2011/03/09(Wed)OP
| P/C | 1.2 | -0.1 | 1.3 | 1.3 | 1.5 | 1.2 | 1.5 | 1.6 | 1.2 | 1.1 |
| 先物 | 10592.5 | 70 | 10522.5 | 10532.5 | 10697.5 | 10592.5 | 10492.5 | 10747.5 | 10622.5 | 10507.5 |
| 基準 | 19.1 | -0.4 | 19.6 | 19.8 | 18.4 | 18.9 | 19.7 | 16.6 | 17.7 | 18.7 |
| 期近 | 27.5 | 2.6 | 25 | 24.9 | 19.3 | 20.1 | 21.1 | 16.6 | 18.1 | 18.9 |
| 期先1 | 18.7 | -0.4 | 19.1 | 19.1 | 18.1 | 18.5 | 19 | 16.5 | 17.4 | 18.5 |
| 期先2 | 18.2 | -0.2 | 18.4 | 18.3 | 17.5 | 17.8 | 18.4 | 16.4 | 17.3 | 18.2 |
| 当/先 | 1.5 | 0.2 | 1.3 | 1.3 | 1.1 | 1.1 | 1.1 | 1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 1 | 29 | 64 |
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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 | 10600 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 1 | 1 | 1 | 1 | 1 | 1 | 3.5 | 34.8 | 164.9 | 130.1 | 16.5 | 1 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | -0.7 | -2.1 | -12.5 | -38.4 | -5.1 | 33.3 | 2.7 | -0.6 | 0 | 0 | 0 |
| 119.9 | 103.8 | 88 | 72.4 | 56.9 | 41.3 | 31.3 | 27.9 | 28.3 | 29.1 | 26.2 | 28.5 | 42.6 | 55.9 | 68.5 |
| 31.6 | 27.8 | 24 | 20.3 | 14 | 7.9 | 2.2 | 3 | 3.3 | 3.9 | 2.2 | 1.8 | 7.1 | 10.4 | 13.5 |
| 0 | 0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.04 | -0.3 |
| 0.69 | 0.18 | 0.02 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.004 | 0.006 | 0.011 | 0.044 | 0.193 |
| 0.187 | 0.155 | 0.021 | 0.01 | 0.006 | 0.004 |
| 0.08 | 0.09 | 0.1 | 0.12 | 0.14 | 0.19 | 0.58 | 2.25 |
| 2.28 | 1.7 | 0.25 | 0.18 | 0.15 | 0.13 |
| -3.43 | -3.35 | -3.25 | -3.14 | -3 | -2.81 | -6.64 | -23.08 |
| -24.38 | -16.35 | -2.61 | -2.87 | -3.04 | -3.17 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10520 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 5.4 | 8.1 | 14 | 24.2 | 42.1 | 75 | 130.2 | 217.8 | 455 | 237.2 | 120 | 52.1 | 19.6 | 6.9 | 2.7 |
| -1.7 | -3.1 | -4.9 | -7.7 | -11.9 | -18.3 | -28 | -41.8 | -8.5 | 33.3 | 17.8 | 6.7 | 2.1 | 0 | -0.2 |
| 30.9 | 28.5 | 26.8 | 25.1 | 23.4 | 21.9 | 20.5 | 19.1 | 19.1 | 19.2 | 18 | 17.3 | 17 | 17.1 | 17.7 |
| 0.2 | -0.1 | -0.1 | -0.1 | 0 | 0 | 0 | -0.2 | -0.1 | 0.2 | -0.1 | -0.4 | -0.5 | -0.7 | -0.8 |
| -0.02 | -0.02 | -0.04 | -0.07 | -0.12 | -0.2 | -0.32 | -0.48 |
| 0.52 | 0.34 | 0.19 | 0.09 | 0.03 | 0.01 |
| 0.004 | 0.007 | 0.011 | 0.018 | 0.029 | 0.043 | 0.058 | 0.07 |
| 0.07 | 0.069 | 0.052 | 0.031 | 0.015 | 0.007 |
| 1.19 | 1.72 | 2.67 | 4.05 | 5.95 | 8.34 | 10.64 | 11.88 |
| 11.88 | 10.98 | 8.04 | 4.67 | 2.3 | 1.12 |
| -0.62 | -0.83 | -1.22 | -1.73 | -2.36 | -3.11 | -3.71 | -3.85 |
| -3.89 | -3.37 | -2.38 | -1.36 | -0.67 | -0.34 |
| 5P875 | 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 10520 | 5C1050 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 |
| 21.4 | 31 | 45.6 | 67.7 | 100 | 149.4 | 219.8 | 315 | 649.9 | 335 | 213.2 | 124.8 | 67.2 | 34.4 | 17.8 |
| -4.6 | -6 | -7.4 | -10.8 | -16.5 | -21.3 | -27.7 | -38 | -2.8 | 35.2 | 26.5 | 16 | 8.6 | 4 | 2.8 |
| 26.4 | 25 | 23.7 | 22.5 | 21.3 | 20.3 | 19.4 | 18.4 | 18.5 | 18.5 | 17.7 | 17 | 16.6 | 16.3 | 16.5 |
| -0.1 | 0 | 0.1 | 0.1 | -0.1 | 0 | 0.1 | -0.1 | 0 | 0.1 | 0.1 | 0 | -0.1 | -0.2 | -0.1 |
| -0.04 | -0.06 | -0.09 | -0.13 | -0.19 | -0.26 | -0.36 | -0.48 |
| 0.52 | 0.4 | 0.28 | 0.18 | 0.1 | 0.06 |
| 0.008 | 0.011 | 0.016 | 0.021 | 0.028 | 0.036 | 0.044 | 0.049 |
| 0.049 | 0.049 | 0.045 | 0.035 | 0.025 | 0.016 |
| 4.04 | 5.41 | 7.18 | 9.36 | 11.83 | 14.4 | 16.52 | 17.59 |
| 17.59 | 17.06 | 14.82 | 11.42 | 7.92 | 5.17 |
| -0.83 | -1.05 | -1.32 | -1.63 | -1.95 | -2.27 | -2.48 | -2.51 |
| -2.54 | -2.36 | -1.97 | -1.47 | -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 |
| 17.4 | 2.5 | 23.1 | 1 | 103.5 | 1 | 12500 |
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| -0.3 | 0.2 | -0.4 | 0 | 22 | 0 |
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| 16.8 | 4.4 | 20.7 | 1 | 92.3 | 1 | 12250 |
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| -0.3 | 0.3 | -0.5 | 0 | 19.3 | 0 |
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| 16.6 | 8.8 | 19.3 | 1.7 | 80.6 | 1 | 12000 |
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| -0.3 | 0.9 | -0.8 | -0.2 | 16.5 | 0 |
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| 16.5 | 17.8 | 17.7 | 2.7 | 68.5 | 1 | 11750 |
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| -0.1 | 2.8 | -0.8 | -0.2 | 13.5 | 0 |
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| 16.3 | 34.4 | 17.1 | 6.9 | 55.9 | 1 | 11500 |
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| -0.2 | 4 | -0.7 | 0 | 10.4 | 0 |
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| 16.6 | 67.2 | 17 | 19.6 | 42.6 | 1 | 11250 |
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| -0.1 | 8.6 | -0.5 | 2.1 | 7.1 | 0 |
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| 17 | 124.8 | 17.3 | 52.1 | 28.5 | 1 | 11000 | 402.5 | 0 | 532.9 | 17.2 | 603.1 | 16.9 |
| 0 | 16 | -0.4 | 6.7 | 1.8 | -0.6 | -76.9 | -27.6 | -68.5 | -1.1 | -56.9 | -0.2 |
| 17.7 | 213.2 | 18 | 120 | 26.2 | 16.5 | 10750 | 169.7 | 23.6 | 350 | 17.8 | 442.2 | 17.6 |
| 0.1 | 26.5 | -0.1 | 17.8 | 2.2 | 2.7 | -70 | 0.5 | -58.6 | -0.7 | -47.5 | -0.1 |
| 18.5 | 335 | 19.2 | 237.2 | 29.1 | 130.1 | 10500 | 34.8 | 27.9 | 217.8 | 19.1 | 315 | 18.4 |
| 0.1 | 35.2 | 0.2 | 33.3 | 3.9 | 33.3 | -38.4 | 3 | -41.8 | -0.2 | -38 | -0.1 |
| 19.5 | 490.3 | 20.5 | 398.3 | 36.9 | 350.1 | 10250 | 3.5 | 31.3 | 130.2 | 20.5 | 219.8 | 19.4 |
| 0.2 | 45.4 | 0.4 | 47.2 | 7.1 | 60.3 | -12.5 | 2.2 | -28 | 0 | -27.7 | 0.1 |
| 20.5 | 670.3 | 21.9 | 592.9 | 52.9 | 597.5 | 10000 | 1 | 41.3 | 75 | 21.9 | 149.4 | 20.3 |
| 0.3 | 52.1 | 0.6 | 56.8 | 18.4 | 71.3 | -2.1 | 7.9 | -18.3 | 0 | -21.3 | 0 |
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| 9750 | 1 | 56.9 | 42.1 | 23.4 | 100 | 21.3 |
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| -0.7 | 14 | -11.9 | 0 | -16.5 | -0.1 |
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| 9500 | 1 | 72.4 | 24.2 | 25.1 | 67.7 | 22.5 |
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| 0 | 20.3 | -7.7 | -0.1 | -10.8 | 0.1 |
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| 9250 | 1 | 88 | 14 | 26.8 | 45.6 | 23.7 |
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| 0 | 24 | -4.9 | -0.1 | -7.4 | 0.1 |
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| 9000 | 1 | 103.8 | 8.1 | 28.5 | 31 | 25 |
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| 0 | 27.8 | -3.1 | -0.1 | -6 | 0 |
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| 8750 | 1 | 119.9 | 5.4 | 30.9 | 21.4 | 26.4 |
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| 0 | 31.6 | -1.7 | 0.2 | -4.6 | -0.1 |
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| 8500 | 1 | 136.2 | 3.3 | 32.8 | 15.2 | 28 |
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| 0 | 35.5 | -1.7 | -0.4 | -2.8 | 0.1 |
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| 8250 | 1 | 152.9 | 2.2 | 35 | 0 | 0 |
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| 0 | 39.5 | -1.3 | -0.6 | 0 | 0 |
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| 8000 | 1 | 170 | 1.8 | 38.1 | 7.5 | 30.9 |
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| 0 | 43.5 | -0.8 | -0.2 | -1.5 | 0 |
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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 | 205.5 | 1 | 43.4 | 3.9 | 34.1 |
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| 0 | 52 | -0.4 | 0.2 | -1.1 | -0.2 |
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