2011/01/24(Mon)OP
| P/C | 0.6 | -0.6 | 1.3 | 1.3 | 1.7 | 1.1 | 0.7 | 0.7 | 0.8 | 0.9 |
| 先物 | 10342.5 | 70 | 10272.5 | 10432.5 | 10562.5 | 10512.5 | 10502.5 | 10507.5 | 10567.5 | 10515 |
| 基準 | 16.4 | 0 | 16.4 | 15.9 | 14.9 | 15 | 15.1 | 15.6 | 16.3 | 16.9 |
| 期近 | 16.1 | 0.1 | 16 | 15.6 | 14.6 | 14.7 | 14.8 | 15.5 | 38.9 | 23.6 |
| 期先1 | 16.9 | -0.5 | 17.4 | 16.7 | 15.9 | 16.2 | 16.3 | 17.1 | 16 | 16.5 |
| 期先2 | 17.4 | -0.7 | 18.1 | 17.7 | 16.7 | 17.2 | 17.3 | 18.1 | 17.5 | 18 |
| 当/先 | 1 | 0 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 2.4 | 1.4 |
| 先/先2 | 1 | 0 | 1 | 0.9 | 1 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 16 | 45 | 73 |
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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 | 10350 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 1 | 1.4 | 2.3 | 3.7 | 7.9 | 17 | 40.5 | 99.3 | 295.8 | 196.5 | 73 | 20.5 | 5.2 | 2 | 1.1 |
| -0.2 | -0.7 | -1 | -2.3 | -4 | -8.5 | -19.1 | -38.8 | -6.9 | 31.9 | 12.7 | 2.7 | -0.4 | -0.6 | -0.6 |
| 35.5 | 31.9 | 28.9 | 25.5 | 23 | 20.4 | 18.1 | 16.2 | 16.4 | 16.7 | 15.6 | 15.5 | 16.1 | 18 | 20.3 |
| 3.2 | 2.2 | 2.1 | 1.5 | 1.5 | 1.2 | 0.8 | 0.4 | 0.4 | 0.5 | 0.2 | 0.1 | -0.3 | -0.4 | -0.6 |
| 0 | -0.01 | -0.01 | -0.02 | -0.04 | -0.08 | -0.18 | -0.39 |
| 0.61 | 0.33 | 0.12 | 0.04 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.004 | 0.008 | 0.017 | 0.034 | 0.067 | 0.108 |
| 0.105 | 0.106 | 0.06 | 0.023 | 0.009 | 0.005 |
| 0.26 | 0.37 | 0.61 | 0.97 | 1.83 | 3.33 | 5.83 | 8.4 |
| 8.42 | 7.93 | 4.47 | 1.78 | 0.8 | 0.44 |
| -0.29 | -0.36 | -0.54 | -0.76 | -1.29 | -2.07 | -3.21 | -4.15 |
| -4.31 | -3.8 | -2.12 | -0.88 | -0.44 | -0.28 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10340 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 7.8 | 11.8 | 17.7 | 28.9 | 47.3 | 77.1 | 126.3 | 205.8 | 505.5 | 299.7 | 169.6 | 83.7 | 36 | 14.4 | 5.5 |
| -3.1 | -4.4 | -7.6 | -10.5 | -15.4 | -23.1 | -33.4 | -43.4 | -15.7 | 27.7 | 16.5 | 7.7 | 2 | 0.1 | -0.3 |
| 27.9 | 26.1 | 24.2 | 22.7 | 21.2 | 19.8 | 18.4 | 17.3 | 17.3 | 17.3 | 16.4 | 15.7 | 15.3 | 15.2 | 15.3 |
| 0.2 | 0.1 | -0.2 | -0.1 | -0.1 | -0.2 | -0.3 | -0.3 | -0.2 | -0.2 | -0.2 | -0.3 | -0.4 | -0.4 | -0.4 |
| -0.02 | -0.03 | -0.05 | -0.08 | -0.12 | -0.19 | -0.29 | -0.43 |
| 0.57 | 0.41 | 0.25 | 0.13 | 0.06 | 0.03 |
| 0.005 | 0.007 | 0.011 | 0.017 | 0.026 | 0.037 | 0.051 | 0.062 |
| 0.062 | 0.065 | 0.056 | 0.038 | 0.022 | 0.011 |
| 1.79 | 2.54 | 3.58 | 5.18 | 7.3 | 9.85 | 12.48 | 14.31 |
| 14.31 | 14.16 | 11.63 | 7.79 | 4.42 | 2.24 |
| -0.55 | -0.73 | -0.95 | -1.3 | -1.71 | -2.14 | -2.52 | -2.71 |
| -2.74 | -2.56 | -2.02 | -1.31 | -0.74 | -0.38 |
| 4P850 | 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 10270 | 4C1025 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 |
| 25.2 | 35.6 | 52.3 | 75 | 109 | 157.2 | 226.3 | 322.6 | 661 | 338.3 | 215 | 128.9 | 69.8 | 37.4 | 18.9 |
| -7 | -8.4 | -10.5 | -15.8 | -21.3 | -27.9 | -36.6 | -42.9 | -17.4 | 25.5 | 15.1 | 10.3 | 4.5 | 4.1 | 1.8 |
| 27 | 25.7 | 24.6 | 23.4 | 22.3 | 21.3 | 20.5 | 20 | 18.6 | 15.7 | 15.4 | 15.2 | 15 | 15.1 | 15.1 |
| -0.2 | 0 | 0.1 | -0.1 | -0.1 | -0.2 | -0.3 | -0.2 | -0.2 | -0.4 | -0.4 | -0.3 | -0.4 | -0.1 | -0.1 |
| -0.05 | -0.07 | -0.09 | -0.13 | -0.18 | -0.25 | -0.34 | -0.44 |
| 0.57 | 0.43 | 0.3 | 0.19 | 0.11 | 0.06 |
| 0.008 | 0.011 | 0.015 | 0.02 | 0.026 | 0.032 | 0.038 | 0.043 |
| 0.054 | 0.055 | 0.049 | 0.039 | 0.028 | 0.018 |
| 4.51 | 5.91 | 7.76 | 9.89 | 12.33 | 14.82 | 16.98 | 18.3 |
| 18.25 | 18.19 | 16.08 | 12.53 | 8.91 | 5.77 |
| -0.83 | -1.03 | -1.3 | -1.57 | -1.87 | -2.15 | -2.37 | -2.48 |
| -1.96 | -1.91 | -1.68 | -1.28 | -0.92 | -0.6 |
| 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 |
| 15.6 | 2 | 18.3 | 1 | 30.5 | 1 | 12250 |
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| -0.8 | -0.7 | -0.1 | 0 | 1.4 | 0 |
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| 15.3 | 4.2 | 17 | 1.4 | 27.2 | 1 | 12000 |
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| -0.4 | -0.3 | -0.4 | -0.2 | 1.2 | 0 |
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| 15.1 | 8.7 | 15.8 | 2.3 | 23.8 | 1 | 11750 |
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| -0.3 | 0.3 | -0.6 | -0.5 | 0.9 | 0 |
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| 15.1 | 18.9 | 15.3 | 5.5 | 20.3 | 1.1 | 11500 |
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| -0.1 | 1.8 | -0.4 | -0.3 | -0.6 | -0.6 |
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| 15.1 | 37.4 | 15.2 | 14.4 | 18 | 2 | 11250 |
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| -0.1 | 4.1 | -0.4 | 0.1 | -0.4 | -0.6 |
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| 15 | 69.8 | 15.3 | 36 | 16.1 | 5.2 | 11000 |
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| -0.4 | 4.5 | -0.4 | 2 | -0.3 | -0.4 |
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| 15.2 | 128.9 | 15.7 | 83.7 | 15.5 | 20.5 | 10750 | 424.5 | 14.8 | 488.8 | 15.6 | 615 | 20.1 |
| -0.3 | 10.3 | -0.3 | 7.7 | 0.1 | 2.7 | -67 | 0.2 | -62.8 | -0.3 | -55.4 | -0.1 |
| 15.4 | 215 | 16.4 | 169.6 | 15.6 | 73 | 10500 | 224.5 | 14.9 | 325.5 | 16.3 | 450 | 19.7 |
| -0.4 | 15.1 | -0.2 | 16.5 | 0.2 | 12.7 | -57.6 | 0.2 | -53.6 | -0.2 | -52.4 | -0.3 |
| 15.7 | 338.3 | 17.3 | 299.7 | 16.7 | 196.5 | 10250 | 99.3 | 16.2 | 205.8 | 17.3 | 322.6 | 20 |
| -0.4 | 25.5 | -0.2 | 27.7 | 0.5 | 31.9 | -38.8 | 0.4 | -43.4 | -0.3 | -42.9 | -0.2 |
| 15.8 | 490.9 | 18.5 | 470.7 | 18.9 | 388.1 | 10000 | 40.5 | 18.1 | 126.3 | 18.4 | 226.3 | 20.5 |
| -0.6 | 31.1 | -0.2 | 38.3 | 1.1 | 51.5 | -19.1 | 0.8 | -33.4 | -0.3 | -36.6 | -0.3 |
| 15.4 | 670 | 19.8 | 670.9 | 20.7 | 611.1 | 9750 | 17 | 20.4 | 77.1 | 19.8 | 157.2 | 21.3 |
| -2 | 23.3 | 0 | 49.1 | 0.3 | 56.8 | -8.5 | 1.2 | -23.1 | -0.2 | -27.9 | -0.2 |
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| 9500 | 7.9 | 23 | 47.3 | 21.2 | 109 | 22.3 |
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| -4 | 1.5 | -15.4 | -0.1 | -21.3 | -0.1 |
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| 9250 | 3.7 | 25.5 | 28.9 | 22.7 | 75 | 23.4 |
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| -2.3 | 1.5 | -10.5 | -0.1 | -15.8 | -0.1 |
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| 9000 | 2.3 | 28.9 | 17.7 | 24.2 | 52.3 | 24.6 |
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| -1 | 2.1 | -7.6 | -0.2 | -10.5 | 0.1 |
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| 8750 | 1.4 | 31.9 | 11.8 | 26.1 | 35.6 | 25.7 |
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| -0.7 | 2.2 | -4.4 | 0.1 | -8.4 | 0 |
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| 8500 | 1 | 35.5 | 7.8 | 27.9 | 25.2 | 27 |
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| -0.2 | 3.2 | -3.1 | 0.2 | -7 | -0.2 |
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| 8250 | 1 | 40.4 | 5.7 | 30.1 | 0 | 0 |
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| 0 | 4.2 | -1.7 | 0.6 | 0 | 0 |
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| 8000 | 1 | 45.3 | 4 | 31.9 | 13.4 | 30.1 |
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| 0 | 4.6 | -1.4 | 0.5 | -2.8 | 0.3 |
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| 7750 | 1 | 50.4 | 0 | 0 | 0 | 0 |
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| 0 | 5 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 55.6 | 2 | 35.9 | 7 | 33.1 |
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| 0 | 5.4 | -0.9 | 0.2 | -2.5 | -0.2 |
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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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