2011/03/04(Fri)OP
| P/C | 1.5 | 0.3 | 1.2 | 1.5 | 1.6 | 1.2 | 1.1 | 1.4 | 1.8 | 1.7 |
| 先物 | 10697.5 | 105 | 10592.5 | 10492.5 | 10747.5 | 10622.5 | 10507.5 | 10467.5 | 10572.5 | 10662.5 |
| 基準 | 18.4 | -0.5 | 18.9 | 19.7 | 16.6 | 17.7 | 18.7 | 20.5 | 19.6 | 18.5 |
| 期近 | 19.3 | -0.9 | 20.1 | 21.1 | 16.6 | 18.1 | 18.9 | 21.1 | 20.1 | 18.7 |
| 期先1 | 18.1 | -0.4 | 18.5 | 19 | 16.5 | 17.4 | 18.5 | 19.9 | 19 | 18.2 |
| 期先2 | 17.5 | -0.4 | 17.8 | 18.4 | 16.4 | 17.3 | 18.2 | 19.3 | 18.6 | 17.9 |
| 当/先 | 1.1 | 0 | 1.1 | 1.1 | 1 | 1 | 1 | 1.1 | 1.1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 6 | 34 | 69 |
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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 | 10700 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 | 3C1200 |
| 1 | 1 | 1.6 | 2.7 | 5.5 | 16.1 | 49.3 | 132.9 | 213 | 80.1 | 14.4 | 2.8 | 1.5 | 1 | 1 |
| 0 | -0.7 | -1.3 | -3.2 | -6.9 | -15.3 | -34.9 | -76.6 | -48.3 | 28.3 | 5.1 | 0.2 | 0 | 0 | 0 |
| 50.6 | 43.3 | 38.1 | 33.1 | 28.3 | 25.1 | 22.2 | 18.5 | 18.5 | 18.4 | 17.7 | 19.6 | 24.3 | 29 | 34.6 |
| 5.9 | 3 | 2.4 | 1.4 | 0.9 | 1.1 | 1.2 | -0.3 | -0.3 | -0.3 | -0.7 | -1.4 | -1 | -0.5 | 0 |
| 0 | -0.01 | -0.01 | -0.02 | -0.03 | -0.1 | -0.26 | -0.57 |
| 0.43 | 0.12 | 0.03 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.004 | 0.009 | 0.019 | 0.048 | 0.103 | 0.15 |
| 0.15 | 0.079 | 0.022 | 0.01 | 0.005 | 0.004 |
| 0.18 | 0.21 | 0.33 | 0.57 | 1.07 | 2.4 | 4.56 | 5.54 |
| 5.54 | 2.8 | 0.87 | 0.46 | 0.29 | 0.25 |
| -0.72 | -0.7 | -0.98 | -1.47 | -2.39 | -4.72 | -7.94 | -8.05 |
| -8.03 | -3.89 | -1.34 | -0.88 | -0.67 | -0.69 |
| 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 4P1075 | 10620 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 | 4C1200 |
| 8.6 | 14 | 23 | 39 | 66.7 | 113.5 | 188.7 | 304.6 | 479.6 | 175 | 86.4 | 38 | 15 | 6 | 3 |
| -3.5 | -5.1 | -9 | -13.9 | -22.5 | -33.9 | -49.5 | -68.5 | -30.2 | 38.2 | 20.6 | 9.6 | 3 | 0.9 | 0.3 |
| 28 | 26.2 | 24.5 | 23 | 21.5 | 20.2 | 18.9 | 17.9 | 17.9 | 17.9 | 17.2 | 16.9 | 16.8 | 17.1 | 18 |
| 0.2 | 0.3 | 0.1 | 0.2 | 0.1 | 0.2 | 0.1 | 0 | 0 | 0 | -0.2 | -0.3 | -0.6 | -0.7 | -0.7 |
| -0.02 | -0.04 | -0.06 | -0.11 | -0.17 | -0.27 | -0.41 | -0.58 |
| 0.42 | 0.26 | 0.14 | 0.06 | 0.03 | 0.01 |
| 0.006 | 0.01 | 0.016 | 0.024 | 0.036 | 0.051 | 0.063 | 0.067 |
| 0.067 | 0.058 | 0.04 | 0.023 | 0.012 | 0.006 |
| 1.86 | 2.78 | 4.09 | 5.96 | 8.31 | 10.82 | 12.67 | 12.76 |
| 12.76 | 10.6 | 7.21 | 4.09 | 2.13 | 1.2 |
| -0.75 | -1.06 | -1.46 | -1.99 | -2.6 | -3.17 | -3.48 | -3.31 |
| -3.33 | -2.66 | -1.78 | -1 | -0.53 | -0.32 |
| 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 5P1075 | 10620 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 | 5C1200 |
| 26.5 | 39.4 | 58.4 | 87.4 | 129.9 | 189.6 | 274.9 | 389.4 | 650.3 | 260.9 | 160 | 90.2 | 48 | 24.9 | 13 |
| -7.7 | -10.7 | -14.8 | -20.4 | -28.3 | -39 | -50.3 | -62.7 | -21.7 | 41 | 28.8 | 16.7 | 9.2 | 4.9 | 3 |
| 24.4 | 23.2 | 22 | 21 | 20 | 19 | 18.1 | 17.3 | 17.3 | 17.3 | 16.7 | 16.2 | 15.9 | 15.9 | 16.1 |
| -0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | -0.1 | -0.1 | -0.1 | -0.3 | -0.3 | -0.3 | -0.2 |
| -0.05 | -0.08 | -0.11 | -0.16 | -0.23 | -0.32 | -0.43 | -0.55 |
| 0.45 | 0.33 | 0.22 | 0.13 | 0.08 | 0.04 |
| 0.01 | 0.014 | 0.019 | 0.025 | 0.033 | 0.041 | 0.047 | 0.049 |
| 0.05 | 0.047 | 0.039 | 0.029 | 0.02 | 0.012 |
| 5.03 | 6.76 | 8.88 | 11.4 | 14.09 | 16.52 | 18.15 | 18.33 |
| 18.33 | 16.73 | 13.63 | 9.96 | 6.71 | 4.29 |
| -0.88 | -1.13 | -1.41 | -1.72 | -2.02 | -2.25 | -2.36 | -2.27 |
| -2.29 | -2.02 | -1.59 | -1.15 | -0.77 | -0.5 |
| 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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| 16.4 | 3.3 | 20.3 | 1 | 45.3 | 1 | 12500 |
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| -0.6 | 0.3 | -0.8 | 0 | 0.8 | 0 |
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| 16 | 6 | 19.2 | 1.7 | 40.1 | 1 | 12250 |
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| -0.5 | 0.8 | -0.8 | 0.1 | 0.4 | 0 |
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| 16.1 | 13 | 18 | 3 | 34.6 | 1 | 12000 |
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| -0.2 | 3 | -0.7 | 0.3 | 0 | 0 |
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| 15.9 | 24.9 | 17.1 | 6 | 29 | 1 | 11750 |
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| -0.3 | 4.9 | -0.7 | 0.9 | -0.5 | 0 |
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| 15.9 | 48 | 16.8 | 15 | 24.3 | 1.5 | 11500 |
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| -0.3 | 9.2 | -0.6 | 3 | -1 | 0 |
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| 16.2 | 90.2 | 16.9 | 38 | 19.6 | 2.8 | 11250 | 0 | 0 | 0 | 0 | 0 | 0 |
| -0.3 | 16.7 | -0.3 | 9.6 | -1.4 | 0.2 | 0 | 0 | 0 | 0 | 0 | 0 |
| 16.7 | 160 | 17.2 | 86.4 | 17.7 | 14.4 | 11000 | 316.4 | 17.6 | 465.5 | 17.2 | 537.5 | 16.6 |
| -0.1 | 28.8 | -0.2 | 20.6 | -0.7 | 5.1 | -100.4 | -0.9 | -86 | -0.1 | -77.3 | 0 |
| 17.3 | 260.9 | 17.9 | 175 | 18.4 | 80.1 | 10750 | 132.9 | 18.5 | 304.6 | 17.9 | 389.4 | 17.3 |
| -0.1 | 41 | 0 | 38.2 | -0.3 | 28.3 | -76.6 | -0.3 | -68.5 | 0 | -62.7 | 0.1 |
| 18 | 395.2 | 18.9 | 309.1 | 21.9 | 245.5 | 10500 | 49.3 | 22.2 | 188.7 | 18.9 | 274.9 | 18.1 |
| -0.2 | 53.5 | 0 | 55.8 | 0.9 | 68.8 | -34.9 | 1.2 | -49.5 | 0.1 | -50.3 | 0 |
| 18.9 | 560.1 | 20.1 | 483.9 | 25.6 | 465 | 10250 | 16.1 | 25.1 | 113.5 | 20.2 | 189.6 | 19 |
| -0.2 | 65 | 0.2 | 73.7 | 1.6 | 90.8 | -15.3 | 1.1 | -33.9 | 0.2 | -39 | 0 |
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| 10000 | 5.5 | 28.3 | 66.7 | 21.5 | 129.9 | 20 |
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| -6.9 | 0.9 | -22.5 | 0.1 | -28.3 | 0 |
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| 9750 | 2.7 | 33.1 | 39 | 23 | 87.4 | 21 |
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| -3.2 | 1.4 | -13.9 | 0.2 | -20.4 | 0 |
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| 9500 | 1.6 | 38.1 | 23 | 24.5 | 58.4 | 22 |
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| -1.3 | 2.4 | -9 | 0.1 | -14.8 | 0 |
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| 9250 | 1 | 43.3 | 14 | 26.2 | 39.4 | 23.2 |
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| -0.7 | 3 | -5.1 | 0.3 | -10.7 | 0 |
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| 9000 | 1 | 50.6 | 8.6 | 28 | 26.5 | 24.4 |
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| 0 | 5.9 | -3.5 | 0.2 | -7.7 | -0.1 |
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| 8750 | 1 | 58 | 5.7 | 30 | 18.5 | 25.8 |
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| 0 | 6.4 | -2.4 | 0.1 | -5.5 | -0.1 |
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| 8500 | 1 | 65.5 | 3.8 | 32.1 | 13 | 27.1 |
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| 0 | 6.9 | -1.7 | 0.1 | -4 | -0.1 |
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| 8250 | 1 | 73.2 | 2.8 | 34.5 | 0 | 0 |
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| 0 | 7.4 | -1.2 | 0.2 | 0 | 0 |
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| 8000 | 1 | 81.1 | 2 | 36.7 | 6.4 | 30 |
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| 0 | 8 | -1 | 0 | -2.5 | -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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