2011/03/03(Thu)OP
| P/C | 1.2 | -0.3 | 1.5 | 1.6 | 1.2 | 1.1 | 1.4 | 1.8 | 1.7 | 1.4 |
| 先物 | 10592.5 | 100 | 10492.5 | 10747.5 | 10622.5 | 10507.5 | 10467.5 | 10572.5 | 10662.5 | 10862.5 |
| 基準 | 18.9 | -0.8 | 19.7 | 16.6 | 17.7 | 18.7 | 20.5 | 19.6 | 18.5 | 16.1 |
| 期近 | 20.1 | -1 | 21.1 | 16.6 | 18.1 | 18.9 | 21.1 | 20.1 | 18.7 | 15.7 |
| 期先1 | 18.5 | -0.6 | 19 | 16.5 | 17.4 | 18.5 | 19.9 | 19 | 18.2 | 16.6 |
| 期先2 | 17.8 | -0.5 | 18.4 | 16.4 | 17.3 | 18.2 | 19.3 | 18.6 | 17.9 | 16.7 |
| 当/先 | 1.1 | 0 | 1.1 | 1 | 1 | 1 | 1.1 | 1.1 | 1 | 0.9 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 7 | 35 | 70 |
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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 | 10590 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 1 | 1 | 1.7 | 2.9 | 5.9 | 12.4 | 31.4 | 84.2 | 260.8 | 176.7 | 51.8 | 9.3 | 2.6 | 1.5 | 1 |
| 0 | -0.5 | -1.6 | -3 | -6.1 | -12.8 | -26.1 | -53 | -6.3 | 46.7 | 15.3 | 0.6 | -0.4 | -0.2 | 0 |
| 51.6 | 44.7 | 40.4 | 35.7 | 31.7 | 27.4 | 23.9 | 20.9 | 20.9 | 20.9 | 18.8 | 18.4 | 21 | 25.3 | 29.5 |
| 5.3 | 2.9 | 1.5 | 1 | 0.7 | 0.2 | 0.2 | -0.1 | -0.1 | -0.2 | -0.8 | -1.8 | -1.8 | -1.3 | -0.4 |
| 0 | 0 | -0.01 | -0.01 | -0.03 | -0.07 | -0.16 | -0.38 |
| 0.62 | 0.29 | 0.08 | 0.02 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.004 | 0.007 | 0.015 | 0.032 | 0.068 | 0.121 |
| 0.121 | 0.122 | 0.052 | 0.017 | 0.008 | 0.004 |
| 0.18 | 0.2 | 0.34 | 0.57 | 1.06 | 1.96 | 3.7 | 5.72 |
| 5.72 | 5.19 | 2.15 | 0.8 | 0.46 | 0.29 |
| -0.63 | -0.62 | -0.94 | -1.38 | -2.27 | -3.64 | -6 | -8.12 |
| -8.13 | -6.63 | -2.68 | -1.14 | -0.79 | -0.59 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10520 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 8.1 | 12.1 | 19.1 | 32 | 53 | 89.2 | 147.4 | 238.3 | 491.5 | 253.3 | 136.8 | 65.9 | 28.4 | 12 | 5.1 |
| -3.7 | -5.8 | -9 | -13.3 | -20.2 | -28 | -41.5 | -56.9 | -13.1 | 43.8 | 26.8 | 13.7 | 5.9 | 2 | 0.3 |
| 29.9 | 27.8 | 25.9 | 24.4 | 22.8 | 21.4 | 20 | 18.8 | 18.8 | 18.9 | 17.9 | 17.4 | 17.2 | 17.4 | 17.8 |
| -0.3 | -0.4 | -0.4 | -0.4 | -0.4 | -0.2 | -0.3 | -0.4 | -0.2 | 0.1 | -0.1 | -0.2 | -0.4 | -0.5 | -0.8 |
| -0.02 | -0.03 | -0.05 | -0.08 | -0.14 | -0.22 | -0.33 | -0.48 |
| 0.52 | 0.36 | 0.21 | 0.11 | 0.05 | 0.02 |
| 0.005 | 0.008 | 0.013 | 0.019 | 0.029 | 0.042 | 0.055 | 0.065 |
| 0.064 | 0.064 | 0.051 | 0.033 | 0.019 | 0.01 |
| 1.7 | 2.4 | 3.47 | 5.08 | 7.14 | 9.59 | 11.86 | 13.04 |
| 13.04 | 12.19 | 9.42 | 6.06 | 3.45 | 1.84 |
| -0.72 | -0.94 | -1.27 | -1.75 | -2.3 | -2.89 | -3.35 | -3.45 |
| -3.5 | -3.1 | -2.33 | -1.47 | -0.85 | -0.46 |
| 5P875 | 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 10520 | 5C1050 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 |
| 24 | 34.2 | 50.1 | 73.1 | 107.7 | 158.2 | 228.6 | 325.2 | 667 | 341.8 | 219.9 | 131.2 | 73.5 | 38.8 | 20 |
| -7.5 | -10.5 | -14.7 | -20.1 | -27.2 | -35.5 | -45.5 | -56.5 | -12.1 | 44.4 | 30.9 | 19 | 10.5 | 5.6 | 3 |
| 25.8 | 24.4 | 23.2 | 22 | 20.9 | 19.9 | 19 | 18.1 | 18.1 | 18.2 | 17.4 | 16.8 | 16.4 | 16.2 | 16.2 |
| -0.3 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.4 | -0.3 | 0 | -0.2 | -0.3 | -0.4 | -0.4 | -0.4 |
| -0.05 | -0.07 | -0.1 | -0.14 | -0.19 | -0.27 | -0.36 | -0.48 |
| 0.52 | 0.4 | 0.28 | 0.18 | 0.11 | 0.06 |
| 0.008 | 0.011 | 0.016 | 0.021 | 0.028 | 0.036 | 0.043 | 0.048 |
| 0.047 | 0.048 | 0.044 | 0.035 | 0.025 | 0.017 |
| 4.51 | 5.94 | 7.83 | 10.08 | 12.65 | 15.23 | 17.34 | 18.38 |
| 18.38 | 17.84 | 15.61 | 12.27 | 8.71 | 5.73 |
| -0.83 | -1.03 | -1.29 | -1.57 | -1.88 | -2.15 | -2.33 | -2.35 |
| -2.39 | -2.22 | -1.87 | -1.44 | -1.01 | -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 | 3 | 21.1 | 1 | 44.5 | 1 | 12500 |
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| -0.8 | -0.2 | -1.1 | -0.2 | 0.6 | 0 |
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| 16.5 | 5.2 | 20 | 1.6 | 39.7 | 1 | 12250 |
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| -0.8 | -0.1 | -0.6 | 0.1 | 0.3 | 0 |
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| 16.2 | 10 | 18.7 | 2.6 | 34.7 | 1 | 12000 |
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| -0.5 | 0.9 | -0.7 | 0.2 | -0.1 | 0 |
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| 16.2 | 20 | 17.8 | 5.1 | 29.5 | 1 | 11750 |
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| -0.4 | 3 | -0.8 | 0.3 | -0.4 | 0 |
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| 16.2 | 38.8 | 17.4 | 12 | 25.3 | 1.5 | 11500 |
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| -0.4 | 5.6 | -0.5 | 2 | -1.3 | -0.2 |
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| 16.4 | 73.5 | 17.2 | 28.4 | 21 | 2.6 | 11250 |
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| -0.4 | 10.5 | -0.4 | 5.9 | -1.8 | -0.4 |
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| 16.8 | 131.2 | 17.4 | 65.9 | 18.4 | 9.3 | 11000 | 416.8 | 18.5 | 551.5 | 17.3 | 614.8 | 16.7 |
| -0.3 | 19 | -0.2 | 13.7 | -1.8 | 0.6 | -99.2 | -1.8 | -85.1 | -0.7 | -80.2 | -0.6 |
| 17.4 | 219.9 | 17.9 | 136.8 | 18.8 | 51.8 | 10750 | 209.5 | 18.9 | 373.1 | 17.9 | 452.1 | 17.2 |
| -0.2 | 30.9 | -0.1 | 26.8 | -0.8 | 15.3 | -85 | -0.8 | -72.3 | -0.5 | -71.6 | -0.6 |
| 18.2 | 341.8 | 18.9 | 253.3 | 20.9 | 176.7 | 10500 | 84.2 | 20.9 | 238.3 | 18.8 | 325.2 | 18.1 |
| 0 | 44.4 | 0.1 | 43.8 | -0.2 | 46.7 | -53 | -0.1 | -56.9 | -0.4 | -56.5 | -0.4 |
| 19.1 | 495.1 | 20 | 410.3 | 24 | 374.3 | 10250 | 31.4 | 23.9 | 147.4 | 20 | 228.6 | 19 |
| 0 | 55.5 | 0 | 57.7 | 0.3 | 74.2 | -26.1 | 0.2 | -41.5 | -0.3 | -45.5 | -0.4 |
| 20 | 673.3 | 21.4 | 602.5 | 27.3 | 604.7 | 10000 | 12.4 | 27.4 | 89.2 | 21.4 | 158.2 | 19.9 |
| -0.1 | 64.1 | 0.2 | 71.8 | 0.7 | 88.9 | -12.8 | 0.2 | -28 | -0.2 | -35.5 | -0.4 |
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| 9750 | 5.9 | 31.7 | 53 | 22.8 | 107.7 | 20.9 |
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| -6.1 | 0.7 | -20.2 | -0.4 | -27.2 | -0.4 |
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| 9500 | 2.9 | 35.7 | 32 | 24.4 | 73.1 | 22 |
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| -3 | 1 | -13.3 | -0.4 | -20.1 | -0.4 |
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| 9250 | 1.7 | 40.4 | 19.1 | 25.9 | 50.1 | 23.2 |
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| -1.6 | 1.5 | -9 | -0.4 | -14.7 | -0.4 |
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| 9000 | 1 | 44.7 | 12.1 | 27.8 | 34.2 | 24.4 |
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| -0.5 | 2.9 | -5.8 | -0.4 | -10.5 | -0.4 |
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| 8750 | 1 | 51.6 | 8.1 | 29.9 | 24 | 25.8 |
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| 0 | 5.3 | -3.7 | -0.3 | -7.5 | -0.3 |
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| 8500 | 1 | 58.6 | 5.5 | 32 | 17 | 27.2 |
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| 0 | 5.7 | -2.3 | 0 | -5.1 | -0.2 |
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| 8250 | 1 | 65.8 | 4 | 34.3 | 0 | 0 |
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| 0 | 6.1 | -1.8 | -0.2 | 0 | 0 |
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| 8000 | 1 | 73.1 | 3 | 36.8 | 8.9 | 30.3 |
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| 0 | 6.6 | -1.3 | -0.1 | -3 | -0.3 |
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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 | 88.4 | 1.8 | 42 | 4.6 | 33.3 |
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| 0 | 7.5 | -0.1 | 1.3 | -2.3 | -0.8 |
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