2011/02/07(Mon)OP
| P/C | 1.1 | 0 | 1.1 | 1 | 1.2 | 1 | 1.2 | 1.2 | 1.4 | 1.2 |
| 先物 | 10587.5 | 0 | 10587.5 | 10537.5 | 10440 | 10457.5 | 10267.5 | 10227.5 | 10370 | 10475 |
| 基準 | 16.3 | 0 | 16.3 | 16.1 | 16.5 | 16.3 | 17.3 | 17.7 | 15.6 | 15.2 |
| 期近 | 20.2 | 0 | 20.2 | 16.4 | 17 | 16.7 | 17.3 | 17.8 | 15 | 14.7 |
| 期先1 | 15.9 | 0 | 15.9 | 16 | 16.4 | 16.2 | 17.3 | 17.6 | 16.1 | 15.7 |
| 期先2 | 16.5 | 0 | 16.5 | 16.7 | 17.2 | 16.9 | 17.6 | 18.1 | 16.5 | 16.8 |
| 当/先 | 1.3 | 0 | 1.3 | 1 | 1 | 1 | 1 | 1 | 0.9 | 0.9 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 0.9 |
| 2 | 31 | 59 |
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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 | 10590 | 2C1050 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 |
| 1 | 1 | 1 | 1 | 1 | 1.6 | 4.4 | 31.6 | 154.2 | 122.6 | 17.2 | 1.9 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 90.8 | 78.6 | 66.6 | 54.8 | 43 | 33.2 | 24.6 | 19.6 | 20 | 20.8 | 20.6 | 24 | 32.6 | 42.6 | 52.2 |
| 0.1 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.02 | -0.05 | -0.3 |
| 0.69 | 0.18 | 0.02 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.004 | 0.006 | 0.014 | 0.049 | 0.207 |
| 0.198 | 0.15 | 0.028 | 0.01 | 0.006 | 0.004 |
| 0.1 | 0.12 | 0.13 | 0.16 | 0.19 | 0.34 | 0.87 | 2.95 |
| 2.99 | 2.25 | 0.49 | 0.24 | 0.19 | 0.17 |
| -1.97 | -1.93 | -1.87 | -1.81 | -1.73 | -2.37 | -4.55 | -12.24 |
| -13.17 | -9.83 | -2.49 | -1.65 | -1.75 | -1.83 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10590 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 2.6 | 4.4 | 6.4 | 11.6 | 21.4 | 41.7 | 81.2 | 158.9 | 403 | 244 | 123.5 | 54.9 | 22.2 | 8.6 | 3.7 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 27.9 | 26 | 23.5 | 21.7 | 20 | 18.5 | 17.1 | 16.2 | 16.1 | 16 | 15.5 | 15.5 | 15.7 | 16.2 | 17 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.08 | -0.14 | -0.25 | -0.42 |
| 0.58 | 0.38 | 0.21 | 0.1 | 0.04 | 0.02 |
| 0.003 | 0.005 | 0.007 | 0.013 | 0.023 | 0.039 | 0.06 | 0.078 |
| 0.079 | 0.079 | 0.059 | 0.035 | 0.018 | 0.009 |
| 0.74 | 1.17 | 1.69 | 2.74 | 4.41 | 6.89 | 9.87 | 12.14 |
| 12.13 | 11.8 | 8.87 | 5.37 | 2.83 | 1.47 |
| -0.33 | -0.48 | -0.63 | -0.95 | -1.4 | -2.03 | -2.68 | -3.13 |
| -3.1 | -2.93 | -2.2 | -1.35 | -0.73 | -0.4 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10510 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 13.9 | 20.5 | 31.5 | 49 | 75.9 | 120.1 | 186.5 | 283.8 | 573.7 | 289.8 | 174.1 | 95.8 | 50.1 | 25 | 12 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 26.1 | 24.6 | 23.3 | 22.2 | 21.1 | 20.3 | 19.6 | 19.3 | 17.6 | 14.3 | 14.3 | 14.4 | 14.5 | 14.8 | 15.1 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| -0.03 | -0.05 | -0.07 | -0.1 | -0.16 | -0.23 | -0.33 | -0.44 |
| 0.57 | 0.41 | 0.26 | 0.16 | 0.09 | 0.05 |
| 0.006 | 0.009 | 0.013 | 0.019 | 0.027 | 0.035 | 0.043 | 0.048 |
| 0.064 | 0.063 | 0.053 | 0.039 | 0.025 | 0.015 |
| 2.98 | 4.09 | 5.67 | 7.72 | 10.19 | 12.95 | 15.39 | 16.85 |
| 16.77 | 16.58 | 13.98 | 10.3 | 6.81 | 4.14 |
| -0.65 | -0.85 | -1.11 | -1.44 | -1.8 | -2.2 | -2.53 | -2.72 |
| -2.04 | -2.01 | -1.7 | -1.27 | -0.85 | -0.53 |
| 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 |
| 16.9 | 2 | 21.6 | 1 | 78.8 | 1 | 12500 |
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| 0 | 0 | 0 | 0 | 0.1 | 0 |
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| 16 | 3 | 19.3 | 1 | 70.2 | 1 | 12250 |
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| 0 | 0 | 0 | 0 | 0.1 | 0 |
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| 15.6 | 6.3 | 18.2 | 1.9 | 61.4 | 1 | 12000 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 15.1 | 12 | 17 | 3.7 | 52.2 | 1 | 11750 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 14.8 | 25 | 16.2 | 8.6 | 42.6 | 1 | 11500 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 14.5 | 50.1 | 15.7 | 22.2 | 32.6 | 1 | 11250 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 14.4 | 95.8 | 15.5 | 54.9 | 24 | 1.9 | 11000 | 412.5 | 15.4 | 467.1 | 15.6 | 592.4 | 20.1 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 14.3 | 174.1 | 15.5 | 123.5 | 20.6 | 17.2 | 10750 | 176.2 | 19.1 | 286.7 | 15.7 | 418.6 | 19.3 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 14.3 | 289.8 | 16 | 244 | 20.8 | 122.6 | 10500 | 31.6 | 19.6 | 158.9 | 16.2 | 283.8 | 19.3 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 14 | 441.5 | 16.8 | 416.9 | 27.2 | 344.5 | 10250 | 4.4 | 24.6 | 81.2 | 17.1 | 186.5 | 19.6 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 12.5 | 622.2 | 18.2 | 627.8 | 40.9 | 593.3 | 10000 | 1.6 | 33.2 | 41.7 | 18.5 | 120.1 | 20.3 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 9750 | 1 | 43 | 21.4 | 20 | 75.9 | 21.1 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 9500 | 1 | 54.8 | 11.6 | 21.7 | 49 | 22.2 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 9250 | 1 | 66.6 | 6.4 | 23.5 | 31.5 | 23.3 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 9000 | 1 | 78.6 | 4.4 | 26 | 20.5 | 24.6 |
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| 0 | 0.1 | 0 | 0 | 0 | 0 |
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| 8750 | 1 | 90.8 | 2.6 | 27.9 | 13.9 | 26.1 |
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| 0 | 0.1 | 0 | 0 | 0 | 0 |
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| 8500 | 1 | 103.2 | 1.8 | 30.2 | 9.1 | 27.4 |
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| 0 | 0.1 | 0 | 0 | 0 | 0 |
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| 8250 | 1 | 115.9 | 1.4 | 32.9 | 0 | 0 |
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| 0 | 0.1 | 0 | 0 | 0 | 0 |
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| 8000 | 1 | 128.9 | 1 | 35.4 | 4.6 | 30.6 |
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| 0 | 0.1 | 0 | 0 | 0 | 0 |
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| 7750 | 1 | 142.2 | 0 | 0 | 0 | 0 |
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| 0 | 0.1 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 155.8 | 1 | 42.8 | 2.7 | 34.5 |
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| 0 | 0.1 | 0 | 0 | 0 | 0 |
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