2011/01/27(Thu)OP
| P/C | 1.2 | -0.2 | 1.4 | 1.6 | 0.6 | 1.3 | 1.3 | 1.7 | 1.1 | 0.7 |
| 先物 | 10475 | 62.5 | 10412.5 | 10442.5 | 10342.5 | 10272.5 | 10432.5 | 10562.5 | 10512.5 | 10502.5 |
| 基準 | 15.2 | -0.5 | 15.8 | 15.8 | 16.4 | 16.4 | 15.9 | 14.9 | 15 | 15.1 |
| 期近 | 14.7 | -0.5 | 15.2 | 15.3 | 16.1 | 16 | 15.6 | 14.6 | 14.7 | 14.8 |
| 期先1 | 15.7 | -0.7 | 16.4 | 16.4 | 16.9 | 17.4 | 16.7 | 15.9 | 16.2 | 16.3 |
| 期先2 | 16.8 | -0.9 | 17.6 | 17.5 | 17.4 | 18.1 | 17.7 | 16.7 | 17.2 | 17.3 |
| 当/先 | 0.9 | 0 | 0.9 | 0.9 | 1 | 0.9 | 0.9 | 0.9 | 0.9 | 0.9 |
| 先/先2 | 0.9 | 0 | 0.9 | 0.9 | 1 | 1 | 0.9 | 1 | 0.9 | 0.9 |
| 13 | 42 | 70 |
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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 | 10480 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 1 | 1 | 1.5 | 2.5 | 5.2 | 14.4 | 43.3 | 129 | 233.6 | 104.6 | 27.2 | 6 | 1.8 | 1 | 1 |
| 0 | -0.5 | -0.9 | -1.3 | -3.3 | -8.5 | -20.6 | -40.4 | -20.7 | 19.7 | 4.4 | 1.1 | 0 | 0 | 0 |
| 36.3 | 31.1 | 27.4 | 23.7 | 20.4 | 18 | 15.8 | 14.5 | 14.5 | 14.6 | 14.4 | 15.2 | 17.1 | 20 | 23.9 |
| 2.3 | 0.7 | 0.5 | 0.6 | 0.3 | 0.1 | 0 | -0.1 | -0.2 | -0.4 | -0.6 | -0.3 | -0.5 | -0.4 | -0.2 |
| 0 | 0 | -0.01 | -0.01 | -0.03 | -0.09 | -0.23 | -0.53 |
| 0.47 | 0.18 | 0.05 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.004 | 0.008 | 0.017 | 0.043 | 0.096 | 0.137 |
| 0.136 | 0.09 | 0.033 | 0.011 | 0.005 | 0.004 |
| 0.25 | 0.29 | 0.45 | 0.75 | 1.43 | 3.14 | 6.1 | 7.98 |
| 7.98 | 5.2 | 2 | 0.76 | 0.42 | 0.37 |
| -0.35 | -0.34 | -0.46 | -0.66 | -1.1 | -2.11 | -3.6 | -4.32 |
| -4.36 | -2.81 | -1.14 | -0.48 | -0.32 | -0.33 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10470 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 5.7 | 8.9 | 15 | 25.8 | 44.7 | 78.5 | 138.7 | 235.5 | 445.2 | 209.7 | 105.1 | 45.6 | 17.9 | 7 | 2.5 |
| -2.2 | -3.6 | -5.1 | -9.2 | -13.6 | -21.6 | -30.4 | -40.9 | -20.3 | 20.7 | 11.3 | 4.7 | 1.7 | 0.6 | -0.2 |
| 25.4 | 23.6 | 22 | 20.6 | 19.1 | 17.8 | 16.7 | 15.7 | 15.6 | 15.5 | 14.9 | 14.5 | 14.5 | 14.8 | 15 |
| -0.3 | -0.4 | -0.3 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.7 |
| -0.02 | -0.03 | -0.05 | -0.08 | -0.13 | -0.21 | -0.34 | -0.51 |
| 0.49 | 0.31 | 0.17 | 0.08 | 0.03 | 0.01 |
| 0.005 | 0.007 | 0.012 | 0.02 | 0.031 | 0.046 | 0.062 | 0.071 |
| 0.072 | 0.067 | 0.048 | 0.028 | 0.014 | 0.006 |
| 1.5 | 2.21 | 3.39 | 5.11 | 7.46 | 10.34 | 13.07 | 14.23 |
| 14.23 | 12.67 | 8.98 | 5.21 | 2.7 | 1.23 |
| -0.45 | -0.62 | -0.88 | -1.24 | -1.68 | -2.16 | -2.56 | -2.62 |
| -2.62 | -2.23 | -1.55 | -0.89 | -0.47 | -0.22 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10390 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 23.5 | 33.6 | 49.9 | 74.6 | 112.6 | 167.8 | 248.4 | 359.8 | 613.9 | 254 | 151.2 | 82.7 | 42.5 | 20.8 | 10 |
| -5 | -8.2 | -10.1 | -15.3 | -20.4 | -27.5 | -34.8 | -42.7 | -26.2 | 16.5 | 9.9 | 3.7 | 2.5 | 0.8 | 0.2 |
| 25.3 | 23.9 | 22.7 | 21.6 | 20.7 | 19.9 | 19.3 | 19 | 16.5 | 14.5 | 14.3 | 14.2 | 14.2 | 14.3 | 14.5 |
| -0.2 | -0.4 | -0.3 | -0.4 | -0.4 | -0.4 | -0.4 | -0.5 | -0.6 | -0.6 | -0.6 | -0.6 | -0.5 | -0.5 | -0.5 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.2 | -0.28 | -0.38 | -0.49 |
| 0.5 | 0.35 | 0.23 | 0.13 | 0.07 | 0.04 |
| 0.008 | 0.012 | 0.016 | 0.022 | 0.03 | 0.037 | 0.043 | 0.046 |
| 0.06 | 0.056 | 0.046 | 0.033 | 0.021 | 0.012 |
| 4.5 | 5.96 | 7.91 | 10.27 | 12.95 | 15.54 | 17.54 | 18.35 |
| 18.35 | 17.08 | 13.83 | 9.88 | 6.36 | 3.82 |
| -0.81 | -1.01 | -1.27 | -1.58 | -1.9 | -2.19 | -2.39 | -2.46 |
| -1.9 | -1.74 | -1.4 | -1 | -0.65 | -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 |
| 15.4 | 1.1 | 19.7 | 1 | 35 | 1 | 12500 |
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| -1.1 | -0.5 | -0.4 | 0 | 0.2 | 0 |
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| 14.9 | 2.1 | 17.7 | 1 | 31.5 | 1 | 12250 |
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| -0.9 | -0.6 | -0.4 | 0 | 0.1 | 0 |
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| 14.6 | 4.4 | 16.2 | 1.4 | 27.8 | 1 | 12000 |
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| -0.5 | -0.2 | -0.6 | -0.1 | -0.1 | 0 |
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| 14.5 | 10 | 15 | 2.5 | 23.9 | 1 | 11750 |
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| -0.5 | 0.2 | -0.7 | -0.2 | -0.2 | 0 |
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| 14.3 | 20.8 | 14.8 | 7 | 20 | 1 | 11500 |
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| -0.5 | 0.8 | -0.4 | 0.6 | -0.4 | 0 |
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| 14.2 | 42.5 | 14.5 | 17.9 | 17.1 | 1.8 | 11250 |
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| -0.5 | 2.5 | -0.4 | 1.7 | -0.5 | 0 |
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| 14.2 | 82.7 | 14.5 | 45.6 | 15.2 | 6 | 11000 | 529.7 | 14.7 | 571.3 | 14.8 | 691.7 | 19.9 |
| -0.6 | 3.7 | -0.4 | 4.7 | -0.3 | 1.1 | -56.4 | 14.7 | -56.7 | -0.3 | -52.8 | -0.4 |
| 14.3 | 151.2 | 14.9 | 105.1 | 14.4 | 27.2 | 10750 | 301.6 | 14.3 | 381.5 | 15.1 | 507.5 | 19.1 |
| -0.6 | 9.9 | -0.4 | 11.3 | -0.6 | 4.4 | -54.1 | 0.3 | -49.9 | -0.3 | -47.7 | -0.4 |
| 14.5 | 254 | 15.5 | 209.7 | 14.6 | 104.6 | 10500 | 129 | 14.5 | 235.5 | 15.7 | 359.8 | 19 |
| -0.6 | 16.5 | -0.4 | 20.7 | -0.4 | 19.7 | -40.4 | -0.1 | -40.9 | -0.4 | -42.7 | -0.5 |
| 14.5 | 392.5 | 16.3 | 360.6 | 15.9 | 269.5 | 10250 | 43.3 | 15.8 | 138.7 | 16.7 | 248.4 | 19.3 |
| -0.7 | 24.3 | -0.5 | 30.2 | -0.3 | 40 | -20.6 | 0 | -30.4 | -0.4 | -34.8 | -0.4 |
| 14.1 | 560 | 17.4 | 551.3 | 18.2 | 490.5 | 10000 | 14.4 | 18 | 78.5 | 17.8 | 167.8 | 19.9 |
| -1.1 | 30 | -0.7 | 38.7 | -0.6 | 50.6 | -8.5 | 0.1 | -21.6 | -0.4 | -27.5 | -0.4 |
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| 9750 | 5.2 | 20.4 | 44.7 | 19.1 | 112.6 | 20.7 |
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| -3.3 | 0.3 | -13.6 | -0.4 | -20.4 | -0.4 |
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| 9500 | 2.5 | 23.7 | 25.8 | 20.6 | 74.6 | 21.6 |
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| -1.3 | 0.6 | -9.2 | -0.4 | -15.3 | -0.4 |
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| 9250 | 1.5 | 27.4 | 15 | 22 | 49.9 | 22.7 |
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| -0.9 | 0.5 | -5.1 | -0.3 | -10.1 | -0.3 |
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| 9000 | 1 | 31.1 | 8.9 | 23.6 | 33.6 | 23.9 |
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| -0.5 | 0.7 | -3.6 | -0.4 | -8.2 | -0.4 |
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| 8750 | 1 | 36.3 | 5.7 | 25.4 | 23.5 | 25.3 |
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| 0 | 2.3 | -2.2 | -0.3 | -5 | -0.2 |
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| 8500 | 1 | 41.5 | 3.9 | 27.5 | 16.3 | 26.6 |
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| 0 | 2.5 | -1.6 | -0.3 | -3.7 | -0.2 |
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| 8250 | 1 | 46.9 | 2.6 | 29.3 | 0 | 0 |
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| 0 | 2.7 | -1.1 | -0.3 | 0 | 0 |
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| 8000 | 1 | 52.4 | 2 | 31.6 | 8.6 | 29.8 |
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| 0 | 2.8 | -0.8 | -0.3 | -2 | -0.2 |
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| 7750 | 1 | 58 | 0 | 0 | 0 | 0 |
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| 0 | 3 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 63.7 | 1 | 35.8 | 4.6 | 33 |
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| 0 | 3.2 | -0.6 | -0.8 | -0.8 | 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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