2011/03/10(Thu)OP
| P/C | 1.2 | 0 | 1.2 | 1.3 | 1.3 | 1.5 | 1.2 | 1.5 | 1.6 | 1.2 |
| 先物 | 10442.5 | -150 | 10592.5 | 10522.5 | 10532.5 | 10697.5 | 10592.5 | 10492.5 | 10747.5 | 10622.5 |
| 基準 | 19.9 | 0.8 | 19.1 | 19.6 | 19.8 | 18.4 | 18.9 | 19.7 | 16.6 | 17.7 |
| 期近 | 39.3 | 11.8 | 27.5 | 25 | 24.9 | 19.3 | 20.1 | 21.1 | 16.6 | 18.1 |
| 期先1 | 19.6 | 0.9 | 18.7 | 19.1 | 19.1 | 18.1 | 18.5 | 19 | 16.5 | 17.4 |
| 期先2 | 19.1 | 0.9 | 18.2 | 18.4 | 18.3 | 17.5 | 17.8 | 18.4 | 16.4 | 17.3 |
| 当/先 | 2 | 0.5 | 1.5 | 1.3 | 1.3 | 1.1 | 1.1 | 1.1 | 1 | 1 |
| 先/先2 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 0 | 28 | 63 |
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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 | 10440 | 3C1050 | 3C1075 | 3C1100 | 3C1125 | 3C1150 | 3C1175 |
| 1 | 1 | 1 | 1 | 1 | 1 | 3.8 | 85.1 | 113.1 | 28 | 1.6 | 1 | 1 | 1 | 1 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0.3 | 50.3 | -51.8 | -102.1 | -14.9 | 0 | 0 | 0 | 0 |
| 217.4 | 186 | 155 | 124.3 | 93.7 | 62.7 | 39.5 | 39 | 39.3 | 39.4 | 47.5 | 73 | 99.7 | 125.1 | 149.2 |
| 97.5 | 82.1 | 67 | 51.9 | 36.8 | 21.4 | 8.2 | 11.1 | 10.6 | 10.2 | 21.3 | 44.5 | 57.1 | 69.1 | 80.7 |
| 0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | -0.07 | -0.67 |
| 0.33 | 0.03 | 0.01 | 0.01 | 0.01 | 0.01 |
| 0.002 | 0.002 | 0.003 | 0.005 | 0.008 | 0.017 | 0.099 | 0.282 |
| 0.28 | 0.039 | 0.013 | 0.008 | 0.005 | 0.004 |
| 0.04 | 0.05 | 0.06 | 0.07 | 0.08 | 0.12 | 0.42 | 1.19 |
| 1.19 | 0.2 | 0.1 | 0.08 | 0.07 | 0.06 |
| -12.74 | -12.41 | -12.01 | -11.53 | -10.91 | -10.02 | -23.1 | -64.24 |
| -64.97 | -13.31 | -10.47 | -11.22 | -11.77 | -12.21 |
| 4P875 | 4P900 | 4P925 | 4P950 | 4P975 | 4P1000 | 4P1025 | 4P1050 | 10360 | 4C1050 | 4C1075 | 4C1100 | 4C1125 | 4C1150 | 4C1175 |
| 6.9 | 11.2 | 19.4 | 34.4 | 62.1 | 108.6 | 184.5 | 298.4 | 460.6 | 162.2 | 75.1 | 30.4 | 11 | 3.9 | 1.7 |
| 1.6 | 3.1 | 5.4 | 10.1 | 20 | 33.6 | 54.3 | 80.5 | 5.6 | -74.9 | -44.9 | -21.6 | -8.6 | -3 | -1 |
| 30.5 | 28.4 | 26.6 | 24.9 | 23.6 | 22.2 | 20.9 | 19.5 | 19.3 | 19.1 | 18.2 | 17.8 | 17.7 | 18 | 18.9 |
| -0.4 | -0.1 | -0.2 | -0.1 | 0.2 | 0.2 | 0.3 | 0.4 | 0.1 | 0 | 0.2 | 0.5 | 0.7 | 0.9 | 1.2 |
| -0.02 | -0.03 | -0.06 | -0.1 | -0.17 | -0.27 | -0.41 | -0.58 |
| 0.42 | 0.25 | 0.12 | 0.05 | 0.02 | 0.01 |
| 0.006 | 0.009 | 0.015 | 0.024 | 0.037 | 0.052 | 0.065 | 0.069 |
| 0.071 | 0.06 | 0.039 | 0.021 | 0.01 | 0.005 |
| 1.44 | 2.17 | 3.32 | 5 | 7.21 | 9.54 | 11.24 | 11.29 |
| 11.28 | 9.11 | 5.85 | 3.07 | 1.45 | 0.74 |
| -0.78 | -1.08 | -1.56 | -2.2 | -2.99 | -3.72 | -4.12 | -3.87 |
| -3.81 | -2.93 | -1.84 | -0.96 | -0.46 | -0.25 |
| 5P875 | 5P900 | 5P925 | 5P950 | 5P975 | 5P1000 | 5P1025 | 5P1050 | 10370 | 5C1050 | 5C1075 | 5C1100 | 5C1125 | 5C1150 | 5C1175 |
| 28.1 | 42 | 62.7 | 92.6 | 135.2 | 198.2 | 283.1 | 397 | 661.5 | 264.5 | 161.1 | 90.1 | 47.6 | 23.6 | 11.1 |
| 6.8 | 11 | 17.1 | 25 | 35.2 | 48.8 | 63.3 | 82 | 11.5 | -70.5 | -52.1 | -34.7 | -19.7 | -10.8 | -6.8 |
| 26.5 | 25.3 | 24.1 | 23 | 21.8 | 20.8 | 19.8 | 18.9 | 18.8 | 18.8 | 18 | 17.4 | 17 | 16.8 | 16.7 |
| 0.1 | 0.2 | 0.4 | 0.4 | 0.5 | 0.5 | 0.4 | 0.5 | 0.4 | 0.3 | 0.3 | 0.3 | 0.5 | 0.5 | 0.2 |
| -0.06 | -0.08 | -0.12 | -0.17 | -0.23 | -0.32 | -0.43 | -0.55 |
| 0.45 | 0.33 | 0.22 | 0.13 | 0.07 | 0.04 |
| 0.01 | 0.014 | 0.019 | 0.025 | 0.033 | 0.04 | 0.046 | 0.049 |
| 0.049 | 0.047 | 0.039 | 0.029 | 0.019 | 0.012 |
| 4.84 | 6.49 | 8.52 | 10.84 | 13.26 | 15.5 | 16.95 | 17.11 |
| 17.11 | 15.62 | 12.71 | 9.26 | 6.09 | 3.65 |
| -1.01 | -1.29 | -1.62 | -1.96 | -2.27 | -2.54 | -2.64 | -2.53 |
| -2.55 | -2.23 | -1.75 | -1.25 | -0.81 | -0.48 |
| 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 |
| 17.9 | 1.7 | 25.3 | 1 | 216.5 | 1 | 12500 |
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| 0.5 | -0.9 | 2.2 | 0 | 113 | 0 |
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| 17 | 2.5 | 22.9 | 1 | 194.9 | 1 | 12250 |
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| 0.2 | -1.9 | 2.1 | 0 | 102.6 | 0 |
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| 16.9 | 5.3 | 20.4 | 1 | 172.5 | 1 | 12000 |
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| 0.3 | -3.5 | 1 | -0.7 | 91.8 | 0 |
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| 16.7 | 11.1 | 18.9 | 1.7 | 149.2 | 1 | 11750 |
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| 0.2 | -6.8 | 1.2 | -1 | 80.7 | 0 |
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| 16.8 | 23.6 | 18 | 3.9 | 125.1 | 1 | 11500 |
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| 0.5 | -10.8 | 0.9 | -3 | 69.1 | 0 |
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| 17 | 47.6 | 17.7 | 11 | 99.7 | 1 | 11250 |
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| 0.5 | -19.7 | 0.7 | -8.6 | 57.1 | 0 |
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| 17.4 | 90.1 | 17.8 | 30.4 | 73 | 1 | 11000 | 556.3 | 0 | 664.9 | 18.3 | 720.6 | 17.3 |
| 0.3 | -34.7 | 0.5 | -21.6 | 44.5 | 0 | 153.8 | 0 | 132 | 1.1 | 117.5 | 0.5 |
| 18 | 161.1 | 18.2 | 75.1 | 47.5 | 1.6 | 10750 | 306.1 | 0 | 460 | 18.6 | 541.7 | 18 |
| 0.3 | -52.1 | 0.2 | -44.9 | 21.3 | -14.9 | 136.3 | -23.6 | 110 | 0.7 | 99.5 | 0.4 |
| 18.8 | 264.5 | 19.1 | 162.2 | 39.4 | 28 | 10500 | 85.1 | 39 | 298.4 | 19.5 | 397 | 18.9 |
| 0.3 | -70.5 | 0 | -74.9 | 10.2 | -102.1 | 50.3 | 11.1 | 80.5 | 0.4 | 82 | 0.5 |
| 19.7 | 399.9 | 20.6 | 299.7 | 46.1 | 199.6 | 10250 | 3.8 | 39.5 | 184.5 | 20.9 | 283.1 | 19.8 |
| 0.2 | -90.4 | 0.1 | -98.6 | 9.1 | -150.5 | 0.3 | 8.2 | 54.3 | 0.3 | 63.3 | 0.4 |
| 20.7 | 565.4 | 21.9 | 474.8 | 57.2 | 443 | 10000 | 1 | 62.7 | 108.6 | 22.2 | 198.2 | 20.8 |
| 0.3 | -104.9 | 0.1 | -118.2 | 4.3 | -154.5 | 0 | 21.4 | 33.6 | 0.2 | 48.8 | 0.5 |
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| 9750 | 1 | 93.7 | 62.1 | 23.6 | 135.2 | 21.8 |
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| 0 | 36.8 | 20 | 0.2 | 35.2 | 0.5 |
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| 9500 | 1 | 124.3 | 34.4 | 24.9 | 92.6 | 23 |
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| 0 | 51.9 | 10.1 | -0.1 | 25 | 0.4 |
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| 9250 | 1 | 155 | 19.4 | 26.6 | 62.7 | 24.1 |
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| 0 | 67 | 5.4 | -0.2 | 17.1 | 0.4 |
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| 9000 | 1 | 186 | 11.2 | 28.4 | 42 | 25.3 |
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| 0 | 82.1 | 3.1 | -0.1 | 11 | 0.2 |
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| 8750 | 1 | 217.4 | 6.9 | 30.5 | 28.1 | 26.5 |
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| 0 | 97.5 | 1.6 | -0.4 | 6.8 | 0.1 |
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| 8500 | 1 | 249.3 | 4.6 | 32.9 | 19.7 | 28 |
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| 0 | 113.1 | 1.3 | 0.1 | 4.5 | 0 |
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| 8250 | 1 | 281.9 | 2.9 | 35 | 0 | 0 |
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| 0 | 128.9 | 0.7 | 0 | 0 | 0 |
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| 8000 | 1 | 315.2 | 1.9 | 37.2 | 10 | 31.1 |
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| 0 | 145.2 | 0.1 | -0.8 | 2.5 | 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 | 384.3 | 1 | 42.5 | 5.3 | 34.5 |
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| 0 | 178.8 | 0 | -0.9 | 1.4 | 0.4 |
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