2011/01/25(Tue)OP
| P/C | 1.7 | 1 | 0.6 | 1.3 | 1.3 | 1.7 | 1.1 | 0.7 | 0.7 | 0.8 |
| 先物 | 10442.5 | 100 | 10342.5 | 10272.5 | 10432.5 | 10562.5 | 10512.5 | 10502.5 | 10507.5 | 10567.5 |
| 基準 | 15.8 | -0.7 | 16.4 | 16.4 | 15.9 | 14.9 | 15 | 15.1 | 15.6 | 16.3 |
| 期近 | 15.3 | -0.8 | 16.1 | 16 | 15.6 | 14.6 | 14.7 | 14.8 | 15.5 | 38.9 |
| 期先1 | 16.4 | -0.5 | 16.9 | 17.4 | 16.7 | 15.9 | 16.2 | 16.3 | 17.1 | 16 |
| 期先2 | 17.5 | 0.1 | 17.4 | 18.1 | 17.7 | 16.7 | 17.2 | 17.3 | 18.1 | 17.5 |
| 当/先 | 0.9 | 0 | 1 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 2.4 |
| 先/先2 | 0.9 | 0 | 1 | 1 | 0.9 | 1 | 0.9 | 0.9 | 0.9 | 0.9 |
| 15 | 44 | 72 |
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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 | 10450 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 1 | 1.5 | 2.5 | 3.7 | 8.5 | 22.1 | 60.5 | 157.6 | 260.3 | 102.7 | 32.5 | 7.9 | 2.5 | 1.2 | 1 |
| -0.4 | -0.8 | -1.2 | -4.2 | -8.6 | -18.4 | -38.8 | -66.9 | -37.2 | 29.7 | 12 | 2.7 | 0.5 | 0.2 | 0 |
| 33.4 | 30 | 26.8 | 22.9 | 20.3 | 18 | 16.1 | 14.9 | 15 | 15.1 | 15.4 | 15.8 | 17.3 | 19.7 | 22.9 |
| 1.5 | 1.1 | 1.3 | -0.1 | -0.1 | -0.1 | -0.1 | 0 | -0.3 | -0.5 | -0.1 | -0.3 | -0.7 | -0.6 | -0.8 |
| 0 | -0.01 | -0.01 | -0.02 | -0.05 | -0.12 | -0.28 | -0.57 |
| 0.44 | 0.18 | 0.06 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.01 | 0.023 | 0.051 | 0.098 | 0.124 |
| 0.122 | 0.081 | 0.033 | 0.012 | 0.006 | 0.004 |
| 0.28 | 0.42 | 0.69 | 1.05 | 2.08 | 4.17 | 7.19 | 8.41 |
| 8.41 | 5.67 | 2.4 | 0.97 | 0.51 | 0.38 |
| -0.3 | -0.41 | -0.61 | -0.79 | -1.38 | -2.45 | -3.78 | -4.08 |
| -4.18 | -2.87 | -1.24 | -0.55 | -0.33 | -0.29 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10440 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 8.3 | 12.8 | 20.7 | 34.5 | 57.4 | 96.4 | 161.5 | 263.5 | 471.9 | 208.4 | 105.7 | 48.2 | 19.7 | 7.8 | 3.2 |
| -3.5 | -4.9 | -8.2 | -12.9 | -19.7 | -30 | -44.4 | -61.9 | -23.2 | 38.8 | 22 | 12.2 | 5.4 | 2.3 | 0.9 |
| 26 | 24.2 | 22.6 | 21.2 | 19.7 | 18.3 | 17.1 | 16.1 | 16.2 | 16.2 | 15.4 | 15.1 | 15 | 15.2 | 15.6 |
| 0 | 0 | -0.1 | -0.1 | -0.1 | -0.1 | -0.1 | -0.2 | -0.2 | -0.2 | -0.3 | -0.1 | -0.2 | -0.1 | -0.2 |
| -0.02 | -0.04 | -0.06 | -0.09 | -0.15 | -0.24 | -0.37 | -0.53 |
| 0.47 | 0.3 | 0.17 | 0.08 | 0.04 | 0.02 |
| 0.006 | 0.009 | 0.014 | 0.022 | 0.033 | 0.046 | 0.06 | 0.068 |
| 0.068 | 0.062 | 0.046 | 0.028 | 0.014 | 0.007 |
| 1.97 | 2.85 | 4.17 | 6.05 | 8.48 | 11.26 | 13.68 | 14.47 |
| 14.47 | 12.72 | 9.15 | 5.46 | 2.9 | 1.45 |
| -0.58 | -0.78 | -1.06 | -1.44 | -1.88 | -2.32 | -2.64 | -2.62 |
| -2.66 | -2.22 | -1.57 | -0.93 | -0.5 | -0.26 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10370 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 27.5 | 41.4 | 59.6 | 87.4 | 129.9 | 189 | 274.4 | 387.5 | 642.7 | 255.2 | 153.8 | 85.2 | 45.7 | 24 | 11.9 |
| -8.1 | -11 | -15.4 | -21.7 | -27.3 | -37.3 | -48.2 | -62.5 | -22.3 | 40.2 | 24.8 | 15.4 | 8.3 | 5.1 | 3.2 |
| 25.5 | 24.4 | 23.2 | 22.1 | 21.2 | 20.4 | 19.8 | 19.3 | 16.8 | 15.2 | 14.9 | 14.7 | 14.7 | 14.9 | 15.1 |
| -0.2 | -0.1 | -0.2 | -0.2 | -0.1 | -0.2 | -0.2 | -0.4 | -0.3 | -0.2 | -0.3 | -0.3 | -0.3 | -0.2 | 0 |
| -0.05 | -0.08 | -0.11 | -0.16 | -0.22 | -0.3 | -0.4 | -0.51 |
| 0.48 | 0.34 | 0.22 | 0.14 | 0.08 | 0.04 |
| 0.009 | 0.013 | 0.017 | 0.023 | 0.03 | 0.037 | 0.042 | 0.044 |
| 0.056 | 0.053 | 0.044 | 0.032 | 0.021 | 0.013 |
| 5.01 | 6.74 | 8.72 | 11.1 | 13.73 | 16.15 | 17.93 | 18.53 |
| 18.52 | 17.1 | 13.88 | 10.12 | 6.81 | 4.22 |
| -0.88 | -1.14 | -1.4 | -1.69 | -2.01 | -2.27 | -2.44 | -2.46 |
| -1.96 | -1.77 | -1.42 | -1.04 | -0.71 | -0.44 |
| 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 | 1.8 | 19.5 | 1 | 33.3 | 1 | 12500 |
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| 0 | 0.5 | -0.7 | 0 | -0.4 | 0 |
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| 15.6 | 2.8 | 17.6 | 1 | 30 | 1 | 12250 |
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| 0 | 0.8 | -0.7 | 0 | -0.5 | 0 |
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| 15.2 | 5.7 | 16.4 | 1.6 | 26.5 | 1 | 12000 |
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| -0.1 | 1.4 | -0.5 | 0.2 | -0.7 | 0 |
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| 15.1 | 11.9 | 15.6 | 3.2 | 22.9 | 1 | 11750 |
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| 0 | 3.2 | -0.2 | 0.9 | -0.8 | 0 |
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| 14.9 | 24 | 15.2 | 7.8 | 19.7 | 1.2 | 11500 |
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| -0.2 | 5.1 | -0.1 | 2.3 | -0.6 | 0.2 |
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| 14.7 | 45.7 | 15 | 19.7 | 17.3 | 2.5 | 11250 |
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| -0.3 | 8.3 | -0.2 | 5.4 | -0.7 | 0.5 |
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| 14.7 | 85.2 | 15.1 | 48.2 | 15.8 | 7.9 | 11000 | 560 | 13.1 | 602.5 | 14.9 | 720 | 19.9 |
| -0.3 | 15.4 | -0.1 | 12.2 | -0.3 | 2.7 | -95.5 | 13.1 | -90.8 | -0.5 | -85 | -0.7 |
| 14.9 | 153.8 | 15.4 | 105.7 | 15.4 | 32.5 | 10750 | 320.8 | 11.7 | 412.5 | 15.4 | 537.5 | 19.4 |
| -0.3 | 24.8 | -0.3 | 22 | -0.1 | 12 | -103.7 | -3.2 | -76.3 | -0.1 | -77.5 | -0.7 |
| 15.2 | 255.2 | 16.2 | 208.4 | 15.1 | 102.7 | 10500 | 157.6 | 14.9 | 263.5 | 16.1 | 387.5 | 19.3 |
| -0.2 | 40.2 | -0.2 | 38.8 | -0.5 | 29.7 | -66.9 | 0 | -61.9 | -0.2 | -62.5 | -0.4 |
| 15.2 | 387.5 | 17 | 353.6 | 15.8 | 251.7 | 10250 | 60.5 | 16.1 | 161.5 | 17.1 | 274.4 | 19.8 |
| -0.5 | 49.2 | -0.2 | 54 | -0.9 | 55.2 | -38.8 | -0.1 | -44.4 | -0.1 | -48.2 | -0.2 |
| 15.2 | 552.5 | 18.1 | 537.5 | 18.6 | 467.5 | 10000 | 22.1 | 18 | 96.4 | 18.3 | 189 | 20.4 |
| -0.6 | 61.6 | -0.4 | 66.8 | -0.3 | 79.4 | -18.4 | -0.1 | -30 | -0.1 | -37.3 | -0.2 |
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| 9750 | 8.5 | 20.3 | 57.4 | 19.7 | 129.9 | 21.2 |
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| -8.6 | -0.1 | -19.7 | -0.1 | -27.3 | -0.1 |
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| 9500 | 3.7 | 22.9 | 34.5 | 21.2 | 87.4 | 22.1 |
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| -4.2 | -0.1 | -12.9 | -0.1 | -21.7 | -0.2 |
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| 9250 | 2.5 | 26.8 | 20.7 | 22.6 | 59.6 | 23.2 |
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| -1.2 | 1.3 | -8.2 | -0.1 | -15.4 | -0.2 |
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| 9000 | 1.5 | 30 | 12.8 | 24.2 | 41.4 | 24.4 |
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| -0.8 | 1.1 | -4.9 | 0 | -11 | -0.1 |
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| 8750 | 1 | 33.4 | 8.3 | 26 | 27.5 | 25.5 |
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| -0.4 | 1.5 | -3.5 | 0 | -8.1 | -0.2 |
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| 8500 | 1 | 38.4 | 5.7 | 28 | 19.7 | 26.9 |
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| 0 | 2.8 | -2.1 | 0.1 | -5.5 | -0.1 |
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| 8250 | 1 | 43.4 | 3.7 | 29.7 | 0 | 0 |
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| 0 | 3 | -2 | -0.4 | 0 | 0 |
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| 8000 | 1 | 48.5 | 2.8 | 32 | 10.6 | 30.1 |
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| 0 | 3.2 | -1.1 | 0.1 | -2.8 | 0 |
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| 7750 | 1 | 53.7 | 0 | 0 | 0 | 0 |
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| 0 | 3.3 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 59.1 | 1.8 | 36.9 | 5.4 | 33 |
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| 0 | 3.5 | -0.1 | 1.1 | -1.5 | -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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