2011/02/02(Wed)OP
| P/C | 1 | 0 | 1 | 1.2 | 1.2 | 1.4 | 1.2 | 1.4 | 1.6 | 0.6 |
| 先物 | 10457.5 | 0 | 10457.5 | 10267.5 | 10227.5 | 10370 | 10475 | 10412.5 | 10442.5 | 10342.5 |
| 基準 | 16.3 | 0 | 16.3 | 17.3 | 17.7 | 15.6 | 15.2 | 15.8 | 15.8 | 16.4 |
| 期近 | 16.7 | 0 | 16.7 | 17.3 | 17.8 | 15 | 14.7 | 15.2 | 15.3 | 16.1 |
| 期先1 | 16.2 | 0 | 16.2 | 17.3 | 17.6 | 16.1 | 15.7 | 16.4 | 16.4 | 16.9 |
| 期先2 | 16.9 | 0 | 16.9 | 17.6 | 18.1 | 16.5 | 16.8 | 17.6 | 17.5 | 17.4 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 0.9 | 0.9 | 0.9 | 0.9 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 0.9 | 0.9 | 0.9 | 1 |
| 7 | 36 | 64 |
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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 | 10460 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 1 | 1 | 1 | 1.7 | 3.7 | 10.9 | 33.9 | 119.2 | 197 | 77.8 | 15.7 | 3.2 | 1.5 | 1 | 1 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 48.5 | 41.5 | 34.7 | 29.9 | 25.6 | 22 | 18.3 | 16.3 | 16.4 | 16.4 | 16.9 | 18.8 | 22.9 | 27.3 | 32.7 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0 | -0.01 | -0.01 | -0.01 | -0.03 | -0.07 | -0.22 | -0.56 |
| 0.44 | 0.13 | 0.03 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.007 | 0.016 | 0.043 | 0.108 | 0.163 |
| 0.161 | 0.083 | 0.024 | 0.01 | 0.005 | 0.004 |
| 0.19 | 0.22 | 0.25 | 0.44 | 0.89 | 2.08 | 4.35 | 5.85 |
| 5.85 | 3.1 | 1.01 | 0.5 | 0.31 | 0.27 |
| -0.63 | -0.61 | -0.59 | -0.88 | -1.54 | -3.1 | -5.4 | -6.45 |
| -6.54 | -3.55 | -1.29 | -0.77 | -0.58 | -0.6 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10460 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 5.3 | 8.3 | 13.4 | 24 | 41 | 76.3 | 134.1 | 233.4 | 423.6 | 190.2 | 90 | 37.8 | 15.2 | 6.6 | 3.3 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 27 | 24.9 | 23 | 21.5 | 19.7 | 18.5 | 17.1 | 16.1 | 16 | 15.9 | 15.2 | 15.1 | 15.3 | 16.1 | 17.1 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| -0.02 | -0.03 | -0.04 | -0.07 | -0.12 | -0.21 | -0.34 | -0.52 |
| 0.48 | 0.29 | 0.15 | 0.07 | 0.03 | 0.02 |
| 0.005 | 0.007 | 0.012 | 0.02 | 0.031 | 0.048 | 0.065 | 0.075 |
| 0.076 | 0.068 | 0.047 | 0.026 | 0.014 | 0.007 |
| 1.34 | 1.98 | 2.97 | 4.6 | 6.74 | 9.6 | 12.16 | 13.15 |
| 13.15 | 11.33 | 7.69 | 4.39 | 2.4 | 1.37 |
| -0.5 | -0.68 | -0.94 | -1.36 | -1.83 | -2.44 | -2.85 | -2.89 |
| -2.89 | -2.38 | -1.6 | -0.93 | -0.53 | -0.32 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10380 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 22.9 | 33.5 | 48.6 | 73.3 | 109.8 | 164 | 243.6 | 356.6 | 591 | 234.5 | 135 | 70.5 | 35.1 | 16.5 | 7.9 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 26.1 | 24.8 | 23.4 | 22.3 | 21.2 | 20.2 | 19.5 | 19.1 | 16.4 | 14.5 | 14.3 | 14.2 | 14.3 | 14.4 | 14.7 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.2 | -0.28 | -0.39 | -0.5 |
| 0.49 | 0.34 | 0.21 | 0.12 | 0.06 | 0.03 |
| 0.008 | 0.012 | 0.017 | 0.023 | 0.03 | 0.038 | 0.045 | 0.047 |
| 0.063 | 0.058 | 0.046 | 0.031 | 0.019 | 0.011 |
| 4.26 | 5.72 | 7.52 | 9.82 | 12.37 | 14.88 | 16.81 | 17.52 |
| 17.51 | 16 | 12.54 | 8.65 | 5.36 | 3.16 |
| -0.86 | -1.1 | -1.36 | -1.69 | -2.03 | -2.33 | -2.53 | -2.59 |
| -1.98 | -1.79 | -1.39 | -0.96 | -0.6 | -0.36 |
| 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 | 1.3 | 21.4 | 1 | 47.6 | 1 | 12500 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 15.7 | 2 | 19.3 | 1 | 42.8 | 1 | 12250 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 15.2 | 3.9 | 18.1 | 1.7 | 37.8 | 1 | 12000 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 14.7 | 7.9 | 17.1 | 3.3 | 32.7 | 1 | 11750 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 14.4 | 16.5 | 16.1 | 6.6 | 27.3 | 1 | 11500 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 14.3 | 35.1 | 15.3 | 15.2 | 22.9 | 1.5 | 11250 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 14.2 | 70.5 | 15.1 | 37.8 | 18.8 | 3.2 | 11000 | 541.6 | 0 | 581 | 15.3 | 692.5 | 20 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 14.3 | 135 | 15.2 | 90 | 16.9 | 15.7 | 10750 | 305 | 15.8 | 384.1 | 15.5 | 505.4 | 19.2 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 14.5 | 234.5 | 15.9 | 190.2 | 16.4 | 77.8 | 10500 | 119.2 | 16.3 | 233.4 | 16.1 | 356.6 | 19.1 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 14.7 | 372.5 | 17 | 340.6 | 18.6 | 243 | 10250 | 33.9 | 18.3 | 134.1 | 17.1 | 243.6 | 19.5 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 14.4 | 541.6 | 18.3 | 532 | 23.1 | 470.9 | 10000 | 10.9 | 22 | 76.3 | 18.5 | 164 | 20.2 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 9750 | 3.7 | 25.6 | 41 | 19.7 | 109.8 | 21.2 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 9500 | 1.7 | 29.9 | 24 | 21.5 | 73.3 | 22.3 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 9250 | 1 | 34.7 | 13.4 | 23 | 48.6 | 23.4 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 9000 | 1 | 41.5 | 8.3 | 24.9 | 33.5 | 24.8 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 8750 | 1 | 48.5 | 5.3 | 27 | 22.9 | 26.1 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 8500 | 1 | 55.6 | 3.7 | 29.3 | 15.6 | 27.5 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 8250 | 1 | 62.8 | 2.6 | 31.4 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 8000 | 1 | 70.1 | 1.9 | 33.7 | 8 | 30.6 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 7750 | 1 | 77.7 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 85.5 | 1 | 38.5 | 4.4 | 34.2 |
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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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