2011/02/18(Fri)OP
| P/C | 1.4 | 0.3 | 1.1 | 1 | 1.2 | 1.1 | 1 | 0.9 | 1.3 | 1.1 |
| 先物 | 10847.5 | 10 | 10837.5 | 10802.5 | 10737.5 | 10722.5 | 10612.5 | 10617.5 | 10632.5 | 10587.5 |
| 基準 | 15.6 | -0.9 | 16.4 | 15.7 | 15.2 | 15.2 | 15.2 | 15.8 | 15.7 | 16.3 |
| 期近 | 15.2 | -1.1 | 16.3 | 15.6 | 15.1 | 15.1 | 15.2 | 35 | 23.5 | 20.2 |
| 期先1 | 16.4 | -0.5 | 16.9 | 16.3 | 16 | 16.1 | 15.8 | 15.6 | 15.4 | 15.9 |
| 期先2 | 16.6 | -0.2 | 16.8 | 16.3 | 16.1 | 16.3 | 16.3 | 16 | 17 | 16.5 |
| 当/先 | 0.9 | 0 | 1 | 1 | 0.9 | 0.9 | 1 | 2.2 | 1.5 | 1.3 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 0.9 | 1 |
| 20 | 48 | 83 |
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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 | 10850 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 | 3C1200 |
| 1.8 | 2.8 | 4.4 | 6.6 | 11.7 | 23.5 | 52 | 114.2 | 327.4 | 213.2 | 86.6 | 27.9 | 8.6 | 3.1 | 1.6 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 32.4 | 29.7 | 27 | 23.9 | 21.3 | 19 | 17.2 | 15.6 | 15.6 | 15.7 | 14.6 | 14.5 | 15.1 | 16.3 | 18.2 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.05 | -0.1 | -0.21 | -0.4 |
| 0.6 | 0.35 | 0.15 | 0.05 | 0.02 | 0.01 |
| 0.002 | 0.004 | 0.006 | 0.01 | 0.019 | 0.036 | 0.064 | 0.097 |
| 0.096 | 0.099 | 0.062 | 0.028 | 0.012 | 0.006 |
| 0.47 | 0.72 | 1.1 | 1.63 | 2.66 | 4.49 | 7.29 | 9.87 |
| 9.87 | 9.49 | 5.92 | 2.78 | 1.25 | 0.69 |
| -0.38 | -0.52 | -0.73 | -0.96 | -1.39 | -2.1 | -3.08 | -3.76 |
| -3.81 | -3.42 | -2.11 | -1.04 | -0.5 | -0.31 |
| 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 4P1075 | 10770 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 | 4C1200 |
| 8.2 | 12.7 | 20 | 33 | 55 | 93.3 | 155 | 249.8 | 519.8 | 270 | 156.5 | 84.2 | 41.6 | 19.9 | 9.1 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 25.1 | 23.5 | 22 | 20.6 | 19.4 | 18.4 | 17.5 | 16.7 | 16.7 | 16.5 | 16.1 | 15.9 | 15.9 | 16.1 | 16.3 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| -0.02 | -0.03 | -0.05 | -0.09 | -0.14 | -0.22 | -0.33 | -0.47 |
| 0.53 | 0.37 | 0.24 | 0.14 | 0.07 | 0.04 |
| 0.005 | 0.008 | 0.013 | 0.019 | 0.029 | 0.041 | 0.053 | 0.061 |
| 0.061 | 0.06 | 0.049 | 0.035 | 0.022 | 0.013 |
| 2.04 | 2.96 | 4.25 | 6.15 | 8.64 | 11.56 | 14.22 | 15.61 |
| 15.61 | 14.83 | 12.09 | 8.53 | 5.42 | 3.14 |
| -0.53 | -0.72 | -0.96 | -1.31 | -1.73 | -2.19 | -2.56 | -2.69 |
| -2.68 | -2.47 | -2 | -1.4 | -0.9 | -0.53 |
| 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 5P1075 | 10770 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 | 5C1200 |
| 21.8 | 32.7 | 48.5 | 72.4 | 108.4 | 160.3 | 233.5 | 334.1 | 689 | 354.9 | 235.3 | 148 | 90 | 51.6 | 28.5 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 22.8 | 21.8 | 20.7 | 19.8 | 19 | 18.2 | 17.5 | 16.9 | 16.8 | 16.7 | 16.2 | 15.9 | 15.8 | 15.7 | 15.6 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.19 | -0.27 | -0.36 | -0.47 |
| 0.53 | 0.41 | 0.3 | 0.2 | 0.13 | 0.08 |
| 0.008 | 0.011 | 0.016 | 0.021 | 0.028 | 0.035 | 0.042 | 0.046 |
| 0.046 | 0.047 | 0.042 | 0.035 | 0.026 | 0.019 |
| 4.77 | 6.47 | 8.59 | 11.17 | 14.08 | 16.97 | 19.31 | 20.49 |
| 20.49 | 20.01 | 17.84 | 14.6 | 10.98 | 7.67 |
| -0.65 | -0.84 | -1.07 | -1.32 | -1.6 | -1.84 | -2.01 | -2.06 |
| -2.07 | -1.95 | -1.71 | -1.39 | -1.04 | -0.72 |
| 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 | 8.8 | 17.5 | 2.5 | 23.3 | 1 | 12500 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 15.7 | 15.1 | 16.8 | 4.5 | 20.3 | 1 | 12250 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 15.6 | 28.5 | 16.3 | 9.1 | 18.2 | 1.6 | 12000 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 15.7 | 51.6 | 16.1 | 19.9 | 16.3 | 3.1 | 11750 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 15.8 | 90 | 15.9 | 41.6 | 15.1 | 8.6 | 11500 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 15.9 | 148 | 15.9 | 84.2 | 14.5 | 27.9 | 11250 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 16.2 | 235.3 | 16.1 | 156.5 | 14.6 | 86.6 | 11000 | 238.6 | 14.6 | 385.4 | 16.2 | 464.1 | 16.4 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 16.7 | 354.9 | 16.5 | 270 | 15.7 | 213.2 | 10750 | 114.2 | 15.6 | 249.8 | 16.7 | 334.1 | 16.9 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 17.3 | 505 | 17.2 | 424.7 | 17.2 | 400 | 10500 | 52 | 17.2 | 155 | 17.5 | 233.5 | 17.5 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 17.9 | 680.7 | 18.1 | 613.4 | 18.9 | 620.7 | 10250 | 23.5 | 19 | 93.3 | 18.4 | 160.3 | 18.2 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 10000 | 11.7 | 21.3 | 55 | 19.4 | 108.4 | 19 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 9750 | 6.6 | 23.9 | 33 | 20.6 | 72.4 | 19.8 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 9500 | 4.4 | 27 | 20 | 22 | 48.5 | 20.7 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 9250 | 2.8 | 29.7 | 12.7 | 23.5 | 32.7 | 21.8 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 9000 | 1.8 | 32.4 | 8.2 | 25.1 | 21.8 | 22.8 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 8750 | 1 | 34.4 | 5.8 | 26.9 | 14.7 | 23.8 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 8500 | 1 | 38.6 | 3.9 | 28.6 | 10.8 | 25.3 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 8250 | 1 | 42.9 | 2.7 | 30.4 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 8000 | 1 | 47.3 | 2 | 32.3 | 5.5 | 27.9 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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