2011/02/08(Tue)OP
| P/C | 1.3 | 0.3 | 1.1 | 1 | 1.2 | 1 | 1.2 | 1.2 | 1.4 | 1.2 |
| 先物 | 10632.5 | 45 | 10587.5 | 10537.5 | 10440 | 10457.5 | 10267.5 | 10227.5 | 10370 | 10475 |
| 基準 | 15.7 | -0.5 | 16.3 | 16.1 | 16.5 | 16.3 | 17.3 | 17.7 | 15.6 | 15.2 |
| 期近 | 23.5 | 3.3 | 20.2 | 16.4 | 17 | 16.7 | 17.3 | 17.8 | 15 | 14.7 |
| 期先1 | 15.4 | -0.6 | 15.9 | 16 | 16.4 | 16.2 | 17.3 | 17.6 | 16.1 | 15.7 |
| 期先2 | 17 | 0.5 | 16.5 | 16.7 | 17.2 | 16.9 | 17.6 | 18.1 | 16.5 | 16.8 |
| 当/先 | 1.5 | 0.3 | 1.3 | 1 | 1 | 1 | 1 | 1 | 0.9 | 0.9 |
| 先/先2 | 0.9 | -0.1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 0.9 |
| 1 | 30 | 58 |
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| 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 | 10750 | 10750 | 11000 | 11250 | 11500 | 11750 | 12000 |
| 2P900 | 2P925 | 2P950 | 2P975 | 2P1000 | 2P1025 | 2P1050 | 2P1075 | 10630 | 2C1075 | 2C1100 | 2C1125 | 2C1150 | 2C1175 | 2C1200 |
| 1 | 1 | 1 | 1 | 1 | 2.9 | 16.6 | 134.9 | 154.5 | 19.6 | 1.3 | 1 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | -0.6 | -1.5 | -15.1 | -41.3 | -38.9 | 2.4 | -0.6 | 0 | 0 | 0 | 0 |
| 105.8 | 90 | 74.5 | 59 | 43.6 | 32.9 | 23.8 | 22.3 | 23.2 | 23.5 | 27.1 | 40.2 | 53.5 | 66.2 | 78.3 |
| 27.2 | 23.5 | 19.8 | 16.1 | 10.4 | 8.4 | 4.2 | 3.3 | 3 | 2.9 | 3.1 | 7.7 | 10.9 | 14 | 17 |
| 0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.03 | -0.19 | -0.79 |
| 0.22 | 0.02 | 0.01 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.004 | 0.006 | 0.01 | 0.035 | 0.177 | 0.2 |
| 0.196 | 0.028 | 0.011 | 0.007 | 0.005 | 0.003 |
| 0.09 | 0.1 | 0.12 | 0.14 | 0.18 | 0.49 | 1.78 | 1.89 |
| 1.95 | 0.32 | 0.19 | 0.15 | 0.13 | 0.11 |
| -3.35 | -3.26 | -3.15 | -3.01 | -2.84 | -5.88 | -15.5 | -15.43 |
| -16.74 | -3.18 | -2.82 | -3 | -3.14 | -3.25 |
| 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 3P1075 | 10630 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 | 3C1200 |
| 3.4 | 5.1 | 8.7 | 15.4 | 31.5 | 64 | 131.4 | 249.9 | 382.4 | 132.5 | 57.4 | 22.3 | 8.6 | 3.7 | 1.9 |
| -0.9 | -1.3 | -2.8 | -6.1 | -10.2 | -17.2 | -27.5 | -36.8 | -27.8 | 9 | 2.5 | 0.1 | 0 | 0 | 0 |
| 26.1 | 23.6 | 21.6 | 19.5 | 18.1 | 16.6 | 15.7 | 15.1 | 15.1 | 15 | 14.9 | 15.2 | 15.7 | 16.6 | 17.9 |
| 0.1 | 0.1 | -0.1 | -0.4 | -0.4 | -0.4 | -0.5 | -0.6 | -0.5 | -0.5 | -0.5 | -0.6 | -0.4 | -0.4 | -0.3 |
| -0.01 | -0.02 | -0.03 | -0.06 | -0.11 | -0.21 | -0.38 | -0.59 |
| 0.41 | 0.22 | 0.1 | 0.04 | 0.02 | 0.01 |
| 0.004 | 0.006 | 0.011 | 0.019 | 0.035 | 0.057 | 0.079 | 0.084 |
| 0.084 | 0.065 | 0.038 | 0.019 | 0.009 | 0.005 |
| 0.97 | 1.41 | 2.25 | 3.58 | 5.93 | 8.96 | 11.69 | 11.92 |
| 11.92 | 9.13 | 5.49 | 2.86 | 1.48 | 0.83 |
| -0.41 | -0.55 | -0.8 | -1.15 | -1.76 | -2.45 | -3.01 | -2.95 |
| -2.96 | -2.25 | -1.37 | -0.74 | -0.41 | -0.24 |
| 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 4P1075 | 10550 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 | 4C1200 |
| 16.1 | 25.4 | 39.7 | 65 | 103.2 | 163.8 | 254.8 | 382.5 | 567.8 | 185.2 | 103.3 | 52.9 | 26.5 | 13 | 6.1 |
| -4.3 | -6.1 | -9.3 | -10.9 | -16.9 | -22.6 | -29 | -36.1 | -24.9 | 11.1 | 7.5 | 2.8 | 1.5 | 1 | -0.2 |
| 24.2 | 22.9 | 21.7 | 20.8 | 19.9 | 19.2 | 18.8 | 18.8 | 15.3 | 14 | 14.1 | 14.2 | 14.5 | 14.9 | 15.2 |
| -0.4 | -0.4 | -0.5 | -0.3 | -0.4 | -0.4 | -0.4 | -0.5 | -0.4 | -0.3 | -0.2 | -0.3 | -0.2 | -0.2 | -0.4 |
| -0.04 | -0.06 | -0.09 | -0.14 | -0.21 | -0.3 | -0.42 | -0.54 |
| 0.43 | 0.28 | 0.17 | 0.09 | 0.05 | 0.03 |
| 0.008 | 0.012 | 0.018 | 0.025 | 0.034 | 0.043 | 0.049 | 0.05 |
| 0.066 | 0.056 | 0.042 | 0.027 | 0.016 | 0.009 |
| 3.51 | 4.97 | 6.88 | 9.42 | 12.19 | 14.84 | 16.61 | 16.87 |
| 16.73 | 14.42 | 10.69 | 7.13 | 4.39 | 2.52 |
| -0.72 | -0.98 | -1.28 | -1.68 | -2.07 | -2.43 | -2.67 | -2.71 |
| -2.02 | -1.75 | -1.31 | -0.89 | -0.56 | -0.33 |
| 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 |
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| 12750 |
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| 16.7 | 2 | 21.5 | 1 | 101.2 | 1 | 12500 |
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| -0.2 | 0 | -0.2 | 0 | 22.5 | 0 |
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| 15.7 | 3 | 19.1 | 1 | 90 | 1 | 12250 |
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| -0.2 | 0 | -0.2 | 0 | 19.8 | 0 |
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| 15.2 | 6.1 | 17.9 | 1.9 | 78.3 | 1 | 12000 |
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| -0.4 | -0.2 | -0.3 | 0 | 17 | 0 |
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| 14.9 | 13 | 16.6 | 3.7 | 66.2 | 1 | 11750 |
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| -0.2 | 1 | -0.4 | 0 | 14 | 0 |
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| 14.5 | 26.5 | 15.7 | 8.6 | 53.5 | 1 | 11500 |
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| -0.2 | 1.5 | -0.4 | 0 | 10.9 | 0 |
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| 14.2 | 52.9 | 15.2 | 22.3 | 40.2 | 1 | 11250 |
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| -0.3 | 2.8 | -0.6 | 0.1 | 7.7 | 0 |
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| 14.1 | 103.3 | 14.9 | 57.4 | 27.1 | 1.3 | 11000 | 366.5 | 0 | 424.9 | 15 | 549.8 | 19.5 |
| -0.2 | 7.5 | -0.5 | 2.5 | 3.1 | -0.6 | -46 | -15.4 | -42.2 | -0.5 | -42.6 | -0.7 |
| 14 | 185.2 | 15 | 132.5 | 23.5 | 19.6 | 10750 | 134.9 | 22.3 | 249.9 | 15.1 | 382.5 | 18.8 |
| -0.3 | 11.1 | -0.5 | 9 | 2.9 | 2.4 | -41.3 | 3.3 | -36.8 | -0.6 | -36.1 | -0.5 |
| 13.9 | 306.9 | 15.5 | 262.3 | 24.7 | 150.8 | 10500 | 16.6 | 23.8 | 131.4 | 15.7 | 254.8 | 18.8 |
| -0.4 | 17 | -0.5 | 18.2 | 4 | 28.2 | -15.1 | 4.2 | -27.5 | -0.5 | -29 | -0.4 |
| 13.5 | 466.5 | 16.4 | 445.6 | 37.1 | 387.8 | 10250 | 2.9 | 32.9 | 64 | 16.6 | 163.8 | 19.2 |
| -0.5 | 25 | -0.4 | 28.7 | 9.9 | 43.3 | -1.5 | 8.4 | -17.2 | -0.4 | -22.6 | -0.4 |
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| 10000 | 1 | 43.6 | 31.5 | 18.1 | 103.2 | 19.9 |
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| -0.6 | 10.4 | -10.2 | -0.4 | -16.9 | -0.4 |
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| 9750 | 1 | 59 | 15.4 | 19.5 | 65 | 20.8 |
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| 0 | 16.1 | -6.1 | -0.4 | -10.9 | -0.3 |
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| 9500 | 1 | 74.5 | 8.7 | 21.6 | 39.7 | 21.7 |
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| 0 | 19.8 | -2.8 | -0.1 | -9.3 | -0.5 |
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| 9250 | 1 | 90 | 5.1 | 23.6 | 25.4 | 22.9 |
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| 0 | 23.5 | -1.3 | 0.1 | -6.1 | -0.4 |
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| 9000 | 1 | 105.8 | 3.4 | 26.1 | 16.1 | 24.2 |
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| 0 | 27.2 | -0.9 | 0.1 | -4.3 | -0.4 |
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| 8750 | 1 | 121.8 | 2.3 | 28.4 | 10.9 | 25.6 |
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| 0 | 31 | -0.3 | 0.5 | -3 | -0.4 |
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| 8500 | 1 | 138.1 | 1.7 | 31.1 | 7.6 | 27.3 |
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| 0 | 34.9 | -0.1 | 0.8 | -1.5 | -0.1 |
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| 8250 | 1 | 154.7 | 1 | 32.8 | 0 | 0 |
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| 0 | 38.9 | -0.4 | -0.1 | 0 | 0 |
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| 8000 | 1 | 171.8 | 1 | 36.4 | 3.8 | 30.6 |
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| 0 | 43 | 0 | 1.1 | -0.7 | 0 |
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| 7750 | 1 | 189.2 | 0 | 0 | 0 | 0 |
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| 0 | 47.2 | 0 | 0 | 0 | 0 |
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