2011/02/17(Thu)OP
| P/C | 1.1 | 0 | 1 | 1.2 | 1.1 | 1 | 0.9 | 1.3 | 1.1 | 1 |
| 先物 | 10837.5 | 35 | 10802.5 | 10737.5 | 10722.5 | 10612.5 | 10617.5 | 10632.5 | 10587.5 | 10537.5 |
| 基準 | 16.4 | 0.7 | 15.7 | 15.2 | 15.2 | 15.2 | 15.8 | 15.7 | 16.3 | 16.1 |
| 期近 | 16.3 | 0.7 | 15.6 | 15.1 | 15.1 | 15.2 | 35 | 23.5 | 20.2 | 16.4 |
| 期先1 | 16.9 | 0.6 | 16.3 | 16 | 16.1 | 15.8 | 15.6 | 15.4 | 15.9 | 16 |
| 期先2 | 16.8 | 0.5 | 16.3 | 16.1 | 16.3 | 16.3 | 16 | 17 | 16.5 | 16.7 |
| 当/先 | 1 | 0 | 1 | 0.9 | 0.9 | 1 | 2.2 | 1.5 | 1.3 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 0.9 | 1 | 1 |
| 21 | 49 | 84 |
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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 | 10840 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 | 3C1200 |
| 2.2 | 2.8 | 4.9 | 7.9 | 15.2 | 30.1 | 63.6 | 133.2 | 354.1 | 220.9 | 96.4 | 35 | 10.9 | 3.8 | 1.9 |
| 0.4 | 0 | 0.6 | 0.3 | 0.4 | -0.5 | -3 | -10.8 | 16.9 | 27.7 | 14.5 | 5.8 | 1.2 | 0 | 0 |
| 32.1 | 28.9 | 26.6 | 23.9 | 21.8 | 19.7 | 18 | 16.7 | 16.7 | 16.6 | 15.6 | 15.5 | 15.7 | 16.7 | 18.3 |
| 2 | 1.2 | 1.7 | 1.3 | 1.3 | 1.1 | 1 | 0.8 | 0.9 | 1.1 | 0.6 | 0.4 | 0.1 | -0.2 | -0.1 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.06 | -0.12 | -0.23 | -0.41 |
| 0.59 | 0.35 | 0.16 | 0.06 | 0.02 | 0.01 |
| 0.002 | 0.004 | 0.007 | 0.011 | 0.021 | 0.038 | 0.064 | 0.089 |
| 0.089 | 0.091 | 0.061 | 0.03 | 0.013 | 0.006 |
| 0.55 | 0.74 | 1.2 | 1.86 | 3.14 | 5.14 | 7.91 | 10.2 |
| 10.2 | 9.76 | 6.51 | 3.21 | 1.46 | 0.79 |
| -0.41 | -0.5 | -0.75 | -1.04 | -1.6 | -2.37 | -3.33 | -3.97 |
| -3.99 | -3.58 | -2.37 | -1.18 | -0.57 | -0.34 |
| 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 4P1075 | 10760 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 | 4C1200 |
| 8.8 | 13.9 | 22.2 | 36.4 | 61.5 | 100.3 | 165.5 | 264 | 539.6 | 275.6 | 161.5 | 88.7 | 45.5 | 22.8 | 11 |
| 0.6 | 1.1 | 1.3 | 1.6 | 2 | -2.2 | -5.4 | -10.5 | 19.1 | 29.7 | 19.8 | 13.3 | 7.3 | 4 | 1.8 |
| 25 | 23.5 | 22.1 | 20.8 | 19.8 | 18.6 | 17.8 | 17.2 | 17.1 | 17 | 16.5 | 16.3 | 16.3 | 16.5 | 16.8 |
| 0.9 | 1 | 1 | 1 | 1.1 | 0.8 | 0.8 | 0.7 | 0.7 | 0.8 | 0.5 | 0.5 | 0.4 | 0.4 | 0.2 |
| -0.02 | -0.04 | -0.06 | -0.09 | -0.15 | -0.23 | -0.34 | -0.48 |
| 0.52 | 0.37 | 0.24 | 0.14 | 0.08 | 0.04 |
| 0.006 | 0.009 | 0.013 | 0.02 | 0.029 | 0.041 | 0.052 | 0.059 |
| 0.059 | 0.058 | 0.048 | 0.035 | 0.022 | 0.013 |
| 2.16 | 3.15 | 4.56 | 6.53 | 9.12 | 11.93 | 14.51 | 15.77 |
| 15.77 | 14.96 | 12.31 | 8.88 | 5.82 | 3.53 |
| -0.54 | -0.75 | -1.02 | -1.38 | -1.82 | -2.24 | -2.61 | -2.73 |
| -2.73 | -2.51 | -2.04 | -1.47 | -0.98 | -0.6 |
| 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 5P1075 | 10760 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 | 5C1200 |
| 23.2 | 33.9 | 50.1 | 75.1 | 112.8 | 165.5 | 240.8 | 343.8 | 700.2 | 356.4 | 238.9 | 151.3 | 92.8 | 54.7 | 31.3 |
| 0.9 | 0.7 | 0 | 0.1 | -1.3 | -3.9 | -6.8 | -10.4 | 20.5 | 30.9 | 24.6 | 18.5 | 13.4 | 10.1 | 6.6 |
| 22.8 | 21.7 | 20.7 | 19.8 | 19 | 18.2 | 17.5 | 17 | 17 | 16.9 | 16.5 | 16.1 | 16 | 16 | 16 |
| 0.7 | 0.6 | 0.6 | 0.6 | 0.6 | 0.5 | 0.5 | 0.5 | 0.6 | 0.6 | 0.5 | 0.5 | 0.5 | 0.6 | 0.6 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.2 | -0.27 | -0.37 | -0.48 |
| 0.52 | 0.41 | 0.3 | 0.21 | 0.14 | 0.08 |
| 0.008 | 0.011 | 0.016 | 0.022 | 0.028 | 0.035 | 0.042 | 0.045 |
| 0.045 | 0.046 | 0.042 | 0.034 | 0.026 | 0.019 |
| 4.97 | 6.65 | 8.79 | 11.42 | 14.37 | 17.21 | 19.5 | 20.61 |
| 20.61 | 20.09 | 17.94 | 14.76 | 11.25 | 8.05 |
| -0.67 | -0.85 | -1.08 | -1.34 | -1.61 | -1.85 | -2.02 | -2.07 |
| -2.08 | -1.97 | -1.72 | -1.41 | -1.07 | -0.77 |
| 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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| 16.3 | 9.7 | 17.8 | 2.9 | 22.8 | 1 | 12500 |
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| 0.5 | 2.4 | 0.1 | 0.4 | 0.1 | 0 |
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| 16 | 17.1 | 17.1 | 5.2 | 20 | 1 | 12250 |
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| 0.5 | 3.8 | 0 | 0.5 | 0 | 0 |
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| 16 | 31.3 | 16.8 | 11 | 18.3 | 1.9 | 12000 |
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| 0.6 | 6.6 | 0.2 | 1.8 | -0.1 | 0 |
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| 16 | 54.7 | 16.5 | 22.8 | 16.7 | 3.8 | 11750 |
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| 0.6 | 10.1 | 0.4 | 4 | -0.2 | 0 |
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| 16 | 92.8 | 16.3 | 45.5 | 15.7 | 10.9 | 11500 |
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| 0.5 | 13.4 | 0.4 | 7.3 | 0.1 | 1.2 |
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| 16.1 | 151.3 | 16.3 | 88.7 | 15.5 | 35 | 11250 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0.5 | 18.5 | 0.5 | 13.3 | 0.4 | 5.8 | 0 | 0 | 0 | 0 | 0 | 0 |
| 16.5 | 238.9 | 16.5 | 161.5 | 15.6 | 96.4 | 11000 | 258.3 | 15.6 | 401.2 | 16.7 | 476.9 | 16.6 |
| 0.5 | 24.6 | 0.5 | 19.8 | 0.6 | 14.5 | -22.3 | 0.4 | -18.3 | 0.7 | -12.9 | 0.7 |
| 16.9 | 356.4 | 17 | 275.6 | 16.6 | 220.9 | 10750 | 133.2 | 16.7 | 264 | 17.2 | 343.8 | 17 |
| 0.6 | 30.9 | 0.8 | 29.7 | 1.1 | 27.7 | -10.8 | 0.8 | -10.5 | 0.7 | -10.4 | 0.5 |
| 17.6 | 506.4 | 17.6 | 426.9 | 18.3 | 403.7 | 10500 | 63.6 | 18 | 165.5 | 17.8 | 240.8 | 17.5 |
| 0.7 | 36.4 | 0.8 | 35.6 | 1.8 | 37.9 | -3 | 1 | -5.4 | 0.8 | -6.8 | 0.5 |
| 18.1 | 677.6 | 18.4 | 611.9 | 19.6 | 617.3 | 10250 | 30.1 | 19.7 | 100.3 | 18.6 | 165.5 | 18.2 |
| 0.6 | 37.9 | 0.9 | 39.4 | 1.8 | 38.2 | -0.5 | 1.1 | -2.2 | 0.8 | -3.9 | 0.5 |
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| 10000 | 15.2 | 21.8 | 61.5 | 19.8 | 112.8 | 19 |
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| 0.4 | 1.3 | 2 | 1.1 | -1.3 | 0.6 |
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| 9750 | 7.9 | 23.9 | 36.4 | 20.8 | 75.1 | 19.8 |
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| 0.3 | 1.3 | 1.6 | 1 | 0.1 | 0.6 |
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| 9500 | 4.9 | 26.6 | 22.2 | 22.1 | 50.1 | 20.7 |
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| 0.6 | 1.7 | 1.3 | 1 | 0 | 0.6 |
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| 9250 | 2.8 | 28.9 | 13.9 | 23.5 | 33.9 | 21.7 |
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| 0 | 1.2 | 1.1 | 1 | 0.7 | 0.6 |
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| 9000 | 2.2 | 32.1 | 8.8 | 25 | 23.2 | 22.8 |
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| 0.4 | 2 | 0.6 | 0.9 | 0.9 | 0.7 |
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| 8750 | 1.5 | 34.9 | 5.9 | 26.6 | 15.9 | 23.9 |
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| 0.3 | 2.2 | 0.3 | 0.9 | 0.9 | 0.7 |
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| 8500 | 1 | 37.5 | 3.9 | 28.2 | 10.7 | 25 |
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| 0 | 1.3 | 0 | 0.7 | 0.2 | 0.5 |
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| 8250 | 1 | 41.7 | 2.9 | 30.2 | 0 | 0 |
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| 0 | 1.4 | 0.2 | 0.9 | 0 | 0 |
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| 8000 | 1 | 46 | 1.9 | 31.8 | 6 | 28 |
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| 0 | 1.5 | 0.1 | 0.8 | 0.6 | 0.9 |
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