2011/03/02(Wed)OP
| P/C | 1.5 | -0.1 | 1.6 | 1.2 | 1.1 | 1.4 | 1.8 | 1.7 | 1.4 | 1.1 |
| 先物 | 10492.5 | -255 | 10747.5 | 10622.5 | 10507.5 | 10467.5 | 10572.5 | 10662.5 | 10862.5 | 10837.5 |
| 基準 | 19.7 | 3.1 | 16.6 | 17.7 | 18.7 | 20.5 | 19.6 | 18.5 | 16.1 | 16.4 |
| 期近 | 21.1 | 4.6 | 16.6 | 18.1 | 18.9 | 21.1 | 20.1 | 18.7 | 15.7 | 16.3 |
| 期先1 | 19 | 2.5 | 16.5 | 17.4 | 18.5 | 19.9 | 19 | 18.2 | 16.6 | 16.9 |
| 期先2 | 18.4 | 2 | 16.4 | 17.3 | 18.2 | 19.3 | 18.6 | 17.9 | 16.7 | 16.8 |
| 当/先 | 1.1 | 0.1 | 1 | 1 | 1 | 1.1 | 1.1 | 1 | 0.9 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 8 | 36 | 71 |
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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 | 10490 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 1 | 1.5 | 3.3 | 5.9 | 12 | 25.2 | 57.5 | 137.2 | 267.1 | 129.9 | 36.5 | 8.7 | 3 | 1.7 | 1 |
| 0 | 0.5 | 1.4 | 2.9 | 6.4 | 16.7 | 40.3 | 94.5 | -64.4 | -158.9 | -75.9 | -17.5 | -2.3 | -0.8 | -0.1 |
| 46.3 | 41.8 | 38.9 | 34.7 | 31 | 27.2 | 23.7 | 21.1 | 21.1 | 21.1 | 19.5 | 20.2 | 22.7 | 26.6 | 29.9 |
| -2.5 | -1.3 | -0.8 | -0.7 | -0.8 | 0.4 | 1 | 1.8 | 1.9 | 2.1 | 3 | 4.5 | 6.1 | 6.2 | 6.8 |
| 0 | -0.01 | -0.01 | -0.03 | -0.06 | -0.12 | -0.25 | -0.5 |
| 0.5 | 0.21 | 0.06 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.003 | 0.006 | 0.011 | 0.023 | 0.046 | 0.085 | 0.119 |
| 0.119 | 0.093 | 0.039 | 0.015 | 0.007 | 0.004 |
| 0.2 | 0.31 | 0.6 | 1.01 | 1.8 | 3.12 | 5.06 | 6.34 |
| 6.34 | 4.59 | 1.97 | 0.84 | 0.49 | 0.29 |
| -0.55 | -0.77 | -1.39 | -2.09 | -3.33 | -5.07 | -7.16 | -7.97 |
| -8 | -5.37 | -2.38 | -1.15 | -0.79 | -0.52 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10410 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 11.9 | 17.9 | 28 | 45.2 | 73.2 | 117.2 | 188.9 | 295.1 | 504.6 | 209.5 | 110 | 52.2 | 22.6 | 10 | 4.8 |
| 6.2 | 10 | 16.2 | 26.2 | 42.1 | 63.5 | 95.2 | 133.4 | 12.9 | -120.5 | -76.2 | -40.6 | -18.4 | -7 | -2.3 |
| 30.1 | 28.2 | 26.4 | 24.7 | 23.2 | 21.6 | 20.3 | 19.2 | 19 | 18.8 | 18 | 17.7 | 17.5 | 17.9 | 18.6 |
| 0.8 | 1.1 | 1.3 | 1.5 | 1.7 | 1.6 | 1.7 | 1.6 | 1.5 | 1.4 | 1.6 | 1.8 | 1.9 | 2.1 | 2.4 |
| -0.03 | -0.05 | -0.07 | -0.11 | -0.17 | -0.26 | -0.39 | -0.54 |
| 0.46 | 0.3 | 0.17 | 0.09 | 0.04 | 0.02 |
| 0.007 | 0.01 | 0.016 | 0.023 | 0.034 | 0.046 | 0.057 | 0.063 |
| 0.064 | 0.059 | 0.044 | 0.027 | 0.015 | 0.009 |
| 2.23 | 3.14 | 4.44 | 6.23 | 8.41 | 10.72 | 12.59 | 13.05 |
| 13.05 | 11.45 | 8.38 | 5.2 | 2.98 | 1.71 |
| -0.92 | -1.22 | -1.61 | -2.12 | -2.68 | -3.18 | -3.51 | -3.42 |
| -3.39 | -2.85 | -2.04 | -1.26 | -0.74 | -0.44 |
| 5P875 | 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 10420 | 5C1050 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 |
| 31.5 | 44.7 | 64.8 | 93.2 | 135 | 193.6 | 274.1 | 381.7 | 679.1 | 297.4 | 189 | 112.1 | 63 | 33.1 | 17 |
| 16.6 | 23.7 | 32.9 | 45.9 | 62.3 | 83.7 | 108.9 | 137.8 | 22.8 | -115 | -83.2 | -54.1 | -31.9 | -16.9 | -9 |
| 26.1 | 24.8 | 23.6 | 22.4 | 21.3 | 20.3 | 19.3 | 18.4 | 18.3 | 18.2 | 17.6 | 17.1 | 16.8 | 16.6 | 16.6 |
| 1.5 | 1.6 | 1.5 | 1.5 | 1.5 | 1.4 | 1.4 | 1.3 | 1.2 | 1.2 | 1.2 | 1.3 | 1.4 | 1.4 | 1.4 |
| -0.06 | -0.08 | -0.12 | -0.16 | -0.23 | -0.31 | -0.41 | -0.52 |
| 0.48 | 0.36 | 0.25 | 0.16 | 0.1 | 0.05 |
| 0.01 | 0.013 | 0.018 | 0.024 | 0.031 | 0.038 | 0.044 | 0.047 |
| 0.047 | 0.046 | 0.04 | 0.031 | 0.022 | 0.014 |
| 5.37 | 6.98 | 9.03 | 11.35 | 13.86 | 16.2 | 17.88 | 18.35 |
| 18.35 | 17.21 | 14.58 | 11.2 | 7.8 | 5.06 |
| -0.98 | -1.21 | -1.49 | -1.78 | -2.07 | -2.3 | -2.41 | -2.35 |
| -2.35 | -2.13 | -1.75 | -1.32 | -0.91 | -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 |
| 17.8 | 3.2 | 22.3 | 1.2 | 43.9 | 1 | 12500 |
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| 2.1 | -0.1 | 3.3 | 0.2 | 7.6 | 0 |
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| 17.3 | 5.3 | 20.6 | 1.5 | 39.4 | 1 | 12250 |
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| 2 | -0.7 | 2.5 | -0.4 | 7.4 | 0 |
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| 16.8 | 9.1 | 19.4 | 2.4 | 34.7 | 1 | 12000 |
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| 1.5 | -3.9 | 2.6 | -0.6 | 7.2 | 0 |
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| 16.6 | 17 | 18.6 | 4.8 | 29.9 | 1 | 11750 |
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| 1.4 | -9 | 2.4 | -2.3 | 6.8 | -0.1 |
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| 16.6 | 33.1 | 17.9 | 10 | 26.6 | 1.7 | 11500 |
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| 1.4 | -16.9 | 2.1 | -7 | 6.2 | -0.8 |
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| 16.8 | 63 | 17.5 | 22.6 | 22.7 | 3 | 11250 |
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| 1.4 | -31.9 | 1.9 | -18.4 | 6.1 | -2.3 |
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| 17.1 | 112.1 | 17.7 | 52.2 | 20.2 | 8.7 | 11000 | 516 | 20.2 | 636.6 | 18 | 695 | 17.3 |
| 1.3 | -54.1 | 1.8 | -40.6 | 4.5 | -17.5 | 236.1 | 4.2 | 210.8 | 2 | 197.7 | 1.5 |
| 17.6 | 189 | 18 | 110 | 19.5 | 36.5 | 10750 | 294.5 | 19.7 | 445.4 | 18.4 | 523.6 | 17.8 |
| 1.2 | -83.2 | 1.6 | -76.2 | 3 | -75.9 | 179.7 | 3.1 | 175 | 1.7 | 170.3 | 1.4 |
| 18.2 | 297.4 | 18.8 | 209.5 | 21.1 | 129.9 | 10500 | 137.2 | 21.1 | 295.1 | 19.2 | 381.7 | 18.4 |
| 1.2 | -115 | 1.4 | -120.5 | 2.1 | -158.9 | 94.5 | 1.8 | 133.4 | 1.6 | 137.8 | 1.3 |
| 19.1 | 439.6 | 20 | 352.6 | 23.7 | 300.1 | 10250 | 57.5 | 23.7 | 188.9 | 20.3 | 274.1 | 19.3 |
| 1.2 | -143.3 | 1.4 | -158.4 | 1.9 | -212.3 | 40.3 | 1 | 95.2 | 1.7 | 108.9 | 1.4 |
| 20.1 | 609.1 | 21.1 | 530.7 | 26.5 | 515.8 | 10000 | 25.2 | 27.2 | 117.2 | 21.6 | 193.6 | 20.3 |
| 1.3 | -168.8 | 1.3 | -190.7 | 1.2 | -238.2 | 16.7 | 0.4 | 63.5 | 1.6 | 83.7 | 1.4 |
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| 9750 | 12 | 31 | 73.2 | 23.2 | 135 | 21.3 |
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| 6.4 | -0.8 | 42.1 | 1.7 | 62.3 | 1.5 |
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| 9500 | 5.9 | 34.7 | 45.2 | 24.7 | 93.2 | 22.4 |
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| 2.9 | -0.7 | 26.2 | 1.5 | 45.9 | 1.5 |
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| 9250 | 3.3 | 38.9 | 28 | 26.4 | 64.8 | 23.6 |
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| 1.4 | -0.8 | 16.2 | 1.3 | 32.9 | 1.5 |
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| 9000 | 1.5 | 41.8 | 17.9 | 28.2 | 44.7 | 24.8 |
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| 0.5 | -1.3 | 10 | 1.1 | 23.7 | 1.6 |
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| 8750 | 1 | 46.3 | 11.9 | 30.1 | 31.5 | 26.1 |
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| 0 | -2.5 | 6.2 | 0.8 | 16.6 | 1.5 |
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| 8500 | 1 | 52.9 | 7.8 | 32 | 22.1 | 27.5 |
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| 0 | -2.1 | 3.8 | 0.6 | 12.1 | 1.6 |
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| 8250 | 1 | 59.6 | 5.8 | 34.5 | 0 | 0 |
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| 0 | -1.7 | 2.9 | 0.8 | 0 | 0 |
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| 8000 | 1 | 66.5 | 4.3 | 36.9 | 11.9 | 30.6 |
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| 0 | -1.2 | 1.9 | 0.5 | 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 | 80.9 | 1.9 | 40.7 | 6.9 | 34.1 |
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| 0 | -0.4 | 0.3 | -1.3 | 3.7 | 1.5 |
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