2011/02/03(Thu)OP
| P/C | 1.2 | 0.2 | 1 | 1.2 | 1.2 | 1.4 | 1.2 | 1.4 | 1.6 | 0.6 |
| 先物 | 10440 | -17.5 | 10457.5 | 10267.5 | 10227.5 | 10370 | 10475 | 10412.5 | 10442.5 | 10342.5 |
| 基準 | 16.5 | 0.2 | 16.3 | 17.3 | 17.7 | 15.6 | 15.2 | 15.8 | 15.8 | 16.4 |
| 期近 | 17 | 0.3 | 16.7 | 17.3 | 17.8 | 15 | 14.7 | 15.2 | 15.3 | 16.1 |
| 期先1 | 16.4 | 0.2 | 16.2 | 17.3 | 17.6 | 16.1 | 15.7 | 16.4 | 16.4 | 16.9 |
| 期先2 | 17.2 | 0.2 | 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 |
| 6 | 35 | 63 |
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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 | 10440 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 1 | 1 | 1 | 1.3 | 3.5 | 9.3 | 33.3 | 124.2 | 188.5 | 64.4 | 11.1 | 2 | 1 | 1 | 1 |
| 0 | 0 | 0 | -0.4 | -0.3 | -1.6 | -0.6 | 4.9 | -8.5 | -13.4 | -4.7 | -1.2 | -0.5 | 0 | 0 |
| 51.7 | 44.3 | 36.9 | 30.6 | 26.6 | 22.1 | 18.6 | 16.5 | 16.5 | 16.5 | 17.1 | 19.2 | 23.8 | 29.9 | 35.6 |
| 3.2 | 2.7 | 2.2 | 0.7 | 1.1 | 0.1 | 0.3 | 0.3 | 0.2 | 0.1 | 0.3 | 0.4 | 0.9 | 2.5 | 2.9 |
| 0 | -0.01 | -0.01 | -0.01 | -0.02 | -0.07 | -0.22 | -0.6 |
| 0.4 | 0.1 | 0.02 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.006 | 0.016 | 0.043 | 0.117 | 0.17 |
| 0.17 | 0.074 | 0.019 | 0.008 | 0.005 | 0.004 |
| 0.18 | 0.2 | 0.24 | 0.34 | 0.8 | 1.81 | 4.11 | 5.33 |
| 5.33 | 2.42 | 0.68 | 0.34 | 0.28 | 0.25 |
| -0.72 | -0.7 | -0.68 | -0.82 | -1.68 | -3.15 | -6 | -6.9 |
| -6.93 | -3.26 | -1.03 | -0.64 | -0.67 | -0.69 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10440 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 4.7 | 7.5 | 12.8 | 23.7 | 42.4 | 77.3 | 139.6 | 241.3 | 421.3 | 180 | 84.9 | 33.9 | 13.7 | 5.8 | 2.9 |
| -0.7 | -0.8 | -0.6 | -0.2 | 1.5 | 1 | 5.5 | 7.9 | -2.3 | -10.2 | -5.1 | -3.9 | -1.5 | -0.8 | -0.4 |
| 26.6 | 24.6 | 22.9 | 21.5 | 19.9 | 18.5 | 17.3 | 16.2 | 16.1 | 16 | 15.4 | 15.1 | 15.5 | 16.2 | 17.3 |
| -0.4 | -0.3 | -0.1 | 0 | 0.2 | 0 | 0.2 | 0.1 | 0.1 | 0.1 | 0.2 | 0 | 0.1 | 0.1 | 0.1 |
| -0.01 | -0.02 | -0.04 | -0.07 | -0.13 | -0.22 | -0.36 | -0.53 |
| 0.46 | 0.28 | 0.14 | 0.06 | 0.03 | 0.01 |
| 0.004 | 0.007 | 0.012 | 0.02 | 0.032 | 0.049 | 0.066 | 0.076 |
| 0.076 | 0.067 | 0.045 | 0.025 | 0.013 | 0.007 |
| 1.22 | 1.85 | 2.87 | 4.56 | 6.8 | 9.58 | 12.11 | 12.92 |
| 12.91 | 10.94 | 7.19 | 4.06 | 2.16 | 1.23 |
| -0.46 | -0.64 | -0.93 | -1.38 | -1.91 | -2.5 | -2.95 | -2.94 |
| -2.94 | -2.4 | -1.54 | -0.89 | -0.5 | -0.3 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10360 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 22.9 | 33.1 | 49.7 | 75.3 | 112 | 170 | 250.7 | 366.3 | 591.2 | 224.8 | 129.9 | 68.1 | 33.1 | 15.9 | 7.9 |
| 0 | -0.4 | 1.2 | 2 | 2.2 | 6.1 | 7.1 | 9.8 | 0.2 | -9.6 | -5.1 | -2.4 | -1.9 | -0.6 | -0.1 |
| 26.2 | 24.7 | 23.5 | 22.4 | 21.2 | 20.4 | 19.7 | 19.3 | 16.4 | 14.5 | 14.5 | 14.4 | 14.4 | 14.6 | 15 |
| 0 | -0.1 | 0.1 | 0.1 | 0.1 | 0.2 | 0.2 | 0.2 | 0.1 | 0 | 0.2 | 0.2 | 0.1 | 0.2 | 0.3 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.21 | -0.29 | -0.39 | -0.51 |
| 0.48 | 0.33 | 0.2 | 0.11 | 0.06 | 0.03 |
| 0.009 | 0.012 | 0.017 | 0.023 | 0.031 | 0.039 | 0.045 | 0.047 |
| 0.063 | 0.057 | 0.045 | 0.03 | 0.019 | 0.011 |
| 4.26 | 5.67 | 7.57 | 9.89 | 12.41 | 14.92 | 16.75 | 17.35 |
| 17.32 | 15.67 | 12.2 | 8.29 | 5.16 | 3.09 |
| -0.88 | -1.1 | -1.4 | -1.74 | -2.07 | -2.4 | -2.59 | -2.63 |
| -2 | -1.8 | -1.39 | -0.94 | -0.59 | -0.37 |
| 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 | 1.1 | 21.9 | 1 | 51.6 | 1 | 12500 |
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| -0.1 | -0.2 | 0.5 | 0 | 4 | 0 |
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| 16.2 | 2.3 | 19.7 | 1 | 46.5 | 1 | 12250 |
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| 0.5 | 0.3 | 0.5 | 0 | 3.7 | 0 |
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| 15.4 | 3.9 | 18.7 | 1.8 | 41.1 | 1 | 12000 |
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| 0.3 | 0 | 0.6 | 0.1 | 3.3 | 0 |
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| 15 | 7.9 | 17.3 | 2.9 | 35.6 | 1 | 11750 |
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| 0.3 | -0.1 | 0.1 | -0.4 | 2.9 | 0 |
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| 14.6 | 15.9 | 16.2 | 5.8 | 29.9 | 1 | 11500 |
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| 0.2 | -0.6 | 0.1 | -0.8 | 2.5 | 0 |
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| 14.4 | 33.1 | 15.5 | 13.7 | 23.8 | 1 | 11250 |
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| 0.1 | -1.9 | 0.1 | -1.5 | 0.9 | -0.5 |
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| 14.4 | 68.1 | 15.1 | 33.9 | 19.2 | 2 | 11000 | 561.6 | 18.9 | 597.3 | 15.7 | 707.3 | 20.3 |
| 0.2 | -2.4 | 0 | -3.9 | 0.4 | -1.2 | 20 | 18.9 | 16.3 | 0.4 | 14.8 | 0.3 |
| 14.5 | 129.9 | 15.4 | 84.9 | 17.1 | 11.1 | 10750 | 321.5 | 17.4 | 395.3 | 15.6 | 520 | 19.5 |
| 0.2 | -5.1 | 0.2 | -5.1 | 0.3 | -4.7 | 16.5 | 1.5 | 11.2 | 0.1 | 14.6 | 0.4 |
| 14.5 | 224.8 | 16 | 180 | 16.5 | 64.4 | 10500 | 124.2 | 16.5 | 241.3 | 16.2 | 366.3 | 19.3 |
| 0 | -9.6 | 0.1 | -10.2 | 0.1 | -13.4 | 4.9 | 0.3 | 7.9 | 0.1 | 9.8 | 0.2 |
| 14.7 | 360 | 16.9 | 325.6 | 18.9 | 225 | 10250 | 33.3 | 18.6 | 139.6 | 17.3 | 250.7 | 19.7 |
| 0 | -12.5 | -0.1 | -15 | 0.3 | -18 | -0.6 | 0.3 | 5.5 | 0.2 | 7.1 | 0.2 |
| 14.4 | 526.2 | 18.1 | 513.9 | 22.8 | 450.7 | 10000 | 9.3 | 22.1 | 77.3 | 18.5 | 170 | 20.4 |
| 0 | -15.4 | -0.2 | -18.2 | -0.3 | -20.2 | -1.6 | 0.1 | 1 | 0 | 6.1 | 0.2 |
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| 9750 | 3.5 | 26.6 | 42.4 | 19.9 | 112 | 21.2 |
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| -0.3 | 1.1 | 1.5 | 0.2 | 2.2 | 0.1 |
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| 9500 | 1.3 | 30.6 | 23.7 | 21.5 | 75.3 | 22.4 |
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| -0.4 | 0.7 | -0.2 | 0 | 2 | 0.1 |
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| 9250 | 1 | 36.9 | 12.8 | 22.9 | 49.7 | 23.5 |
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| 0 | 2.2 | -0.6 | -0.1 | 1.2 | 0.1 |
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| 9000 | 1 | 44.3 | 7.5 | 24.6 | 33.1 | 24.7 |
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| 0 | 2.7 | -0.8 | -0.3 | -0.4 | -0.1 |
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| 8750 | 1 | 51.7 | 4.7 | 26.6 | 22.9 | 26.2 |
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| 0 | 3.2 | -0.7 | -0.4 | 0 | 0 |
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| 8500 | 1 | 59.3 | 3.5 | 29.2 | 15.3 | 27.4 |
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| 0 | 3.8 | -0.3 | -0.1 | -0.3 | -0.1 |
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| 8250 | 1 | 67.1 | 2.3 | 31.3 | 0 | 0 |
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| 0 | 4.3 | -0.2 | -0.1 | 0 | 0 |
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| 8000 | 1 | 75 | 1.6 | 33.5 | 8 | 30.7 |
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| 0 | 4.9 | -0.2 | -0.3 | 0 | 0.1 |
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| 7750 | 1 | 83.2 | 0 | 0 | 0 | 0 |
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| 0 | 5.5 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 91.5 | 1 | 38.8 | 4.5 | 34.4 |
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| 0 | 6.1 | 0 | 0.4 | 0.1 | 0.2 |
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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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