2011/02/15(Tue)OP
| P/C | 1.2 | 0.1 | 1.1 | 1 | 0.9 | 1.3 | 1.1 | 1 | 1.2 | 1 |
| 先物 | 10737.5 | 15 | 10722.5 | 10612.5 | 10617.5 | 10632.5 | 10587.5 | 10537.5 | 10440 | 10457.5 |
| 基準 | 15.2 | 0 | 15.2 | 15.2 | 15.8 | 15.7 | 16.3 | 16.1 | 16.5 | 16.3 |
| 期近 | 15.1 | 0 | 15.1 | 15.2 | 35 | 23.5 | 20.2 | 16.4 | 17 | 16.7 |
| 期先1 | 16 | -0.1 | 16.1 | 15.8 | 15.6 | 15.4 | 15.9 | 16 | 16.4 | 16.2 |
| 期先2 | 16.1 | -0.2 | 16.3 | 16.3 | 16 | 17 | 16.5 | 16.7 | 17.2 | 16.9 |
| 当/先 | 0.9 | 0 | 0.9 | 1 | 2.2 | 1.5 | 1.3 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 0.9 | 1 | 1 | 1 | 1 |
| 23 | 51 | 86 |
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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 | 10740 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 | 3C1200 |
| 1.8 | 3 | 4.8 | 8.6 | 16.9 | 36.8 | 79.9 | 169.8 | 325.8 | 156 | 62.6 | 20.6 | 6.8 | 2.9 | 1.4 |
| -0.3 | 0 | -0.2 | -0.1 | 0.1 | -0.8 | -4.3 | -9.2 | -5.7 | 3.5 | 1.3 | 0.2 | 0.1 | -0.1 | 0 |
| 28.8 | 26.4 | 23.8 | 21.5 | 19.5 | 17.8 | 16.2 | 15.1 | 15 | 14.9 | 14.7 | 14.7 | 15.4 | 16.8 | 18.3 |
| 0.2 | 0.8 | 0.5 | 0.6 | 0.7 | 0.6 | 0.3 | 0.2 | 0.1 | 0 | 0 | 0 | 0.1 | 0.1 | 0.1 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.07 | -0.15 | -0.29 | -0.5 |
| 0.5 | 0.26 | 0.11 | 0.04 | 0.02 | 0.01 |
| 0.002 | 0.004 | 0.007 | 0.014 | 0.026 | 0.047 | 0.077 | 0.097 |
| 0.098 | 0.082 | 0.047 | 0.021 | 0.01 | 0.005 |
| 0.53 | 0.84 | 1.29 | 2.15 | 3.68 | 6.2 | 9.22 | 10.84 |
| 10.84 | 8.88 | 5.07 | 2.37 | 1.2 | 0.64 |
| -0.33 | -0.47 | -0.66 | -0.99 | -1.53 | -2.36 | -3.19 | -3.49 |
| -3.48 | -2.79 | -1.6 | -0.78 | -0.43 | -0.25 |
| 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 4P1075 | 10660 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 | 4C1200 |
| 9 | 14.3 | 23.1 | 39.1 | 67.7 | 114.7 | 190.4 | 304.6 | 518.2 | 213.5 | 119.9 | 61.8 | 30.5 | 14.9 | 6.9 |
| -1 | -1.6 | -2.8 | -3.8 | -3.9 | -5.3 | -9.6 | -9.6 | -6.6 | 3.1 | 2.7 | 1.1 | 1.1 | 1.1 | 0.2 |
| 23.5 | 22 | 20.5 | 19.3 | 18.3 | 17.4 | 16.6 | 16 | 16 | 16 | 15.7 | 15.6 | 15.7 | 16 | 16.3 |
| -0.1 | -0.1 | -0.2 | -0.2 | 0 | 0 | -0.1 | 0 | 0 | 0 | 0.1 | 0 | 0.1 | 0.2 | 0.1 |
| -0.02 | -0.04 | -0.06 | -0.1 | -0.17 | -0.26 | -0.39 | -0.54 |
| 0.46 | 0.31 | 0.19 | 0.1 | 0.06 | 0.03 |
| 0.006 | 0.01 | 0.015 | 0.023 | 0.034 | 0.047 | 0.058 | 0.062 |
| 0.062 | 0.056 | 0.043 | 0.029 | 0.018 | 0.01 |
| 2.31 | 3.39 | 4.93 | 7.17 | 10.04 | 13.05 | 15.37 | 15.85 |
| 15.85 | 14.05 | 10.71 | 7.22 | 4.5 | 2.59 |
| -0.53 | -0.72 | -0.99 | -1.35 | -1.79 | -2.2 | -2.47 | -2.46 |
| -2.48 | -2.16 | -1.63 | -1.11 | -0.7 | -0.41 |
| 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 5P1075 | 10660 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 | 5C1200 |
| 23.5 | 35 | 53.6 | 80.3 | 122.8 | 183.1 | 267.6 | 381.2 | 672.3 | 291.1 | 185.1 | 114.2 | 65.7 | 37.3 | 20.4 |
| -3.4 | -3.9 | -5 | -7.9 | -7.2 | -9.5 | -10 | -12.2 | -11.1 | 1.1 | 0.2 | 1.8 | 0.8 | 1.4 | 1.1 |
| 21.6 | 20.6 | 19.7 | 18.7 | 18 | 17.3 | 16.6 | 16.1 | 16.1 | 16.1 | 15.6 | 15.5 | 15.3 | 15.3 | 15.4 |
| -0.4 | -0.3 | -0.3 | -0.4 | -0.2 | -0.2 | -0.1 | -0.2 | -0.2 | -0.1 | -0.1 | 0 | 0 | 0.1 | 0.2 |
| -0.05 | -0.07 | -0.11 | -0.15 | -0.22 | -0.31 | -0.41 | -0.53 |
| 0.47 | 0.35 | 0.25 | 0.16 | 0.1 | 0.06 |
| 0.009 | 0.013 | 0.018 | 0.024 | 0.032 | 0.039 | 0.045 | 0.048 |
| 0.048 | 0.046 | 0.04 | 0.031 | 0.022 | 0.015 |
| 5.21 | 7.05 | 9.45 | 12.22 | 15.34 | 18.18 | 20.15 | 20.63 |
| 20.63 | 19.27 | 16.42 | 12.74 | 9.22 | 6.25 |
| -0.65 | -0.84 | -1.07 | -1.32 | -1.59 | -1.81 | -1.93 | -1.91 |
| -1.93 | -1.75 | -1.47 | -1.13 | -0.82 | -0.56 |
| 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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| 15.7 | 6 | 17.8 | 2.2 | 23.1 | 1 | 12500 |
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| 0.3 | 0.7 | 0.3 | 0.2 | 0.3 | 0 |
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| 15.5 | 10.8 | 17 | 3.8 | 20.4 | 1 | 12250 |
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| 0.4 | 1.6 | 0.5 | 0.6 | 0.2 | 0 |
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| 15.4 | 20.4 | 16.3 | 6.9 | 18.3 | 1.4 | 12000 |
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| 0.2 | 1.1 | 0.1 | 0.2 | 0.1 | 0 |
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| 15.3 | 37.3 | 16 | 14.9 | 16.8 | 2.9 | 11750 |
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| 0.1 | 1.4 | 0.2 | 1.1 | 0.1 | -0.1 |
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| 15.3 | 65.7 | 15.7 | 30.5 | 15.4 | 6.8 | 11500 |
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| 0 | 0.8 | 0.1 | 1.1 | 0.1 | 0.1 |
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| 15.5 | 114.2 | 15.6 | 61.8 | 14.7 | 20.6 | 11250 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0 | 1.8 | 0 | 1.1 | 0 | 0.2 | 0 | 0 | 0 | 0 | 0 | 0 |
| 15.6 | 185.1 | 15.7 | 119.9 | 14.7 | 62.6 | 11000 | 325 | 14.7 | 461.8 | 15.8 | 527.8 | 15.7 |
| -0.1 | 0.2 | 0.1 | 2.7 | 0 | 1.3 | -11.9 | 0.2 | -10.3 | 0 | -10.8 | -0.1 |
| 16.1 | 291.1 | 16 | 213.5 | 14.9 | 156 | 10750 | 169.8 | 15.1 | 304.6 | 16 | 381.2 | 16.1 |
| -0.1 | 1.1 | 0 | 3.1 | 0 | 3.5 | -9.2 | 0.2 | -9.6 | 0 | -12.2 | -0.2 |
| 16.6 | 425.5 | 16.6 | 349.2 | 15.8 | 314.8 | 10500 | 79.9 | 16.2 | 190.4 | 16.6 | 267.6 | 16.6 |
| -0.2 | 1.2 | 0 | 5.4 | 0.1 | 8.3 | -4.3 | 0.3 | -9.6 | -0.1 | -10 | -0.1 |
| 17.2 | 590.6 | 17.3 | 522.5 | 17 | 520 | 10250 | 36.8 | 17.8 | 114.7 | 17.4 | 183.1 | 17.3 |
| -0.2 | 2.5 | 0 | 6.3 | -0.1 | 10 | -0.8 | 0.6 | -5.3 | 0 | -9.5 | -0.2 |
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| 10000 | 16.9 | 19.5 | 67.7 | 18.3 | 122.8 | 18 |
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| 0.1 | 0.7 | -3.9 | 0 | -7.2 | -0.2 |
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| 9750 | 8.6 | 21.5 | 39.1 | 19.3 | 80.3 | 18.7 |
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| -0.1 | 0.6 | -3.8 | -0.2 | -7.9 | -0.4 |
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| 9500 | 4.8 | 23.8 | 23.1 | 20.5 | 53.6 | 19.7 |
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| -0.2 | 0.5 | -2.8 | -0.2 | -5 | -0.3 |
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| 9250 | 3 | 26.4 | 14.3 | 22 | 35 | 20.6 |
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| 0 | 0.8 | -1.6 | -0.1 | -3.9 | -0.3 |
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| 9000 | 1.8 | 28.8 | 9 | 23.5 | 23.5 | 21.6 |
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| -0.3 | 0.2 | -1 | -0.1 | -3.4 | -0.4 |
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| 8750 | 1.5 | 32.1 | 6 | 25.1 | 16 | 22.8 |
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| 0 | 0.7 | -0.8 | -0.1 | -2.2 | -0.3 |
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| 8500 | 1 | 34.7 | 4.1 | 26.9 | 11.2 | 24.1 |
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| 0 | 0.9 | -0.7 | -0.2 | -1.4 | -0.2 |
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| 8250 | 1 | 38.7 | 2.9 | 28.7 | 0 | 0 |
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| 0 | 1 | -0.6 | -0.3 | 0 | 0 |
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| 8000 | 1 | 42.8 | 1.9 | 30.3 | 5.8 | 26.8 |
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| 0 | 1.1 | -0.7 | -0.7 | -0.4 | 0 |
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