2011/02/23(Wed)OP
| P/C | 1.8 | 0.1 | 1.7 | 1.4 | 1.1 | 1 | 1.2 | 1.1 | 1 | 0.9 |
| 先物 | 10572.5 | -90 | 10662.5 | 10862.5 | 10837.5 | 10802.5 | 10737.5 | 10722.5 | 10612.5 | 10617.5 |
| 基準 | 19.6 | 1.1 | 18.5 | 16.1 | 16.4 | 15.7 | 15.2 | 15.2 | 15.2 | 15.8 |
| 期近 | 20.1 | 1.3 | 18.7 | 15.7 | 16.3 | 15.6 | 15.1 | 15.1 | 15.2 | 35 |
| 期先1 | 19 | 0.8 | 18.2 | 16.6 | 16.9 | 16.3 | 16 | 16.1 | 15.8 | 15.6 |
| 期先2 | 18.6 | 0.7 | 17.9 | 16.7 | 16.8 | 16.3 | 16.1 | 16.3 | 16.3 | 16 |
| 当/先 | 1.1 | 0 | 1 | 0.9 | 1 | 1 | 0.9 | 0.9 | 1 | 2.2 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 15 | 43 | 78 |
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| 8750 | 9000 | 9250 | 9500 | 9750 | 10000 | 10250 | 10500 | 10500 | 10500 | 10750 | 11000 | 11250 | 11500 | 11750 |
| 3P875 | 3P900 | 3P925 | 3P950 | 3P975 | 3P1000 | 3P1025 | 3P1050 | 10570 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 1.8 | 3 | 5.4 | 9.8 | 18.4 | 36.2 | 73.1 | 142.6 | 359 | 216.3 | 91.5 | 30.8 | 9.1 | 3.7 | 1.6 |
| 0.1 | 0.2 | 1.1 | 2.5 | 5 | 10.1 | 20.2 | 34.6 | -18.8 | -53.5 | -33.1 | -13 | -3.5 | -0.5 | -0.3 |
| 37.9 | 34.9 | 32.4 | 29.7 | 27.1 | 24.8 | 22.7 | 20.5 | 20.5 | 20.6 | 18.9 | 18.4 | 18.6 | 20.3 | 21.9 |
| -0.1 | -0.1 | 0.4 | 0.6 | 0.7 | 0.7 | 0.8 | 0.6 | 0.7 | 0.8 | 0.7 | 1.1 | 1.4 | 1.9 | 1.7 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.07 | -0.13 | -0.25 | -0.43 |
| 0.57 | 0.34 | 0.15 | 0.05 | 0.02 | 0.01 |
| 0.002 | 0.004 | 0.007 | 0.013 | 0.023 | 0.04 | 0.064 | 0.088 |
| 0.088 | 0.089 | 0.059 | 0.027 | 0.012 | 0.006 |
| 0.4 | 0.64 | 1.07 | 1.76 | 2.88 | 4.62 | 6.82 | 8.51 |
| 8.51 | 7.96 | 5.08 | 2.38 | 1.17 | 0.57 |
| -0.5 | -0.72 | -1.12 | -1.71 | -2.55 | -3.72 | -5.02 | -5.66 |
| -5.71 | -4.91 | -3.05 | -1.44 | -0.77 | -0.41 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10500 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 14.1 | 21 | 32 | 49.6 | 76.8 | 120 | 185.1 | 280.2 | 556.7 | 276.5 | 160 | 85.6 | 41.3 | 18.8 | 8.3 |
| 3.6 | 5.2 | 8.1 | 12.5 | 17.4 | 24.9 | 34.6 | 45 | 3.2 | -41.8 | -30.1 | -18.8 | -11.2 | -5.6 | -2.6 |
| 29.4 | 27.7 | 26.1 | 24.6 | 23.1 | 21.7 | 20.5 | 19.3 | 19.3 | 19.3 | 18.4 | 17.9 | 17.6 | 17.5 | 17.6 |
| 0.8 | 0.7 | 0.8 | 0.9 | 0.7 | 0.7 | 0.6 | 0.5 | 0.5 | 0.6 | 0.5 | 0.5 | 0.4 | 0.4 | 0.4 |
| -0.03 | -0.05 | -0.07 | -0.11 | -0.17 | -0.25 | -0.36 | -0.49 |
| 0.51 | 0.36 | 0.23 | 0.13 | 0.07 | 0.03 |
| 0.007 | 0.01 | 0.015 | 0.021 | 0.03 | 0.04 | 0.05 | 0.057 |
| 0.057 | 0.057 | 0.047 | 0.034 | 0.021 | 0.012 |
| 2.63 | 3.65 | 5.04 | 6.86 | 9.04 | 11.42 | 13.47 | 14.43 |
| 14.43 | 13.59 | 11.07 | 7.75 | 4.8 | 2.71 |
| -0.89 | -1.16 | -1.51 | -1.94 | -2.4 | -2.86 | -3.17 | -3.19 |
| -3.22 | -2.89 | -2.29 | -1.57 | -0.97 | -0.55 |
| 5P875 | 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 10500 | 5C1050 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 |
| 33 | 47 | 65.6 | 95 | 135 | 190.3 | 265.4 | 366.4 | 730.3 | 363.8 | 241.7 | 153.3 | 92.1 | 53.2 | 29.6 |
| 8 | 10.8 | 12.9 | 19.2 | 24.8 | 29.7 | 37.9 | 46.1 | 6.4 | -39.7 | -32.6 | -22.9 | -15.7 | -9.4 | -5.7 |
| 26 | 24.8 | 23.6 | 22.6 | 21.6 | 20.6 | 19.6 | 18.8 | 18.8 | 18.8 | 18 | 17.6 | 17.2 | 17 | 17 |
| 0.8 | 0.8 | 0.6 | 0.7 | 0.7 | 0.5 | 0.5 | 0.4 | 0.4 | 0.5 | 0.3 | 0.4 | 0.3 | 0.4 | 0.4 |
| -0.06 | -0.08 | -0.11 | -0.16 | -0.22 | -0.29 | -0.38 | -0.48 |
| 0.52 | 0.4 | 0.3 | 0.2 | 0.13 | 0.08 |
| 0.009 | 0.012 | 0.017 | 0.022 | 0.028 | 0.034 | 0.04 | 0.044 |
| 0.044 | 0.044 | 0.041 | 0.034 | 0.026 | 0.018 |
| 5.65 | 7.34 | 9.29 | 11.7 | 14.21 | 16.62 | 18.5 | 19.38 |
| 19.38 | 18.83 | 16.81 | 13.76 | 10.41 | 7.33 |
| -0.94 | -1.16 | -1.39 | -1.68 | -1.95 | -2.17 | -2.31 | -2.31 |
| -2.34 | -2.18 | -1.89 | -1.52 | -1.14 | -0.8 |
| 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 |
| 17.4 | 4.9 | 19.6 | 1.2 | 31.1 | 1 | 12500 |
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| 0.4 | -1.1 | 0.2 | -0.6 | 2.3 | 0 |
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| 17.2 | 9 | 18.5 | 1.9 | 27.8 | 1 | 12250 |
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| 0.6 | -1 | 0.2 | -0.9 | 2.3 | 0 |
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| 16.9 | 15.9 | 18.1 | 3.9 | 24.3 | 1 | 12000 |
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| 0.3 | -3.3 | 0.5 | -1.2 | 2.2 | 0 |
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| 17 | 29.6 | 17.6 | 8.3 | 21.9 | 1.6 | 11750 |
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| 0.4 | -5.7 | 0.4 | -2.6 | 1.7 | -0.3 |
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| 17 | 53.2 | 17.5 | 18.8 | 20.3 | 3.7 | 11500 |
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| 0.4 | -9.4 | 0.4 | -5.6 | 1.9 | -0.5 |
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| 17.2 | 92.1 | 17.6 | 41.3 | 18.6 | 9.1 | 11250 |
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| 0.3 | -15.7 | 0.4 | -11.2 | 1.4 | -3.5 |
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| 17.6 | 153.3 | 17.9 | 85.6 | 18.4 | 30.8 | 11000 | 455.8 | 18 | 591.5 | 18.1 | 653.8 | 17.4 |
| 0.4 | -22.9 | 0.5 | -18.8 | 1.1 | -13 | 74.5 | 0.6 | 69.8 | 0.6 | 63.8 | 0.3 |
| 18 | 241.7 | 18.4 | 160 | 18.9 | 91.5 | 10750 | 269 | 19 | 415.9 | 18.5 | 494.9 | 18 |
| 0.3 | -32.6 | 0.5 | -30.1 | 0.7 | -33.1 | 59.1 | 1 | 58.6 | 0.6 | 55.8 | 0.4 |
| 18.8 | 363.8 | 19.3 | 276.5 | 20.6 | 216.3 | 10500 | 142.6 | 20.5 | 280.2 | 19.3 | 366.4 | 18.8 |
| 0.5 | -39.7 | 0.6 | -41.8 | 0.8 | -53.5 | 34.6 | 0.6 | 45 | 0.5 | 46.1 | 0.4 |
| 19.7 | 513.4 | 20.2 | 427.5 | 22.7 | 395.9 | 10250 | 73.1 | 22.7 | 185.1 | 20.5 | 265.4 | 19.6 |
| 0.6 | -46.9 | 0.5 | -54.9 | 1 | -68.7 | 20.2 | 0.8 | 34.6 | 0.6 | 37.9 | 0.5 |
| 20.6 | 687.1 | 21.5 | 613.8 | 24.8 | 608.9 | 10000 | 36.2 | 24.8 | 120 | 21.7 | 190.3 | 20.6 |
| 0.6 | -56.7 | 0.6 | -63.3 | 0.7 | -80 | 10.1 | 0.7 | 24.9 | 0.7 | 29.7 | 0.5 |
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| 9750 | 18.4 | 27.1 | 76.8 | 23.1 | 135 | 21.6 |
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| 5 | 0.7 | 17.4 | 0.7 | 24.8 | 0.7 |
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| 9500 | 9.8 | 29.7 | 49.6 | 24.6 | 95 | 22.6 |
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| 2.5 | 0.6 | 12.5 | 0.9 | 19.2 | 0.7 |
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| 9250 | 5.4 | 32.4 | 32 | 26.1 | 65.6 | 23.6 |
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| 1.1 | 0.4 | 8.1 | 0.8 | 12.9 | 0.6 |
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| 9000 | 3 | 34.9 | 21 | 27.7 | 47 | 24.8 |
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| 0.2 | -0.1 | 5.2 | 0.7 | 10.8 | 0.8 |
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| 8750 | 1.8 | 37.9 | 14.1 | 29.4 | 33 | 26 |
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| 0.1 | -0.1 | 3.6 | 0.8 | 8 | 0.8 |
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| 8500 | 1 | 40.3 | 9.9 | 31.4 | 23.6 | 27.3 |
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| 0 | -0.1 | 2.4 | 0.7 | 5.7 | 0.8 |
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| 8250 | 1 | 45.2 | 6.8 | 33.2 | 0 | 0 |
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| 0 | 0.1 | 1.8 | 0.9 | 0 | 0 |
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| 8000 | 1 | 50.3 | 4.8 | 35.2 | 12 | 29.9 |
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| 0 | 0.2 | 1.2 | 0.8 | 2.9 | 0.8 |
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| 7750 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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| 7500 | 1 | 60.9 | 2.5 | 39.2 | 6.2 | 32.7 |
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| 0 | 0.6 | 0.6 | 0.7 | 1.2 | 0.5 |
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