2011/01/19(Wed)OP
| P/C | 1.7 | 0.6 | 1.1 | 0.7 | 0.7 | 0.8 | 0.9 | 1.1 | 1.7 | 1.2 |
| 先物 | 10562.5 | 50 | 10512.5 | 10502.5 | 10507.5 | 10567.5 | 10515 | 10512.5 | 10547.5 | 10517.5 |
| 基準 | 14.9 | 0 | 15 | 15.1 | 15.6 | 16.3 | 16.9 | 17.3 | 16.7 | 17 |
| 期近 | 14.6 | 0 | 14.7 | 14.8 | 15.5 | 38.9 | 23.6 | 21.6 | 16.4 | 17 |
| 期先1 | 15.9 | -0.3 | 16.2 | 16.3 | 17.1 | 16 | 16.5 | 16.9 | 16.7 | 17 |
| 期先2 | 16.7 | -0.5 | 17.2 | 17.3 | 18.1 | 17.5 | 18 | 18.3 | 18.3 | 18.5 |
| 当/先 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 2.4 | 1.4 | 1.3 | 1 | 1 |
| 先/先2 | 1 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 21 | 50 | 78 |
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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 | 10560 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 1 | 1.6 | 2.9 | 4.8 | 9 | 20.1 | 49.6 | 119.8 | 304.4 | 184.6 | 72.5 | 22.3 | 6.6 | 2.8 | 1 |
| -0.2 | -0.2 | -0.6 | -0.6 | -1.6 | -5.2 | -12.6 | -25.2 | -0.5 | 24.7 | 12.4 | 3.4 | 0.9 | 0 | -0.1 |
| 29.9 | 27.3 | 25 | 22.2 | 19.6 | 17.5 | 15.9 | 14.7 | 14.7 | 14.9 | 14.3 | 14.3 | 15 | 16.6 | 17.7 |
| 0.8 | 1 | 0.7 | 0.9 | 0.7 | 0.4 | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | -0.1 | -0.1 | -0.4 | -0.6 |
| 0 | -0.01 | -0.01 | -0.02 | -0.04 | -0.09 | -0.21 | -0.43 |
| 0.57 | 0.31 | 0.12 | 0.04 | 0.02 | 0.01 |
| 0.002 | 0.003 | 0.005 | 0.009 | 0.018 | 0.038 | 0.071 | 0.105 |
| 0.103 | 0.097 | 0.056 | 0.024 | 0.011 | 0.004 |
| 0.31 | 0.5 | 0.85 | 1.36 | 2.35 | 4.3 | 7.39 | 10.02 |
| 10.02 | 9.05 | 5.25 | 2.33 | 1.14 | 0.49 |
| -0.22 | -0.32 | -0.5 | -0.71 | -1.08 | -1.76 | -2.75 | -3.43 |
| -3.5 | -3.05 | -1.76 | -0.82 | -0.45 | -0.2 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10560 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 6.4 | 9.8 | 16.1 | 27.8 | 45.8 | 79.6 | 134.7 | 220.3 | 504.4 | 284.1 | 162.1 | 83.7 | 38.1 | 16 | 6.7 |
| -1.1 | -2.3 | -3 | -4.5 | -9.2 | -13 | -20.4 | -29.6 | -5.6 | 24 | 13.1 | 8.6 | 3.2 | 1 | 0.1 |
| 24.6 | 23 | 21.6 | 20.4 | 19 | 18 | 17 | 16.1 | 16.1 | 16.1 | 15.5 | 15.1 | 14.9 | 14.8 | 15 |
| 0.1 | -0.1 | 0.1 | 0.1 | -0.1 | -0.1 | -0.1 | -0.3 | -0.2 | 0 | -0.2 | -0.1 | -0.2 | -0.3 | -0.4 |
| -0.02 | -0.03 | -0.04 | -0.08 | -0.12 | -0.2 | -0.31 | -0.45 |
| 0.55 | 0.39 | 0.24 | 0.13 | 0.06 | 0.03 |
| 0.005 | 0.007 | 0.011 | 0.018 | 0.027 | 0.039 | 0.053 | 0.063 |
| 0.063 | 0.063 | 0.053 | 0.037 | 0.022 | 0.012 |
| 1.71 | 2.49 | 3.71 | 5.56 | 7.89 | 10.87 | 13.75 | 15.52 |
| 15.52 | 15.07 | 12.32 | 8.43 | 4.95 | 2.68 |
| -0.42 | -0.57 | -0.79 | -1.13 | -1.49 | -1.94 | -2.31 | -2.46 |
| -2.49 | -2.32 | -1.86 | -1.25 | -0.73 | -0.4 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10490 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 22.1 | 32.8 | 48.7 | 72.3 | 107.5 | 160 | 234.7 | 336.5 | 658.7 | 322.2 | 206 | 123.8 | 70.2 | 37.2 | 18.8 |
| -4.5 | -6.1 | -8.3 | -12 | -15.7 | -19.9 | -25.1 | -32.7 | -13.8 | 19 | 12.8 | 8.5 | 5.2 | 2.2 | 0.8 |
| 24.5 | 23.5 | 22.4 | 21.4 | 20.5 | 19.8 | 19.3 | 18.9 | 17.4 | 14.8 | 14.7 | 14.6 | 14.6 | 14.6 | 14.6 |
| -0.3 | -0.3 | -0.3 | -0.3 | -0.3 | -0.3 | -0.3 | -0.4 | -0.3 | -0.3 | -0.3 | -0.2 | -0.2 | -0.3 | -0.3 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.19 | -0.26 | -0.35 | -0.45 |
| 0.55 | 0.41 | 0.29 | 0.19 | 0.11 | 0.06 |
| 0.008 | 0.011 | 0.015 | 0.02 | 0.027 | 0.033 | 0.039 | 0.043 |
| 0.055 | 0.054 | 0.048 | 0.037 | 0.026 | 0.017 |
| 4.48 | 6.06 | 8.04 | 10.43 | 13.13 | 15.88 | 18.14 | 19.4 |
| 19.38 | 19.05 | 16.67 | 13.08 | 9.25 | 6 |
| -0.7 | -0.91 | -1.15 | -1.42 | -1.72 | -2 | -2.22 | -2.33 |
| -1.85 | -1.8 | -1.56 | -1.22 | -0.86 | -0.56 |
| 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 |
| 15.5 | 2.7 | 17.3 | 1 | 26.5 | 1 | 12500 |
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| -0.4 | -0.1 | -0.3 | 0 | -0.1 | 0 |
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| 15.1 | 4.8 | 16.4 | 1.8 | 23.7 | 1 | 12250 |
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| -0.1 | 0.4 | -0.4 | -0.1 | -0.1 | 0 |
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| 14.7 | 9.1 | 15.5 | 3 | 20.8 | 1 | 12000 |
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| -0.3 | 0.2 | -0.4 | -0.1 | -0.2 | 0 |
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| 14.6 | 18.8 | 15 | 6.7 | 17.7 | 1 | 11750 |
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| -0.3 | 0.8 | -0.4 | 0.1 | -0.6 | -0.1 |
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| 14.6 | 37.2 | 14.8 | 16 | 16.6 | 2.8 | 11500 |
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| -0.3 | 2.2 | -0.3 | 1 | -0.4 | 0 |
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| 14.6 | 70.2 | 14.9 | 38.1 | 15 | 6.6 | 11250 |
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| -0.2 | 5.2 | -0.2 | 3.2 | -0.1 | 0.9 |
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| 14.6 | 123.8 | 15.1 | 83.7 | 14.3 | 22.3 | 11000 | 457.3 | 13.9 | 520.7 | 15.2 | 637.3 | 19.1 |
| -0.2 | 8.5 | -0.1 | 8.6 | -0.1 | 3.4 | -45.6 | 0.1 | -42.1 | -0.2 | -42.7 | -0.4 |
| 14.7 | 206 | 15.5 | 162.1 | 14.3 | 72.5 | 10750 | 257.2 | 14.1 | 349.1 | 15.5 | 470 | 18.8 |
| -0.3 | 12.8 | -0.2 | 13.1 | 0.1 | 12.4 | -38.1 | 0 | -36.5 | -0.2 | -39.9 | -0.5 |
| 14.8 | 322.2 | 16.1 | 284.1 | 14.9 | 184.6 | 10500 | 119.8 | 14.7 | 220.3 | 16.1 | 336.5 | 18.9 |
| -0.3 | 19 | 0 | 24 | 0.1 | 24.7 | -25.2 | 0.1 | -29.6 | -0.3 | -32.7 | -0.4 |
| 14.8 | 468.8 | 16.9 | 446.5 | 16.2 | 365 | 10250 | 49.6 | 15.9 | 134.7 | 17 | 234.7 | 19.3 |
| -0.5 | 22.8 | -0.1 | 30.3 | 0.3 | 37.9 | -12.6 | 0.2 | -20.4 | -0.1 | -25.1 | -0.3 |
| 14.5 | 645 | 17.9 | 642.3 | 18.3 | 586.8 | 10000 | 20.1 | 17.5 | 79.6 | 18 | 160 | 19.8 |
| -0.6 | 30 | 0.1 | 39 | 0.7 | 45.8 | -5.2 | 0.4 | -13 | -0.1 | -19.9 | -0.3 |
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| 9750 | 9 | 19.6 | 45.8 | 19 | 107.5 | 20.5 |
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| -1.6 | 0.7 | -9.2 | -0.1 | -15.7 | -0.3 |
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| 9500 | 4.8 | 22.2 | 27.8 | 20.4 | 72.3 | 21.4 |
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| -0.6 | 0.9 | -4.5 | 0.1 | -12 | -0.3 |
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| 9250 | 2.9 | 25 | 16.1 | 21.6 | 48.7 | 22.4 |
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| -0.6 | 0.7 | -3 | 0.1 | -8.3 | -0.3 |
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| 9000 | 1.6 | 27.3 | 9.8 | 23 | 32.8 | 23.5 |
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| -0.2 | 1 | -2.3 | -0.1 | -6.1 | -0.3 |
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| 8750 | 1 | 29.9 | 6.4 | 24.6 | 22.1 | 24.5 |
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| -0.2 | 0.8 | -1.1 | 0.1 | -4.5 | -0.3 |
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| 8500 | 1 | 34 | 4.4 | 26.5 | 15.4 | 25.8 |
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| 0 | 1.4 | -0.7 | 0.2 | -3.3 | -0.3 |
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| 8250 | 1 | 38.2 | 3.2 | 28.5 | 0 | 0 |
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| 0 | 1.5 | -0.4 | 0.3 | 0 | 0 |
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| 8000 | 1 | 42.5 | 2.3 | 30.3 | 7.6 | 28.5 |
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| 0 | 1.6 | -0.3 | 0.3 | -1.4 | -0.1 |
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| 7750 | 1 | 47 | 0 | 0 | 0 | 0 |
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| 0 | 1.7 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 51.5 | 1.2 | 34.1 | 4 | 31.3 |
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| 0 | 1.8 | -0.1 | 0.4 | -0.6 | 0.1 |
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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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