2011/01/28(Fri)OP
| P/C | 1.4 | 0.2 | 1.2 | 1.4 | 1.6 | 0.6 | 1.3 | 1.3 | 1.7 | 1.1 |
| 先物 | 10370 | -105 | 10475 | 10412.5 | 10442.5 | 10342.5 | 10272.5 | 10432.5 | 10562.5 | 10512.5 |
| 基準 | 15.6 | 0.4 | 15.2 | 15.8 | 15.8 | 16.4 | 16.4 | 15.9 | 14.9 | 15 |
| 期近 | 15 | 0.3 | 14.7 | 15.2 | 15.3 | 16.1 | 16 | 15.6 | 14.6 | 14.7 |
| 期先1 | 16.1 | 0.4 | 15.7 | 16.4 | 16.4 | 16.9 | 17.4 | 16.7 | 15.9 | 16.2 |
| 期先2 | 16.5 | -0.3 | 16.8 | 17.6 | 17.5 | 17.4 | 18.1 | 17.7 | 16.7 | 17.2 |
| 当/先 | 0.9 | 0 | 0.9 | 0.9 | 0.9 | 1 | 0.9 | 0.9 | 0.9 | 0.9 |
| 先/先2 | 1 | 0 | 0.9 | 0.9 | 0.9 | 1 | 1 | 0.9 | 1 | 0.9 |
| 12 | 41 | 69 |
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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 | 10370 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 1 | 1 | 1 | 1.5 | 2.8 | 6.9 | 22.2 | 66.8 | 255.1 | 188.3 | 57.5 | 11.7 | 2.7 | 1.6 | 1 |
| 0 | 0 | 0 | 0 | 0.3 | 1.7 | 7.8 | 23.6 | -57.7 | -81.2 | -47.1 | -15.5 | -3.3 | -0.2 | 0 |
| 41.3 | 35.9 | 30.5 | 26.5 | 22.8 | 19.8 | 17.7 | 15.5 | 15.5 | 15.7 | 14.4 | 14.5 | 16.1 | 19.6 | 22.7 |
| -0.2 | -0.4 | -0.7 | -0.9 | -0.9 | -0.6 | -0.2 | -0.3 | -0.3 | -0.3 | -0.1 | 0.1 | 0.9 | 2.6 | 2.8 |
| 0 | 0 | -0.01 | -0.01 | -0.02 | -0.04 | -0.13 | -0.34 |
| 0.66 | 0.32 | 0.09 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.005 | 0.01 | 0.025 | 0.062 | 0.123 |
| 0.122 | 0.131 | 0.059 | 0.018 | 0.009 | 0.005 |
| 0.23 | 0.25 | 0.29 | 0.46 | 0.83 | 1.77 | 4.02 | 6.96 |
| 6.97 | 6.86 | 3.14 | 1.08 | 0.62 | 0.38 |
| -0.38 | -0.37 | -0.36 | -0.49 | -0.76 | -1.42 | -2.88 | -4.35 |
| -4.43 | -4.01 | -1.85 | -0.7 | -0.49 | -0.35 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10370 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 4.6 | 7 | 11.1 | 18.7 | 33.2 | 57.3 | 100 | 174.8 | 467.7 | 292.8 | 160 | 74.9 | 30.9 | 11.6 | 4.4 |
| 0.7 | 1.2 | 2.2 | 3.7 | 7.4 | 12.7 | 21.5 | 36.1 | -31.7 | -67.8 | -49.7 | -30.2 | -14.7 | -6.3 | -2.5 |
| 27.3 | 25.3 | 23.5 | 21.9 | 20.5 | 19 | 17.7 | 16.6 | 16.6 | 16.4 | 15.6 | 15 | 14.8 | 14.8 | 15.2 |
| -0.2 | -0.2 | -0.1 | -0.2 | 0 | -0.1 | -0.1 | 0 | 0 | 0.1 | 0 | 0.1 | 0.2 | 0.3 | 0.4 |
| -0.01 | -0.02 | -0.03 | -0.06 | -0.1 | -0.16 | -0.26 | -0.41 |
| 0.59 | 0.42 | 0.25 | 0.12 | 0.05 | 0.02 |
| 0.004 | 0.006 | 0.009 | 0.015 | 0.024 | 0.037 | 0.053 | 0.067 |
| 0.068 | 0.072 | 0.06 | 0.04 | 0.021 | 0.01 |
| 1.21 | 1.74 | 2.59 | 3.94 | 5.94 | 8.48 | 11.33 | 13.54 |
| 13.53 | 13.63 | 11.01 | 7.13 | 3.83 | 1.89 |
| -0.4 | -0.53 | -0.74 | -1.04 | -1.47 | -1.94 | -2.41 | -2.71 |
| -2.7 | -2.58 | -2 | -1.28 | -0.69 | -0.35 |
| 4P850 | 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 10290 | 4C1025 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 |
| 19.7 | 27.8 | 40.8 | 59.7 | 90 | 135 | 200 | 290.7 | 620.8 | 330.1 | 206.2 | 118 | 62.3 | 30 | 14.8 |
| 3.4 | 4.3 | 7.2 | 9.8 | 15.5 | 22.4 | 32.2 | 42.3 | -20 | -62.4 | -47.8 | -33.2 | -20.4 | -12.4 | -6 |
| 26.8 | 25.3 | 24 | 22.7 | 21.8 | 20.9 | 20.1 | 19.4 | 18.2 | 14.8 | 14.6 | 14.5 | 14.4 | 14.3 | 14.5 |
| 0.1 | 0 | 0.1 | 0 | 0.1 | 0.1 | 0.2 | 0.1 | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 | 0.1 | 0.2 |
| -0.04 | -0.05 | -0.08 | -0.11 | -0.17 | -0.23 | -0.32 | -0.43 |
| 0.59 | 0.44 | 0.3 | 0.18 | 0.1 | 0.05 |
| 0.007 | 0.01 | 0.014 | 0.019 | 0.025 | 0.033 | 0.04 | 0.045 |
| 0.058 | 0.06 | 0.053 | 0.041 | 0.027 | 0.017 |
| 3.8 | 5.03 | 6.69 | 8.73 | 11.23 | 13.86 | 16.22 | 17.74 |
| 17.62 | 17.8 | 15.61 | 11.94 | 7.98 | 4.99 |
| -0.73 | -0.91 | -1.16 | -1.43 | -1.76 | -2.08 | -2.34 | -2.47 |
| -1.89 | -1.89 | -1.63 | -1.24 | -0.82 | -0.52 |
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| 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 | 1.6 | 18.9 | 1 | 34.6 | 1 | 12250 |
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| 0.4 | -0.5 | 1.2 | 0 | 3.1 | 0 |
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| 14.9 | 3.1 | 16.8 | 1 | 30.8 | 1 | 12000 |
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| 0.3 | -1.3 | 0.6 | -0.4 | 3 | 0 |
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| 14.7 | 6.8 | 15.8 | 1.9 | 26.8 | 1 | 11750 |
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| 0.2 | -3.2 | 0.8 | -0.6 | 2.9 | 0 |
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| 14.5 | 14.8 | 15.2 | 4.4 | 22.7 | 1 | 11500 |
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| 0.2 | -6 | 0.4 | -2.5 | 2.8 | 0 |
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| 14.3 | 30 | 14.8 | 11.6 | 19.6 | 1.6 | 11250 |
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| 0.1 | -12.4 | 0.3 | -6.3 | 2.6 | -0.2 |
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| 14.4 | 62.3 | 14.8 | 30.9 | 16.1 | 2.7 | 11000 |
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| 0.2 | -20.4 | 0.2 | -14.7 | 0.9 | -3.3 |
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| 14.5 | 118 | 15 | 74.9 | 14.5 | 11.7 | 10750 | 391.9 | 14.7 | 457.8 | 15.4 | 580 | 19.6 |
| 0.2 | -33.2 | 0.1 | -30.2 | 0.1 | -15.5 | 90.2 | 0.3 | 76.4 | 0.3 | 72.5 | 0.5 |
| 14.6 | 206.2 | 15.6 | 160 | 14.4 | 57.5 | 10500 | 188.1 | 14.6 | 291.1 | 15.7 | 416 | 19.2 |
| 0.2 | -47.8 | 0 | -49.7 | -0.1 | -47.1 | 59.2 | 0 | 55.6 | 0.1 | 56.2 | 0.2 |
| 14.8 | 330.1 | 16.4 | 292.8 | 15.7 | 188.3 | 10250 | 66.8 | 15.5 | 174.8 | 16.6 | 290.7 | 19.4 |
| 0.2 | -62.4 | 0.1 | -67.8 | -0.3 | -81.2 | 23.6 | -0.3 | 36.1 | 0 | 42.3 | 0.1 |
| 14.9 | 490 | 17.4 | 468.4 | 18.2 | 394.3 | 10000 | 22.2 | 17.7 | 100 | 17.7 | 200 | 20.1 |
| 0.7 | -70 | 0 | -82.8 | 0 | -96.2 | 7.8 | -0.2 | 21.5 | -0.1 | 32.2 | 0.2 |
| 14.3 | 675 | 18.6 | 674.7 | 20 | 627.5 | 9750 | 6.9 | 19.8 | 57.3 | 19 | 135 | 20.9 |
| 1.4 | -80 | -0.1 | -92.8 | -0.9 | -103.8 | 1.7 | -0.6 | 12.7 | -0.1 | 22.4 | 0.1 |
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| 9500 | 2.8 | 22.8 | 33.2 | 20.5 | 90 | 21.8 |
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| 0.3 | -0.9 | 7.4 | 0 | 15.5 | 0.1 |
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| 9250 | 1.5 | 26.5 | 18.7 | 21.9 | 59.7 | 22.7 |
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| 0 | -0.9 | 3.7 | -0.2 | 9.8 | 0 |
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| 9000 | 1 | 30.5 | 11.1 | 23.5 | 40.8 | 24 |
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| 0 | -0.7 | 2.2 | -0.1 | 7.2 | 0.1 |
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| 8750 | 1 | 35.9 | 7 | 25.3 | 27.8 | 25.3 |
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| 0 | -0.4 | 1.2 | -0.2 | 4.3 | 0 |
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| 8500 | 1 | 41.3 | 4.6 | 27.3 | 19.7 | 26.8 |
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| 0 | -0.2 | 0.7 | -0.2 | 3.4 | 0.1 |
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| 8250 | 1 | 46.9 | 3 | 29.2 | 0 | 0 |
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| 0 | 0 | 0.4 | -0.2 | 0 | 0 |
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| 8000 | 1 | 52.6 | 2.2 | 31.4 | 9.9 | 29.7 |
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| 0 | 0.3 | 0.2 | -0.3 | 1.3 | -0.1 |
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| 7750 | 1 | 58.5 | 0 | 0 | 0 | 0 |
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| 0 | 0.5 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 64.5 | 1.4 | 36.4 | 5.4 | 33.1 |
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| 0 | 0.7 | 0.4 | 0.6 | 0.8 | 0.1 |
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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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