2011/02/10(Thu)OP
| P/C | 1 | 0 | 0.9 | 1.3 | 1.1 | 1 | 1.2 | 1 | 1.2 | 1.2 |
| 先物 | 10612.5 | -5 | 10617.5 | 10632.5 | 10587.5 | 10537.5 | 10440 | 10457.5 | 10267.5 | 10227.5 |
| 基準 | 15.2 | -0.7 | 15.8 | 15.7 | 16.3 | 16.1 | 16.5 | 16.3 | 17.3 | 17.7 |
| 期近 | 15.2 | -19.8 | 35 | 23.5 | 20.2 | 16.4 | 17 | 16.7 | 17.3 | 17.8 |
| 期先1 | 15.8 | 0.2 | 15.6 | 15.4 | 15.9 | 16 | 16.4 | 16.2 | 17.3 | 17.6 |
| 期先2 | 16.3 | 0.3 | 16 | 17 | 16.5 | 16.7 | 17.2 | 16.9 | 17.6 | 18.1 |
| 当/先 | 1 | -1.3 | 2.2 | 1.5 | 1.3 | 1 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 0.9 | 1 | 1 | 1 | 1 | 1 | 1 |
| 28 | 56 | 90 |
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| 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 | 10500 | 10500 | 10750 | 11000 | 11250 | 11500 | 11750 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10610 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 2.5 | 3.9 | 6 | 9.4 | 16.2 | 32.3 | 64.8 | 131 | 375.9 | 244.9 | 114.7 | 43 | 15 | 5.8 | 3.2 |
| 0.5 | 0.8 | 1.1 | 0.6 | -0.6 | -1.1 | -3.8 | -6.3 | -16.4 | -10.1 | -10.5 | -10 | -4.9 | -1.6 | 0.2 |
| 29.5 | 27.2 | 24.8 | 22.4 | 20.1 | 18.4 | 16.8 | 15.5 | 15.5 | 15.6 | 14.7 | 14.3 | 14.5 | 15.4 | 17.2 |
| 1.3 | 1.3 | 1.1 | 0.6 | 0.1 | 0 | -0.3 | -0.4 | -0.4 | -0.3 | -0.5 | -0.8 | -0.7 | -0.3 | 0.5 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.06 | -0.12 | -0.22 | -0.39 |
| 0.61 | 0.39 | 0.19 | 0.08 | 0.03 | 0.02 |
| 0.003 | 0.004 | 0.007 | 0.012 | 0.02 | 0.036 | 0.06 | 0.084 |
| 0.084 | 0.088 | 0.064 | 0.034 | 0.016 | 0.009 |
| 0.68 | 1.02 | 1.52 | 2.3 | 3.6 | 5.86 | 8.8 | 11.38 |
| 11.38 | 11.31 | 8 | 4.33 | 2.16 | 1.29 |
| -0.35 | -0.49 | -0.66 | -0.9 | -1.27 | -1.9 | -2.6 | -3.1 |
| -3.14 | -2.94 | -2.02 | -1.11 | -0.59 | -0.39 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10530 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 10.7 | 16 | 24.9 | 39.6 | 63 | 101.6 | 163.8 | 255.2 | 545.2 | 289.9 | 170.6 | 93.4 | 46.6 | 22.1 | 11 |
| 0.1 | -0.4 | -0.8 | -1.2 | -2.4 | -3.8 | -3.7 | -4.7 | -13.9 | -9.2 | -8.8 | -5.4 | -3.8 | -4.5 | -1.2 |
| 25.8 | 24.3 | 23 | 21.8 | 20.7 | 19.7 | 19.1 | 18.7 | 17.3 | 13.8 | 13.9 | 14.1 | 14.2 | 14.4 | 14.9 |
| 0.2 | 0 | 0 | -0.1 | -0.2 | -0.2 | -0.2 | -0.3 | -0.3 | -0.3 | -0.3 | -0.2 | -0.2 | -0.5 | -0.1 |
| -0.03 | -0.04 | -0.06 | -0.09 | -0.14 | -0.21 | -0.31 | -0.43 |
| 0.59 | 0.42 | 0.27 | 0.15 | 0.08 | 0.04 |
| 0.005 | 0.008 | 0.012 | 0.018 | 0.026 | 0.035 | 0.044 | 0.05 |
| 0.068 | 0.067 | 0.056 | 0.04 | 0.025 | 0.015 |
| 2.46 | 3.45 | 4.86 | 6.81 | 9.22 | 12.02 | 14.67 | 16.36 |
| 16.22 | 16.29 | 13.74 | 9.93 | 6.35 | 3.88 |
| -0.56 | -0.74 | -0.99 | -1.31 | -1.69 | -2.1 | -2.48 | -2.7 |
| -2 | -2.02 | -1.72 | -1.25 | -0.81 | -0.51 |
| 5P875 | 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 10540 | 5C1050 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 |
| 26.3 | 37.8 | 54.8 | 79.6 | 116 | 165.7 | 239.9 | 336.3 | 708.4 | 372.1 | 248.6 | 155.7 | 94.4 | 54.1 | 30 |
| 15.7 | 21.3 | 29.1 | 38.7 | 50.5 | 60.3 | 72.5 | 76.3 | 149.3 | 73 | 69.1 | 56.9 | 44.1 | 27.6 | 17.8 |
| 24.1 | 23.1 | 22.1 | 21.2 | 20.4 | 19.6 | 19.1 | 18.7 | 17.6 | 14.9 | 14.7 | 14.5 | 14.5 | 14.5 | 14.6 |
| -1.5 | -1.2 | -0.9 | -0.7 | -0.4 | -0.4 | -0.2 | -0.3 | 0 | 0.8 | 0.5 | 0.3 | 0.2 | -0.3 | -0.4 |
| -0.05 | -0.07 | -0.1 | -0.13 | -0.19 | -0.25 | -0.34 | -0.44 |
| 0.57 | 0.45 | 0.32 | 0.22 | 0.14 | 0.09 |
| 0.008 | 0.011 | 0.015 | 0.019 | 0.025 | 0.031 | 0.036 | 0.04 |
| 0.05 | 0.051 | 0.047 | 0.039 | 0.029 | 0.02 |
| 5.23 | 6.89 | 8.96 | 11.43 | 14.2 | 16.93 | 19.33 | 20.78 |
| 20.71 | 20.87 | 18.97 | 15.7 | 11.88 | 8.36 |
| -0.7 | -0.88 | -1.09 | -1.34 | -1.6 | -1.83 | -2.04 | -2.14 |
| -1.72 | -1.71 | -1.53 | -1.27 | -0.96 | -0.68 |
| 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 |
| 15.3 | 4.9 | 17.2 | 2 | 22.4 | 1 | 12500 |
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| -1.7 | 3 | 0.2 | 0 | 0.4 | 0 |
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| 15 | 8.9 | 16.2 | 3 | 20 | 1 | 12250 |
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| -1.3 | 5.4 | -0.2 | -0.5 | 0.4 | 0 |
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| 14.8 | 16.7 | 15.6 | 5.8 | 18.3 | 1.5 | 12000 |
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| -0.6 | 10.8 | 0.1 | -0.1 | 0 | -0.3 |
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| 14.6 | 30 | 14.9 | 11 | 17.2 | 3.2 | 11750 |
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| -0.4 | 17.8 | -0.1 | -1.2 | 0.5 | 0.2 |
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| 14.5 | 54.1 | 14.4 | 22.1 | 15.4 | 5.8 | 11500 |
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| -0.3 | 27.6 | -0.5 | -4.5 | -0.3 | -1.6 |
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| 14.5 | 94.4 | 14.2 | 46.6 | 14.5 | 15 | 11250 |
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| 0.2 | 44.1 | -0.2 | -3.8 | -0.7 | -4.9 |
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| 14.5 | 155.7 | 14.1 | 93.4 | 14.3 | 43 | 11000 | 430.7 | 14.4 | 556.8 | 19.4 | 621.8 | 18.7 |
| 0.3 | 56.9 | -0.2 | -5.4 | -0.8 | -10 | -4.8 | -0.8 | -3.6 | -0.3 | 61.3 | -1 |
| 14.7 | 248.6 | 13.9 | 170.6 | 14.7 | 114.7 | 10750 | 251.9 | 14.7 | 387.2 | 18.8 | 464.4 | 18.6 |
| 0.5 | 69.1 | -0.3 | -8.8 | -0.5 | -10.5 | -8 | -0.7 | -3.3 | -0.2 | 74 | -0.4 |
| 14.9 | 372.1 | 13.8 | 289.9 | 15.6 | 244.9 | 10500 | 131 | 15.5 | 255.2 | 18.7 | 336.3 | 18.7 |
| 0.8 | 73 | -0.3 | -9.2 | -0.3 | -10.1 | -6.3 | -0.4 | -4.7 | -0.3 | 76.3 | -0.3 |
| 14.9 | 525 | 13.4 | 447.7 | 16.5 | 425.4 | 10250 | 64.8 | 16.8 | 163.8 | 19.1 | 239.9 | 19.1 |
| 1.4 | 70.3 | -0.1 | -7 | -0.5 | -10.9 | -3.8 | -0.3 | -3.7 | -0.2 | 72.5 | -0.2 |
| 14.5 | 700 | 11.8 | 636.5 | 18.2 | 644 | 10000 | 32.3 | 18.4 | 101.6 | 19.7 | 165.7 | 19.6 |
| 2.6 | 57.5 | -0.1 | -6 | -0.5 | -9.5 | -1.1 | 0 | -3.8 | -0.2 | 60.3 | -0.4 |
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| 9750 | 16.2 | 20.1 | 63 | 20.7 | 116 | 20.4 |
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| -0.6 | 0.1 | -2.4 | -0.2 | 50.5 | -0.4 |
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| 9500 | 9.4 | 22.4 | 39.6 | 21.8 | 79.6 | 21.2 |
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| 0.6 | 0.6 | -1.2 | -0.1 | 38.7 | -0.7 |
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| 9250 | 6 | 24.8 | 24.9 | 23 | 54.8 | 22.1 |
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| 1.1 | 1.1 | -0.8 | 0 | 29.1 | -0.9 |
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| 9000 | 3.9 | 27.2 | 16 | 24.3 | 37.8 | 23.1 |
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| 0.8 | 1.3 | -0.4 | 0 | 21.3 | -1.2 |
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| 8750 | 2.5 | 29.5 | 10.7 | 25.8 | 26.3 | 24.1 |
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| 0.5 | 1.3 | 0.1 | 0.2 | 15.7 | -1.5 |
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| 8500 | 1.8 | 32.2 | 7.5 | 27.5 | 18 | 25.2 |
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| 0.2 | 0.9 | 0.3 | 0.3 | 10.8 | -2 |
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| 8250 | 1.1 | 33.9 | 5.4 | 29.3 | 0 | 0 |
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| 0.1 | 0.7 | 5.4 | 29.3 | 0 | 0 |
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| 8000 | 1 | 37.5 | 3.8 | 30.9 | 8.9 | 27.5 |
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| 0 | 0.6 | 0.1 | 0.4 | 5.3 | -3 |
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| 7750 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 45.2 | 2 | 34.4 | 5.6 | 30.8 |
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| 0 | 0.7 | 0 | 0.3 | 3.6 | -3.3 |
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