2011/02/22(Tue)OP
| P/C | 1.7 | 0.3 | 1.4 | 1.1 | 1 | 1.2 | 1.1 | 1 | 0.9 | 1.3 |
| 先物 | 10662.5 | -200 | 10862.5 | 10837.5 | 10802.5 | 10737.5 | 10722.5 | 10612.5 | 10617.5 | 10632.5 |
| 基準 | 18.5 | 2.5 | 16.1 | 16.4 | 15.7 | 15.2 | 15.2 | 15.2 | 15.8 | 15.7 |
| 期近 | 18.7 | 3 | 15.7 | 16.3 | 15.6 | 15.1 | 15.1 | 15.2 | 35 | 23.5 |
| 期先1 | 18.2 | 1.6 | 16.6 | 16.9 | 16.3 | 16 | 16.1 | 15.8 | 15.6 | 15.4 |
| 期先2 | 17.9 | 1.2 | 16.7 | 16.8 | 16.3 | 16.1 | 16.3 | 16.3 | 16 | 17 |
| 当/先 | 1 | 0.1 | 0.9 | 1 | 1 | 0.9 | 0.9 | 1 | 2.2 | 1.5 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 0.9 |
| 16 | 44 | 79 |
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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 | 10660 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 | 3C1200 |
| 2.8 | 4.3 | 7.4 | 13.4 | 26.1 | 52.9 | 108 | 209.9 | 334.5 | 124.6 | 43.8 | 12.6 | 4.2 | 1.9 | 1 |
| 1.1 | 1.7 | 3.4 | 7.5 | 15.9 | 32.7 | 62.2 | 106.4 | 16.1 | -90.4 | -41.2 | -13.3 | -2.4 | -0.8 | 0 |
| 35.1 | 31.9 | 29.1 | 26.5 | 24.1 | 21.9 | 19.9 | 18 | 18.1 | 18.2 | 17.3 | 17.3 | 18.3 | 20.1 | 22.1 |
| 0.2 | -0.2 | 0.1 | 0.8 | 1.3 | 1.7 | 1.7 | 1.7 | 1.9 | 2 | 2.3 | 2.3 | 3.1 | 3.1 | 3.7 |
| -0.01 | -0.02 | -0.03 | -0.05 | -0.1 | -0.19 | -0.35 | -0.58 |
| 0.42 | 0.2 | 0.07 | 0.03 | 0.01 | 0.01 |
| 0.003 | 0.006 | 0.01 | 0.018 | 0.032 | 0.055 | 0.082 | 0.096 |
| 0.095 | 0.072 | 0.036 | 0.015 | 0.007 | 0.004 |
| 0.61 | 0.92 | 1.47 | 2.41 | 3.94 | 6.14 | 8.36 | 8.84 |
| 8.84 | 6.38 | 3.15 | 1.4 | 0.71 | 0.4 |
| -0.65 | -0.9 | -1.31 | -1.95 | -2.9 | -4.1 | -5.07 | -4.84 |
| -4.93 | -3.38 | -1.66 | -0.78 | -0.44 | -0.27 |
| 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 4P1075 | 10580 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 | 4C1200 |
| 15.8 | 23.9 | 37.1 | 59.4 | 95 | 150.4 | 235.2 | 357.3 | 547.4 | 190.1 | 104.4 | 52.5 | 24.4 | 10.8 | 5.1 |
| 7.8 | 11.9 | 17.7 | 28.4 | 42.3 | 62.1 | 87.9 | 117 | 34.4 | -82.5 | -50.4 | -30.1 | -15.9 | -7.7 | -3 |
| 27 | 25.3 | 23.7 | 22.3 | 21 | 19.8 | 18.8 | 17.9 | 17.9 | 17.9 | 17.4 | 17.2 | 17.1 | 17.2 | 17.6 |
| 1.1 | 1.1 | 1 | 1.2 | 1.1 | 1.1 | 1 | 1 | 1 | 1 | 1.2 | 1.1 | 1 | 1 | 1.2 |
| -0.04 | -0.06 | -0.09 | -0.14 | -0.21 | -0.31 | -0.44 | -0.59 |
| 0.41 | 0.27 | 0.16 | 0.09 | 0.04 | 0.02 |
| 0.008 | 0.012 | 0.018 | 0.027 | 0.037 | 0.048 | 0.057 | 0.059 |
| 0.059 | 0.052 | 0.039 | 0.025 | 0.014 | 0.008 |
| 3.06 | 4.28 | 5.92 | 8.1 | 10.6 | 13 | 14.54 | 14.37 |
| 14.37 | 12.26 | 9.02 | 5.81 | 3.37 | 1.91 |
| -0.93 | -1.22 | -1.58 | -2.04 | -2.51 | -2.89 | -3.06 | -2.89 |
| -2.9 | -2.42 | -1.75 | -1.12 | -0.65 | -0.38 |
| 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 5P1075 | 10590 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 | 5C1200 |
| 36.1 | 52.7 | 75.8 | 110.2 | 160.6 | 227.5 | 320.3 | 439.1 | 713.4 | 274.3 | 176.2 | 107.7 | 62.7 | 35.3 | 19.2 |
| 14.7 | 21.2 | 28.8 | 40 | 55.5 | 72.1 | 95.1 | 114.8 | 31 | -83.8 | -61.7 | -41.3 | -27.1 | -15.4 | -8.8 |
| 24 | 23 | 21.9 | 20.9 | 20.1 | 19.2 | 18.4 | 17.7 | 17.7 | 17.7 | 17.2 | 16.9 | 16.7 | 16.6 | 16.6 |
| 0.9 | 0.9 | 0.8 | 0.8 | 0.9 | 0.8 | 0.9 | 0.7 | 0.8 | 0.8 | 0.8 | 0.8 | 0.7 | 0.8 | 0.8 |
| -0.07 | -0.09 | -0.13 | -0.19 | -0.26 | -0.34 | -0.45 | -0.56 |
| 0.44 | 0.33 | 0.23 | 0.15 | 0.09 | 0.06 |
| 0.011 | 0.015 | 0.02 | 0.026 | 0.033 | 0.039 | 0.043 | 0.045 |
| 0.045 | 0.043 | 0.037 | 0.029 | 0.021 | 0.014 |
| 6.37 | 8.33 | 10.62 | 13.23 | 15.9 | 18.14 | 19.5 | 19.47 |
| 19.47 | 17.87 | 15.02 | 11.6 | 8.34 | 5.61 |
| -0.96 | -1.2 | -1.46 | -1.74 | -2 | -2.18 | -2.25 | -2.15 |
| -2.18 | -1.94 | -1.6 | -1.22 | -0.87 | -0.59 |
| 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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| 17 | 6 | 19.5 | 1.8 | 28.8 | 1 | 12500 |
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| 1 | -2.1 | 1.5 | -0.7 | 3.8 | 0 |
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| 16.6 | 10 | 18.3 | 2.8 | 25.5 | 1 | 12250 |
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| 0.8 | -4.7 | 1.5 | -1.1 | 3.7 | 0 |
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| 16.6 | 19.2 | 17.6 | 5.1 | 22.1 | 1 | 12000 |
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| 0.8 | -8.8 | 1.2 | -3 | 3.7 | 0 |
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| 16.6 | 35.3 | 17.2 | 10.8 | 20.1 | 1.9 | 11750 |
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| 0.8 | -15.4 | 1 | -7.7 | 3.1 | -0.8 |
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| 16.7 | 62.7 | 17.1 | 24.4 | 18.3 | 4.2 | 11500 |
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| 0.7 | -27.1 | 1 | -15.9 | 3.1 | -2.4 |
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| 16.9 | 107.7 | 17.2 | 52.5 | 17.3 | 12.6 | 11250 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0.8 | -41.3 | 1.1 | -30.1 | 2.3 | -13.3 | 0 | 0 | 0 | 0 | 0 | 0 |
| 17.2 | 176.2 | 17.4 | 104.4 | 17.3 | 43.8 | 11000 | 381.3 | 17.4 | 521.7 | 17.5 | 590 | 17.1 |
| 0.8 | -61.7 | 1.2 | -50.4 | 2.3 | -41.2 | 157 | 2.1 | 147 | 1.1 | 137.6 | 0.7 |
| 17.7 | 274.3 | 17.9 | 190.1 | 18.2 | 124.6 | 10750 | 209.9 | 18 | 357.3 | 17.9 | 439.1 | 17.7 |
| 0.8 | -83.8 | 1 | -82.5 | 2 | -90.4 | 106.4 | 1.7 | 117 | 1 | 114.8 | 0.7 |
| 18.4 | 403.6 | 18.7 | 318.3 | 19.7 | 269.8 | 10500 | 108 | 19.9 | 235.2 | 18.8 | 320.3 | 18.4 |
| 0.8 | -106.6 | 1 | -112 | 2.2 | -135.4 | 62.2 | 1.7 | 87.9 | 1 | 95.1 | 0.9 |
| 19.1 | 560.3 | 19.7 | 482.5 | 21.7 | 464.6 | 10250 | 52.9 | 21.9 | 150.4 | 19.8 | 227.5 | 19.2 |
| 0.8 | -128.5 | 1.1 | -138.1 | 1.6 | -168.2 | 32.7 | 1.7 | 62.1 | 1.1 | 72.1 | 0.8 |
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| 10000 | 26.1 | 24.1 | 95 | 21 | 160.6 | 20.1 |
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| 15.9 | 1.3 | 42.3 | 1.1 | 55.5 | 0.9 |
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| 9750 | 13.4 | 26.5 | 59.4 | 22.3 | 110.2 | 20.9 |
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| 7.5 | 0.8 | 28.4 | 1.2 | 40 | 0.8 |
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| 9500 | 7.4 | 29.1 | 37.1 | 23.7 | 75.8 | 21.9 |
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| 3.4 | 0.1 | 17.7 | 1 | 28.8 | 0.8 |
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| 9250 | 4.3 | 31.9 | 23.9 | 25.3 | 52.7 | 23 |
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| 1.7 | -0.2 | 11.9 | 1.1 | 21.2 | 0.9 |
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| 9000 | 2.8 | 35.1 | 15.8 | 27 | 36.1 | 24 |
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| 1.1 | 0.2 | 7.8 | 1.1 | 14.7 | 0.9 |
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| 8750 | 1.7 | 37.9 | 10.5 | 28.6 | 24.9 | 25.2 |
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| 0.7 | 0.5 | 5 | 0.9 | 10 | 0.7 |
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| 8500 | 1 | 40.3 | 7.5 | 30.7 | 17.9 | 26.5 |
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| 0 | -1.7 | 3.6 | 1 | 7.6 | 0.9 |
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| 8250 | 1 | 45.1 | 5 | 32.3 | 0 | 0 |
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| 0 | -1.5 | 2.2 | 0.8 | 0 | 0 |
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| 8000 | 1 | 50.1 | 3.6 | 34.3 | 9.1 | 29.2 |
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| 0 | -1.3 | 1.7 | 1 | 4 | 1 |
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