2011/01/20(Thu)OP
| P/C | 1.3 | -0.4 | 1.7 | 1.1 | 0.7 | 0.7 | 0.8 | 0.9 | 1.1 | 1.7 |
| 先物 | 10432.5 | -130 | 10562.5 | 10512.5 | 10502.5 | 10507.5 | 10567.5 | 10515 | 10512.5 | 10547.5 |
| 基準 | 15.9 | 0.9 | 14.9 | 15 | 15.1 | 15.6 | 16.3 | 16.9 | 17.3 | 16.7 |
| 期近 | 15.6 | 0.9 | 14.6 | 14.7 | 14.8 | 15.5 | 38.9 | 23.6 | 21.6 | 16.4 |
| 期先1 | 16.7 | 0.7 | 15.9 | 16.2 | 16.3 | 17.1 | 16 | 16.5 | 16.9 | 16.7 |
| 期先2 | 17.7 | 1 | 16.7 | 17.2 | 17.3 | 18.1 | 17.5 | 18 | 18.3 | 18.3 |
| 当/先 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 2.4 | 1.4 | 1.3 | 1 |
| 先/先2 | 0.9 | 0 | 1 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 20 | 49 | 77 |
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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 | 10440 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 1.7 | 2.3 | 4.1 | 7.2 | 15.5 | 35.5 | 84.2 | 184.1 | 304.7 | 120.6 | 42 | 12.1 | 3.9 | 2 | 1 |
| 0.7 | 0.7 | 1.1 | 2.4 | 6.4 | 15.4 | 34.6 | 64.3 | 0.3 | -64 | -30.5 | -10.2 | -2.7 | -0.8 | 0 |
| 30.6 | 27.3 | 24.7 | 21.9 | 19.8 | 17.9 | 16.3 | 15 | 15.3 | 15.4 | 15 | 15.2 | 16.3 | 18.3 | 20 |
| 0.8 | 0 | -0.3 | -0.2 | 0.2 | 0.3 | 0.4 | 0.3 | 0.5 | 0.5 | 0.7 | 0.9 | 1.3 | 1.6 | 2.3 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.07 | -0.15 | -0.32 | -0.56 |
| 0.44 | 0.2 | 0.07 | 0.03 | 0.01 | 0.01 |
| 0.003 | 0.004 | 0.007 | 0.014 | 0.028 | 0.054 | 0.088 | 0.106 |
| 0.104 | 0.077 | 0.037 | 0.015 | 0.007 | 0.004 |
| 0.47 | 0.66 | 1.1 | 1.83 | 3.33 | 5.81 | 8.77 | 9.7 |
| 9.71 | 7 | 3.42 | 1.49 | 0.81 | 0.44 |
| -0.35 | -0.44 | -0.66 | -0.98 | -1.61 | -2.54 | -3.51 | -3.57 |
| -3.68 | -2.59 | -1.28 | -0.6 | -0.36 | -0.22 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10430 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 10.1 | 15.9 | 25.1 | 41.6 | 67.5 | 111.1 | 181.1 | 286.5 | 506.5 | 220.1 | 118.9 | 57.4 | 25 | 10.4 | 4.7 |
| 3.7 | 6.2 | 9 | 13.8 | 21.7 | 31.5 | 46.4 | 66.2 | 2.2 | -64 | -43.2 | -26.3 | -13.1 | -5.6 | -2.1 |
| 25.3 | 23.8 | 22.2 | 21 | 19.6 | 18.4 | 17.3 | 16.4 | 16.4 | 16.4 | 15.8 | 15.4 | 15.2 | 15.3 | 15.7 |
| 0.7 | 0.8 | 0.7 | 0.6 | 0.6 | 0.4 | 0.3 | 0.3 | 0.3 | 0.3 | 0.3 | 0.3 | 0.4 | 0.5 | 0.7 |
| -0.03 | -0.04 | -0.07 | -0.1 | -0.16 | -0.25 | -0.38 | -0.53 |
| 0.47 | 0.31 | 0.18 | 0.09 | 0.04 | 0.02 |
| 0.006 | 0.01 | 0.015 | 0.023 | 0.033 | 0.045 | 0.057 | 0.063 |
| 0.063 | 0.059 | 0.045 | 0.029 | 0.016 | 0.008 |
| 2.34 | 3.41 | 4.87 | 6.96 | 9.49 | 12.29 | 14.58 | 15.26 |
| 15.26 | 13.61 | 10.17 | 6.43 | 3.58 | 1.96 |
| -0.6 | -0.82 | -1.1 | -1.48 | -1.88 | -2.28 | -2.55 | -2.52 |
| -2.55 | -2.18 | -1.59 | -0.99 | -0.56 | -0.31 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10360 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 32 | 45.7 | 65.9 | 95.9 | 140 | 203.6 | 291.5 | 408.1 | 671.8 | 263.7 | 164 | 95 | 51.5 | 27.3 | 13.6 |
| 10 | 12.9 | 17.2 | 23.7 | 32.5 | 43.6 | 56.8 | 71.6 | 13 | -58.5 | -42 | -28.8 | -18.7 | -9.9 | -5.3 |
| 25.4 | 24.1 | 23 | 22 | 21.1 | 20.4 | 19.8 | 19.5 | 16.9 | 15.4 | 15.2 | 15 | 14.9 | 15 | 15.1 |
| 0.8 | 0.7 | 0.6 | 0.5 | 0.5 | 0.5 | 0.5 | 0.6 | 0.5 | 0.5 | 0.5 | 0.4 | 0.3 | 0.4 | 0.4 |
| -0.06 | -0.08 | -0.12 | -0.16 | -0.23 | -0.31 | -0.4 | -0.51 |
| 0.48 | 0.35 | 0.23 | 0.14 | 0.08 | 0.05 |
| 0.01 | 0.013 | 0.018 | 0.023 | 0.03 | 0.036 | 0.041 | 0.043 |
| 0.054 | 0.051 | 0.042 | 0.032 | 0.022 | 0.013 |
| 5.61 | 7.32 | 9.41 | 11.87 | 14.49 | 16.91 | 18.61 | 19.16 |
| 19.13 | 17.75 | 14.7 | 10.91 | 7.47 | 4.68 |
| -0.92 | -1.14 | -1.39 | -1.68 | -1.97 | -2.22 | -2.37 | -2.4 |
| -1.91 | -1.75 | -1.43 | -1.06 | -0.73 | -0.46 |
| 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 | 1.3 | 18.6 | 1 | 29 | 1 | 12500 |
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| -0.2 | -1.3 | 1.3 | 0 | 2.4 | 0 |
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| 15.3 | 3.1 | 16.7 | 1 | 26.1 | 1 | 12250 |
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| 0.2 | -1.8 | 0.3 | -0.8 | 2.4 | 0 |
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| 15.1 | 6.5 | 16.3 | 2.2 | 23.1 | 1 | 12000 |
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| 0.4 | -2.6 | 0.8 | -0.8 | 2.3 | 0 |
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| 15.1 | 13.6 | 15.7 | 4.7 | 20 | 1 | 11750 |
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| 0.4 | -5.3 | 0.7 | -2.1 | 2.3 | 0 |
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| 15 | 27.3 | 15.3 | 10.4 | 18.3 | 2 | 11500 |
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| 0.4 | -9.9 | 0.5 | -5.6 | 1.6 | -0.8 |
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| 14.9 | 51.5 | 15.2 | 25 | 16.3 | 3.9 | 11250 |
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| 0.3 | -18.7 | 0.4 | -13.1 | 1.3 | -2.7 |
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| 15 | 95 | 15.4 | 57.4 | 15.2 | 12.1 | 11000 | 576.5 | 14.5 | 622.4 | 15.3 | 739.3 | 20 |
| 0.4 | -28.8 | 0.3 | -26.3 | 0.9 | -10.2 | 119.3 | 0.5 | 101.8 | 0.1 | 102 | 0.9 |
| 15.2 | 164 | 15.8 | 118.9 | 15 | 42 | 10750 | 355.4 | 14.5 | 436.5 | 15.9 | 559.4 | 19.6 |
| 0.5 | -42 | 0.3 | -43.2 | 0.7 | -30.5 | 98.2 | 0.4 | 87.4 | 0.4 | 89.4 | 0.8 |
| 15.4 | 263.7 | 16.4 | 220.1 | 15.4 | 120.6 | 10500 | 184.1 | 15 | 286.5 | 16.4 | 408.1 | 19.5 |
| 0.5 | -58.5 | 0.3 | -64 | 0.5 | -64 | 64.3 | 0.3 | 66.2 | 0.3 | 71.6 | 0.6 |
| 15.5 | 396.1 | 17.2 | 363.7 | 16.6 | 269.8 | 10250 | 84.2 | 16.3 | 181.1 | 17.3 | 291.5 | 19.8 |
| 0.7 | -72.7 | 0.4 | -82.8 | 0.4 | -95.2 | 34.6 | 0.4 | 46.4 | 0.3 | 56.8 | 0.5 |
| 15.5 | 558.5 | 18.2 | 542.1 | 18.6 | 473.2 | 10000 | 35.5 | 17.9 | 111.1 | 18.4 | 203.6 | 20.4 |
| 1 | -86.5 | 0.3 | -100.2 | 0.3 | -113.6 | 15.4 | 0.3 | 31.5 | 0.4 | 43.6 | 0.5 |
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| 9750 | 15.5 | 19.8 | 67.5 | 19.6 | 140 | 21.1 |
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| 6.4 | 0.2 | 21.7 | 0.6 | 32.5 | 0.5 |
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| 9500 | 7.2 | 21.9 | 41.6 | 21 | 95.9 | 22 |
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| 2.4 | -0.2 | 13.8 | 0.6 | 23.7 | 0.5 |
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| 9250 | 4.1 | 24.7 | 25.1 | 22.2 | 65.9 | 23 |
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| 1.1 | -0.3 | 9 | 0.7 | 17.2 | 0.6 |
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| 9000 | 2.3 | 27.3 | 15.9 | 23.8 | 45.7 | 24.1 |
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| 0.7 | 0 | 6.2 | 0.8 | 12.9 | 0.7 |
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| 8750 | 1.7 | 30.6 | 10.1 | 25.3 | 32 | 25.4 |
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| 0.7 | 0.8 | 3.7 | 0.7 | 10 | 0.8 |
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| 8500 | 1 | 33.1 | 6.9 | 27.1 | 22.2 | 26.6 |
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| 0 | -0.9 | 2.5 | 0.7 | 6.8 | 0.7 |
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| 8250 | 1 | 37.4 | 4.8 | 29 | 0 | 0 |
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| 0 | -0.8 | 1.6 | 0.5 | 0 | 0 |
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| 8000 | 1 | 41.8 | 3.2 | 30.6 | 11.7 | 29.5 |
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| 0 | -0.7 | 0.9 | 0.3 | 4.1 | 1 |
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| 7750 | 1 | 46.4 | 0 | 0 | 0 | 0 |
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| 0 | -0.6 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 51.1 | 1.9 | 35.1 | 6.1 | 32.4 |
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| 0 | -0.4 | 0.7 | 1 | 2.2 | 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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