合约名称 | 开盘价 | 最高价 | 最低价 | 收盘价 | 前结算价 | 结算价 | 涨跌 | 涨跌1 | Delta | 成交量 | 持仓量 | 持仓量变化 | 成交额 | 行权量 |
m2003-C-2400 | 0 | 0 | 0 | 289 | 293.5 | 289 | -4.5 | -4.5 | 1 | 0 | 65 | 0 | 0 | 0 |
m2003-C-2450 | 0 | 0 | 0 | 240.5 | 244.5 | 240.5 | -4 | -4 | 0.97 | 0 | 30 | 0 | 0 | 0 |
m2003-C-2500 | 0 | 0 | 0 | 193.5 | 197.5 | 193.5 | -4 | -4 | 0.92 | 0 | 37 | 0 | 0 | 0 |
m2003-C-2550 | 0 | 0 | 0 | 149.5 | 154 | 149.5 | -4.5 | -4.5 | 0.85 | 0 | 41 | 0 | 0 | 0 |
m2003-C-2600 | 0 | 0 | 0 | 110 | 114.5 | 110 | -4.5 | -4.5 | 0.75 | 0 | 78 | 0 | 0 | 0 |
m2003-C-2650 | 70 | 70.5 | 70 | 70.5 | 81 | 77 | -10.5 | -4 | 0.62 | 11 | 357 | 10 | 0.77 | 0 |
m2003-C-2700 | 45 | 45.5 | 38.5 | 40 | 54 | 50.5 | -14 | -3.5 | 0.48 | 305 | 773 | 62 | 13.07 | 0 |
m2003-C-2750 | 27 | 62.5 | 24 | 24 | 34 | 31 | -10 | -3 | 0.34 | 166 | 1,180 | -4 | 4.92 | 0 |
m2003-C-2800 | 16.5 | 19 | 16 | 16 | 20 | 17.5 | -4 | -2.5 | 0.22 | 260 | 1,554 | 101 | 4.3 | 0 |
m2003-C-2850 | 10.5 | 12.5 | 10.5 | 10.5 | 11 | 9.5 | -0.5 | -1.5 | 0.14 | 81 | 1,023 | 27 | 0.91 | 0 |
m2003-C-2900 | 7 | 7.5 | 6.5 | 7 | 5.5 | 4.5 | 1.5 | -1 | 0.07 | 21 | 1,108 | 18 | 0.15 | 0 |
m2003-C-2950 | 4.5 | 4.5 | 4 | 4 | 2.5 | 2 | 1.5 | -0.5 | 0.04 | 76 | 1,089 | -5 | 0.3 | 0 |
m2003-C-3000 | 3 | 3.5 | 2 | 3 | 1 | 0.5 | 2 | -0.5 | 0.01 | 284 | 1,530 | -102 | 0.78 | 0 |
m2003-C-3050 | 2 | 2 | 2 | 2 | 0.5 | 0.5 | 1.5 | 0 | 0.01 | 13 | 1,433 | 9 | 0.03 | 0 |
m2003-C-3100 | 1.5 | 1.5 | 1.5 | 1.5 | 0.5 | 0.5 | 1 | 0 | 0.01 | 262 | 1,069 | 252 | 0.39 | 0 |
m2003-C-3150 | 0 | 0 | 0 | 0.5 | 0.5 | 0.5 | 0 | 0 | 0.01 | 0 | 563 | 0 | 0 | 0 |
m2003-C-3200 | 1 | 1 | 1 | 1 | 0.5 | 0.5 | 0.5 | 0 | 0.01 | 13 | 333 | 13 | 0.01 | 0 |
m2003-P-2400 | 0 | 0 | 0 | 0.5 | 0.5 | 0.5 | 0 | 0 | -0.01 | 0 | 267 | 0 | 0 | 0 |
m2003-P-2450 | 0 | 0 | 0 | 1.5 | 2 | 1.5 | -0.5 | -0.5 | -0.03 | 0 | 189 | 0 | 0 | 0 |
m2003-P-2500 | 1.5 | 1.5 | 1.5 | 1.5 | 5 | 4.5 | -3.5 | -0.5 | -0.07 | 22 | 269 | 12 | 0.03 | 0 |
m2003-P-2550 | 4 | 4.5 | 3.5 | 3.5 | 11 | 10.5 | -7.5 | -0.5 | -0.14 | 28 | 874 | 25 | 0.11 | 0 |
m2003-P-2600 | 11.5 | 12.5 | 10 | 12 | 21.5 | 21.5 | -9.5 | 0 | -0.25 | 107 | 573 | -6 | 1.31 | 0 |
m2003-P-2650 | 26 | 29.5 | 25.5 | 28.5 | 38 | 38 | -9.5 | 0 | -0.38 | 318 | 843 | -37 | 8.71 | 0 |
m2003-P-2700 | 49.5 | 54.5 | 49.5 | 50 | 61 | 61.5 | -11 | 0.5 | -0.52 | 25 | 715 | 1 | 1.27 | 0 |
m2003-P-2750 | 81 | 89 | 81 | 89 | 90.5 | 92 | -1.5 | 1.5 | -0.66 | 31 | 499 | 5 | 2.66 | 0 |
m2003-P-2800 | 122.5 | 128.5 | 122.5 | 128.5 | 126.5 | 128.5 | 2 | 2 | -0.77 | 20 | 181 | 0 | 2.51 | 0 |
m2003-P-2850 | 0 | 0 | 0 | 170 | 167.5 | 170 | 2.5 | 2.5 | -0.87 | 0 | 171 | 0 | 0 | 0 |
m2003-P-2900 | 0 | 0 | 0 | 215.5 | 212.5 | 215.5 | 3 | 3 | -0.93 | 0 | 140 | 0 | 0 | 0 |
m2003-P-2950 | 0 | 0 | 0 | 263 | 259.5 | 263 | 3.5 | 3.5 | -0.96 | 0 | 62 | 0 | 0 | 0 |
m2003-P-3000 | 0 | 0 | 0 | 312 | 308 | 312 | 4 | 4 | -0.98 | 0 | 51 | 0 | 0 | 0 |
m2003-P-3050 | 0 | 0 | 0 | 361.5 | 357.5 | 361.5 | 4 | 4 | -0.88 | 0 | 78 | 0 | 0 | 0 |
m2003-P-3100 | 0 | 0 | 0 | 411 | 407 | 411 | 4 | 4 | -1 | 0 | 145 | 0 | 0 | 0 |
m2003-P-3150 | 0 | 0 | 0 | 461 | 457 | 461 | 4 | 4 | -1 | 0 | 46 | 0 | 0 | 0 |
m2003-P-3200 | 0 | 0 | 0 | 511 | 507 | 511 | 4 | 4 | -1 | 0 | 41 | 0 | 0 | 0 |
m2005-C-2400 | 378.5 | 383.5 | 374 | 374 | 374 | 375.5 | 0 | 1.5 | 0.97 | 52 | 1,902 | 24 | 19.68 | 0 |
m2005-C-2450 | 330 | 338 | 325 | 325 | 326.5 | 328 | -1.5 | 1.5 | 0.95 | 78 | 432 | 8 | 26.01 | 0 |
m2005-C-2500 | 282.5 | 284.5 | 275.5 | 278.5 | 280 | 282.5 | -1.5 | 2.5 | 0.91 | 78 | 1,112 | 8 | 21.77 | 0 |
m2005-C-2550 | 235 | 237.5 | 229.5 | 233.5 | 236.5 | 239 | -3 | 2.5 | 0.86 | 17 | 767 | 2 | 3.97 | 0 |
m2005-C-2600 | 193 | 196 | 184.5 | 187 | 195.5 | 198 | -8.5 | 2.5 | 0.8 | 71 | 2,539 | -12 | 13.58 | 0 |
m2005-C-2650 | 152.5 | 155.5 | 145 | 148.5 | 158 | 161 | -9.5 | 3 | 0.73 | 92 | 1,131 | 3 | 13.74 | 0 |
m2005-C-2700 | 117 | 122.5 | 110 | 112 | 124.5 | 128 | -12.5 | 3.5 | 0.65 | 422 | 4,435 | -62 | 48.06 | 0 |
m2005-C-2750 | 88 | 93 | 83 | 83.5 | 96 | 99.5 | -12.5 | 3.5 | 0.56 | 889 | 16,050 | -272 | 78.13 | 1 |
m2005-C-2800 | 64 | 70.5 | 62.5 | 63 | 72 | 75.5 | -9 | 3.5 | 0.47 | 2,493 | 17,543 | 521 | 163.51 | 0 |
m2005-C-2850 | 52.5 | 54.5 | 48 | 48 | 52.5 | 56 | -4.5 | 3.5 | 0.38 | 1,934 | 11,677 | -251 | 98.96 | 0 |
m2005-C-2900 | 40.5 | 42.5 | 37 | 37 | 37.5 | 40.5 | -0.5 | 3 | 0.3 | 2,867 | 13,795 | 804 | 111.86 | 0 |
m2005-C-2950 | 32.5 | 34 | 29.5 | 29.5 | 26 | 28.5 | 3.5 | 2.5 | 0.23 | 2,081 | 15,589 | 15 | 64.53 | 0 |
m2005-C-3000 | 26.5 | 27 | 23 | 23 | 17.5 | 19.5 | 5.5 | 2 | 0.17 | 1,999 | 13,715 | 420 | 50.15 | 0 |
m2005-C-3050 | 21 | 22 | 19 | 19 | 11.5 | 13 | 7.5 | 1.5 | 0.12 | 3,727 | 25,971 | 254 | 76.17 | 0 |
m2005-C-3100 | 16.5 | 18 | 15.5 | 15.5 | 7 | 8.5 | 8.5 | 1.5 | 0.09 | 2,284 | 13,893 | -524 | 37.62 | 0 |
m2005-C-3150 | 13.5 | 14.5 | 12 | 12 | 4.5 | 5 | 7.5 | 0.5 | 0.06 | 5,667 | 30,224 | 762 | 75.47 | 0 |
m2005-P-2400 | 2.5 | 2.5 | 2.5 | 2.5 | 2 | 2.5 | 0.5 | 0.5 | -0.03 | 340 | 6,973 | 179 | 0.85 | 0 |
m2005-P-2450 | 3.5 | 4 | 3.5 | 3.5 | 4.5 | 5 | -1 | 0.5 | -0.05 | 658 | 1,230 | -73 | 2.3 | 0 |
m2005-P-2500 | 5 | 5.5 | 5 | 5.5 | 8 | 9 | -2.5 | 1 | -0.09 | 152 | 6,484 | -67 | 0.82 | 0 |
m2005-P-2550 | 8 | 9 | 8 | 8 | 14 | 15.5 | -6 | 1.5 | -0.13 | 1,985 | 8,987 | -756 | 16.86 | 0 |
m2005-P-2600 | 13 | 14.5 | 13 | 13.5 | 23 | 25 | -9.5 | 2 | -0.2 | 3,688 | 16,496 | 37 | 51.61 | 0 |
m2005-P-2650 | 21.5 | 24.5 | 21 | 23 | 35.5 | 37.5 | -12.5 | 2 | -0.27 | 1,437 | 12,445 | 423 | 33.09 | 0 |
m2005-P-2700 | 35.5 | 40.5 | 35.5 | 37.5 | 52 | 54.5 | -14.5 | 2.5 | -0.35 | 530 | 31,699 | 50 | 20.3 | 0 |
m2005-P-2750 | 57 | 63 | 56 | 60.5 | 73 | 75.5 | -12.5 | 2.5 | -0.44 | 1,356 | 18,611 | -82 | 81.94 | 0 |
m2005-P-2800 | 85 | 92.5 | 81.5 | 89 | 99 | 101.5 | -10 | 2.5 | -0.53 | 564 | 13,185 | 95 | 50.08 | 0 |
m2005-P-2850 | 119 | 128 | 115 | 124 | 129.5 | 131.5 | -5.5 | 2 | -0.62 | 185 | 3,096 | -42 | 22.68 | 0 |
m2005-P-2900 | 153.5 | 165 | 153.5 | 163 | 164 | 166 | -1 | 2 | -0.7 | 75 | 2,296 | -9 | 12.16 | 0 |
m2005-P-2950 | 202 | 207 | 199 | 204.5 | 202.5 | 204 | 2 | 1.5 | -0.77 | 45 | 1,401 | 9 | 9.2 | 0 |
m2005-P-3000 | 245.5 | 250 | 242.5 | 249.5 | 243.5 | 245 | 6 | 1.5 | -0.83 | 101 | 1,481 | -3 | 25.06 | 0 |
m2005-P-3050 | 290 | 297.5 | 289.5 | 294 | 287.5 | 288 | 6.5 | 0.5 | -0.88 | 52 | 698 | 6 | 15.21 | 0 |
m2005-P-3100 | 336 | 341.5 | 336 | 340 | 333.5 | 333.5 | 6.5 | 0 | -0.91 | 54 | 2,205 | 20 | 18.36 | 0 |
m2005-P-3150 | 382.5 | 388 | 379 | 388 | 380.5 | 380.5 | 7.5 | 0 | -0.94 | 16 | 476 | 2 | 6.17 | 0 |
m2007-C-2500 | 0 | 0 | 0 | 310.5 | 312.5 | 310.5 | -2 | -2 | 0.88 | 0 | 0 | 0 | 0 | 0 |
m2007-C-2550 | 0 | 0 | 0 | 269 | 269.5 | 269 | -0.5 | -0.5 | 0.84 | 0 | 0 | 0 | 0 | 0 |
m2007-C-2600 | 0 | 0 | 0 | 229.5 | 229.5 | 229.5 | 0 | 0 | 0.78 | 0 | 0 | 0 | 0 | 0 |
m2007-C-2650 | 0 | 0 | 0 | 193.5 | 192.5 | 193.5 | 1 | 1 | 0.72 | 0 | 0 | 0 | 0 | 0 |
m2007-C-2700 | 152.5 | 152.5 | 147 | 147 | 159 | 161 | -12 | 2 | 0.65 | 10 | 10 | 10 | 1.5 | 0 |
m2007-C-2750 | 118 | 118 | 116.5 | 116.5 | 129 | 132 | -12.5 | 3 | 0.58 | 10 | 16 | 10 | 1.17 | 0 |
m2007-C-2800 | 93.5 | 94.5 | 93.5 | 94.5 | 103 | 106.5 | -8.5 | 3.5 | 0.51 | 11 | 13 | 5 | 1.03 | 0 |
m2007-C-2850 | 76 | 76 | 76 | 76 | 81 | 84.5 | -5 | 3.5 | 0.44 | 5 | 10 | 0 | 0.38 | 0 |
m2007-C-2900 | 63 | 63 | 63 | 63 | 62.5 | 66 | 0.5 | 3.5 | 0.37 | 5 | 10 | 5 | 0.32 | 0 |
m2007-C-2950 | 48.5 | 50 | 48 | 48 | 47.5 | 51 | 0.5 | 3.5 | 0.31 | 45 | 122 | 10 | 2.2 | 0 |
m2007-C-3000 | 39 | 44.5 | 37.5 | 38.5 | 35.5 | 38.5 | 3 | 3 | 0.25 | 164 | 255 | 120 | 6.64 | 0 |
m2007-C-3050 | 31.5 | 31.5 | 30 | 30.5 | 26 | 29 | 4.5 | 3 | 0.2 | 25 | 45 | 10 | 0.78 | 0 |
m2007-C-3100 | 24 | 27 | 24 | 25 | 18.5 | 21 | 6.5 | 2.5 | 0.15 | 40 | 134 | 35 | 1 | 0 |
m2007-C-3150 | 22 | 22 | 16 | 19.5 | 13 | 15.5 | 6.5 | 2.5 | 0.12 | 103 | 110 | 92 | 2.05 | 0 |
m2007-P-2500 | 0 | 0 | 0 | 16 | 12.5 | 16 | 3.5 | 3.5 | -0.12 | 0 | 125 | 0 | 0 | 0 |
m2007-P-2550 | 12.5 | 13 | 12.5 | 13 | 19.5 | 24 | -6.5 | 4.5 | -0.16 | 10 | 84 | 0 | 0.13 | 0 |
m2007-P-2600 | 20.5 | 20.5 | 20.5 | 20.5 | 29.5 | 34.5 | -9 | 5 | -0.21 | 10 | 60 | -5 | 0.21 | 0 |
m2007-P-2650 | 32 | 32 | 31.5 | 31.5 | 42 | 48.5 | -10.5 | 6.5 | -0.27 | 10 | 15 | 0 | 0.32 | 0 |
m2007-P-2700 | 0 | 0 | 0 | 65.5 | 58.5 | 65.5 | 7 | 7 | -0.34 | 0 | 12 | 0 | 0 | 0 |
m2007-P-2750 | 65 | 65.5 | 65 | 65.5 | 78.5 | 86 | -13 | 7.5 | -0.41 | 15 | 10 | 5 | 1.08 | 0 |
m2007-P-2800 | 0 | 0 | 0 | 110.5 | 102 | 110.5 | 8.5 | 8.5 | -0.48 | 0 | 0 | 0 | 0 | 0 |
m2007-P-2850 | 0 | 0 | 0 | 138.5 | 130 | 138.5 | 8.5 | 8.5 | -0.56 | 0 | 0 | 0 | 0 | 0 |
m2007-P-2900 | 0 | 0 | 0 | 169.5 | 161 | 169.5 | 8.5 | 8.5 | -0.63 | 0 | 0 | 0 | 0 | 0 |
m2007-P-2950 | 0 | 0 | 0 | 204.5 | 195.5 | 204.5 | 9 | 9 | -0.69 | 0 | 0 | 0 | 0 | 0 |
m2007-P-3000 | 0 | 0 | 0 | 241.5 | 233.5 | 241.5 | 8 | 8 | -0.75 | 0 | 0 | 0 | 0 | 0 |
m2007-P-3050 | 0 | 0 | 0 | 281.5 | 273.5 | 281.5 | 8 | 8 | -0.8 | 0 | 0 | 0 | 0 | 0 |
m2007-P-3100 | 0 | 0 | 0 | 324 | 316.5 | 324 | 7.5 | 7.5 | -0.84 | 0 | 2 | 0 | 0 | 0 |
m2007-P-3150 | 0 | 0 | 0 | 368 | 360.5 | 368 | 7.5 | 7.5 | -0.88 | 0 | 0 | 0 | 0 | 0 |
m2008-C-2550 | 0 | 0 | 0 | 314 | 303.5 | 314 | 10.5 | 10.5 | 0.88 | 0 | 0 | 0 | 0 | 0 |
m2008-C-2600 | 0 | 0 | 0 | 272.5 | 261 | 272.5 | 11.5 | 11.5 | 0.83 | 0 | 0 | 0 | 0 | 0 |
m2008-C-2650 | 224 | 224 | 224 | 224 | 221.5 | 234 | 2.5 | 12.5 | 0.78 | 5 | 5 | 5 | 1.12 | 0 |
m2008-C-2700 | 188 | 188 | 187.5 | 187.5 | 185 | 198.5 | 2.5 | 13.5 | 0.72 | 15 | 15 | 15 | 2.82 | 0 |
m2008-C-2750 | 154 | 157.5 | 154 | 157.5 | 152 | 166 | 5.5 | 14 | 0.65 | 10 | 20 | 10 | 1.56 | 0 |
m2008-C-2800 | 128.5 | 128.5 | 125 | 125 | 122.5 | 137 | 2.5 | 14.5 | 0.58 | 15 | 20 | 15 | 1.91 | 0 |
m2008-C-2850 | 105 | 105 | 102.5 | 102.5 | 97.5 | 111.5 | 5 | 14 | 0.51 | 14 | 25 | 10 | 1.45 | 0 |
m2008-C-2900 | 84.5 | 84.5 | 84.5 | 84.5 | 76 | 89.5 | 8.5 | 13.5 | 0.44 | 5 | 20 | 5 | 0.42 | 0 |
m2008-C-2950 | 69 | 69 | 69 | 69 | 58 | 70.5 | 11 | 12.5 | 0.38 | 5 | 16 | 5 | 0.35 | 0 |
m2008-C-3000 | 58 | 58 | 57.5 | 58 | 44 | 55 | 14 | 11 | 0.32 | 20 | 20 | 0 | 1.16 | 0 |
m2008-C-3050 | 45.5 | 48.5 | 45 | 48.5 | 32.5 | 42.5 | 16 | 10 | 0.26 | 70 | 65 | 60 | 3.2 | 0 |
m2008-C-3100 | 36.5 | 42 | 36.5 | 42 | 23.5 | 32 | 18.5 | 8.5 | 0.21 | 47 | 41 | 36 | 1.83 | 0 |
m2008-C-3150 | 30 | 36.5 | 30 | 36 | 16.5 | 24 | 19.5 | 7.5 | 0.17 | 55 | 95 | 25 | 1.75 | 0 |
m2008-P-2550 | 0 | 0 | 0 | 18 | 13 | 18 | 5 | 5 | -0.12 | 0 | 59 | 0 | 0 | 0 |
m2008-P-2600 | 0 | 0 | 0 | 26 | 20.5 | 26 | 5.5 | 5.5 | -0.17 | 0 | 15 | 0 | 0 | 0 |
m2008-P-2650 | 0 | 0 | 0 | 37 | 30.5 | 37 | 6.5 | 6.5 | -0.22 | 0 | 25 | 0 | 0 | 0 |
m2008-P-2700 | 0 | 0 | 0 | 51 | 43.5 | 51 | 7.5 | 7.5 | -0.28 | 0 | 65 | 0 | 0 | 0 |
m2008-P-2750 | 56 | 56 | 56 | 56 | 60.5 | 68.5 | -4.5 | 8 | -0.34 | 10 | 30 | -10 | 0.56 | 0 |
m2008-P-2800 | 81 | 81 | 80 | 80 | 81 | 89 | -1 | 8 | -0.41 | 10 | 35 | 5 | 0.81 | 0 |
m2008-P-2850 | 107 | 107.5 | 96 | 104.5 | 105.5 | 113.5 | -1 | 8 | -0.48 | 60 | 60 | 45 | 6.36 | 0 |
m2008-P-2900 | 138.5 | 138.5 | 124 | 136.5 | 133.5 | 141 | 3 | 7.5 | -0.55 | 50 | 50 | 45 | 6.83 | 0 |
m2008-P-2950 | 173 | 173 | 168 | 168 | 165.5 | 172 | 2.5 | 6.5 | -0.62 | 25 | 30 | 25 | 4.25 | 0 |
m2008-P-3000 | 211.5 | 211.5 | 208 | 208 | 201 | 206.5 | 7 | 5.5 | -0.68 | 10 | 44 | 0 | 2.1 | 0 |
m2008-P-3050 | 251 | 251 | 251 | 251 | 239 | 243 | 12 | 4 | -0.74 | 5 | 8 | 5 | 1.26 | 0 |
m2008-P-3100 | 295.5 | 295.5 | 288.5 | 288.5 | 280 | 282.5 | 8.5 | 2.5 | -0.79 | 10 | 23 | 10 | 2.92 | 0 |
m2008-P-3150 | 340 | 340 | 340 | 340 | 323 | 324.5 | 17 | 1.5 | -0.83 | 5 | 7 | 5 | 1.7 | 0 |
m2009-C-2550 | 334 | 340.5 | 334 | 335 | 335 | 345.5 | 0 | 10.5 | 0.85 | 34 | 586 | 16 | 11.43 | 0 |
m2009-C-2600 | 291 | 297 | 287.5 | 297 | 295 | 305.5 | 2 | 10.5 | 0.81 | 10 | 373 | 1 | 2.92 | 0 |
m2009-C-2650 | 248.5 | 256 | 248.5 | 253.5 | 257.5 | 268 | -4 | 10.5 | 0.76 | 22 | 354 | 4 | 5.57 | 0 |
m2009-C-2700 | 219 | 219.5 | 210.5 | 216.5 | 223 | 233.5 | -6.5 | 10.5 | 0.71 | 65 | 494 | 6 | 14.04 | 0 |
m2009-C-2750 | 185 | 186 | 178 | 182 | 191 | 201.5 | -9 | 10.5 | 0.66 | 95 | 1,824 | 66 | 17.38 | 0 |
m2009-C-2800 | 158 | 159 | 148 | 155 | 162.5 | 172 | -7.5 | 9.5 | 0.6 | 774 | 3,402 | -473 | 118.47 | 0 |
m2009-C-2850 | 132.5 | 137 | 130 | 132.5 | 136.5 | 146 | -4 | 9.5 | 0.54 | 195 | 7,081 | 16 | 26.03 | 0 |
m2009-C-2900 | 138 | 138 | 113 | 116 | 113.5 | 122.5 | 2.5 | 9 | 0.49 | 347 | 6,632 | 209 | 40.43 | 0 |
m2009-C-2950 | 101 | 103.5 | 98 | 100.5 | 93.5 | 102 | 7 | 8.5 | 0.43 | 559 | 6,537 | -103 | 56.13 | 0 |
m2009-C-3000 | 88.5 | 90.5 | 86 | 88 | 76.5 | 84 | 11.5 | 7.5 | 0.38 | 407 | 5,819 | 92 | 36.07 | 0 |
m2009-C-3050 | 78 | 78 | 76 | 77.5 | 62 | 69 | 15.5 | 7 | 0.33 | 107 | 4,834 | 0 | 8.25 | 0 |
m2009-C-3100 | 69 | 70 | 66.5 | 67.5 | 49.5 | 56 | 18 | 6.5 | 0.28 | 418 | 4,853 | 39 | 28.69 | 0 |
m2009-C-3150 | 61.5 | 62 | 59.5 | 61.5 | 39 | 45 | 22.5 | 6 | 0.24 | 398 | 6,085 | -1 | 24.37 | 0 |
m2009-C-3200 | 55.5 | 57.5 | 54 | 56 | 31 | 35.5 | 25 | 4.5 | 0.2 | 1,698 | 21,366 | 430 | 95.33 | 0 |
m2009-P-2550 | 13 | 14 | 12.5 | 14 | 26 | 27.5 | -12 | 1.5 | -0.15 | 94 | 1,762 | -39 | 1.22 | 0 |
m2009-P-2600 | 18.5 | 20.5 | 18.5 | 20 | 36 | 37.5 | -16 | 1.5 | -0.19 | 197 | 2,968 | -21 | 3.83 | 0 |
m2009-P-2650 | 27 | 30 | 27 | 30 | 48 | 49.5 | -18 | 1.5 | -0.23 | 353 | 2,560 | -70 | 10.26 | 0 |
m2009-P-2700 | 38 | 41 | 37.5 | 41 | 63 | 64.5 | -22 | 1.5 | -0.28 | 88 | 8,137 | -49 | 3.4 | 0 |
m2009-P-2750 | 55 | 57.5 | 53 | 57 | 81 | 82 | -24 | 1 | -0.34 | 369 | 25,146 | -77 | 20.52 | 0 |
m2009-P-2800 | 76.5 | 82 | 76.5 | 79.5 | 101.5 | 102.5 | -22 | 1 | -0.39 | 149 | 2,915 | -11 | 11.79 | 0 |
m2009-P-2850 | 106.5 | 109.5 | 103.5 | 106.5 | 125.5 | 126 | -19 | 0.5 | -0.45 | 117 | 2,529 | 37 | 12.42 | 0 |
m2009-P-2900 | 137.5 | 137.5 | 135.5 | 137 | 152.5 | 152.5 | -15.5 | 0 | -0.51 | 9 | 858 | 4 | 1.23 | 0 |
m2009-P-2950 | 171 | 171.5 | 171 | 171.5 | 182 | 181.5 | -10.5 | -0.5 | -0.56 | 7 | 608 | -1 | 1.2 | 0 |
m2009-P-3000 | 204 | 208 | 204 | 208 | 214.5 | 213.5 | -6.5 | -1 | -0.62 | 29 | 231 | 16 | 6.03 | 0 |
m2009-P-3050 | 245.5 | 247 | 244 | 247 | 249.5 | 247.5 | -2.5 | -2 | -0.67 | 7 | 204 | 2 | 1.72 | 0 |
m2009-P-3100 | 291 | 291 | 282.5 | 284.5 | 287 | 284 | -2.5 | -3 | -0.72 | 13 | 193 | -3 | 3.72 | 0 |
m2009-P-3150 | 333 | 333 | 324 | 330 | 326.5 | 323 | 3.5 | -3.5 | -0.76 | 26 | 186 | 0 | 8.55 | 0 |
m2009-P-3200 | 376 | 378 | 367.5 | 372.5 | 367.5 | 363.5 | 5 | -4 | -0.8 | 164 | 1,440 | 97 | 60.94 | 0 |
m2011-C-2600 | 315.5 | 316 | 315.5 | 316 | 313 | 326.5 | 3 | 13.5 | 0.83 | 10 | 30 | 10 | 3.16 | 0 |
m2011-C-2650 | 276.5 | 276.5 | 276 | 276 | 274.5 | 288.5 | 1.5 | 14 | 0.78 | 10 | 30 | 10 | 2.76 | 0 |
m2011-C-2700 | 0 | 0 | 0 | 252.5 | 239 | 252.5 | 13.5 | 13.5 | 0.73 | 0 | 15 | 0 | 0 | 0 |
m2011-C-2750 | 0 | 0 | 0 | 219 | 206 | 219 | 13 | 13 | 0.68 | 0 | 15 | 0 | 0 | 0 |
m2011-C-2800 | 0 | 0 | 0 | 188.5 | 176 | 188.5 | 12.5 | 12.5 | 0.63 | 0 | 0 | 0 | 0 | 0 |
m2011-C-2850 | 0 | 0 | 0 | 161 | 148.5 | 161 | 12.5 | 12.5 | 0.57 | 0 | 5 | 0 | 0 | 0 |
m2011-C-2900 | 0 | 0 | 0 | 136 | 124.5 | 136 | 11.5 | 11.5 | 0.51 | 0 | 0 | 0 | 0 | 0 |
m2011-C-2950 | 0 | 0 | 0 | 114 | 103.5 | 114 | 10.5 | 10.5 | 0.46 | 0 | 25 | 0 | 0 | 0 |
m2011-C-3000 | 94.5 | 94.5 | 94.5 | 94.5 | 85 | 95 | 9.5 | 10 | 0.4 | 5 | 28 | 5 | 0.47 | 0 |
m2011-C-3050 | 84.5 | 84.5 | 84.5 | 84.5 | 69 | 78 | 15.5 | 9 | 0.35 | 5 | 61 | 0 | 0.42 | 0 |
m2011-C-3100 | 73.5 | 73.5 | 73.5 | 73.5 | 56 | 64 | 17.5 | 8 | 0.3 | 10 | 10 | 10 | 0.74 | 0 |
m2011-P-2600 | 0 | 0 | 0 | 33 | 32.5 | 33 | 0.5 | 0.5 | -0.17 | 0 | 45 | 0 | 0 | 0 |
m2011-P-2650 | 35 | 35 | 35 | 35 | 43.5 | 44.5 | -8.5 | 1 | -0.21 | 10 | 51 | 0 | 0.35 | 0 |
m2011-P-2700 | 0 | 0 | 0 | 58 | 57.5 | 58 | 0.5 | 0.5 | -0.26 | 0 | 25 | 0 | 0 | 0 |
m2011-P-2750 | 63.5 | 63.5 | 63.5 | 63.5 | 74 | 74.5 | -10.5 | 0.5 | -0.31 | 5 | 10 | 5 | 0.32 | 0 |
m2011-P-2800 | 85 | 85 | 85 | 85 | 93.5 | 93.5 | -8.5 | 0 | -0.36 | 5 | 5 | 5 | 0.43 | 0 |
m2011-P-2850 | 111 | 111 | 111 | 111 | 116 | 115.5 | -5 | -0.5 | -0.42 | 5 | 5 | 5 | 0.56 | 0 |
m2011-P-2900 | 141.5 | 141.5 | 135.5 | 137.5 | 141.5 | 140 | -4 | -1.5 | -0.48 | 25 | 25 | 25 | 3.45 | 0 |
m2011-P-2950 | 174.5 | 174.5 | 165 | 168 | 170 | 167.5 | -2 | -2.5 | -0.53 | 35 | 35 | 25 | 5.92 | 0 |
m2011-P-3000 | 199 | 208 | 199 | 202.5 | 201 | 198 | 1.5 | -3 | -0.59 | 30 | 25 | 10 | 6.06 | 0 |
m2011-P-3050 | 245 | 245 | 239 | 239 | 235 | 231 | 4 | -4 | -0.64 | 24 | 24 | 6 | 5.71 | 0 |
m2011-P-3100 | 283 | 283 | 277 | 277 | 271 | 266 | 6 | -5 | -0.69 | 15 | 15 | 15 | 4.2 | 0 |
m2012-C-2650 | 0 | 0 | 0 | 297 | 296 | 297 | 1 | 1 | 0.78 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2700 | 0 | 0 | 0 | 261.5 | 258.5 | 261.5 | 3 | 3 | 0.73 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2750 | 0 | 0 | 0 | 228.5 | 223.5 | 228.5 | 5 | 5 | 0.68 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2800 | 0 | 0 | 0 | 198 | 191.5 | 198 | 6.5 | 6.5 | 0.63 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2850 | 0 | 0 | 0 | 170.5 | 162.5 | 170.5 | 8 | 8 | 0.58 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2900 | 0 | 0 | 0 | 145.5 | 136.5 | 145.5 | 9 | 9 | 0.52 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2950 | 0 | 0 | 0 | 123.5 | 113.5 | 123.5 | 10 | 10 | 0.47 | 0 | 0 | 0 | 0 | 0 |
m2012-C-3000 | 0 | 0 | 0 | 104 | 93.5 | 104 | 10.5 | 10.5 | 0.42 | 0 | 0 | 0 | 0 | 0 |
m2012-C-3050 | 96 | 96 | 95 | 95 | 76 | 86.5 | 19 | 10.5 | 0.37 | 10 | 10 | 10 | 0.96 | 0 |
m2012-C-3100 | 79.5 | 84 | 79.5 | 80.5 | 61.5 | 71.5 | 19 | 10 | 0.32 | 40 | 40 | 40 | 3.27 | 0 |
m2012-P-2650 | 35.5 | 35.5 | 35 | 35 | 34.5 | 48.5 | 0.5 | 14 | -0.22 | 10 | 55 | 10 | 0.35 | 0 |
m2012-P-2700 | 0 | 0 | 0 | 62.5 | 46.5 | 62.5 | 16 | 16 | -0.26 | 0 | 30 | 0 | 0 | 0 |
m2012-P-2750 | 0 | 0 | 0 | 79 | 61 | 79 | 18 | 18 | -0.31 | 0 | 25 | 0 | 0 | 0 |
m2012-P-2800 | 84 | 84 | 75 | 75 | 78.5 | 98 | -3.5 | 19.5 | -0.36 | 10 | 10 | 10 | 0.8 | 0 |
m2012-P-2850 | 108.5 | 108.5 | 108.5 | 108.5 | 99 | 120 | 9.5 | 21 | -0.42 | 5 | 5 | 5 | 0.54 | 0 |
m2012-P-2900 | 136 | 136 | 136 | 136 | 122.5 | 144.5 | 13.5 | 22 | -0.47 | 5 | 5 | 5 | 0.68 | 0 |
m2012-P-2950 | 168.5 | 168.5 | 168.5 | 168.5 | 149 | 172 | 19.5 | 23 | -0.52 | 5 | 5 | 5 | 0.84 | 0 |
m2012-P-3000 | 0 | 0 | 0 | 202 | 178.5 | 202 | 23.5 | 23.5 | -0.57 | 0 | 0 | 0 | 0 | 0 |
m2012-P-3050 | 0 | 0 | 0 | 234 | 211 | 234 | 23 | 23 | -0.62 | 0 | 0 | 0 | 0 | 0 |
m2012-P-3100 | 0 | 0 | 0 | 269 | 245.5 | 269 | 23.5 | 23.5 | -0.67 | 0 | 0 | 0 | 0 | 0 |
45,971 | 438,417 | 2,886 | 2,049.17 | 1 | ||||||||||
45,971 | 438,417 | 2,886 | 2,049.17 | 1 | ||||||||||
隐含波动率参考值 | ||||||||||||||
合约系列 | 隐含波动率(%) | |||||||||||||
c2003 | 9.92 | |||||||||||||
c2005 | 10.29 | |||||||||||||
c2007 | 11.34 | |||||||||||||
c2009 | 7.8 | |||||||||||||
c2011 | 7.54 | |||||||||||||
i2002 | 23.6 | |||||||||||||
i2003 | 24.84 | |||||||||||||
i2004 | 24.84 | |||||||||||||
i2005 | 24.62 | |||||||||||||
i2006 | 24.62 | |||||||||||||
i2007 | 25.72 | |||||||||||||
i2008 | 25.72 | |||||||||||||
i2009 | 23.58 | |||||||||||||
i2010 | 23.62 | |||||||||||||
i2011 | 23.59 | |||||||||||||
i2012 | 31.05 | |||||||||||||
m2003 | 16.59 | |||||||||||||
m2005 | 15.45 | |||||||||||||
m2007 | 15.02 | |||||||||||||
m2008 | 13.93 | |||||||||||||
m2009 | 15.55 | |||||||||||||
m2011 | 13.63 | |||||||||||||
m2012 | 13.81 |
(来源:大连商品交易所)