0.5 | 0.1 |
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| 14.8 | 35 | 15.1 | 15 | 17.1 | 2.8 | 11500 |
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| 0 | 0 | 0 | 0 | 0.1 | -0.1 |
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| 14.8 | 65 | 15.1 | 34.9 | 15.2 | 5.7 | 11250 |
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| 0 | 0 | 0 | 0.2 | -0.4 | -1.2 |
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| 14.8 | 115.2 | 15.2 | 75.1 | 14.5 | 18.9 | 11000 | 502.8 | 13.8 | 562.8 | 15.4 | 680 | 19.5 |
| 0 | 0.4 | 0 | 0.3 | -0.4 | -2.4 | -14.3 | -0.8 | -10 | 0 | -11.4 | -0.1 |
| 15 | 193.2 | 15.7 | 149 | 14.3 | 60.1 | 10750 | 295.3 | 14.1 | 385.6 | 15.7 | 509.9 | 19.3 |
| -0.2 | -0.9 | 0 | 1.7 | -0.4 | -3.3 | -11.7 | -0.2 | -9.8 | -0.1 | -8.6 | 0 |
| 15.1 | 303.2 | 16.1 | 260.1 | 14.8 | 159.9 | 10500 | 145 | 14.6 | 249.9 | 16.3 | 369.3 | 19.3 |
| -0.1 | 0.6 | -0.2 | 0.3 | -0.2 | -0.2 | -9.2 | -0.1 | -7.2 | 0 | -9.1 | -0.1 |
| 15.3 | 446 | 17 | 416.2 | 15.9 | 327.1 | 10250 | 62.2 | 15.7 | 155.1 | 17.2 | 259.8 | 19.6 |
| -0.2 | 1.3 | -0.2 | 1.3 | 0.2 | 5.9 | -5.2 | 0 | -5.1 | 0 | -9.7 | -0.2 |
| 15.1 | 615 | 17.8 | 603.4 | 17.6 | 541.1 | 10000 | 25.3 | 17.1 | 92.6 | 18.1 | 179.9 | 20.1 |
| -0.2 | 3.5 | -0.2 | 2.9 | 0.4 | 8.7 | -3.3 | 0 | -5.8 | -0.1 | -6.4 | -0.1 |
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| 9750 | 10.7 | 18.9 | 55 | 19.1 | 123.2 | 20.9 |
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| -1.1 | 0.2 | -4.2 | -0.1 | -6.7 | -0.2 |
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| 9500 | 5.5 | 21.3 | 32.3 | 20.3 | 84.2 | 21.7 |
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| -0.1 | 0.6 | -2.9 | -0.1 | -4.6 | -0.1 |
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| 9250 | 3.5 | 24.3 | 19 | 21.5 | 57 | 22.7 |
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| 0.9 | 1.6 | -2.5 | -0.2 | -2.7 | 0 |
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| 9000 | 1.8 | 26.3 | 12.1 | 23.1 | 38.9 | 23.7 |
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| 0.2 | 1 | -1.3 | -0.1 | -2.5 | -0.1 |
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| 8750 | 1.2 | 29.1 | 7.5 | 24.5 | 26.6 | 24.8 |
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| 0.2 | 1.3 | -1.1 | -0.2 | -1.8 | -0.1 |
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| 8500 | 1 | 32.6 | 5.1 | 26.3 | 18.7 | 26.1 |
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| 0 | 0.8 | -0.8 | -0.2 | -0.9 | 0 |
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| 8250 | 1 | 36.7 | 3.7 | 28.2 | 0 | 0 |
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| 0 | 0.9 | -0.4 | 0 | 0 | 0 |
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| 8000 | 1 | 41 | 2.6 | 30 | 9 | 28.6 |
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| 0 | 1 | -0.3 | 0 | -0.7 | -0.1 |
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| 7750 | 1 | 45.3 | 0 | 0 | 0 | 0 |
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| 0 | 1.1 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 49.7 | 1.3 | 33.7 | 4.5 | 31.3 |
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| 0 | 1.2 | -0.4 | -0.5 | -0.6 | -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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