2011/02/04(Fri)OP
| P/C | 1 | -0.1 | 1.2 | 1 | 1.2 | 1.2 | 1.4 | 1.2 | 1.4 | 1.6 |
| 先物 | 10537.5 | 97.5 | 10440 | 10457.5 | 10267.5 | 10227.5 | 10370 | 10475 | 10412.5 | 10442.5 |
| 基準 | 16.1 | -0.4 | 16.5 | 16.3 | 17.3 | 17.7 | 15.6 | 15.2 | 15.8 | 15.8 |
| 期近 | 16.4 | -0.6 | 17 | 16.7 | 17.3 | 17.8 | 15 | 14.7 | 15.2 | 15.3 |
| 期先1 | 16 | -0.4 | 16.4 | 16.2 | 17.3 | 17.6 | 16.1 | 15.7 | 16.4 | 16.4 |
| 期先2 | 16.7 | -0.5 | 17.2 | 16.9 | 17.6 | 18.1 | 16.5 | 16.8 | 17.6 | 17.5 |
| 当/先 | 1 | 0 | 1 | 1 | 1 | 1 | 0.9 | 0.9 | 0.9 | 0.9 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 0.9 | 0.9 | 0.9 |
| 5 | 34 | 62 |
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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 | 10540 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 1 | 1 | 1 | 1 | 1.9 | 4.2 | 14.3 | 64.8 | 168.9 | 104.1 | 19 | 2.9 | 1.3 | 1 | 1 |
| 0 | 0 | 0 | -0.3 | -1.6 | -5.1 | -19 | -59.3 | -19.6 | 39.7 | 8 | 0.9 | 0.3 | 0 | 0 |
| 58.9 | 50.8 | 42.9 | 34.9 | 29.4 | 23.9 | 19.4 | 16.2 | 16.3 | 16.5 | 16.9 | 18.9 | 23.8 | 29.7 | 36.1 |
| 7.2 | 6.6 | 6 | 4.3 | 2.7 | 1.8 | 0.8 | -0.4 | -0.2 | 0 | -0.2 | -0.4 | 0 | -0.1 | 0.4 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.03 | -0.12 | -0.42 |
| 0.57 | 0.17 | 0.03 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.004 | 0.009 | 0.025 | 0.079 | 0.19 |
| 0.186 | 0.116 | 0.029 | 0.01 | 0.006 | 0.004 |
| 0.16 | 0.18 | 0.21 | 0.24 | 0.45 | 0.97 | 2.51 | 5 |
| 5.01 | 3.2 | 0.9 | 0.4 | 0.28 | 0.24 |
| -0.87 | -0.84 | -0.82 | -0.79 | -1.24 | -2.16 | -4.52 | -7.53 |
| -7.71 | -5.04 | -1.58 | -0.89 | -0.78 | -0.81 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10530 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 3.3 | 5.7 | 9.8 | 16.9 | 28.8 | 55.1 | 103.7 | 190.7 | 415 | 224.3 | 113.7 | 50.6 | 21.3 | 8.8 | 3.7 |
| -1.4 | -1.8 | -3 | -6.9 | -13.6 | -22.2 | -35.9 | -50.6 | -6.2 | 44.3 | 28.8 | 16.7 | 7.6 | 3 | 0.8 |
| 26.9 | 25.2 | 23.4 | 21.6 | 19.7 | 18.4 | 17.2 | 16.3 | 16.1 | 15.9 | 15.5 | 15.4 | 15.7 | 16.2 | 16.9 |
| 0.2 | 0.5 | 0.6 | 0.2 | -0.2 | -0.1 | -0.1 | 0.1 | 0 | -0.1 | 0.1 | 0.3 | 0.2 | 0 | -0.4 |
| -0.01 | -0.02 | -0.03 | -0.06 | -0.09 | -0.17 | -0.29 | -0.46 |
| 0.54 | 0.35 | 0.19 | 0.09 | 0.04 | 0.02 |
| 0.003 | 0.006 | 0.01 | 0.016 | 0.026 | 0.042 | 0.062 | 0.076 |
| 0.077 | 0.074 | 0.054 | 0.032 | 0.017 | 0.008 |
| 0.92 | 1.47 | 2.34 | 3.61 | 5.43 | 8.16 | 11.07 | 12.84 |
| 12.84 | 11.94 | 8.74 | 5.33 | 2.9 | 1.5 |
| -0.36 | -0.54 | -0.8 | -1.14 | -1.56 | -2.18 | -2.76 | -3.02 |
| -2.98 | -2.7 | -1.97 | -1.22 | -0.69 | -0.37 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10460 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 17.3 | 25.1 | 37.5 | 58 | 90.3 | 137.5 | 211.1 | 313.1 | 582.1 | 269.1 | 159.2 | 89.2 | 46.3 | 23.9 | 11.9 |
| -5.7 | -8 | -12.2 | -17.3 | -21.7 | -32.5 | -39.6 | -53.3 | -9 | 44.2 | 29.3 | 21.2 | 13.1 | 8 | 4.1 |
| 25.9 | 24.5 | 23.2 | 22.1 | 21.1 | 20.2 | 19.6 | 19.2 | 17.1 | 14.4 | 14.3 | 14.4 | 14.6 | 14.9 | 15.2 |
| -0.2 | -0.2 | -0.3 | -0.3 | -0.1 | -0.3 | 0 | -0.2 | -0.2 | -0.2 | -0.2 | 0.1 | 0.2 | 0.3 | 0.2 |
| -0.04 | -0.05 | -0.08 | -0.12 | -0.17 | -0.25 | -0.35 | -0.47 |
| 0.54 | 0.38 | 0.25 | 0.15 | 0.08 | 0.04 |
| 0.007 | 0.01 | 0.015 | 0.021 | 0.028 | 0.036 | 0.043 | 0.048 |
| 0.064 | 0.061 | 0.05 | 0.036 | 0.024 | 0.014 |
| 3.51 | 4.74 | 6.42 | 8.63 | 11.23 | 13.87 | 16.14 | 17.31 |
| 17.3 | 16.58 | 13.73 | 9.96 | 6.65 | 4.11 |
| -0.73 | -0.93 | -1.19 | -1.52 | -1.9 | -2.24 | -2.53 | -2.65 |
| -2.01 | -1.91 | -1.6 | -1.17 | -0.8 | -0.5 |
| 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 | 2 | 21.2 | 1 | 53.6 | 1 | 12500 |
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| 0.5 | 0.9 | -0.7 | 0 | 2 | 0 |
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| 16.6 | 4 | 19.2 | 1.1 | 48 | 1 | 12250 |
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| 0.5 | 1.7 | -0.5 | 0.1 | 1.5 | 0 |
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| 15.8 | 6.4 | 18.5 | 2.4 | 42.1 | 1 | 12000 |
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| 0.4 | 2.5 | -0.2 | 0.6 | 1 | 0 |
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| 15.2 | 11.9 | 16.9 | 3.7 | 36.1 | 1 | 11750 |
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| 0.2 | 4.1 | -0.4 | 0.8 | 0.4 | 0 |
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| 14.9 | 23.9 | 16.2 | 8.8 | 29.7 | 1 | 11500 |
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| 0.3 | 8 | 0 | 3 | -0.1 | 0 |
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| 14.6 | 46.3 | 15.7 | 21.3 | 23.8 | 1.3 | 11250 |
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| 0.2 | 13.1 | 0.2 | 7.6 | 0 | 0.3 |
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| 14.4 | 89.2 | 15.4 | 50.6 | 18.9 | 2.9 | 11000 | 462.9 | 14.8 | 517.6 | 16 | 633.2 | 20.1 |
| 0.1 | 21.2 | 0.3 | 16.7 | -0.4 | 0.9 | -98.7 | -4.1 | -79.7 | 0.3 | -74.1 | -0.2 |
| 14.3 | 159.2 | 15.5 | 113.7 | 16.9 | 19 | 10750 | 231.7 | 17 | 329.4 | 15.9 | 458.2 | 19.5 |
| -0.2 | 29.3 | 0.1 | 28.8 | -0.2 | 8 | -89.7 | -0.4 | -65.9 | 0.3 | -61.8 | 0 |
| 14.4 | 269.1 | 15.9 | 224.3 | 16.5 | 104.1 | 10500 | 64.8 | 16.2 | 190.7 | 16.3 | 313.1 | 19.2 |
| -0.2 | 44.2 | -0.1 | 44.3 | 0 | 39.7 | -59.3 | -0.4 | -50.6 | 0.1 | -53.3 | -0.2 |
| 14.1 | 413.4 | 16.8 | 388 | 21.9 | 308.8 | 10250 | 14.3 | 19.4 | 103.7 | 17.2 | 211.1 | 19.6 |
| -0.6 | 53.4 | -0.1 | 62.4 | 2.9 | 83.8 | -19 | 0.8 | -35.9 | -0.1 | -39.6 | 0 |
| 13.5 | 592 | 17.7 | 588.1 | 22.8 | 540.8 | 10000 | 4.2 | 23.9 | 55.1 | 18.4 | 137.5 | 20.2 |
| -0.9 | 65.8 | -0.3 | 74.3 | 0 | 90.1 | -5.1 | 1.8 | -22.2 | -0.1 | -32.5 | -0.3 |
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| 9750 | 1.9 | 29.4 | 28.8 | 19.7 | 90.3 | 21.1 |
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| -1.6 | 2.7 | -13.6 | -0.2 | -21.7 | -0.1 |
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| 9500 | 1 | 34.9 | 16.9 | 21.6 | 58 | 22.1 |
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| -0.3 | 4.3 | -6.9 | 0.2 | -17.3 | -0.3 |
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| 9250 | 1 | 42.9 | 9.8 | 23.4 | 37.5 | 23.2 |
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| 0 | 6 | -3 | 0.6 | -12.2 | -0.3 |
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| 9000 | 1 | 50.8 | 5.7 | 25.2 | 25.1 | 24.5 |
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| 0 | 6.6 | -1.8 | 0.5 | -8 | -0.2 |
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| 8750 | 1 | 58.9 | 3.3 | 26.9 | 17.3 | 25.9 |
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| 0 | 7.2 | -1.4 | 0.2 | -5.7 | -0.2 |
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| 8500 | 1 | 67.2 | 2.6 | 29.6 | 12 | 27.4 |
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| 0 | 7.9 | -0.9 | 0.4 | -3.3 | 0 |
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| 8250 | 1 | 75.6 | 1.7 | 31.7 | 0 | 0 |
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| 0 | 8.5 | -0.6 | 0.4 | 0 | 0 |
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| 8000 | 1 | 84.2 | 1 | 33.3 | 5.7 | 30.4 |
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| 0 | 9.2 | -0.6 | -0.2 | -2.2 | -0.3 |
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| 7750 | 1 | 93.1 | 0 | 0 | 0 | 0 |
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| 0 | 9.9 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 102.1 | 1 | 40.4 | 3 | 33.7 |
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| 0 | 10.6 | 0 | 1.5 | -1.5 | -0.7 |
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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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