2011/02/01(Tue)OP
| P/C | 1.2 | 0 | 1.2 | 1.4 | 1.2 | 1.4 | 1.6 | 0.6 | 1.3 | 1.3 |
| 先物 | 10267.5 | 40 | 10227.5 | 10370 | 10475 | 10412.5 | 10442.5 | 10342.5 | 10272.5 | 10432.5 |
| 基準 | 17.3 | -0.4 | 17.7 | 15.6 | 15.2 | 15.8 | 15.8 | 16.4 | 16.4 | 15.9 |
| 期近 | 17.3 | -0.5 | 17.8 | 15 | 14.7 | 15.2 | 15.3 | 16.1 | 16 | 15.6 |
| 期先1 | 17.3 | -0.3 | 17.6 | 16.1 | 15.7 | 16.4 | 16.4 | 16.9 | 17.4 | 16.7 |
| 期先2 | 17.6 | -0.5 | 18.1 | 16.5 | 16.8 | 17.6 | 17.5 | 17.4 | 18.1 | 17.7 |
| 当/先 | 1 | 0 | 1 | 0.9 | 0.9 | 0.9 | 0.9 | 1 | 0.9 | 0.9 |
| 先/先2 | 1 | 0 | 1 | 1 | 0.9 | 0.9 | 0.9 | 1 | 1 | 0.9 |
| 8 | 37 | 65 |
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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 | 10270 | 2C1025 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 |
| 1 | 1 | 1 | 1.8 | 3.7 | 9.3 | 30 | 97.2 | 215.7 | 118.5 | 28.2 | 5 | 1.7 | 1 | 1 |
| 0 | 0 | -0.4 | -0.6 | -2.2 | -5.9 | -15.1 | -27.8 | -14.7 | 13.1 | 1.3 | -0.4 | 0 | 0 | 0 |
| 48 | 41.3 | 34.8 | 30.4 | 26.2 | 22.3 | 19.4 | 17.1 | 17.4 | 17.7 | 17 | 17.7 | 20.8 | 24.8 | 30 |
| 3.5 | 3.1 | 1.4 | 1.5 | 0.5 | 0 | -0.4 | -0.3 | -0.2 | -0.1 | -0.5 | -0.5 | 0.1 | 0.5 | 0.8 |
| 0 | 0 | -0.01 | -0.01 | -0.02 | -0.06 | -0.18 | -0.47 |
| 0.53 | 0.2 | 0.04 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.006 | 0.014 | 0.035 | 0.087 | 0.15 |
| 0.145 | 0.105 | 0.034 | 0.012 | 0.006 | 0.004 |
| 0.19 | 0.22 | 0.25 | 0.45 | 0.87 | 1.87 | 4.09 | 6.18 |
| 6.18 | 4.29 | 1.46 | 0.59 | 0.34 | 0.29 |
| -0.55 | -0.54 | -0.52 | -0.82 | -1.36 | -2.5 | -4.74 | -6.3 |
| -6.54 | -4.36 | -1.55 | -0.74 | -0.5 | -0.52 |
| 3P850 | 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 10270 | 3C1025 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 |
| 5.9 | 9 | 15 | 25.1 | 44.3 | 75.3 | 130.2 | 217.9 | 453.7 | 235.9 | 120.4 | 53.7 | 21.4 | 8.6 | 4.1 |
| -1 | -1.9 | -2.9 | -4.9 | -7.2 | -12 | -17 | -25.2 | -9.7 | 15.5 | 8.8 | 3.7 | 1.4 | 0.8 | 0.8 |
| 28.5 | 26.4 | 24.7 | 23 | 21.6 | 20 | 18.6 | 17.3 | 17.3 | 17.3 | 16.4 | 15.9 | 15.8 | 16.1 | 17.1 |
| 0.2 | 0 | 0 | -0.1 | 0 | -0.1 | -0.1 | -0.2 | -0.2 | -0.1 | -0.2 | -0.2 | -0.2 | 0 | 0.3 |
| -0.02 | -0.03 | -0.04 | -0.07 | -0.12 | -0.2 | -0.32 | -0.48 |
| 0.52 | 0.34 | 0.19 | 0.09 | 0.04 | 0.02 |
| 0.005 | 0.007 | 0.011 | 0.018 | 0.029 | 0.043 | 0.058 | 0.07 |
| 0.07 | 0.069 | 0.052 | 0.031 | 0.017 | 0.009 |
| 1.39 | 2.01 | 3.05 | 4.54 | 6.67 | 9.18 | 11.71 | 13.08 |
| 13.08 | 12.1 | 8.94 | 5.36 | 2.88 | 1.61 |
| -0.53 | -0.71 | -1.01 | -1.39 | -1.92 | -2.45 | -2.91 | -3.02 |
| -3.04 | -2.66 | -1.91 | -1.13 | -0.62 | -0.37 |
| 4P850 | 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 10190 | 4C1025 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 |
| 23.5 | 33.9 | 50 | 72.7 | 107.7 | 159.6 | 233.7 | 335 | 611.7 | 276.7 | 164.4 | 90 | 45.5 | 22.3 | 10.8 |
| -3.6 | -4.2 | -6.1 | -9.7 | -12.3 | -17 | -22.6 | -30.1 | -18.2 | 11.9 | 7 | 3.9 | 1.8 | 1.7 | 0.9 |
| 27.4 | 26 | 24.8 | 23.5 | 22.4 | 21.4 | 20.6 | 19.9 | 17.8 | 15.4 | 15.1 | 14.9 | 14.8 | 14.9 | 15.1 |
| -0.2 | -0.1 | -0.1 | -0.2 | -0.2 | -0.2 | -0.3 | -0.5 | -0.4 | -0.4 | -0.3 | -0.3 | -0.3 | -0.1 | -0.1 |
| -0.05 | -0.07 | -0.09 | -0.14 | -0.19 | -0.27 | -0.36 | -0.47 |
| 0.52 | 0.38 | 0.24 | 0.14 | 0.08 | 0.04 |
| 0.008 | 0.011 | 0.016 | 0.021 | 0.028 | 0.035 | 0.042 | 0.046 |
| 0.059 | 0.058 | 0.048 | 0.035 | 0.023 | 0.013 |
| 4.18 | 5.55 | 7.34 | 9.44 | 11.87 | 14.32 | 16.31 | 17.3 |
| 17.3 | 16.48 | 13.6 | 9.79 | 6.36 | 3.85 |
| -0.87 | -1.1 | -1.39 | -1.69 | -2.02 | -2.34 | -2.56 | -2.62 |
| -2.05 | -1.91 | -1.55 | -1.11 | -0.73 | -0.45 |
| 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 |
| 17 | 1.9 | 21 | 1 | 44.3 | 1 | 12250 |
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| 0.7 | 0.8 | -0.1 | 0 | 1.6 | 0 |
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| 16.1 | 2.9 | 18.9 | 1.1 | 39.7 | 1 | 12000 |
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| 0.3 | 0.6 | 0 | 0.1 | 1.3 | 0 |
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| 15.5 | 5.3 | 18.2 | 2.2 | 34.9 | 1 | 11750 |
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| 0 | 0.7 | 0.6 | 0.7 | 1.1 | 0 |
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| 15.1 | 10.8 | 17.1 | 4.1 | 30 | 1 | 11500 |
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| -0.1 | 0.9 | 0.3 | 0.8 | 0.8 | 0 |
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| 14.9 | 22.3 | 16.1 | 8.6 | 24.8 | 1 | 11250 |
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| -0.1 | 1.7 | 0 | 0.8 | 0.5 | 0 |
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| 14.8 | 45.5 | 15.8 | 21.4 | 20.8 | 1.7 | 11000 |
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| -0.3 | 1.8 | -0.2 | 1.4 | 0.1 | 0 |
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| 14.9 | 90 | 15.9 | 53.7 | 17.7 | 5 | 10750 | 483.6 | 14.2 | 534.3 | 15.8 | 650 | 20.3 |
| -0.3 | 3.9 | -0.2 | 3.7 | -0.5 | -0.4 | -41 | -1.5 | -37.8 | -0.4 | -38.7 | -0.6 |
| 15.1 | 164.4 | 16.4 | 120.4 | 17 | 28.2 | 10500 | 255.8 | 15.8 | 351.9 | 16.4 | 472.4 | 19.7 |
| -0.3 | 7 | -0.2 | 8.8 | -0.5 | 1.3 | -39 | -0.5 | -31.9 | -0.2 | -37.2 | -0.6 |
| 15.4 | 276.7 | 17.3 | 235.9 | 17.7 | 118.5 | 10250 | 97.2 | 17.1 | 217.9 | 17.3 | 335 | 19.9 |
| -0.4 | 11.9 | -0.1 | 15.5 | -0.1 | 13.1 | -27.8 | -0.3 | -25.2 | -0.2 | -30.1 | -0.5 |
| 15.6 | 423.5 | 18.7 | 399 | 20.3 | 301.4 | 10000 | 30 | 19.4 | 130.2 | 18.6 | 233.7 | 20.6 |
| -0.4 | 18.5 | 0 | 23.5 | 0.1 | 26.8 | -15.1 | -0.4 | -17 | -0.1 | -22.6 | -0.3 |
| 15.6 | 600 | 20 | 594.2 | 24.1 | 530.5 | 9750 | 9.3 | 22.3 | 75.3 | 20 | 159.6 | 21.4 |
| -0.4 | 24.9 | 0.1 | 29.5 | 0.8 | 35.1 | -5.9 | 0 | -12 | -0.1 | -17 | -0.2 |
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| 9500 | 3.7 | 26.2 | 44.3 | 21.6 | 107.7 | 22.4 |
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| -2.2 | 0.5 | -7.2 | 0 | -12.3 | -0.2 |
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| 9250 | 1.8 | 30.4 | 25.1 | 23 | 72.7 | 23.5 |
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| -0.6 | 1.5 | -4.9 | -0.1 | -9.7 | -0.2 |
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| 9000 | 1 | 34.8 | 15 | 24.7 | 50 | 24.8 |
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| -0.4 | 1.4 | -2.9 | 0 | -6.1 | -0.1 |
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| 8750 | 1 | 41.3 | 9 | 26.4 | 33.9 | 26 |
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| 0 | 3.1 | -1.9 | 0 | -4.2 | -0.1 |
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| 8500 | 1 | 48 | 5.9 | 28.5 | 23.5 | 27.4 |
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| 0 | 3.5 | -1 | 0.2 | -3.6 | -0.2 |
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| 8250 | 1 | 54.8 | 4 | 30.6 | 0 | 0 |
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| 0 | 3.8 | -0.7 | 0.2 | 0 | 0 |
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| 8000 | 1 | 61.8 | 2.7 | 32.7 | 11.9 | 30.5 |
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| 0 | 4.2 | -0.3 | 0.4 | -1.8 | -0.1 |
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| 7750 | 1 | 68.9 | 0 | 0 | 0 | 0 |
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| 0 | 4.6 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 76.2 | 1.5 | 37.6 | 6.1 | 33.7 |
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| 0 | 5 | -0.1 | 0.6 | -1.2 | -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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