2011/03/08(Tue)OP
| P/C | 1.3 | -0.1 | 1.3 | 1.5 | 1.2 | 1.5 | 1.6 | 1.2 | 1.1 | 1.4 |
| 先物 | 10522.5 | -10 | 10532.5 | 10697.5 | 10592.5 | 10492.5 | 10747.5 | 10622.5 | 10507.5 | 10467.5 |
| 基準 | 19.6 | -0.2 | 19.8 | 18.4 | 18.9 | 19.7 | 16.6 | 17.7 | 18.7 | 20.5 |
| 期近 | 25 | 0 | 24.9 | 19.3 | 20.1 | 21.1 | 16.6 | 18.1 | 18.9 | 21.1 |
| 期先1 | 19.1 | 0 | 19.1 | 18.1 | 18.5 | 19 | 16.5 | 17.4 | 18.5 | 19.9 |
| 期先2 | 18.4 | 0 | 18.3 | 17.5 | 17.8 | 18.4 | 16.4 | 17.3 | 18.2 | 19.3 |
| 当/先 | 1.3 | 0 | 1.3 | 1.1 | 1.1 | 1.1 | 1 | 1 | 1 | 1.1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 2 | 30 | 65 |
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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 | 10520 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 1 | 1 | 1 | 1 | 1.7 | 3.1 | 15.9 | 73.1 | 169.9 | 96.8 | 13.8 | 1.6 | 1 | 1 | 1 |
| 0 | 0 | 0 | -0.2 | -0.7 | -3.5 | -9 | -12.5 | -34.5 | -22 | -9.4 | -2.3 | -0.2 | 0 | 0 |
| 88.3 | 76.1 | 64 | 52.1 | 42.9 | 33.4 | 29.1 | 24.9 | 25 | 25.2 | 24 | 26.7 | 35.5 | 45.5 | 55 |
| 13.9 | 12 | 10 | 6.9 | 4.8 | 0.7 | 0.1 | -0.2 | -0.1 | -0.1 | 0.7 | 1.3 | 5.4 | 7.7 | 9.3 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.03 | -0.13 | -0.45 |
| 0.55 | 0.14 | 0.02 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.004 | 0.009 | 0.023 | 0.085 | 0.188 |
| 0.186 | 0.107 | 0.021 | 0.009 | 0.006 | 0.004 |
| 0.11 | 0.12 | 0.14 | 0.16 | 0.28 | 0.54 | 1.77 | 3.35 |
| 3.35 | 1.84 | 0.4 | 0.22 | 0.18 | 0.16 |
| -1.97 | -1.92 | -1.86 | -1.79 | -2.56 | -3.85 | -10.92 | -17.68 |
| -17.94 | -9.36 | -2.29 | -1.69 | -1.78 | -1.85 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10440 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 7.1 | 11.2 | 18.9 | 31.9 | 54 | 93.2 | 158.2 | 259.6 | 463.5 | 203.8 | 102.2 | 45.3 | 17.5 | 6.9 | 3 |
| -0.8 | -0.8 | -1 | -1.1 | -2.3 | -2.3 | -1.8 | -0.4 | -9.5 | -9.1 | -5.9 | -3.1 | -2.3 | -1.5 | -0.8 |
| 30.7 | 28.6 | 26.9 | 25.1 | 23.4 | 21.9 | 20.5 | 19.3 | 19.2 | 19 | 18.1 | 17.8 | 17.5 | 17.9 | 18.6 |
| -0.1 | 0 | 0 | 0.1 | -0.1 | 0 | 0 | 0.1 | -0.1 | -0.2 | -0.1 | 0 | -0.1 | -0.2 | -0.3 |
| -0.02 | -0.03 | -0.05 | -0.09 | -0.14 | -0.23 | -0.36 | -0.52 |
| 0.47 | 0.3 | 0.16 | 0.08 | 0.03 | 0.02 |
| 0.005 | 0.008 | 0.013 | 0.021 | 0.032 | 0.046 | 0.061 | 0.068 |
| 0.07 | 0.064 | 0.046 | 0.027 | 0.014 | 0.007 |
| 1.47 | 2.18 | 3.29 | 4.84 | 6.86 | 9.24 | 11.29 | 12 |
| 12 | 10.51 | 7.44 | 4.29 | 2.23 | 1.15 |
| -0.74 | -1.03 | -1.45 | -2 | -2.64 | -3.33 | -3.81 | -3.81 |
| -3.76 | -3.15 | -2.18 | -1.24 | -0.66 | -0.35 |
| 5P875 | 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 10450 | 5C1050 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 |
| 25.9 | 37 | 53 | 78.5 | 116.5 | 170.7 | 247.5 | 353 | 652.7 | 299.8 | 186.8 | 108.8 | 58.7 | 30.4 | 15 |
| -0.4 | -0.7 | -2 | -1.7 | -1.9 | -2 | -1.3 | 2.9 | -5.6 | -8.5 | -6.9 | -4.1 | -2.5 | -0.8 | -0.9 |
| 26.5 | 25.1 | 23.6 | 22.5 | 21.4 | 20.3 | 19.3 | 18.5 | 18.4 | 18.4 | 17.6 | 17.1 | 16.7 | 16.6 | 16.5 |
| 0.1 | 0 | -0.1 | -0.1 | -0.1 | -0.1 | 0 | 0.2 | 0 | -0.2 | -0.2 | -0.1 | 0 | 0.1 | 0 |
| -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 | 0.045 | 0.049 |
| 0.049 | 0.048 | 0.042 | 0.032 | 0.022 | 0.014 |
| 4.61 | 6.07 | 7.89 | 10.17 | 12.7 | 15.13 | 16.98 | 17.63 |
| 17.63 | 16.62 | 14.05 | 10.6 | 7.28 | 4.58 |
| -0.93 | -1.16 | -1.42 | -1.74 | -2.07 | -2.34 | -2.5 | -2.48 |
| -2.49 | -2.25 | -1.84 | -1.36 | -0.93 | -0.58 |
| 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 |
| 17.7 | 2.3 | 23.6 | 1 | 81.5 | 1 | 12500 |
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| -0.3 | -0.6 | 0.4 | 0 | 13.5 | 0 |
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| 17.1 | 4.1 | 21.2 | 1 | 73 | 1 | 12250 |
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| 0.1 | -0.2 | -0.2 | -0.3 | 12.1 | 0 |
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| 16.8 | 7.9 | 20.1 | 1.8 | 64.1 | 1 | 12000 |
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| 0.1 | -0.3 | -0.4 | -0.7 | 10.7 | 0 |
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| 16.5 | 15 | 18.6 | 3 | 55 | 1 | 11750 |
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| 0 | -0.9 | -0.3 | -0.8 | 9.3 | 0 |
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| 16.6 | 30.4 | 17.9 | 6.9 | 45.5 | 1 | 11500 |
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| 0.1 | -0.8 | -0.2 | -1.5 | 7.7 | 0 |
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| 16.7 | 58.7 | 17.5 | 17.5 | 35.5 | 1 | 11250 |
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| 0 | -2.5 | -0.1 | -2.3 | 5.4 | -0.2 |
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| 17.1 | 108.8 | 17.8 | 45.3 | 26.7 | 1.6 | 11000 | 479.4 | 27.6 | 601.3 | 18.3 | 660 | 17.1 |
| -0.1 | -4.1 | 0 | -3.1 | 1.3 | -2.3 | 8.1 | 2.1 | 4.6 | 0.3 | 4.8 | 0.2 |
| 17.6 | 186.8 | 18.1 | 102.2 | 24 | 13.8 | 10750 | 239.7 | 23.1 | 408.6 | 18.6 | 489.7 | 17.7 |
| -0.2 | -6.9 | -0.1 | -5.9 | 0.7 | -9.4 | -0.7 | -0.1 | 3.4 | 0.3 | 2.8 | 0.1 |
| 18.4 | 299.8 | 19 | 203.8 | 25.2 | 96.8 | 10500 | 73.1 | 24.9 | 259.6 | 19.3 | 353 | 18.5 |
| -0.2 | -8.5 | -0.2 | -9.1 | -0.1 | -22 | -12.5 | -0.2 | -0.4 | 0.1 | 2.9 | 0.2 |
| 19.2 | 445 | 20.1 | 351.1 | 29.8 | 289.8 | 10250 | 15.9 | 29.1 | 158.2 | 20.5 | 247.5 | 19.3 |
| -0.3 | -9.9 | -0.5 | -12.3 | 0.9 | -17.6 | -9 | 0.1 | -1.8 | 0 | -1.3 | 0 |
| 20.2 | 618.1 | 21.3 | 536.1 | 34.5 | 526.2 | 10000 | 3.1 | 33.4 | 93.2 | 21.9 | 170.7 | 20.3 |
| -0.4 | -11.6 | -0.5 | -12.1 | 2.8 | -11.9 | -3.5 | 0.7 | -2.3 | 0 | -2 | -0.1 |
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| 9750 | 1.7 | 42.9 | 54 | 23.4 | 116.5 | 21.4 |
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| -0.7 | 4.8 | -2.3 | -0.1 | -1.9 | -0.1 |
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| 9500 | 1 | 52.1 | 31.9 | 25.1 | 78.5 | 22.5 |
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| -0.2 | 6.9 | -1.1 | 0.1 | -1.7 | -0.1 |
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| 9250 | 1 | 64 | 18.9 | 26.9 | 53 | 23.6 |
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| 0 | 10 | -1 | 0 | -2 | -0.1 |
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| 9000 | 1 | 76.1 | 11.2 | 28.6 | 37 | 25.1 |
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| 0 | 12 | -0.8 | 0 | -0.7 | 0 |
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| 8750 | 1 | 88.3 | 7.1 | 30.7 | 25.9 | 26.5 |
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| 0 | 13.9 | -0.8 | -0.1 | -0.4 | 0.1 |
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| 8500 | 1 | 100.8 | 5 | 33.2 | 18 | 27.9 |
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| 0 | 16 | -0.1 | 0.3 | -0.9 | -0.1 |
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| 8250 | 1 | 113.5 | 3.5 | 35.6 | 0 | 0 |
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| 0 | 18 | -0.4 | 0 | 0 | 0 |
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| 8000 | 1 | 126.5 | 2.6 | 38.2 | 9 | 30.9 |
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| 0 | 20.1 | -0.3 | 0 | -0.8 | -0.2 |
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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 | 153.5 | 1.4 | 43.3 | 5 | 34.4 |
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| 0 | 24.5 | -0.3 | -0.2 | -0.6 | -0.3 |
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