2011/01/21(Fri)OP
| P/C | 1.3 | 0 | 1.3 | 1.7 | 1.1 | 0.7 | 0.7 | 0.8 | 0.9 | 1.1 |
| 先物 | 10272.5 | -160 | 10432.5 | 10562.5 | 10512.5 | 10502.5 | 10507.5 | 10567.5 | 10515 | 10512.5 |
| 基準 | 16.4 | 0.5 | 15.9 | 14.9 | 15 | 15.1 | 15.6 | 16.3 | 16.9 | 17.3 |
| 期近 | 16 | 0.4 | 15.6 | 14.6 | 14.7 | 14.8 | 15.5 | 38.9 | 23.6 | 21.6 |
| 期先1 | 17.4 | 0.7 | 16.7 | 15.9 | 16.2 | 16.3 | 17.1 | 16 | 16.5 | 16.9 |
| 期先2 | 18.1 | 0.4 | 17.7 | 16.7 | 17.2 | 17.3 | 18.1 | 17.5 | 18 | 18.3 |
| 当/先 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 2.4 | 1.4 | 1.3 |
| 先/先2 | 1 | 0 | 0.9 | 1 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 19 | 48 | 76 |
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| 8500 | 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10250 | 10250 | 10500 | 10750 | 11000 | 11250 | 11500 |
| 2P850 | 2P875 | 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 10280 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 1.2 | 2.1 | 3.4 | 6 | 12 | 25.6 | 59.6 | 138.1 | 302.7 | 164.6 | 60.3 | 17.7 | 5.6 | 2.6 | 1.7 |
| 0.2 | 0.4 | 1 | 1.9 | 4.8 | 10.1 | 24.1 | 53.9 | -51.4 | -105.2 | -60.3 | -24.2 | -6.5 | -1.4 | -0.3 |
| 32.3 | 29.7 | 26.8 | 24 | 21.5 | 19.2 | 17.2 | 15.8 | 16 | 16.2 | 15.4 | 15.4 | 16.4 | 18.4 | 20.9 |
| -0.8 | -0.9 | -0.5 | -0.7 | -0.4 | -0.6 | -0.6 | -0.5 | -0.5 | -0.4 | 0 | 0.4 | 1.2 | 2.1 | 2.7 |
| 0 | -0.01 | -0.01 | -0.03 | -0.05 | -0.11 | -0.24 | -0.47 |
| 0.53 | 0.27 | 0.1 | 0.04 | 0.02 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.011 | 0.022 | 0.043 | 0.077 | 0.106 |
| 0.104 | 0.092 | 0.049 | 0.021 | 0.01 | 0.006 |
| 0.33 | 0.56 | 0.88 | 1.48 | 2.61 | 4.56 | 7.4 | 9.41 |
| 9.41 | 7.89 | 4.26 | 1.9 | 0.98 | 0.65 |
| -0.28 | -0.43 | -0.61 | -0.92 | -1.45 | -2.25 | -3.29 | -3.84 |
| -3.95 | -3.14 | -1.7 | -0.81 | -0.47 | -0.35 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10270 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 10.9 | 16.2 | 25.3 | 39.4 | 62.7 | 100.1 | 159.7 | 249.2 | 521.2 | 272 | 153 | 75.9 | 34.1 | 14.3 | 5.8 |
| 4.1 | 6.2 | 9.4 | 14.3 | 21.1 | 32.6 | 48.6 | 68.1 | -23.7 | -91.8 | -67 | -43 | -23.3 | -10.8 | -4.6 |
| 27.7 | 25.9 | 24.3 | 22.8 | 21.3 | 19.9 | 18.7 | 17.5 | 17.5 | 17.4 | 16.6 | 16 | 15.7 | 15.6 | 15.8 |
| 0.6 | 0.6 | 0.5 | 0.5 | 0.4 | 0.4 | 0.3 | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 | 0.3 | 0.4 | 0.5 |
| -0.03 | -0.04 | -0.06 | -0.1 | -0.15 | -0.22 | -0.33 | -0.47 |
| 0.53 | 0.37 | 0.23 | 0.12 | 0.06 | 0.03 |
| 0.006 | 0.009 | 0.013 | 0.02 | 0.029 | 0.04 | 0.052 | 0.061 |
| 0.061 | 0.061 | 0.05 | 0.034 | 0.02 | 0.01 |
| 2.31 | 3.23 | 4.57 | 6.34 | 8.62 | 11.2 | 13.6 | 14.88 |
| 14.88 | 14.12 | 11.25 | 7.52 | 4.36 | 2.29 |
| -0.66 | -0.86 | -1.15 | -1.49 | -1.9 | -2.3 | -2.62 | -2.68 |
| -2.7 | -2.43 | -1.86 | -1.22 | -0.7 | -0.37 |
| 4P850 | 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 10200 | 4C1025 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 |
| 32.2 | 44 | 62.9 | 90.8 | 130.4 | 185 | 262.9 | 365.5 | 678.4 | 312.8 | 199.9 | 118.7 | 65.3 | 33.4 | 17.1 |
| 10 | 12 | 17.1 | 25 | 34.4 | 45 | 59.3 | 74 | -9.3 | -83.3 | -63.7 | -45.3 | -29.6 | -18.1 | -10.2 |
| 27.2 | 25.7 | 24.5 | 23.5 | 22.5 | 21.5 | 20.8 | 20.2 | 18.3 | 16.1 | 15.8 | 15.5 | 15.3 | 15.2 | 15.3 |
| 0.7 | 0.4 | 0.4 | 0.5 | 0.5 | 0.4 | 0.4 | 0.3 | 0.4 | 0.5 | 0.4 | 0.4 | 0.3 | 0.2 | 0.3 |
| -0.06 | -0.08 | -0.11 | -0.15 | -0.21 | -0.28 | -0.37 | -0.47 |
| 0.53 | 0.4 | 0.27 | 0.17 | 0.1 | 0.06 |
| 0.009 | 0.012 | 0.016 | 0.021 | 0.027 | 0.033 | 0.039 | 0.042 |
| 0.053 | 0.052 | 0.046 | 0.036 | 0.025 | 0.016 |
| 5.33 | 6.8 | 8.72 | 11.01 | 13.46 | 15.83 | 17.74 | 18.7 |
| 18.7 | 18.1 | 15.65 | 12.07 | 8.33 | 5.4 |
| -0.95 | -1.14 | -1.4 | -1.69 | -1.98 | -2.22 | -2.41 | -2.46 |
| -1.98 | -1.88 | -1.6 | -1.22 | -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 |
| 16.4 | 2.7 | 18.4 | 1 | 29.1 | 1 | 12250 |
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| 1.1 | -0.4 | 1.6 | 0 | 3 | 0 |
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| 15.8 | 4.5 | 17.3 | 1.6 | 26 | 1 | 12000 |
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| 0.6 | -2 | 1.1 | -0.6 | 2.9 | 0 |
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| 15.4 | 8.4 | 16.4 | 2.7 | 22.9 | 1 | 11750 |
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| 0.3 | -5.2 | 0.6 | -1.9 | 2.9 | 0 |
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| 15.3 | 17.1 | 15.8 | 5.8 | 20.9 | 1.7 | 11500 |
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| 0.3 | -10.2 | 0.5 | -4.6 | 2.7 | -0.3 |
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| 15.2 | 33.4 | 15.6 | 14.3 | 18.4 | 2.6 | 11250 |
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| 0.2 | -18.1 | 0.4 | -10.8 | 2.1 | -1.4 |
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| 15.3 | 65.3 | 15.7 | 34.1 | 16.4 | 5.6 | 11000 |
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| 0.3 | -29.6 | 0.3 | -23.3 | 1.2 | -6.5 |
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| 15.5 | 118.7 | 16 | 75.9 | 15.4 | 17.7 | 10750 | 491.5 | 14.6 | 551.6 | 15.9 | 670.4 | 20.2 |
| 0.4 | -45.3 | 0.2 | -43 | 0.4 | -24.2 | 136.1 | 0.1 | 115.1 | 0 | 111 | 0.6 |
| 15.8 | 199.9 | 16.6 | 153 | 15.4 | 60.3 | 10500 | 282.1 | 14.7 | 379.1 | 16.6 | 502.4 | 20 |
| 0.4 | -63.7 | 0.2 | -67 | 0 | -60.3 | 98 | -0.3 | 92.6 | 0.2 | 94.4 | 0.5 |
| 16.1 | 312.8 | 17.4 | 272 | 16.2 | 164.6 | 10250 | 138.1 | 15.8 | 249.2 | 17.5 | 365.5 | 20.2 |
| 0.5 | -83.3 | 0.2 | -91.8 | -0.4 | -105.2 | 53.9 | -0.5 | 68.1 | 0.2 | 74 | 0.3 |
| 16.4 | 459.8 | 18.6 | 432.4 | 17.8 | 336.6 | 10000 | 59.6 | 17.2 | 159.7 | 18.7 | 262.9 | 20.8 |
| 0.9 | -98.7 | 0.5 | -109.8 | -0.9 | -136.6 | 24.1 | -0.6 | 48.6 | 0.3 | 59.3 | 0.4 |
| 17.4 | 646.7 | 19.8 | 621.8 | 20.4 | 554.3 | 9750 | 25.6 | 19.2 | 100.1 | 19.9 | 185 | 21.5 |
| 2.3 | -98.8 | 0.4 | -127.5 | -0.6 | -148.5 | 10.1 | -0.6 | 32.6 | 0.4 | 45 | 0.4 |
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| 9500 | 12 | 21.5 | 62.7 | 21.3 | 130.4 | 22.5 |
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| 4.8 | -0.4 | 21.1 | 0.4 | 34.4 | 0.5 |
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| 9250 | 6 | 24 | 39.4 | 22.8 | 90.8 | 23.5 |
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| 1.9 | -0.7 | 14.3 | 0.5 | 25 | 0.5 |
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| 9000 | 3.4 | 26.8 | 25.3 | 24.3 | 62.9 | 24.5 |
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| 1 | -0.5 | 9.4 | 0.5 | 17.1 | 0.4 |
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| 8750 | 2.1 | 29.7 | 16.2 | 25.9 | 44 | 25.7 |
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| 0.4 | -0.9 | 6.2 | 0.6 | 12 | 0.4 |
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| 8500 | 1.2 | 32.3 | 10.9 | 27.7 | 32.2 | 27.2 |
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| 0.2 | -0.8 | 4.1 | 0.6 | 10 | 0.7 |
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| 8250 | 1 | 36.1 | 7.4 | 29.5 | 0 | 0 |
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| 0 | -1.3 | 2.6 | 0.5 | 0 | 0 |
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| 8000 | 1 | 40.7 | 5.3 | 31.5 | 16.1 | 29.8 |
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| 0 | -1.1 | 2.1 | 0.9 | 4.4 | 0.4 |
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| 7750 | 1 | 45.4 | 0 | 0 | 0 | 0 |
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| 0 | -1 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 50.2 | 2.9 | 35.7 | 9.4 | 33.3 |
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| 0 | -0.9 | 1 | 0.6 | 3.3 | 0.9 |
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| 7250 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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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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