2011/03/07(Mon)OP
| P/C | 1.3 | -0.1 | 1.5 | 1.2 | 1.5 | 1.6 | 1.2 | 1.1 | 1.4 | 1.8 |
| 先物 | 10532.5 | -165 | 10697.5 | 10592.5 | 10492.5 | 10747.5 | 10622.5 | 10507.5 | 10467.5 | 10572.5 |
| 基準 | 19.8 | 1.4 | 18.4 | 18.9 | 19.7 | 16.6 | 17.7 | 18.7 | 20.5 | 19.6 |
| 期近 | 24.9 | 5.7 | 19.3 | 20.1 | 21.1 | 16.6 | 18.1 | 18.9 | 21.1 | 20.1 |
| 期先1 | 19.1 | 1 | 18.1 | 18.5 | 19 | 16.5 | 17.4 | 18.5 | 19.9 | 19 |
| 期先2 | 18.3 | 0.9 | 17.5 | 17.8 | 18.4 | 16.4 | 17.3 | 18.2 | 19.3 | 18.6 |
| 当/先 | 1.3 | 0.2 | 1.1 | 1.1 | 1.1 | 1 | 1 | 1 | 1.1 | 1.1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 3 | 31 | 66 |
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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 | 10530 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 1 | 1 | 1 | 1.2 | 2.3 | 6.5 | 24.9 | 85.6 | 204.4 | 118.8 | 23.2 | 3.9 | 1.2 | 1 | 1 |
| 0 | 0 | 0 | -0.3 | -0.4 | 1 | 8.9 | 36.3 | -90.3 | -126.7 | -56.9 | -10.5 | -1.6 | -0.5 | 0 |
| 74.3 | 64.1 | 54 | 45.1 | 38.1 | 32.6 | 28.9 | 25.1 | 25.2 | 25.3 | 23.3 | 25.4 | 30.1 | 37.8 | 45.7 |
| 16.3 | 13.5 | 10.7 | 7 | 5 | 4.3 | 3.8 | 2.9 | 3.1 | 3.4 | 4.8 | 7.7 | 10.5 | 13.4 | 16.7 |
| 0 | 0 | -0.01 | -0.01 | -0.02 | -0.05 | -0.16 | -0.44 |
| 0.56 | 0.18 | 0.04 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.005 | 0.011 | 0.03 | 0.083 | 0.156 |
| 0.155 | 0.113 | 0.032 | 0.01 | 0.006 | 0.004 |
| 0.12 | 0.14 | 0.16 | 0.22 | 0.42 | 1 | 2.46 | 3.99 |
| 3.99 | 2.68 | 0.84 | 0.31 | 0.22 | 0.19 |
| -1.38 | -1.35 | -1.31 | -1.5 | -2.36 | -4.84 | -10.59 | -14.91 |
| -15.03 | -9.28 | -3.18 | -1.38 | -1.25 | -1.3 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10450 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 7.8 | 12 | 19.9 | 33 | 56.3 | 95.5 | 160 | 260.1 | 473 | 212.9 | 108.1 | 48.4 | 19.8 | 8.3 | 3.8 |
| 2.2 | 3.5 | 5.9 | 10.1 | 17.2 | 28.8 | 46.5 | 71.4 | -24.8 | -96.2 | -66.9 | -38 | -18.2 | -6.6 | -2.2 |
| 30.7 | 28.6 | 26.8 | 25 | 23.4 | 21.9 | 20.5 | 19.3 | 19.3 | 19.2 | 18.2 | 17.8 | 17.7 | 18.1 | 18.8 |
| 0.7 | 0.6 | 0.6 | 0.5 | 0.5 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.6 | 0.8 | 1.3 | 1.8 |
| -0.02 | -0.03 | -0.06 | -0.09 | -0.15 | -0.24 | -0.36 | -0.52 |
| 0.48 | 0.31 | 0.17 | 0.08 | 0.04 | 0.02 |
| 0.006 | 0.009 | 0.014 | 0.021 | 0.032 | 0.046 | 0.06 | 0.067 |
| 0.068 | 0.063 | 0.047 | 0.028 | 0.015 | 0.008 |
| 1.59 | 2.3 | 3.43 | 4.98 | 7.06 | 9.42 | 11.47 | 12.21 |
| 12.21 | 10.81 | 7.76 | 4.64 | 2.55 | 1.37 |
| -0.78 | -1.05 | -1.46 | -1.99 | -2.63 | -3.29 | -3.75 | -3.74 |
| -3.75 | -3.15 | -2.2 | -1.31 | -0.74 | -0.41 |
| 5P875 | 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 10460 | 5C1050 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 |
| 26.3 | 37.7 | 55 | 80.2 | 118.4 | 172.7 | 248.8 | 350 | 658.3 | 308.3 | 193.6 | 112.9 | 61.1 | 31.2 | 15.9 |
| 7.8 | 11.2 | 15.5 | 21.8 | 31 | 42.8 | 59.1 | 75.1 | -11.9 | -87 | -67.3 | -47.1 | -29 | -16.8 | -9 |
| 26.4 | 25 | 23.8 | 22.5 | 21.4 | 20.4 | 19.4 | 18.3 | 18.4 | 18.6 | 17.8 | 17.2 | 16.7 | 16.5 | 16.5 |
| 0.7 | 0.7 | 0.6 | 0.5 | 0.5 | 0.4 | 0.4 | 0.2 | 0.4 | 0.5 | 0.5 | 0.5 | 0.6 | 0.6 | 0.7 |
| -0.05 | -0.07 | -0.1 | -0.15 | -0.21 | -0.29 | -0.39 | -0.51 |
| 0.49 | 0.37 | 0.25 | 0.16 | 0.09 | 0.05 |
| 0.009 | 0.012 | 0.017 | 0.023 | 0.03 | 0.038 | 0.044 | 0.049 |
| 0.048 | 0.048 | 0.042 | 0.033 | 0.023 | 0.015 |
| 4.67 | 6.16 | 8.05 | 10.3 | 12.82 | 15.25 | 17.1 | 17.78 |
| 17.78 | 16.83 | 14.31 | 10.87 | 7.44 | 4.78 |
| -0.93 | -1.16 | -1.44 | -1.74 | -2.07 | -2.33 | -2.49 | -2.44 |
| -2.5 | -2.26 | -1.86 | -1.38 | -0.93 | -0.6 |
| 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 |
| 18 | 3 | 23.1 | 1 | 67.9 | 1 | 12500 |
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| 1.6 | -0.3 | 2.8 | 0 | 22.6 | 0 |
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| 17 | 4.2 | 21.4 | 1.3 | 60.8 | 1 | 12250 |
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| 1 | -1.8 | 2.3 | -0.4 | 20.7 | 0 |
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| 16.8 | 8.2 | 20.5 | 2.5 | 53.4 | 1 | 12000 |
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| 0.7 | -4.8 | 2.5 | -0.5 | 18.8 | 0 |
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| 16.5 | 15.9 | 18.8 | 3.8 | 45.7 | 1 | 11750 |
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| 0.7 | -9 | 1.8 | -2.2 | 16.7 | 0 |
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| 16.5 | 31.2 | 18.1 | 8.3 | 37.8 | 1 | 11500 |
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| 0.6 | -16.8 | 1.3 | -6.6 | 13.4 | -0.5 |
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| 16.7 | 61.1 | 17.7 | 19.8 | 30.1 | 1.2 | 11250 |
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| 0.6 | -29 | 0.8 | -18.2 | 10.5 | -1.6 |
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| 17.2 | 112.9 | 17.8 | 48.4 | 25.4 | 3.9 | 11000 | 471.3 | 25.4 | 596.8 | 18 | 655.2 | 16.9 |
| 0.5 | -47.1 | 0.6 | -38 | 7.7 | -10.5 | 154.9 | 7.8 | 131.2 | 0.8 | 117.7 | 0.3 |
| 17.8 | 193.6 | 18.2 | 108.1 | 23.3 | 23.2 | 10750 | 240.4 | 23.2 | 405.2 | 18.3 | 486.9 | 17.6 |
| 0.5 | -67.3 | 0.4 | -66.9 | 4.8 | -56.9 | 107.5 | 4.7 | 100.6 | 0.4 | 97.5 | 0.3 |
| 18.6 | 308.3 | 19.2 | 212.9 | 25.3 | 118.8 | 10500 | 85.6 | 25.1 | 260.1 | 19.3 | 350 | 18.3 |
| 0.5 | -87 | 0.4 | -96.2 | 3.4 | -126.7 | 36.3 | 2.9 | 71.4 | 0.4 | 75.1 | 0.2 |
| 19.5 | 454.8 | 20.6 | 363.4 | 28.9 | 307.3 | 10250 | 24.9 | 28.9 | 160 | 20.5 | 248.8 | 19.4 |
| 0.6 | -105.2 | 0.4 | -120.5 | 3.3 | -157.7 | 8.9 | 3.8 | 46.5 | 0.4 | 59.1 | 0.4 |
| 20.6 | 629.8 | 21.9 | 548.2 | 31.6 | 538.1 | 10000 | 6.5 | 32.6 | 95.5 | 21.9 | 172.7 | 20.4 |
| 0.7 | -120.2 | 0.6 | -137 | 1.7 | -166.9 | 1 | 4.3 | 28.8 | 0.4 | 42.8 | 0.4 |
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| 9750 | 2.3 | 38.1 | 56.3 | 23.4 | 118.4 | 21.4 |
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| -0.4 | 5 | 17.2 | 0.5 | 31 | 0.5 |
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| 9500 | 1.2 | 45.1 | 33 | 25 | 80.2 | 22.5 |
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| -0.3 | 7 | 10.1 | 0.5 | 21.8 | 0.5 |
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| 9250 | 1 | 54 | 19.9 | 26.8 | 55 | 23.8 |
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| 0 | 10.7 | 5.9 | 0.6 | 15.5 | 0.6 |
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| 9000 | 1 | 64.1 | 12 | 28.6 | 37.7 | 25 |
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| 0 | 13.5 | 3.5 | 0.6 | 11.2 | 0.7 |
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| 8750 | 1 | 74.3 | 7.8 | 30.7 | 26.3 | 26.4 |
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| 0 | 16.3 | 2.2 | 0.7 | 7.8 | 0.7 |
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| 8500 | 1 | 84.8 | 5.1 | 32.8 | 18.8 | 28 |
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| 0 | 19.3 | 1.3 | 0.8 | 5.9 | 0.8 |
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| 8250 | 1 | 95.4 | 3.9 | 35.6 | 0 | 0 |
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| 0 | 22.2 | 1.1 | 1.1 | 0 | 0 |
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| 8000 | 1 | 106.3 | 2.9 | 38.2 | 9.8 | 31.1 |
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| 0 | 25.2 | 0.9 | 1.5 | 3.5 | 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 | 128.9 | 1.6 | 43.5 | 5.6 | 34.7 |
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| 0 | 31.5 | 0.5 | 1.8 | 2 | 1.3 |
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