2011/02/14(Mon)OP
| P/C | 1.1 | 0.1 | 1 | 0.9 | 1.3 | 1.1 | 1 | 1.2 | 1 | 1.2 |
| 先物 | 10722.5 | 110 | 10612.5 | 10617.5 | 10632.5 | 10587.5 | 10537.5 | 10440 | 10457.5 | 10267.5 |
| 基準 | 15.2 | 0 | 15.2 | 15.8 | 15.7 | 16.3 | 16.1 | 16.5 | 16.3 | 17.3 |
| 期近 | 15 | -0.1 | 15.2 | 35 | 23.5 | 20.2 | 16.4 | 17 | 16.7 | 17.3 |
| 期先1 | 16.1 | 0.3 | 15.8 | 15.6 | 15.4 | 15.9 | 16 | 16.4 | 16.2 | 17.3 |
| 期先2 | 16.3 | 0 | 16.3 | 16 | 17 | 16.5 | 16.7 | 17.2 | 16.9 | 17.6 |
| 当/先 | 0.9 | 0 | 1 | 2.2 | 1.5 | 1.3 | 1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 0.9 | 1 | 1 | 1 | 1 | 1 |
| 24 | 52 | 87 |
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| 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 | 10750 | 10750 | 10750 | 11000 | 11250 | 11500 | 11750 | 12000 |
| 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 3P1075 | 10720 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 | 3C1200 |
| 2.2 | 3 | 5 | 8.7 | 16.8 | 37.6 | 84.2 | 178.9 | 331.5 | 152.5 | 61.3 | 20.4 | 6.6 | 3 | 1.4 |
| -1.7 | -3 | -4.4 | -7.5 | -15.5 | -27.2 | -46.8 | -73 | -35.2 | 37.8 | 18.3 | 5.5 | 0.9 | -0.2 | -0.1 |
| 28.6 | 25.7 | 23.3 | 20.9 | 18.8 | 17.2 | 15.9 | 14.9 | 14.9 | 15 | 14.6 | 14.7 | 15.2 | 16.7 | 18.1 |
| 1.4 | 0.9 | 0.9 | 0.8 | 0.3 | 0.4 | 0.3 | 0.2 | 0.2 | 0.3 | 0.4 | 0.1 | -0.2 | -0.4 | -0.1 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.07 | -0.15 | -0.3 | -0.52 |
| 0.48 | 0.26 | 0.11 | 0.04 | 0.02 | 0.01 |
| 0.003 | 0.004 | 0.008 | 0.014 | 0.026 | 0.049 | 0.079 | 0.096 |
| 0.096 | 0.079 | 0.045 | 0.02 | 0.01 | 0.005 |
| 0.61 | 0.86 | 1.37 | 2.23 | 3.78 | 6.45 | 9.58 | 11.04 |
| 11.04 | 8.92 | 5.09 | 2.36 | 1.23 | 0.66 |
| -0.36 | -0.45 | -0.65 | -0.96 | -1.45 | -2.27 | -3.11 | -3.37 |
| -3.4 | -2.69 | -1.54 | -0.74 | -0.42 | -0.24 |
| 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 4P1075 | 10650 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 | 4C1200 |
| 10 | 15.9 | 25.9 | 42.9 | 71.6 | 120 | 199.9 | 314.2 | 524.7 | 210.5 | 117.2 | 60.7 | 29.4 | 13.8 | 6.7 |
| -6 | -8.9 | -13.7 | -20.1 | -30 | -43.9 | -55.3 | -72.9 | -33.1 | 39.9 | 23.8 | 14.1 | 7.3 | 2.8 | 0.9 |
| 23.5 | 22.1 | 20.7 | 19.5 | 18.3 | 17.3 | 16.7 | 16 | 16 | 16 | 15.7 | 15.6 | 15.6 | 15.8 | 16.2 |
| -0.8 | -0.9 | -1.1 | -1.2 | -1.4 | -1.8 | -2 | -2.8 | 0 | 2.1 | 1.6 | 1.4 | 1.2 | 0.9 | 0.6 |
| -0.03 | -0.04 | -0.07 | -0.11 | -0.17 | -0.27 | -0.4 | -0.55 |
| 0.45 | 0.3 | 0.18 | 0.1 | 0.05 | 0.03 |
| 0.007 | 0.01 | 0.016 | 0.024 | 0.035 | 0.047 | 0.057 | 0.061 |
| 0.061 | 0.055 | 0.042 | 0.028 | 0.017 | 0.01 |
| 2.5 | 3.65 | 5.31 | 7.56 | 10.37 | 13.35 | 15.59 | 15.95 |
| 15.95 | 14.04 | 10.67 | 7.12 | 4.33 | 2.56 |
| -0.56 | -0.77 | -1.05 | -1.4 | -1.81 | -2.2 | -2.47 | -2.43 |
| -2.45 | -2.11 | -1.59 | -1.06 | -0.65 | -0.4 |
| 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 5P1075 | 10650 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 | 5C1200 |
| 26.9 | 39 | 58.6 | 88.2 | 130 | 192.6 | 277.7 | 393.4 | 683.3 | 290 | 184.9 | 112.3 | 64.9 | 35.8 | 19.2 |
| -10.9 | -15.8 | -21 | -27.8 | -35.7 | -47.3 | -58.6 | -71 | -29.6 | 41.4 | 29.2 | 17.9 | 10.7 | 5.8 | 2.5 |
| 22 | 20.9 | 19.9 | 19.1 | 18.2 | 17.5 | 16.8 | 16.3 | 16.3 | 16.2 | 15.7 | 15.4 | 15.3 | 15.2 | 15.2 |
| -1 | -1.2 | -1.2 | -1.3 | -1.4 | -1.6 | -1.9 | -2.3 | -0.2 | 1.5 | 1.2 | 0.9 | 0.7 | 0.6 | 0.4 |
| -0.05 | -0.08 | -0.11 | -0.16 | -0.23 | -0.31 | -0.42 | -0.53 |
| 0.47 | 0.35 | 0.24 | 0.16 | 0.1 | 0.06 |
| 0.009 | 0.013 | 0.018 | 0.025 | 0.032 | 0.039 | 0.045 | 0.047 |
| 0.047 | 0.045 | 0.039 | 0.031 | 0.022 | 0.015 |
| 5.65 | 7.49 | 9.9 | 12.73 | 15.69 | 18.45 | 20.32 | 20.71 |
| 20.71 | 19.29 | 16.36 | 12.68 | 9.06 | 6.06 |
| -0.71 | -0.89 | -1.13 | -1.39 | -1.63 | -1.84 | -1.94 | -1.91 |
| -1.94 | -1.74 | -1.45 | -1.11 | -0.79 | -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 |
| 0 | 0 | 0 | 0 | 0 | 0 | 12750 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 15.4 | 5.3 | 17.5 | 2 | 22.8 | 1 | 12500 |
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| 0.1 | 0.3 | 0.4 | 0 | 0.4 | 0 |
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| 15.1 | 9.2 | 16.5 | 3.1 | 20.2 | 1 | 12250 |
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| 0.1 | 0.3 | 0.4 | 0.1 | 0.2 | 0 |
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| 15.2 | 19.2 | 16.2 | 6.7 | 18.1 | 1.4 | 12000 |
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| 0.4 | 2.5 | 0.6 | 0.9 | -0.1 | -0.1 |
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| 15.2 | 35.8 | 15.8 | 13.8 | 16.7 | 3 | 11750 |
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| 0.6 | 5.8 | 0.9 | 2.8 | -0.4 | -0.2 |
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| 15.3 | 64.9 | 15.6 | 29.4 | 15.2 | 6.6 | 11500 |
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| 0.7 | 10.7 | 1.2 | 7.3 | -0.2 | 0.9 |
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| 15.4 | 112.3 | 15.6 | 60.7 | 14.7 | 20.4 | 11250 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0.9 | 17.9 | 1.4 | 14.1 | 0.1 | 5.5 | 0 | 0 | 0 | 0 | 0 | 0 |
| 15.7 | 184.9 | 15.7 | 117.2 | 14.6 | 61.3 | 11000 | 336.9 | 14.5 | 472.1 | 15.8 | 538.7 | 15.8 |
| 1.2 | 29.2 | 1.6 | 23.8 | 0.4 | 18.3 | -93.8 | 0.1 | -84.7 | -3.6 | -83.1 | -2.9 |
| 16.2 | 290 | 16 | 210.5 | 15 | 152.5 | 10750 | 178.9 | 14.9 | 314.2 | 16 | 393.4 | 16.3 |
| 1.5 | 41.4 | 2.1 | 39.9 | 0.3 | 37.8 | -73 | 0.2 | -72.9 | -2.8 | -71 | -2.3 |
| 16.8 | 424.3 | 16.5 | 343.8 | 15.8 | 306.5 | 10500 | 84.2 | 15.9 | 199.9 | 16.7 | 277.7 | 16.8 |
| 1.9 | 52.3 | 2.7 | 53.9 | 0.2 | 61.6 | -46.8 | 0.3 | -55.3 | -2 | -58.6 | -1.9 |
| 17.4 | 588 | 17.3 | 516.2 | 17.1 | 510.1 | 10250 | 37.6 | 17.2 | 120 | 17.3 | 192.6 | 17.5 |
| 2.5 | 63 | 3.9 | 68.5 | 0.6 | 84.7 | -27.2 | 0.4 | -43.9 | -1.8 | -47.3 | -1.6 |
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| 10000 | 16.8 | 18.8 | 71.6 | 18.3 | 130 | 18.2 |
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| -15.5 | 0.3 | -30 | -1.4 | -35.7 | -1.4 |
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| 9750 | 8.7 | 20.9 | 42.9 | 19.5 | 88.2 | 19.1 |
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| -7.5 | 0.8 | -20.1 | -1.2 | -27.8 | -1.3 |
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| 9500 | 5 | 23.3 | 25.9 | 20.7 | 58.6 | 19.9 |
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| -4.4 | 0.9 | -13.7 | -1.1 | -21 | -1.2 |
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| 9250 | 3 | 25.7 | 15.9 | 22.1 | 39 | 20.9 |
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| -3 | 0.9 | -8.9 | -0.9 | -15.8 | -1.2 |
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| 9000 | 2.2 | 28.6 | 10 | 23.5 | 26.9 | 22 |
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| -1.7 | 1.4 | -6 | -0.8 | -10.9 | -1 |
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| 8750 | 1.5 | 31.4 | 6.8 | 25.2 | 18.1 | 23.1 |
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| -1 | 1.9 | -3.9 | -0.6 | -8.1 | -1.1 |
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| 8500 | 1 | 33.8 | 4.8 | 27.1 | 12.6 | 24.3 |
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| -0.8 | 1.6 | -2.7 | -0.4 | -5.4 | -0.9 |
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| 8250 | 1 | 37.7 | 3.5 | 29 | 0 | 0 |
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| -0.1 | 3.8 | -1.8 | -0.2 | 0 | 0 |
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| 8000 | 1 | 41.7 | 2.7 | 31 | 6.1 | 26.7 |
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| 0 | 4.3 | -1.1 | 0.1 | -2.8 | -0.8 |
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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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