2011/02/16(Wed)OP
| P/C | 1 | -0.2 | 1.2 | 1.1 | 1 | 0.9 | 1.3 | 1.1 | 1 | 1.2 |
| 先物 | 10802.5 | 65 | 10737.5 | 10722.5 | 10612.5 | 10617.5 | 10632.5 | 10587.5 | 10537.5 | 10440 |
| 基準 | 15.7 | 0.5 | 15.2 | 15.2 | 15.2 | 15.8 | 15.7 | 16.3 | 16.1 | 16.5 |
| 期近 | 15.6 | 0.5 | 15.1 | 15.1 | 15.2 | 35 | 23.5 | 20.2 | 16.4 | 17 |
| 期先1 | 16.3 | 0.2 | 16 | 16.1 | 15.8 | 15.6 | 15.4 | 15.9 | 16 | 16.4 |
| 期先2 | 16.3 | 0.2 | 16.1 | 16.3 | 16.3 | 16 | 17 | 16.5 | 16.7 | 17.2 |
| 当/先 | 1 | 0 | 0.9 | 0.9 | 1 | 2.2 | 1.5 | 1.3 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 0.9 | 1 | 1 | 1 |
| 22 | 50 | 85 |
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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 | 10800 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 | 3C1200 |
| 1.7 | 2.8 | 4.2 | 7.6 | 14.7 | 30.7 | 66.6 | 144 | 337.2 | 193.2 | 81.9 | 29.1 | 9.8 | 3.8 | 1.8 |
| -0.1 | -0.2 | -0.5 | -1 | -2.2 | -6.1 | -13.2 | -25.8 | 11.4 | 37.2 | 19.3 | 8.5 | 3 | 0.9 | 0.4 |
| 30.2 | 27.7 | 24.9 | 22.6 | 20.5 | 18.6 | 17 | 15.9 | 15.8 | 15.5 | 15 | 15.1 | 15.7 | 16.8 | 18.4 |
| 1.3 | 1.3 | 1.1 | 1.1 | 1 | 0.8 | 0.8 | 0.8 | 0.7 | 0.6 | 0.4 | 0.4 | 0.3 | 0 | 0.1 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.06 | -0.12 | -0.24 | -0.44 |
| 0.56 | 0.32 | 0.14 | 0.06 | 0.02 | 0.01 |
| 0.002 | 0.004 | 0.006 | 0.012 | 0.022 | 0.041 | 0.069 | 0.093 |
| 0.095 | 0.089 | 0.056 | 0.027 | 0.012 | 0.006 |
| 0.49 | 0.76 | 1.14 | 1.89 | 3.23 | 5.42 | 8.36 | 10.56 |
| 10.55 | 9.56 | 6.04 | 3 | 1.45 | 0.78 |
| -0.33 | -0.47 | -0.63 | -0.96 | -1.48 | -2.25 | -3.17 | -3.74 |
| -3.68 | -3.22 | -2.04 | -1.05 | -0.55 | -0.32 |
| 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 4P1075 | 10720 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 | 4C1200 |
| 8.2 | 12.8 | 20.9 | 34.8 | 59.4 | 102.5 | 171 | 274.5 | 520.5 | 245.9 | 141.7 | 75.4 | 38.2 | 18.7 | 9.2 |
| -0.8 | -1.5 | -2.2 | -4.3 | -8.3 | -12.2 | -19.4 | -30.1 | 2.3 | 32.4 | 21.8 | 13.6 | 7.8 | 3.9 | 2.2 |
| 24 | 22.5 | 21.1 | 19.8 | 18.7 | 17.9 | 17.1 | 16.4 | 16.4 | 16.3 | 15.9 | 15.8 | 15.9 | 16.2 | 16.5 |
| 0.6 | 0.5 | 0.6 | 0.5 | 0.4 | 0.5 | 0.5 | 0.4 | 0.3 | 0.2 | 0.2 | 0.2 | 0.2 | 0.1 | 0.2 |
| -0.02 | -0.04 | -0.06 | -0.09 | -0.15 | -0.24 | -0.36 | -0.5 |
| 0.5 | 0.34 | 0.22 | 0.12 | 0.07 | 0.04 |
| 0.006 | 0.009 | 0.014 | 0.021 | 0.031 | 0.043 | 0.055 | 0.061 |
| 0.062 | 0.058 | 0.047 | 0.032 | 0.02 | 0.012 |
| 2.12 | 3.08 | 4.53 | 6.57 | 9.26 | 12.31 | 14.87 | 15.89 |
| 15.89 | 14.67 | 11.66 | 8.18 | 5.21 | 3.14 |
| -0.5 | -0.69 | -0.95 | -1.29 | -1.72 | -2.18 | -2.51 | -2.58 |
| -2.58 | -2.33 | -1.84 | -1.3 | -0.84 | -0.52 |
| 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 5P1075 | 10720 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 | 5C1200 |
| 22.3 | 33.2 | 50.1 | 75 | 114.2 | 169.4 | 247.6 | 354.2 | 679.7 | 325.5 | 214.3 | 132.7 | 79.5 | 44.6 | 24.7 |
| -1.2 | -1.8 | -3.4 | -5.2 | -8.6 | -13.7 | -20 | -27 | 7.4 | 34.4 | 29.2 | 18.6 | 13.8 | 7.3 | 4.3 |
| 22.1 | 21.1 | 20.1 | 19.2 | 18.5 | 17.7 | 17 | 16.5 | 16.4 | 16.3 | 15.9 | 15.6 | 15.5 | 15.4 | 15.5 |
| 0.5 | 0.5 | 0.5 | 0.5 | 0.4 | 0.4 | 0.4 | 0.4 | 0.3 | 0.2 | 0.4 | 0.2 | 0.3 | 0.1 | 0.1 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.2 | -0.28 | -0.38 | -0.5 |
| 0.5 | 0.39 | 0.28 | 0.19 | 0.12 | 0.07 |
| 0.008 | 0.012 | 0.017 | 0.023 | 0.03 | 0.037 | 0.043 | 0.047 |
| 0.047 | 0.046 | 0.041 | 0.033 | 0.025 | 0.017 |
| 4.94 | 6.7 | 8.95 | 11.63 | 14.67 | 17.56 | 19.79 | 20.69 |
| 20.69 | 19.83 | 17.33 | 13.91 | 10.22 | 7.07 |
| -0.64 | -0.82 | -1.05 | -1.3 | -1.58 | -1.81 | -1.96 | -1.98 |
| -1.99 | -1.86 | -1.59 | -1.27 | -0.93 | -0.64 |
| 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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| 15.8 | 7.3 | 17.6 | 2.5 | 22.8 | 1 | 12500 |
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| 0 | 1.3 | -0.2 | 0.3 | -0.3 | 0 |
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| 15.6 | 13.4 | 17.1 | 4.7 | 20 | 1 | 12250 |
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| 0.1 | 2.6 | 0.1 | 1 | -0.4 | 0 |
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| 15.5 | 24.7 | 16.5 | 9.2 | 18.4 | 1.8 | 12000 |
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| 0.1 | 4.3 | 0.2 | 2.2 | 0.1 | 0.4 |
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| 15.4 | 44.6 | 16.2 | 18.7 | 16.8 | 3.8 | 11750 |
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| 0.1 | 7.3 | 0.1 | 3.9 | 0 | 0.9 |
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| 15.5 | 79.5 | 15.9 | 38.2 | 15.7 | 9.8 | 11500 |
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| 0.3 | 13.8 | 0.2 | 7.8 | 0.3 | 3 |
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| 15.6 | 132.7 | 15.8 | 75.4 | 15.1 | 29.1 | 11250 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0.2 | 18.6 | 0.2 | 13.6 | 0.4 | 8.5 | 0 | 0 | 0 | 0 | 0 | 0 |
| 15.9 | 214.3 | 15.9 | 141.7 | 15 | 81.9 | 11000 | 280.5 | 15.2 | 419.5 | 16.1 | 489.9 | 16 |
| 0.4 | 29.2 | 0.2 | 21.8 | 0.4 | 19.3 | -44.5 | 0.5 | -42.3 | 0.3 | -38 | 0.2 |
| 16.3 | 325.5 | 16.3 | 245.9 | 15.5 | 193.2 | 10750 | 144 | 15.9 | 274.5 | 16.4 | 354.2 | 16.5 |
| 0.2 | 34.4 | 0.2 | 32.4 | 0.6 | 37.2 | -25.8 | 0.8 | -30.1 | 0.4 | -27 | 0.4 |
| 16.9 | 470 | 16.8 | 391.3 | 16.5 | 365.8 | 10500 | 66.6 | 17 | 171 | 17.1 | 247.6 | 17 |
| 0.4 | 44.5 | 0.3 | 42 | 0.7 | 51 | -13.2 | 0.8 | -19.4 | 0.5 | -20 | 0.4 |
| 17.4 | 639.7 | 17.5 | 572.5 | 17.7 | 579.1 | 10250 | 30.7 | 18.6 | 102.5 | 17.9 | 169.4 | 17.7 |
| 0.3 | 49.1 | 0.3 | 50 | 0.7 | 59.1 | -6.1 | 0.8 | -12.2 | 0.5 | -13.7 | 0.4 |
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| 10000 | 14.7 | 20.5 | 59.4 | 18.7 | 114.2 | 18.5 |
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| -2.2 | 1 | -8.3 | 0.4 | -8.6 | 0.4 |
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| 9750 | 7.6 | 22.6 | 34.8 | 19.8 | 75 | 19.2 |
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| -1 | 1.1 | -4.3 | 0.5 | -5.2 | 0.5 |
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| 9500 | 4.2 | 24.9 | 20.9 | 21.1 | 50.1 | 20.1 |
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| -0.5 | 1.1 | -2.2 | 0.6 | -3.4 | 0.5 |
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| 9250 | 2.8 | 27.7 | 12.8 | 22.5 | 33.2 | 21.1 |
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| -0.2 | 1.3 | -1.5 | 0.5 | -1.8 | 0.5 |
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| 9000 | 1.7 | 30.2 | 8.2 | 24 | 22.3 | 22.1 |
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| -0.1 | 1.3 | -0.8 | 0.6 | -1.2 | 0.5 |
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| 8750 | 1.1 | 32.7 | 5.5 | 25.7 | 14.9 | 23.2 |
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| -0.4 | 0.5 | -0.4 | 0.6 | -1 | 0.4 |
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| 8500 | 1 | 36.3 | 3.9 | 27.6 | 10.5 | 24.5 |
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| 0 | 1.6 | -0.2 | 0.7 | -0.7 | 0.4 |
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| 8250 | 1 | 40.4 | 2.7 | 29.4 | 0 | 0 |
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| 0 | 1.6 | -0.2 | 0.7 | 0 | 0 |
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| 8000 | 1 | 44.5 | 1.9 | 31.1 | 5.4 | 27.1 |
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| 0 | 1.7 | -0.1 | 0.8 | -0.4 | 0.4 |
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