2011/03/01(Tue)OP
| P/C | 1.6 | 0.4 | 1.2 | 1.1 | 1.4 | 1.8 | 1.7 | 1.4 | 1.1 | 1 |
| 先物 | 10747.5 | 125 | 10622.5 | 10507.5 | 10467.5 | 10572.5 | 10662.5 | 10862.5 | 10837.5 | 10802.5 |
| 基準 | 16.6 | -1.1 | 17.7 | 18.7 | 20.5 | 19.6 | 18.5 | 16.1 | 16.4 | 15.7 |
| 期近 | 16.6 | -1.5 | 18.1 | 18.9 | 21.1 | 20.1 | 18.7 | 15.7 | 16.3 | 15.6 |
| 期先1 | 16.5 | -0.9 | 17.4 | 18.5 | 19.9 | 19 | 18.2 | 16.6 | 16.9 | 16.3 |
| 期先2 | 16.4 | -0.9 | 17.3 | 18.2 | 19.3 | 18.6 | 17.9 | 16.7 | 16.8 | 16.3 |
| 当/先 | 1 | 0 | 1 | 1 | 1.1 | 1.1 | 1 | 0.9 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 9 | 37 | 72 |
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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 | 10750 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 | 3C1200 |
| 1.1 | 1.9 | 3 | 5.6 | 8.5 | 17.2 | 42.7 | 114.8 | 227.3 | 112.4 | 26.2 | 5.2 | 2.5 | 1.1 | 1 |
| -0.7 | -0.9 | -1 | -1.2 | -5.6 | -15.1 | -37.7 | -80.1 | -38.8 | 41.3 | 8.6 | 0.5 | 0.5 | -0.1 | 0 |
| 43 | 39.6 | 35.4 | 31.8 | 26.7 | 22.7 | 19.3 | 16.6 | 16.5 | 16.5 | 15.7 | 16.7 | 20.4 | 23.1 | 27.5 |
| 2.2 | 2.7 | 3.1 | 3.6 | 2 | 1.2 | 0.6 | -0.3 | -0.5 | -0.8 | -1.6 | -2.1 | -1.2 | -1.6 | -1.1 |
| 0 | -0.01 | -0.01 | -0.03 | -0.04 | -0.09 | -0.22 | -0.5 |
| 0.5 | 0.18 | 0.04 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.011 | 0.02 | 0.043 | 0.089 | 0.14 |
| 0.14 | 0.098 | 0.033 | 0.014 | 0.006 | 0.004 |
| 0.23 | 0.39 | 0.61 | 1.05 | 1.61 | 2.87 | 5.1 | 6.87 |
| 6.87 | 4.53 | 1.63 | 0.83 | 0.4 | 0.32 |
| -0.52 | -0.82 | -1.14 | -1.79 | -2.29 | -3.47 | -5.25 | -6.06 |
| -6.08 | -3.8 | -1.45 | -0.91 | -0.49 | -0.47 |
| 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 4P1075 | 10670 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 | 4C1200 |
| 7.9 | 11.9 | 19 | 31.1 | 53.8 | 93.8 | 161.7 | 270.4 | 456.5 | 186.2 | 92.8 | 41 | 17 | 7.1 | 3.1 |
| -4.8 | -7.7 | -12.3 | -19.4 | -29.8 | -43.2 | -60 | -79.7 | -38.6 | 41.1 | 22 | 10.2 | 4.1 | 1.5 | 0.2 |
| 27.1 | 25 | 23.2 | 21.5 | 20 | 18.7 | 17.5 | 16.6 | 16.5 | 16.4 | 15.9 | 15.7 | 15.8 | 16.2 | 16.8 |
| -0.3 | -0.5 | -0.6 | -0.7 | -0.7 | -0.6 | -0.5 | -0.5 | -0.5 | -0.4 | -0.5 | -0.6 | -0.6 | -0.7 | -1 |
| -0.02 | -0.03 | -0.05 | -0.09 | -0.15 | -0.24 | -0.38 | -0.55 |
| 0.45 | 0.28 | 0.15 | 0.07 | 0.03 | 0.02 |
| 0.006 | 0.009 | 0.014 | 0.022 | 0.034 | 0.049 | 0.064 | 0.07 |
| 0.071 | 0.062 | 0.044 | 0.026 | 0.013 | 0.007 |
| 1.82 | 2.59 | 3.79 | 5.5 | 7.9 | 10.66 | 12.97 | 13.52 |
| 13.52 | 11.54 | 7.99 | 4.7 | 2.53 | 1.32 |
| -0.66 | -0.87 | -1.18 | -1.58 | -2.11 | -2.65 | -3.03 | -2.99 |
| -2.98 | -2.46 | -1.68 | -1 | -0.55 | -0.3 |
| 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 5P1075 | 10670 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 | 5C1200 |
| 21 | 32 | 47.3 | 72.6 | 110 | 165.2 | 243.9 | 353.3 | 625.5 | 272.2 | 166.2 | 94.9 | 50 | 26 | 13 |
| -13.2 | -17.3 | -22.6 | -32.4 | -40 | -52.7 | -66.2 | -77.8 | -36.3 | 41.5 | 26.4 | 17.1 | 9 | 5 | 3 |
| 23.2 | 22.1 | 20.9 | 19.9 | 18.9 | 18 | 17.1 | 16.4 | 16.4 | 16.3 | 15.8 | 15.4 | 15.1 | 15.2 | 15.2 |
| -1.1 | -1 | -0.8 | -0.9 | -0.7 | -0.7 | -0.7 | -0.5 | -0.5 | -0.5 | -0.6 | -0.5 | -0.5 | -0.5 | -0.3 |
| -0.04 | -0.07 | -0.1 | -0.14 | -0.21 | -0.29 | -0.4 | -0.53 |
| 0.47 | 0.34 | 0.23 | 0.14 | 0.08 | 0.04 |
| 0.009 | 0.012 | 0.017 | 0.024 | 0.032 | 0.04 | 0.048 | 0.051 |
| 0.051 | 0.049 | 0.042 | 0.031 | 0.021 | 0.013 |
| 4.48 | 6.15 | 8.18 | 10.78 | 13.62 | 16.37 | 18.37 | 18.91 |
| 18.91 | 17.49 | 14.44 | 10.6 | 7.16 | 4.48 |
| -0.72 | -0.94 | -1.18 | -1.48 | -1.77 | -2.02 | -2.16 | -2.12 |
| -2.15 | -1.91 | -1.54 | -1.11 | -0.75 | -0.47 |
| 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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| 15.7 | 3.3 | 19 | 1 | 36.3 | 1 | 12500 |
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| -0.9 | -0.1 | -1 | 0 | -0.6 | 0 |
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| 15.3 | 6 | 18.1 | 1.9 | 32 | 1 | 12250 |
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| -0.8 | 0.4 | -1.1 | 0 | -0.8 | 0 |
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| 15.2 | 13 | 16.8 | 3.1 | 27.5 | 1 | 12000 |
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| -0.3 | 3 | -1 | 0.2 | -1.1 | 0 |
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| 15.2 | 26 | 16.2 | 7.1 | 23.1 | 1.1 | 11750 |
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| -0.5 | 5 | -0.7 | 1.5 | -1.6 | -0.1 |
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| 15.1 | 50 | 15.8 | 17 | 20.4 | 2.5 | 11500 |
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| -0.5 | 9 | -0.6 | 4.1 | -1.2 | 0.5 |
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| 15.4 | 94.9 | 15.7 | 41 | 16.7 | 5.2 | 11250 | 0 | 0 | 0 | 0 | 0 | 0 |
| -0.5 | 17.1 | -0.6 | 10.2 | -2.1 | 0.5 | 0 | 0 | 0 | 0 | 0 | 0 |
| 15.8 | 166.2 | 15.9 | 92.8 | 15.7 | 26.2 | 11000 | 280 | 16 | 425.9 | 16 | 497.3 | 15.8 |
| -0.6 | 26.4 | -0.5 | 22 | -1.6 | 8.6 | -111.4 | -0.2 | -95.8 | -0.4 | -90.9 | -0.4 |
| 16.3 | 272.2 | 16.4 | 186.2 | 16.5 | 112.4 | 10750 | 114.8 | 16.6 | 270.4 | 16.6 | 353.3 | 16.4 |
| -0.5 | 41.5 | -0.4 | 41.1 | -0.8 | 41.3 | -80.1 | -0.3 | -79.7 | -0.5 | -77.8 | -0.5 |
| 17.1 | 412.4 | 17.5 | 330 | 19 | 288.9 | 10500 | 42.7 | 19.3 | 161.7 | 17.5 | 243.9 | 17.1 |
| -0.6 | 53.9 | -0.4 | 61.2 | -0.3 | 82.1 | -37.7 | 0.6 | -60 | -0.5 | -66.2 | -0.7 |
| 17.9 | 582.9 | 18.5 | 510.9 | 21.8 | 512.4 | 10250 | 17.2 | 22.7 | 93.8 | 18.7 | 165.2 | 18 |
| -0.7 | 68 | -0.6 | 76.8 | -0.6 | 103.5 | -15.1 | 1.2 | -43.2 | -0.6 | -52.7 | -0.7 |
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| 10000 | 8.5 | 26.7 | 53.8 | 20 | 110 | 18.9 |
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| -5.6 | 2 | -29.8 | -0.7 | -40 | -0.7 |
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| 9750 | 5.6 | 31.8 | 31.1 | 21.5 | 72.6 | 19.9 |
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| -1.2 | 3.6 | -19.4 | -0.7 | -32.4 | -0.9 |
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| 9500 | 3 | 35.4 | 19 | 23.2 | 47.3 | 20.9 |
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| -1 | 3.1 | -12.3 | -0.6 | -22.6 | -0.8 |
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| 9250 | 1.9 | 39.6 | 11.9 | 25 | 32 | 22.1 |
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| -0.9 | 2.7 | -7.7 | -0.5 | -17.3 | -1 |
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| 9000 | 1.1 | 43 | 7.9 | 27.1 | 21 | 23.2 |
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| -0.7 | 2.2 | -4.8 | -0.3 | -13.2 | -1.1 |
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| 8750 | 1 | 48.8 | 5.7 | 29.3 | 14.9 | 24.7 |
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| 0 | 4.7 | -3 | -0.1 | -8.9 | -0.9 |
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| 8500 | 1 | 55 | 4 | 31.5 | 10 | 25.9 |
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| 0 | 5 | -2.2 | -0.1 | -7 | -1.1 |
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| 8250 | 1 | 61.3 | 2.9 | 33.7 | 0 | 0 |
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| 0 | 5.3 | -1.8 | -0.3 | 0 | 0 |
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| 8000 | 1 | 67.8 | 2.3 | 36.3 | 5.9 | 29.4 |
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| 0 | 5.6 | -0.7 | 0.6 | -3.1 | -0.6 |
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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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