2011/02/21(Mon)OP
| P/C | 1.4 | 0.3 | 1.1 | 1 | 1.2 | 1.1 | 1 | 0.9 | 1.3 | 1.1 |
| 先物 | 10862.5 | 25 | 10837.5 | 10802.5 | 10737.5 | 10722.5 | 10612.5 | 10617.5 | 10632.5 | 10587.5 |
| 基準 | 16.1 | -0.4 | 16.4 | 15.7 | 15.2 | 15.2 | 15.2 | 15.8 | 15.7 | 16.3 |
| 期近 | 15.7 | -0.6 | 16.3 | 15.6 | 15.1 | 15.1 | 15.2 | 35 | 23.5 | 20.2 |
| 期先1 | 16.6 | -0.3 | 16.9 | 16.3 | 16 | 16.1 | 15.8 | 15.6 | 15.4 | 15.9 |
| 期先2 | 16.7 | -0.1 | 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 |
| 17 | 45 | 80 |
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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 | 10860 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 | 3C1200 |
| 1.6 | 2.6 | 3.9 | 5.9 | 10.2 | 20.2 | 45.8 | 103.5 | 318.5 | 215 | 85 | 25.9 | 6.5 | 2.6 | 1 |
| -0.2 | -0.2 | -0.5 | -0.8 | -1.5 | -3.2 | -6.2 | -10.7 | -8.9 | 1.8 | -1.5 | -2 | -2.1 | -0.4 | -0.6 |
| 34.9 | 32.1 | 29 | 25.7 | 22.7 | 20.2 | 18.2 | 16.3 | 16.3 | 16.2 | 15.1 | 14.9 | 15.2 | 17.1 | 18.5 |
| 2.5 | 2.4 | 2 | 1.7 | 1.4 | 1.1 | 0.9 | 0.7 | 0.7 | 0.5 | 0.4 | 0.4 | 0.1 | 0.7 | 0.2 |
| -0.01 | -0.01 | -0.02 | -0.03 | -0.05 | -0.09 | -0.19 | -0.38 |
| 0.62 | 0.36 | 0.14 | 0.04 | 0.02 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.01 | 0.018 | 0.034 | 0.063 | 0.098 |
| 0.099 | 0.105 | 0.064 | 0.026 | 0.011 | 0.005 |
| 0.41 | 0.63 | 0.93 | 1.39 | 2.25 | 3.84 | 6.43 | 9 |
| 8.99 | 8.84 | 5.39 | 2.23 | 1.06 | 0.47 |
| -0.41 | -0.58 | -0.78 | -1.02 | -1.47 | -2.23 | -3.36 | -4.22 |
| -4.2 | -3.85 | -2.32 | -0.98 | -0.52 | -0.25 |
| 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 4P1075 | 10780 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 | 4C1200 |
| 8 | 12 | 19.4 | 31 | 52.7 | 88.3 | 147.3 | 240.3 | 512.9 | 272.6 | 154.8 | 82.6 | 40.3 | 18.5 | 8.1 |
| -0.2 | -0.7 | -0.6 | -1.9 | -2.3 | -4.9 | -7.7 | -9.5 | -6.9 | 2.7 | -1.7 | -1.5 | -1.2 | -1.4 | -1 |
| 25.9 | 24.1 | 22.7 | 21.1 | 19.9 | 18.8 | 17.7 | 17 | 16.9 | 16.9 | 16.2 | 16.1 | 16.1 | 16.2 | 16.3 |
| 0.8 | 0.6 | 0.7 | 0.5 | 0.5 | 0.3 | 0.2 | 0.2 | 0.3 | 0.4 | 0.1 | 0.2 | 0.2 | 0.1 | 0.1 |
| -0.02 | -0.03 | -0.05 | -0.08 | -0.13 | -0.21 | -0.32 | -0.47 |
| 0.53 | 0.37 | 0.24 | 0.13 | 0.07 | 0.03 |
| 0.005 | 0.008 | 0.012 | 0.019 | 0.028 | 0.041 | 0.053 | 0.062 |
| 0.062 | 0.062 | 0.05 | 0.035 | 0.022 | 0.012 |
| 1.94 | 2.76 | 4.04 | 5.77 | 8.2 | 11 | 13.66 | 15.11 |
| 15.11 | 14.41 | 11.73 | 8.22 | 5.09 | 2.85 |
| -0.55 | -0.73 | -1.01 | -1.34 | -1.8 | -2.27 | -2.66 | -2.81 |
| -2.82 | -2.58 | -2.09 | -1.46 | -0.91 | -0.51 |
| 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 5P1075 | 10780 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 | 5C1200 |
| 21.4 | 31.5 | 47 | 70.1 | 105.1 | 155.4 | 225.3 | 324.3 | 682.4 | 358.1 | 237.9 | 149.1 | 89.8 | 50.7 | 28 |
| -0.4 | -1.2 | -1.5 | -2.3 | -3.3 | -4.9 | -8.2 | -9.8 | -6.6 | 3.2 | 2.6 | 1.1 | -0.2 | -0.9 | -0.5 |
| 23.2 | 22.1 | 21 | 20.1 | 19.2 | 18.4 | 17.5 | 16.9 | 16.9 | 16.9 | 16.4 | 16.1 | 15.9 | 15.8 | 15.8 |
| 0.4 | 0.3 | 0.3 | 0.3 | 0.3 | 0.2 | 0.1 | 0.1 | 0.1 | 0.2 | 0.2 | 0.2 | 0.1 | 0.1 | 0.1 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.19 | -0.26 | -0.36 | -0.47 |
| 0.53 | 0.41 | 0.3 | 0.21 | 0.13 | 0.08 |
| 0.008 | 0.011 | 0.015 | 0.021 | 0.028 | 0.035 | 0.042 | 0.046 |
| 0.047 | 0.047 | 0.043 | 0.035 | 0.027 | 0.019 |
| 4.62 | 6.22 | 8.29 | 10.81 | 13.67 | 16.52 | 18.87 | 20.12 |
| 20.12 | 19.71 | 17.6 | 14.39 | 10.75 | 7.5 |
| -0.67 | -0.85 | -1.08 | -1.35 | -1.63 | -1.88 | -2.05 | -2.11 |
| -2.13 | -2.02 | -1.77 | -1.43 | -1.06 | -0.74 |
| 期先2 | 期先1 | 期近 |
| 期近 | 期先1 |
| IV | Price | IV | Price | IV | Price |
| 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 | 18 | 2.5 | 25 | 1 | 12500 |
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| 0 | -0.8 | 0.5 | 0 | 1.7 | 0 |
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| 15.8 | 14.8 | 16.8 | 3.8 | 21.8 | 1 | 12250 |
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| 0.1 | -0.3 | 0 | -0.7 | 1.5 | 0 |
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| 15.8 | 28 | 16.3 | 8.1 | 18.5 | 1 | 12000 |
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| 0.1 | -0.5 | 0.1 | -1 | 0.2 | -0.6 |
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| 15.8 | 50.7 | 16.2 | 18.5 | 17.1 | 2.6 | 11750 |
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| 0.1 | -0.9 | 0.1 | -1.4 | 0.7 | -0.4 |
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| 15.9 | 89.8 | 16.1 | 40.3 | 15.2 | 6.5 | 11500 |
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| 0.1 | -0.2 | 0.2 | -1.2 | 0.1 | -2.1 |
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| 16.1 | 149.1 | 16.1 | 82.6 | 14.9 | 25.9 | 11250 | 0 | 0 | 0 | 0 |
| 0.2 | 1.1 | 0.2 | -1.5 | 0.4 | -2 | 0 | 0 | 0 | 0 |
| 16.4 | 237.9 | 16.2 | 154.8 | 15.1 | 85 | 11000 | 224.3 | 15.3 | 374.7 | 16.5 |
| 0.2 | 2.6 | 0.1 | -1.7 | 0.4 | -1.5 | -14.4 | 0.7 | -10.7 | 0.2 |
| 16.9 | 358.1 | 16.9 | 272.6 | 16.2 | 215 | 10750 | 103.5 | 16.3 | 240.3 | 17 |
| 0.2 | 3.2 | 0.4 | 2.7 | 0.5 | 1.8 | -10.7 | 0.7 | -9.5 | 0.2 |
| 17.6 | 510.1 | 17.7 | 430.3 | 17.6 | 405.2 | 10500 | 45.8 | 18.2 | 147.3 | 17.7 |
| 0.3 | 5.2 | 0.5 | 5.6 | 0.4 | 5.2 | -6.2 | 0.9 | -7.7 | 0.2 |
| 18.3 | 688.8 | 18.6 | 620.6 | 20.1 | 632.8 | 10250 | 20.2 | 20.2 | 88.3 | 18.8 |
| 0.4 | 8.1 | 0.5 | 7.2 | 1.2 | 12.1 | -3.2 | 1.1 | -4.9 | 0.3 |
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| 10000 | 10.2 | 22.7 | 52.7 | 19.9 |
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| -1.5 | 1.4 | -2.3 | 0.5 |
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| 9750 | 5.9 | 25.7 | 31 | 21.1 |
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| -0.8 | 1.7 | -1.9 | 0.5 |
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| 9500 | 3.9 | 29 | 19.4 | 22.7 |
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| -0.5 | 2 | -0.6 | 0.7 |
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| 9250 | 2.6 | 32.1 | 12 | 24.1 |
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| -0.2 | 2.4 | -0.7 | 0.6 |
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| 9000 | 1.6 | 34.9 | 8 | 25.9 |
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| -0.2 | 2.5 | -0.2 | 0.8 |
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| 8750 | 1 | 37.5 | 5.5 | 27.7 |
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| 0 | 3.1 | -0.3 | 0.8 |
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| 8500 | 1 | 42 | 3.9 | 29.6 |
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| 0 | 3.4 | 0 | 1 |
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| 8250 | 1 | 46.6 | 2.8 | 31.5 |
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| 0 | 3.8 | 0 | 1.1 |
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| 8000 | 1 | 51.4 | 1.9 | 33.3 |
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| 0 | 4.1 | -0.1 | 1 |
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