2011/02/24(Thu)OP
| P/C | 1.4 | -0.4 | 1.8 | 1.7 | 1.4 | 1.1 | 1 | 1.2 | 1.1 | 1 |
| 先物 | 10467.5 | -105 | 10572.5 | 10662.5 | 10862.5 | 10837.5 | 10802.5 | 10737.5 | 10722.5 | 10612.5 |
| 基準 | 20.5 | 0.9 | 19.6 | 18.5 | 16.1 | 16.4 | 15.7 | 15.2 | 15.2 | 15.2 |
| 期近 | 21.1 | 1 | 20.1 | 18.7 | 15.7 | 16.3 | 15.6 | 15.1 | 15.1 | 15.2 |
| 期先1 | 19.9 | 0.9 | 19 | 18.2 | 16.6 | 16.9 | 16.3 | 16 | 16.1 | 15.8 |
| 期先2 | 19.3 | 0.7 | 18.6 | 17.9 | 16.7 | 16.8 | 16.3 | 16.1 | 16.3 | 16.3 |
| 当/先 | 1.1 | 0 | 1.1 | 1 | 0.9 | 1 | 1 | 0.9 | 0.9 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 14 | 42 | 77 |
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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 | 10470 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 2 | 4 | 7 | 13.9 | 25.8 | 50.1 | 98.4 | 189.7 | 346.4 | 156.6 | 60 | 18.2 | 5.9 | 2.7 | 1.6 |
| 0.2 | 1 | 1.7 | 4.1 | 7.5 | 13.9 | 25.2 | 47.1 | -12.6 | -59.7 | -31.5 | -12.6 | -3.2 | -0.9 | 0 |
| 37.8 | 35.6 | 32.8 | 30.5 | 27.7 | 25.2 | 22.9 | 20.9 | 20.8 | 20.8 | 19.5 | 19.1 | 20 | 22.1 | 24.5 |
| 0 | 0.7 | 0.4 | 0.8 | 0.6 | 0.4 | 0.2 | 0.4 | 0.3 | 0.2 | 0.6 | 0.7 | 1.4 | 1.8 | 2.6 |
| -0.01 | -0.01 | -0.03 | -0.05 | -0.09 | -0.17 | -0.31 | -0.52 |
| 0.48 | 0.25 | 0.1 | 0.04 | 0.02 | 0.01 |
| 0.003 | 0.005 | 0.009 | 0.017 | 0.029 | 0.049 | 0.075 | 0.092 |
| 0.092 | 0.079 | 0.044 | 0.019 | 0.009 | 0.005 |
| 0.44 | 0.78 | 1.28 | 2.18 | 3.47 | 5.33 | 7.36 | 8.27 |
| 8.27 | 6.63 | 3.61 | 1.65 | 0.87 | 0.52 |
| -0.58 | -0.96 | -1.46 | -2.32 | -3.35 | -4.68 | -5.85 | -6 |
| -5.99 | -4.51 | -2.4 | -1.15 | -0.67 | -0.44 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10390 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 19.5 | 29 | 43.1 | 66.2 | 100.5 | 153.5 | 229.9 | 339.9 | 568.4 | 228.5 | 128.3 | 64.9 | 31 | 14 | 6.6 |
| 5.4 | 8 | 11.1 | 16.6 | 23.7 | 33.6 | 44.9 | 59.7 | 11.7 | -48 | -31.7 | -20.7 | -10.3 | -4.8 | -1.7 |
| 30.2 | 28.5 | 26.8 | 25.3 | 23.7 | 22.4 | 21 | 19.8 | 19.8 | 19.8 | 18.9 | 18.3 | 18.1 | 18.1 | 18.5 |
| 0.8 | 0.8 | 0.7 | 0.7 | 0.7 | 0.6 | 0.5 | 0.5 | 0.5 | 0.5 | 0.6 | 0.4 | 0.5 | 0.6 | 0.9 |
| -0.04 | -0.06 | -0.09 | -0.14 | -0.2 | -0.3 | -0.41 | -0.55 |
| 0.45 | 0.31 | 0.19 | 0.1 | 0.05 | 0.03 |
| 0.009 | 0.012 | 0.018 | 0.025 | 0.034 | 0.044 | 0.052 | 0.057 |
| 0.057 | 0.053 | 0.042 | 0.028 | 0.017 | 0.01 |
| 3.23 | 4.41 | 5.92 | 7.87 | 10.05 | 12.21 | 13.77 | 14.01 |
| 14.01 | 12.47 | 9.54 | 6.39 | 3.83 | 2.21 |
| -1.15 | -1.48 | -1.87 | -2.34 | -2.81 | -3.22 | -3.4 | -3.26 |
| -3.28 | -2.79 | -2.07 | -1.37 | -0.82 | -0.48 |
| 5P875 | 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 10390 | 5C1050 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 |
| 44 | 61.9 | 85.5 | 119.9 | 167 | 230.2 | 314.3 | 425.1 | 741 | 315.9 | 206.2 | 128.5 | 73.4 | 40.9 | 22 |
| 11 | 14.9 | 20 | 24.9 | 32 | 39.8 | 48.9 | 58.6 | 10.7 | -47.9 | -35.5 | -24.8 | -18.7 | -12.4 | -7.7 |
| 26.8 | 25.6 | 24.4 | 23.3 | 22.2 | 21.1 | 20.1 | 19.2 | 19.2 | 19.2 | 18.4 | 18 | 17.4 | 17.2 | 17.1 |
| 0.8 | 0.8 | 0.8 | 0.7 | 0.6 | 0.5 | 0.4 | 0.3 | 0.4 | 0.4 | 0.4 | 0.4 | 0.2 | 0.2 | 0.1 |
| -0.07 | -0.1 | -0.14 | -0.19 | -0.25 | -0.33 | -0.42 | -0.53 |
| 0.47 | 0.36 | 0.26 | 0.17 | 0.11 | 0.06 |
| 0.011 | 0.014 | 0.019 | 0.024 | 0.03 | 0.036 | 0.041 | 0.043 |
| 0.043 | 0.042 | 0.038 | 0.03 | 0.022 | 0.015 |
| 6.64 | 8.46 | 10.52 | 12.85 | 15.21 | 17.3 | 18.73 | 19.02 |
| 19.02 | 17.89 | 15.46 | 12.13 | 8.82 | 5.97 |
| -1.15 | -1.4 | -1.65 | -1.93 | -2.17 | -2.35 | -2.42 | -2.34 |
| -2.37 | -2.14 | -1.8 | -1.37 | -0.98 | -0.66 |
| 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 |
| 17.9 | 4 | 21 | 1.2 | 33.9 | 1 | 12500 |
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| 0.5 | -0.9 | 1.3 | 0 | 2.8 | 0 |
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| 17.6 | 7 | 20 | 2 | 30.5 | 1 | 12250 |
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| 0.4 | -2 | 1.5 | 0.1 | 2.7 | 0 |
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| 17.3 | 12.4 | 19.3 | 3.7 | 26.9 | 1 | 12000 |
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| 0.4 | -3.5 | 1.3 | -0.2 | 2.6 | 0 |
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| 17.1 | 22 | 18.5 | 6.6 | 24.5 | 1.6 | 11750 |
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| 0.1 | -7.7 | 0.9 | -1.7 | 2.6 | 0 |
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| 17.2 | 40.9 | 18.1 | 14 | 22.1 | 2.7 | 11500 |
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| 0.2 | -12.4 | 0.6 | -4.8 | 1.8 | -0.9 |
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| 17.4 | 73.4 | 18.1 | 31 | 20 | 5.9 | 11250 |
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| 0.2 | -18.7 | 0.5 | -10.3 | 1.4 | -3.2 |
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| 18 | 128.5 | 18.3 | 64.9 | 19.1 | 18.2 | 11000 | 550.6 | 19.2 | 677.3 | 18.4 | 734.7 | 17.7 |
| 0.4 | -24.8 | 0.4 | -20.7 | 0.7 | -12.6 | 94.8 | 1.2 | 85.8 | 0.3 | 80.9 | 0.3 |
| 18.4 | 206.2 | 18.9 | 128.3 | 19.5 | 60 | 10750 | 341.5 | 19.4 | 489.9 | 18.9 | 564.6 | 18.3 |
| 0.4 | -35.5 | 0.6 | -31.7 | 0.6 | -31.5 | 72.5 | 0.4 | 74 | 0.4 | 69.8 | 0.3 |
| 19.2 | 315.9 | 19.8 | 228.5 | 20.8 | 156.6 | 10500 | 189.7 | 20.9 | 339.9 | 19.8 | 425.1 | 19.2 |
| 0.4 | -47.9 | 0.5 | -48 | 0.2 | -59.7 | 47.1 | 0.4 | 59.7 | 0.5 | 58.6 | 0.3 |
| 20.1 | 454.7 | 21.1 | 369.9 | 22.7 | 315 | 10250 | 98.4 | 22.9 | 229.9 | 21 | 314.3 | 20.1 |
| 0.4 | -58.6 | 0.9 | -57.6 | 0.1 | -80.9 | 25.2 | 0.2 | 44.9 | 0.5 | 48.9 | 0.4 |
| 21.1 | 620 | 22.4 | 542.1 | 25.2 | 517.7 | 10000 | 50.1 | 25.2 | 153.5 | 22.4 | 230.2 | 21.1 |
| 0.6 | -67.1 | 0.8 | -71.7 | 0.4 | -91.2 | 13.9 | 0.4 | 33.6 | 0.6 | 39.8 | 0.5 |
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| 9750 | 25.8 | 27.7 | 100.5 | 23.7 | 167 | 22.2 |
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| 7.5 | 0.6 | 23.7 | 0.7 | 32 | 0.6 |
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| 9500 | 13.9 | 30.5 | 66.2 | 25.3 | 119.9 | 23.3 |
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| 4.1 | 0.8 | 16.6 | 0.7 | 24.9 | 0.7 |
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| 9250 | 7 | 32.8 | 43.1 | 26.8 | 85.5 | 24.4 |
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| 1.7 | 0.4 | 11.1 | 0.7 | 20 | 0.8 |
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| 9000 | 4 | 35.6 | 29 | 28.5 | 61.9 | 25.6 |
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| 1 | 0.7 | 8 | 0.8 | 14.9 | 0.8 |
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| 8750 | 2 | 37.8 | 19.5 | 30.2 | 44 | 26.8 |
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| 0.2 | 0 | 5.4 | 0.8 | 11 | 0.8 |
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| 8500 | 1.3 | 41.3 | 13.5 | 32.2 | 32 | 28.2 |
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| 0.3 | 1 | 3.7 | 0.8 | 8.4 | 0.9 |
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| 8250 | 1 | 45.1 | 9.1 | 33.9 | 0 | 0 |
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| 0 | -0.1 | 2.3 | 0.6 | 0 | 0 |
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| 8000 | 1 | 50.4 | 6.8 | 36.1 | 17.6 | 31.2 |
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| 0 | 0.1 | 1.9 | 0.9 | 5.6 | 1.2 |
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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 | 61.3 | 3.8 | 40.6 | 9 | 33.8 |
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| 0 | 0.5 | 1.2 | 1.3 | 2.9 | 1.2 |
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