2011/02/25(Fri)OP
| P/C | 1.1 | -0.3 | 1.4 | 1.8 | 1.7 | 1.4 | 1.1 | 1 | 1.2 | 1.1 |
| 先物 | 10507.5 | 40 | 10467.5 | 10572.5 | 10662.5 | 10862.5 | 10837.5 | 10802.5 | 10737.5 | 10722.5 |
| 基準 | 18.7 | -1.9 | 20.5 | 19.6 | 18.5 | 16.1 | 16.4 | 15.7 | 15.2 | 15.2 |
| 期近 | 18.9 | -2.2 | 21.1 | 20.1 | 18.7 | 15.7 | 16.3 | 15.6 | 15.1 | 15.1 |
| 期先1 | 18.5 | -1.5 | 19.9 | 19 | 18.2 | 16.6 | 16.9 | 16.3 | 16 | 16.1 |
| 期先2 | 18.2 | -1.1 | 19.3 | 18.6 | 17.9 | 16.7 | 16.8 | 16.3 | 16.1 | 16.3 |
| 当/先 | 1 | 0 | 1.1 | 1.1 | 1 | 0.9 | 1 | 1 | 0.9 | 0.9 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 13 | 41 | 76 |
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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 | 10510 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 1.8 | 2.8 | 4.9 | 8.5 | 16.3 | 34 | 70.2 | 148.8 | 303.7 | 155 | 54.5 | 15.1 | 5.5 | 2.3 | 1.4 |
| -0.3 | -1.2 | -2.1 | -5.5 | -9.5 | -16.1 | -28.2 | -40.9 | -42.6 | -1.7 | -5.5 | -3.1 | -0.4 | -0.4 | -0.2 |
| 39.3 | 35.9 | 32.9 | 29.6 | 26.7 | 24.1 | 21.3 | 19 | 18.9 | 18.8 | 17.8 | 17.8 | 19.6 | 21.6 | 24.3 |
| 1.4 | 0.3 | 0.1 | -0.9 | -1.1 | -1.1 | -1.6 | -1.8 | -1.9 | -1.9 | -1.7 | -1.3 | -0.4 | -0.5 | -0.2 |
| -0.01 | -0.01 | -0.02 | -0.04 | -0.07 | -0.14 | -0.26 | -0.48 |
| 0.52 | 0.26 | 0.09 | 0.04 | 0.02 | 0.01 |
| 0.002 | 0.004 | 0.007 | 0.013 | 0.024 | 0.045 | 0.076 | 0.104 |
| 0.105 | 0.09 | 0.046 | 0.02 | 0.009 | 0.005 |
| 0.38 | 0.59 | 0.97 | 1.56 | 2.63 | 4.39 | 6.58 | 8.01 |
| 8.01 | 6.48 | 3.31 | 1.58 | 0.77 | 0.47 |
| -0.55 | -0.79 | -1.2 | -1.73 | -2.62 | -3.95 | -5.23 | -5.7 |
| -5.66 | -4.32 | -2.21 | -1.16 | -0.63 | -0.43 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10430 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 13.3 | 20.1 | 31.1 | 49.4 | 78.7 | 123.8 | 193.7 | 297.5 | 522.5 | 225 | 120.8 | 59 | 26.5 | 11.5 | 5.6 |
| -6.2 | -8.9 | -12.1 | -16.8 | -21.8 | -29.7 | -36.3 | -42.4 | -45.9 | -3.5 | -7.5 | -5.9 | -4.5 | -2.5 | -1 |
| 29 | 27.2 | 25.5 | 24 | 22.5 | 21.1 | 19.7 | 18.5 | 18.5 | 18.4 | 17.5 | 17.1 | 17 | 17.1 | 17.7 |
| -1.3 | -1.4 | -1.3 | -1.3 | -1.2 | -1.3 | -1.3 | -1.3 | -1.3 | -1.3 | -1.4 | -1.2 | -1.2 | -1 | -0.8 |
| -0.03 | -0.05 | -0.07 | -0.12 | -0.18 | -0.27 | -0.38 | -0.53 |
| 0.47 | 0.31 | 0.18 | 0.1 | 0.05 | 0.02 |
| 0.007 | 0.011 | 0.016 | 0.023 | 0.033 | 0.044 | 0.055 | 0.061 |
| 0.061 | 0.058 | 0.044 | 0.029 | 0.016 | 0.009 |
| 2.54 | 3.55 | 4.97 | 6.86 | 9.13 | 11.5 | 13.41 | 13.96 |
| 13.96 | 12.45 | 9.36 | 6.02 | 3.46 | 2 |
| -0.89 | -1.17 | -1.53 | -1.98 | -2.48 | -2.92 | -3.19 | -3.11 |
| -3.12 | -2.65 | -1.94 | -1.24 | -0.72 | -0.43 |
| 5P875 | 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 10430 | 5C1050 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 |
| 33.6 | 47 | 68.2 | 98.1 | 138.5 | 197.3 | 277.6 | 384.7 | 697.6 | 312.8 | 201.7 | 120.6 | 70 | 38.3 | 20 |
| -10.4 | -14.9 | -17.4 | -21.8 | -28.4 | -32.9 | -36.7 | -40.3 | -43.4 | -3.1 | -4.5 | -7.9 | -3.4 | -2.5 | -2 |
| 25.7 | 24.4 | 23.3 | 22.2 | 21 | 20 | 19.1 | 18.3 | 18.2 | 18.2 | 17.5 | 16.9 | 16.7 | 16.5 | 16.4 |
| -1.1 | -1.2 | -1.1 | -1 | -1.1 | -1 | -1 | -0.9 | -1 | -1 | -0.9 | -1.1 | -0.7 | -0.7 | -0.6 |
| -0.06 | -0.08 | -0.12 | -0.17 | -0.23 | -0.31 | -0.4 | -0.52 |
| 0.48 | 0.37 | 0.26 | 0.17 | 0.1 | 0.06 |
| 0.01 | 0.013 | 0.018 | 0.024 | 0.03 | 0.037 | 0.043 | 0.046 |
| 0.046 | 0.045 | 0.04 | 0.032 | 0.023 | 0.015 |
| 5.72 | 7.37 | 9.49 | 11.9 | 14.38 | 16.75 | 18.48 | 19.01 |
| 19.01 | 17.97 | 15.4 | 12.08 | 8.67 | 5.74 |
| -0.96 | -1.18 | -1.45 | -1.73 | -1.98 | -2.19 | -2.3 | -2.26 |
| -2.27 | -2.07 | -1.71 | -1.32 | -0.94 | -0.62 |
| 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 |
| 17.6 | 3.9 | 20.5 | 1.1 | 34.5 | 1 | 12500 |
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| -0.3 | -0.1 | -0.4 | -0.1 | 0.6 | 0 |
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| 16.9 | 5.9 | 19.8 | 2 | 30.9 | 1 | 12250 |
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| -0.7 | -1.1 | -0.2 | 0 | 0.4 | 0 |
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| 16.6 | 10.8 | 18.5 | 3 | 27.2 | 1 | 12000 |
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| -0.7 | -1.5 | -0.8 | -0.7 | 0.3 | 0 |
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| 16.4 | 20 | 17.7 | 5.6 | 24.3 | 1.4 | 11750 |
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| -0.6 | -2 | -0.8 | -1 | -0.2 | -0.2 |
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| 16.5 | 38.3 | 17.1 | 11.5 | 21.6 | 2.3 | 11500 |
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| -0.7 | -2.5 | -1 | -2.5 | -0.5 | -0.4 |
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| 16.7 | 70 | 17 | 26.5 | 19.6 | 5.5 | 11250 |
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| -0.7 | -3.4 | -1.2 | -4.5 | -0.4 | -0.4 |
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| 16.9 | 120.6 | 17.1 | 59 | 17.8 | 15.1 | 11000 | 510.5 | 18.7 | 631.8 | 17.3 | 691.6 | 16.9 |
| -1.1 | -7.9 | -1.2 | -5.9 | -1.3 | -3.1 | -40.2 | -0.5 | -45.5 | -1.2 | -43.1 | -0.8 |
| 17.5 | 201.7 | 17.5 | 120.8 | 17.8 | 54.5 | 10750 | 300 | 18.3 | 444 | 17.7 | 521.5 | 17.5 |
| -0.9 | -4.5 | -1.4 | -7.5 | -1.7 | -5.5 | -41.5 | -1.1 | -45.9 | -1.3 | -43.1 | -0.9 |
| 18.2 | 312.8 | 18.4 | 225 | 18.8 | 155 | 10500 | 148.8 | 19 | 297.5 | 18.5 | 384.7 | 18.3 |
| -1 | -3.1 | -1.3 | -3.5 | -1.9 | -1.7 | -40.9 | -1.8 | -42.4 | -1.3 | -40.3 | -0.9 |
| 19.1 | 456.2 | 19.6 | 370 | 20.9 | 325.6 | 10250 | 70.2 | 21.3 | 193.7 | 19.7 | 277.6 | 19.1 |
| -1.1 | 1.4 | -1.5 | 0.2 | -1.8 | 10.6 | -28.2 | -1.6 | -36.3 | -1.3 | -36.7 | -1 |
| 19.9 | 624.8 | 20.8 | 548.9 | 23.2 | 537.9 | 10000 | 34 | 24.1 | 123.8 | 21.1 | 197.3 | 20 |
| -1.2 | 4.8 | -1.6 | 6.8 | -2 | 20.2 | -16.1 | -1.1 | -29.7 | -1.3 | -32.9 | -1 |
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| 9750 | 16.3 | 26.7 | 78.7 | 22.5 | 138.5 | 21 |
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| -9.5 | -1.1 | -21.8 | -1.2 | -28.4 | -1.1 |
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| 9500 | 8.5 | 29.6 | 49.4 | 24 | 98.1 | 22.2 |
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| -5.5 | -0.9 | -16.8 | -1.3 | -21.8 | -1 |
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| 9250 | 4.9 | 32.9 | 31.1 | 25.5 | 68.2 | 23.3 |
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| -2.1 | 0.1 | -12.1 | -1.3 | -17.4 | -1.1 |
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| 9000 | 2.8 | 35.9 | 20.1 | 27.2 | 47 | 24.4 |
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| -1.2 | 0.3 | -8.9 | -1.4 | -14.9 | -1.2 |
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| 8750 | 1.8 | 39.3 | 13.3 | 29 | 33.6 | 25.7 |
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| -0.3 | 1.4 | -6.2 | -1.3 | -10.4 | -1.1 |
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| 8500 | 1.1 | 42.6 | 9.4 | 31 | 24.1 | 27.1 |
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| -0.2 | 1.3 | -4.2 | -1.1 | -7.9 | -1.1 |
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| 8250 | 1 | 47.4 | 6.7 | 33.1 | 0 | 0 |
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| 0 | 2.3 | -2.4 | -0.7 | 0 | 0 |
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| 8000 | 1 | 52.9 | 4.6 | 35 | 12.3 | 29.8 |
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| 0 | 2.5 | -2.2 | -1 | -5.3 | -1.3 |
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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 | 64.2 | 2.9 | 40.2 | 6.9 | 33.1 |
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| 0 | 2.9 | -0.8 | -0.3 | -2.1 | -0.8 |
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| 6250 | 0 | 0 | 0 | 0 | 0 | 0 |
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| 0 | 0 | 0 | 0 | 0 | 0 |
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