2011/01/26(Wed)OP
| P/C | 1.4 | -0.2 | 1.6 | 0.6 | 1.3 | 1.3 | 1.7 | 1.1 | 0.7 | 0.7 |
| 先物 | 10412.5 | -30 | 10442.5 | 10342.5 | 10272.5 | 10432.5 | 10562.5 | 10512.5 | 10502.5 | 10507.5 |
| 基準 | 15.8 | 0 | 15.8 | 16.4 | 16.4 | 15.9 | 14.9 | 15 | 15.1 | 15.6 |
| 期近 | 15.2 | -0.1 | 15.3 | 16.1 | 16 | 15.6 | 14.6 | 14.7 | 14.8 | 15.5 |
| 期先1 | 16.4 | 0 | 16.4 | 16.9 | 17.4 | 16.7 | 15.9 | 16.2 | 16.3 | 17.1 |
| 期先2 | 17.6 | 0.2 | 17.5 | 17.4 | 18.1 | 17.7 | 16.7 | 17.2 | 17.3 | 18.1 |
| 当/先 | 0.9 | 0 | 0.9 | 1 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 先/先2 | 0.9 | 0 | 0.9 | 1 | 1 | 0.9 | 1 | 0.9 | 0.9 | 0.9 |
| 14 | 43 | 71 |
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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 | 10420 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 1 | 1.5 | 2.4 | 3.9 | 8.5 | 22.9 | 63.9 | 169.4 | 254.3 | 84.9 | 22.8 | 4.9 | 1.8 | 1 | 1 |
| 0 | 0 | -0.1 | 0.1 | 0 | 0.9 | 3.4 | 11.8 | -6 | -17.8 | -9.6 | -3 | -0.7 | -0.2 | 0 |
| 34 | 30.4 | 26.9 | 23.1 | 20.2 | 17.9 | 15.8 | 14.6 | 14.8 | 14.9 | 15 | 15.5 | 17.6 | 20.3 | 24.2 |
| 0.5 | 0.4 | 0.1 | 0.2 | -0.1 | -0.1 | -0.3 | -0.3 | -0.2 | -0.2 | -0.4 | -0.3 | 0.3 | 0.6 | 1.2 |
| 0 | -0.01 | -0.01 | -0.02 | -0.05 | -0.12 | -0.3 | -0.61 |
| 0.39 | 0.15 | 0.04 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.011 | 0.024 | 0.055 | 0.107 | 0.127 |
| 0.125 | 0.074 | 0.026 | 0.01 | 0.005 | 0.004 |
| 0.27 | 0.41 | 0.67 | 1.06 | 2.07 | 4.22 | 7.21 | 7.94 |
| 7.95 | 4.72 | 1.72 | 0.74 | 0.42 | 0.37 |
| -0.32 | -0.44 | -0.62 | -0.85 | -1.45 | -2.62 | -3.96 | -4.02 |
| -4.15 | -2.46 | -0.93 | -0.45 | -0.3 | -0.31 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10410 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 7.9 | 12.5 | 20.1 | 34.9 | 58.3 | 100.1 | 169.2 | 276.4 | 465.5 | 189 | 93.8 | 40.9 | 16.2 | 6.4 | 2.7 |
| -0.4 | -0.4 | -0.6 | 0.5 | 0.9 | 3.8 | 7.7 | 12.9 | -6.4 | -19.3 | -11.9 | -7.4 | -3.5 | -1.5 | -0.5 |
| 25.7 | 24 | 22.3 | 21 | 19.5 | 18.2 | 17.1 | 16 | 16 | 16 | 15.3 | 15 | 14.9 | 15.2 | 15.7 |
| -0.3 | -0.3 | -0.3 | -0.2 | -0.2 | -0.1 | -0.1 | -0.1 | -0.2 | -0.2 | -0.1 | -0.1 | -0.1 | 0 | 0.1 |
| -0.02 | -0.04 | -0.06 | -0.1 | -0.16 | -0.25 | -0.38 | -0.55 |
| 0.45 | 0.28 | 0.15 | 0.07 | 0.03 | 0.01 |
| 0.006 | 0.009 | 0.014 | 0.023 | 0.034 | 0.049 | 0.062 | 0.069 |
| 0.069 | 0.062 | 0.043 | 0.025 | 0.013 | 0.006 |
| 1.91 | 2.8 | 4.11 | 6.11 | 8.55 | 11.38 | 13.69 | 14.21 |
| 14.21 | 12.13 | 8.38 | 4.81 | 2.49 | 1.26 |
| -0.57 | -0.77 | -1.06 | -1.47 | -1.91 | -2.38 | -2.68 | -2.61 |
| -2.63 | -2.15 | -1.45 | -0.83 | -0.44 | -0.23 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10340 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 28.6 | 41.8 | 60 | 89.9 | 132.9 | 195.3 | 283.2 | 402.5 | 640 | 237.5 | 141.3 | 79 | 39.9 | 20 | 9.8 |
| 1 | 0.4 | 0.4 | 2.5 | 4.3 | 2.8 | 10.2 | 15 | -2.7 | -17.7 | -12.5 | -7.8 | -5.8 | -4 | -2.1 |
| 25.5 | 24.3 | 23 | 22 | 21.1 | 20.3 | 19.7 | 19.4 | 16.5 | 15.1 | 14.9 | 14.8 | 14.6 | 14.8 | 15 |
| 0 | -0.1 | -0.2 | -0.1 | 0 | -0.3 | 0 | 0.1 | 0 | -0.1 | -0.1 | 0 | -0.1 | -0.2 | -0.1 |
| -0.05 | -0.08 | -0.11 | -0.16 | -0.23 | -0.31 | -0.41 | -0.52 |
| 0.46 | 0.33 | 0.21 | 0.12 | 0.07 | 0.04 |
| 0.009 | 0.013 | 0.018 | 0.024 | 0.031 | 0.038 | 0.043 | 0.045 |
| 0.057 | 0.053 | 0.042 | 0.03 | 0.019 | 0.012 |
| 5.11 | 6.78 | 8.77 | 11.23 | 13.84 | 16.24 | 17.91 | 18.34 |
| 18.29 | 16.6 | 13.31 | 9.37 | 6.08 | 3.69 |
| -0.91 | -1.15 | -1.41 | -1.73 | -2.04 | -2.3 | -2.46 | -2.48 |
| -1.95 | -1.74 | -1.39 | -0.96 | -0.63 | -0.39 |
| 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 |
| 16.5 | 1.6 | 20 | 1 | 34.8 | 1 | 12500 |
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| 0.1 | -0.2 | 0.5 | 0 | 1.5 | 0 |
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| 15.8 | 2.7 | 18.1 | 1 | 31.4 | 1 | 12250 |
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| 0.2 | -0.1 | 0.5 | 0 | 1.4 | 0 |
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| 15.1 | 4.6 | 16.8 | 1.6 | 27.8 | 1 | 12000 |
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| -0.1 | -1 | 0.4 | 0 | 1.3 | 0 |
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| 15 | 9.8 | 15.7 | 2.7 | 24.2 | 1 | 11750 |
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| -0.1 | -2.1 | 0.1 | -0.5 | 1.2 | 0 |
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| 14.8 | 20 | 15.2 | 6.4 | 20.3 | 1 | 11500 |
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| -0.2 | -4 | 0 | -1.5 | 0.6 | -0.2 |
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| 14.6 | 39.9 | 14.9 | 16.2 | 17.6 | 1.8 | 11250 |
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| -0.1 | -5.8 | -0.1 | -3.5 | 0.3 | -0.7 |
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| 14.8 | 79 | 15 | 40.9 | 15.5 | 4.9 | 11000 | 586 | 0 | 628.1 | 15.1 | 744.5 | 20.3 |
| 0 | -7.8 | -0.1 | -7.4 | -0.3 | -3 | 26 | -13.1 | 25.6 | 0.2 | 24.5 | 0.3 |
| 14.9 | 141.3 | 15.3 | 93.8 | 15 | 22.8 | 10750 | 355.8 | 14.1 | 431.3 | 15.4 | 555.2 | 19.5 |
| -0.1 | -12.5 | -0.1 | -11.9 | -0.4 | -9.6 | 34.9 | 2.4 | 18.8 | 0 | 17.7 | 0.1 |
| 15.1 | 237.5 | 16 | 189 | 14.9 | 84.9 | 10500 | 169.4 | 14.6 | 276.4 | 16 | 402.5 | 19.4 |
| -0.1 | -17.7 | -0.2 | -19.3 | -0.2 | -17.8 | 11.8 | -0.3 | 12.9 | -0.1 | 15 | 0.1 |
| 15.3 | 368.2 | 16.9 | 330.4 | 16.2 | 229.5 | 10250 | 63.9 | 15.8 | 169.2 | 17.1 | 283.2 | 19.7 |
| 0 | -19.3 | -0.1 | -23.2 | 0.4 | -22.2 | 3.4 | -0.3 | 7.7 | -0.1 | 10.2 | 0 |
| 15.3 | 530 | 18.1 | 512.6 | 18.8 | 439.9 | 10000 | 22.9 | 17.9 | 100.1 | 18.2 | 195.3 | 20.3 |
| 0.1 | -22.5 | 0 | -24.9 | 0.2 | -27.6 | 0.9 | -0.1 | 3.8 | -0.1 | 2.8 | -0.3 |
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| 9750 | 8.5 | 20.2 | 58.3 | 19.5 | 132.9 | 21.1 |
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| 0 | -0.1 | 0.9 | -0.2 | 4.3 | 0 |
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| 9500 | 3.9 | 23.1 | 34.9 | 21 | 89.9 | 22 |
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| 0.1 | 0.2 | 0.5 | -0.2 | 2.5 | -0.1 |
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| 9250 | 2.4 | 26.9 | 20.1 | 22.3 | 60 | 23 |
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| -0.1 | 0.1 | -0.6 | -0.3 | 0.4 | -0.2 |
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| 9000 | 1.5 | 30.4 | 12.5 | 24 | 41.8 | 24.3 |
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| 0 | 0.4 | -0.4 | -0.3 | 0.4 | -0.1 |
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| 8750 | 1 | 34 | 7.9 | 25.7 | 28.6 | 25.5 |
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| 0 | 0.5 | -0.4 | -0.3 | 1 | 0 |
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| 8500 | 1 | 39.1 | 5.5 | 27.8 | 20 | 26.9 |
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| 0 | 0.7 | -0.2 | -0.2 | 0.3 | -0.1 |
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| 8250 | 1 | 44.2 | 3.7 | 29.6 | 0 | 0 |
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| 0 | 0.9 | 0 | 0 | 0 | 0 |
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| 8000 | 1 | 49.5 | 2.8 | 32 | 10.5 | 30 |
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| 0 | 1 | -0.1 | -0.1 | -0.1 | -0.1 |
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| 7750 | 1 | 54.9 | 0 | 0 | 0 | 0 |
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| 0 | 1.2 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 60.5 | 1.6 | 36.6 | 5.5 | 33 |
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| 0 | 1.4 | -0.2 | -0.4 | 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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