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 | 205 | 205 | 205 | 205 | 239 | 216.5 | -34 | -22.5 | 0.97 | 6 | 65 | 0 | 1.23 | 0 |
m2003-C-2450 | 0 | 0 | 0 | 170 | 191 | 170 | -21 | -21 | 0.91 | 0 | 29 | 0 | 0 | 0 |
m2003-C-2500 | 110 | 110 | 108 | 109 | 146.5 | 127 | -37.5 | -19.5 | 0.83 | 20 | 67 | 20 | 2.19 | 0 |
m2003-C-2550 | 68 | 73.5 | 63 | 64 | 106.5 | 89.5 | -42.5 | -17 | 0.7 | 62 | 111 | 34 | 4.34 | 0 |
m2003-C-2600 | 64.5 | 64.5 | 33 | 33 | 72.5 | 59 | -39.5 | -13.5 | 0.56 | 104 | 164 | 67 | 4.29 | 0 |
m2003-C-2650 | 37.5 | 38 | 17.5 | 18 | 46 | 36 | -28 | -10 | 0.4 | 387 | 548 | 141 | 9.65 | 0 |
m2003-C-2700 | 21.5 | 22.5 | 9 | 9 | 27 | 20.5 | -18 | -6.5 | 0.27 | 383 | 1,571 | 189 | 5.94 | 0 |
m2003-C-2750 | 12 | 13.5 | 6.5 | 7.5 | 14.5 | 10.5 | -7 | -4 | 0.16 | 176 | 1,303 | 25 | 1.42 | 0 |
m2003-C-2800 | 8.5 | 8.5 | 5 | 5 | 7 | 5 | -2 | -2 | 0.09 | 53 | 1,327 | -15 | 0.31 | 0 |
m2003-C-2850 | 5 | 5 | 2 | 4 | 3 | 2 | 1 | -1 | 0.04 | 197 | 1,098 | -1 | 0.68 | 0 |
m2003-C-2900 | 2.5 | 2.5 | 2 | 2 | 1 | 0.5 | 1 | -0.5 | 0.01 | 183 | 967 | -27 | 0.4 | 0 |
m2003-C-2950 | 2.5 | 3 | 1 | 1 | 0.5 | 0.5 | 0.5 | 0 | 0.01 | 229 | 951 | 37 | 0.53 | 0 |
m2003-C-3000 | 1.5 | 2 | 0.5 | 0.5 | 0.5 | 0.5 | 0 | 0 | 0.01 | 436 | 955 | -333 | 0.39 | 0 |
m2003-C-3050 | 1 | 1 | 0.5 | 0.5 | 0.5 | 0.5 | 0 | 0 | 0.01 | 531 | 712 | -529 | 0.27 | 0 |
m2003-C-3100 | 1 | 1 | 1 | 1 | 0.5 | 0.5 | 0.5 | 0 | 0.01 | 132 | 1,485 | 87 | 0.13 | 0 |
m2003-C-3150 | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 | 0 | 0 | 0.01 | 30 | 509 | 6 | 0.02 | 0 |
m2003-C-3200 | 1 | 1 | 0.5 | 0.5 | 0.5 | 0.5 | 0 | 0 | 0.01 | 11 | 410 | 11 | 0.01 | 0 |
m2003-P-2400 | 1 | 1 | 1 | 1 | 1 | 2 | 0 | 1 | -0.04 | 4 | 300 | 3 | 0 | 0 |
m2003-P-2450 | 1 | 2 | 1 | 1.5 | 3.5 | 5 | -2 | 1.5 | -0.08 | 72 | 204 | 14 | 0.09 | 0 |
m2003-P-2500 | 3.5 | 6.5 | 3.5 | 6.5 | 8.5 | 12 | -2 | 3.5 | -0.17 | 51 | 302 | 34 | 0.27 | 0 |
m2003-P-2550 | 6.5 | 17.5 | 6.5 | 17.5 | 18.5 | 24.5 | -1 | 6 | -0.3 | 307 | 1,015 | 152 | 4.48 | 0 |
m2003-P-2600 | 18 | 39 | 17.5 | 39 | 34.5 | 44 | 4.5 | 9.5 | -0.44 | 422 | 803 | 157 | 12.89 | 0 |
m2003-P-2650 | 42.5 | 76 | 42.5 | 76 | 58 | 71 | 18 | 13 | -0.6 | 219 | 884 | -44 | 14.21 | 0 |
m2003-P-2700 | 80 | 108.5 | 80 | 104 | 89 | 105 | 15 | 16 | -0.74 | 396 | 602 | -82 | 40.73 | 0 |
m2003-P-2750 | 160 | 160 | 148.5 | 149.5 | 126.5 | 145.5 | 23 | 19 | -0.84 | 100 | 462 | -32 | 15.05 | 0 |
m2003-P-2800 | 0 | 0 | 0 | 190 | 169 | 190 | 21 | 21 | -0.91 | 0 | 197 | 0 | 0 | 0 |
m2003-P-2850 | 0 | 0 | 0 | 237 | 215 | 237 | 22 | 22 | -0.96 | 0 | 169 | 0 | 0 | 0 |
m2003-P-2900 | 0 | 0 | 0 | 285.5 | 263 | 285.5 | 22.5 | 22.5 | -0.9 | 0 | 131 | 0 | 0 | 0 |
m2003-P-2950 | 344.5 | 344.5 | 344.5 | 344.5 | 312.5 | 335.5 | 32 | 23 | -0.88 | 1 | 62 | 0 | 0.34 | 0 |
m2003-P-3000 | 373 | 377 | 373 | 377 | 362 | 385 | 15 | 23 | -1 | 2 | 61 | 0 | 0.75 | 0 |
m2003-P-3050 | 0 | 0 | 0 | 435 | 412 | 435 | 23 | 23 | -1 | 0 | 78 | 0 | 0 | 0 |
m2003-P-3100 | 0 | 0 | 0 | 485 | 462 | 485 | 23 | 23 | -1 | 0 | 145 | 0 | 0 | 0 |
m2003-P-3150 | 0 | 0 | 0 | 535 | 512 | 535 | 23 | 23 | -1 | 0 | 55 | 0 | 0 | 0 |
m2003-P-3200 | 581 | 581 | 581 | 581 | 562 | 585 | 19 | 23 | -1 | 17 | 29 | -12 | 9.88 | 0 |
m2005-C-2400 | 326 | 326 | 276.5 | 276.5 | 320.5 | 296.5 | -44 | -24 | 0.94 | 248 | 2,247 | -7 | 72.53 | 0 |
m2005-C-2450 | 277.5 | 278 | 234.5 | 236 | 274 | 251.5 | -38 | -22.5 | 0.9 | 321 | 581 | 44 | 79.13 | 0 |
m2005-C-2500 | 231.5 | 231.5 | 188.5 | 192 | 230.5 | 209 | -38.5 | -21.5 | 0.84 | 399 | 1,164 | 23 | 80.81 | 0 |
m2005-C-2550 | 183 | 183 | 144.5 | 144.5 | 189.5 | 169.5 | -45 | -20 | 0.77 | 376 | 729 | -41 | 59.42 | 0 |
m2005-C-2600 | 141.5 | 147 | 110 | 111 | 152.5 | 134.5 | -41.5 | -18 | 0.69 | 510 | 2,457 | -83 | 63.2 | 0 |
m2005-C-2650 | 110 | 112 | 82.5 | 83 | 119.5 | 103.5 | -36.5 | -16 | 0.59 | 955 | 1,251 | 177 | 88.28 | 0 |
m2005-C-2700 | 82 | 83.5 | 61 | 61 | 91.5 | 78 | -30.5 | -13.5 | 0.5 | 4,287 | 5,207 | 775 | 300.03 | 0 |
m2005-C-2750 | 61 | 62.5 | 46 | 46 | 68 | 57 | -22 | -11 | 0.4 | 5,108 | 16,407 | 426 | 267.38 | 0 |
m2005-C-2800 | 45.5 | 46.5 | 34 | 34.5 | 49 | 40.5 | -14.5 | -8.5 | 0.32 | 7,494 | 19,189 | -27 | 289.62 | 0 |
m2005-C-2850 | 35 | 36 | 26.5 | 26.5 | 34.5 | 27.5 | -8 | -7 | 0.24 | 4,584 | 15,782 | 471 | 138.26 | 0 |
m2005-C-2900 | 27 | 27.5 | 20 | 20.5 | 23.5 | 18.5 | -3 | -5 | 0.17 | 6,617 | 14,375 | -704 | 149 | 0 |
m2005-C-2950 | 21 | 22 | 15.5 | 16 | 15.5 | 12 | 0.5 | -3.5 | 0.12 | 5,434 | 13,134 | -414 | 97.54 | 0 |
m2005-C-3000 | 16.5 | 17 | 12.5 | 13 | 10 | 7.5 | 3 | -2.5 | 0.08 | 5,055 | 14,057 | -893 | 70.79 | 0 |
m2005-C-3050 | 13.5 | 14 | 10 | 10 | 6 | 4.5 | 4 | -1.5 | 0.05 | 5,691 | 25,405 | -521 | 64.35 | 0 |
m2005-C-3100 | 11 | 11.5 | 7.5 | 8 | 3.5 | 2.5 | 4.5 | -1 | 0.03 | 5,202 | 12,660 | -539 | 47 | 0 |
m2005-C-3150 | 9.5 | 10 | 6.5 | 7.5 | 2 | 1.5 | 5.5 | -0.5 | 0.02 | 12,070 | 41,585 | 2,315 | 92.64 | 0 |
m2005-P-2400 | 4 | 7 | 3 | 7 | 4 | 5.5 | 3 | 1.5 | -0.06 | 2,131 | 5,954 | 11 | 10.76 | 0 |
m2005-P-2450 | 5 | 10 | 5 | 10 | 8 | 10 | 2 | 2 | -0.1 | 1,325 | 1,714 | 213 | 10.47 | 0 |
m2005-P-2500 | 8.5 | 16 | 8.5 | 15.5 | 14 | 17.5 | 1.5 | 3.5 | -0.16 | 5,198 | 6,829 | 1,185 | 59.21 | 0 |
m2005-P-2550 | 14.5 | 25.5 | 12.5 | 25 | 23 | 28 | 2 | 5 | -0.23 | 9,364 | 7,249 | -1,908 | 180.38 | 0 |
m2005-P-2600 | 23 | 40.5 | 22 | 40 | 35.5 | 42.5 | 4.5 | 7 | -0.31 | 17,366 | 16,776 | -1,209 | 552.59 | 0 |
m2005-P-2650 | 38 | 62.5 | 36 | 61.5 | 52.5 | 62 | 9 | 9.5 | -0.4 | 6,115 | 11,050 | -611 | 306.42 | 0 |
m2005-P-2700 | 60 | 91 | 57 | 90 | 74.5 | 86 | 15.5 | 11.5 | -0.5 | 9,201 | 29,069 | -1,949 | 693.11 | 0 |
m2005-P-2750 | 88.5 | 124 | 85 | 123.5 | 101 | 114.5 | 22.5 | 13.5 | -0.59 | 5,194 | 17,269 | -1,207 | 572.52 | 0 |
m2005-P-2800 | 122.5 | 163 | 120 | 162 | 132 | 148 | 30 | 16 | -0.68 | 5,118 | 11,678 | -1,870 | 756.98 | 0 |
m2005-P-2850 | 162.5 | 206.5 | 160 | 206 | 167 | 185.5 | 39 | 18.5 | -0.76 | 354 | 2,712 | -126 | 66.74 | 0 |
m2005-P-2900 | 203 | 244.5 | 203 | 244.5 | 206 | 226 | 38.5 | 20 | -0.82 | 347 | 2,158 | -67 | 80.83 | 0 |
m2005-P-2950 | 248.5 | 286 | 247 | 286 | 248 | 269.5 | 38 | 21.5 | -0.88 | 392 | 1,182 | -114 | 104.99 | 0 |
m2005-P-3000 | 289 | 334 | 289 | 334 | 292.5 | 315 | 41.5 | 22.5 | -0.92 | 97 | 1,491 | -14 | 31.39 | 0 |
m2005-P-3050 | 358.5 | 375.5 | 356.5 | 371.5 | 338.5 | 362 | 33 | 23.5 | -0.95 | 36 | 773 | -5 | 13.14 | 0 |
m2005-P-3100 | 407 | 428.5 | 407 | 428.5 | 386 | 410 | 42.5 | 24 | -0.97 | 114 | 2,182 | -22 | 47.6 | 0 |
m2005-P-3150 | 457 | 481 | 456 | 481 | 434.5 | 459 | 46.5 | 24.5 | -0.99 | 128 | 503 | -63 | 59.21 | 0 |
m2007-C-2500 | 0 | 0 | 0 | 265.5 | 273.5 | 265.5 | -8 | -8 | 0.83 | 0 | 0 | 0 | 0 | 0 |
m2007-C-2550 | 0 | 0 | 0 | 227 | 234 | 227 | -7 | -7 | 0.77 | 0 | 0 | 0 | 0 | 0 |
m2007-C-2600 | 0 | 0 | 0 | 191.5 | 198 | 191.5 | -6.5 | -6.5 | 0.71 | 0 | 0 | 0 | 0 | 0 |
m2007-C-2650 | 0 | 0 | 0 | 159.5 | 165.5 | 159.5 | -6 | -6 | 0.64 | 0 | 0 | 0 | 0 | 0 |
m2007-C-2700 | 0 | 0 | 0 | 130.5 | 136 | 130.5 | -5.5 | -5.5 | 0.57 | 0 | 10 | 0 | 0 | 0 |
m2007-C-2750 | 0 | 0 | 0 | 106 | 110.5 | 106 | -4.5 | -4.5 | 0.5 | 0 | 11 | 0 | 0 | 0 |
m2007-C-2800 | 0 | 0 | 0 | 84.5 | 88.5 | 84.5 | -4 | -4 | 0.43 | 0 | 13 | 0 | 0 | 0 |
m2007-C-2850 | 0 | 0 | 0 | 66.5 | 69.5 | 66.5 | -3 | -3 | 0.37 | 0 | 15 | 0 | 0 | 0 |
m2007-C-2900 | 38 | 39.5 | 38 | 39 | 54 | 51.5 | -15 | -2.5 | 0.3 | 20 | 20 | 10 | 0.78 | 0 |
m2007-C-2950 | 38.5 | 38.5 | 31.5 | 34 | 41.5 | 39 | -7.5 | -2.5 | 0.25 | 57 | 243 | 29 | 2.05 | 0 |
m2007-C-3000 | 30.5 | 125.5 | 26 | 27 | 31 | 29.5 | -4 | -1.5 | 0.2 | 55 | 830 | 20 | 2.54 | 0 |
m2007-C-3050 | 22.5 | 22.5 | 22.5 | 22.5 | 23 | 22 | -0.5 | -1 | 0.16 | 10 | 180 | 5 | 0.23 | 0 |
m2007-C-3100 | 16 | 16 | 16 | 16 | 17 | 16 | -1 | -1 | 0.12 | 1 | 145 | -1 | 0.02 | 0 |
m2007-C-3150 | 0 | 0 | 0 | 11.5 | 12 | 11.5 | -0.5 | -0.5 | 0.09 | 0 | 133 | 0 | 0 | 0 |
m2007-P-2500 | 18.5 | 18.5 | 18.5 | 18.5 | 24.5 | 26.5 | -6 | 2 | -0.17 | 5 | 130 | -5 | 0.09 | 0 |
m2007-P-2550 | 23 | 23.5 | 23 | 23.5 | 35 | 37.5 | -11.5 | 2.5 | -0.22 | 25 | 64 | -20 | 0.58 | 0 |
m2007-P-2600 | 0 | 0 | 0 | 52 | 49 | 52 | 3 | 3 | -0.28 | 0 | 60 | 0 | 0 | 0 |
m2007-P-2650 | 0 | 0 | 0 | 69.5 | 66 | 69.5 | 3.5 | 3.5 | -0.35 | 0 | 15 | 0 | 0 | 0 |
m2007-P-2700 | 75.5 | 75.5 | 75.5 | 75.5 | 86.5 | 91 | -11 | 4.5 | -0.42 | 5 | 12 | 0 | 0.38 | 0 |
m2007-P-2750 | 0 | 0 | 0 | 116 | 110.5 | 116 | 5.5 | 5.5 | -0.49 | 0 | 10 | 0 | 0 | 0 |
m2007-P-2800 | 0 | 0 | 0 | 144 | 138 | 144 | 6 | 6 | -0.56 | 0 | 0 | 0 | 0 | 0 |
m2007-P-2850 | 0 | 0 | 0 | 176 | 169 | 176 | 7 | 7 | -0.63 | 0 | 0 | 0 | 0 | 0 |
m2007-P-2900 | 0 | 0 | 0 | 210.5 | 203.5 | 210.5 | 7 | 7 | -0.69 | 0 | 0 | 0 | 0 | 0 |
m2007-P-2950 | 0 | 0 | 0 | 248.5 | 240.5 | 248.5 | 8 | 8 | -0.75 | 0 | 0 | 0 | 0 | 0 |
m2007-P-3000 | 0 | 0 | 0 | 288.5 | 280 | 288.5 | 8.5 | 8.5 | -0.8 | 0 | 0 | 0 | 0 | 0 |
m2007-P-3050 | 0 | 0 | 0 | 330.5 | 322 | 330.5 | 8.5 | 8.5 | -0.84 | 0 | 0 | 0 | 0 | 0 |
m2007-P-3100 | 0 | 0 | 0 | 374.5 | 365.5 | 374.5 | 9 | 9 | -0.88 | 0 | 2 | 0 | 0 | 0 |
m2007-P-3150 | 0 | 0 | 0 | 420 | 410.5 | 420 | 9.5 | 9.5 | -0.91 | 0 | 0 | 0 | 0 | 0 |
m2008-C-2550 | 0 | 0 | 0 | 253.5 | 276.5 | 253.5 | -23 | -23 | 0.81 | 0 | 0 | 0 | 0 | 0 |
m2008-C-2600 | 0 | 0 | 0 | 215.5 | 237.5 | 215.5 | -22 | -22 | 0.76 | 0 | 0 | 0 | 0 | 0 |
m2008-C-2650 | 0 | 0 | 0 | 181 | 201.5 | 181 | -20.5 | -20.5 | 0.69 | 0 | 5 | 0 | 0 | 0 |
m2008-C-2700 | 0 | 0 | 0 | 150 | 168.5 | 150 | -18.5 | -18.5 | 0.63 | 0 | 15 | 0 | 0 | 0 |
m2008-C-2750 | 0 | 0 | 0 | 122.5 | 139.5 | 122.5 | -17 | -17 | 0.55 | 0 | 20 | 0 | 0 | 0 |
m2008-C-2800 | 0 | 0 | 0 | 98.5 | 113.5 | 98.5 | -15 | -15 | 0.48 | 0 | 25 | 0 | 0 | 0 |
m2008-C-2850 | 74.5 | 74.5 | 74.5 | 74.5 | 91 | 78 | -16.5 | -13 | 0.41 | 5 | 30 | 0 | 0.37 | 0 |
m2008-C-2900 | 0 | 0 | 0 | 61 | 72 | 61 | -11 | -11 | 0.35 | 0 | 25 | 0 | 0 | 0 |
m2008-C-2950 | 0 | 0 | 0 | 47 | 56.5 | 47 | -9.5 | -9.5 | 0.29 | 0 | 16 | 0 | 0 | 0 |
m2008-C-3000 | 42.5 | 43 | 34 | 35 | 43.5 | 35.5 | -8.5 | -8 | 0.23 | 64 | 70 | 49 | 2.34 | 0 |
m2008-C-3050 | 34.5 | 35 | 34 | 34 | 33 | 26.5 | 1 | -6.5 | 0.18 | 40 | 199 | 40 | 1.39 | 0 |
m2008-C-3100 | 0 | 0 | 0 | 19.5 | 24.5 | 19.5 | -5 | -5 | 0.14 | 0 | 67 | 0 | 0 | 0 |
m2008-C-3150 | 0 | 0 | 0 | 14 | 18 | 14 | -4 | -4 | 0.11 | 0 | 108 | 0 | 0 | 0 |
m2008-P-2550 | 20 | 23 | 20 | 23 | 25 | 28.5 | -2 | 3.5 | -0.18 | 25 | 79 | 20 | 0.52 | 0 |
m2008-P-2600 | 29 | 29 | 29 | 29 | 35.5 | 40.5 | -6.5 | 5 | -0.24 | 5 | 15 | 0 | 0.15 | 0 |
m2008-P-2650 | 0 | 0 | 0 | 56 | 49.5 | 56 | 6.5 | 6.5 | -0.3 | 0 | 25 | 0 | 0 | 0 |
m2008-P-2700 | 57 | 57 | 57 | 57 | 66.5 | 74.5 | -9.5 | 8 | -0.37 | 5 | 65 | 0 | 0.29 | 0 |
m2008-P-2750 | 0 | 0 | 0 | 96.5 | 86.5 | 96.5 | 10 | 10 | -0.44 | 0 | 30 | 0 | 0 | 0 |
m2008-P-2800 | 0 | 0 | 0 | 122.5 | 110.5 | 122.5 | 12 | 12 | -0.51 | 0 | 40 | 0 | 0 | 0 |
m2008-P-2850 | 0 | 0 | 0 | 151.5 | 138 | 151.5 | 13.5 | 13.5 | -0.58 | 0 | 60 | 0 | 0 | 0 |
m2008-P-2900 | 0 | 0 | 0 | 184 | 168.5 | 184 | 15.5 | 15.5 | -0.65 | 0 | 45 | 0 | 0 | 0 |
m2008-P-2950 | 0 | 0 | 0 | 220 | 202.5 | 220 | 17.5 | 17.5 | -0.71 | 0 | 30 | 0 | 0 | 0 |
m2008-P-3000 | 0 | 0 | 0 | 258.5 | 239.5 | 258.5 | 19 | 19 | -0.76 | 0 | 55 | 0 | 0 | 0 |
m2008-P-3050 | 0 | 0 | 0 | 299 | 278.5 | 299 | 20.5 | 20.5 | -0.81 | 0 | 8 | 0 | 0 | 0 |
m2008-P-3100 | 0 | 0 | 0 | 342 | 320 | 342 | 22 | 22 | -0.85 | 0 | 28 | 0 | 0 | 0 |
m2008-P-3150 | 0 | 0 | 0 | 386.5 | 363.5 | 386.5 | 23 | 23 | -0.89 | 0 | 9 | 0 | 0 | 0 |
m2009-C-2550 | 293.5 | 293.5 | 262.5 | 264 | 294.5 | 275.5 | -30.5 | -19 | 0.79 | 138 | 618 | 14 | 38.56 | 0 |
m2009-C-2600 | 248 | 248 | 220 | 224.5 | 257 | 239.5 | -32.5 | -17.5 | 0.74 | 178 | 585 | 130 | 41.21 | 0 |
m2009-C-2650 | 206.5 | 206.5 | 181 | 182.5 | 222 | 206 | -39.5 | -16 | 0.68 | 154 | 564 | 97 | 29.16 | 0 |
m2009-C-2700 | 178.5 | 181 | 150 | 151 | 190 | 175.5 | -39 | -14.5 | 0.62 | 1,058 | 1,406 | 549 | 180.21 | 0 |
m2009-C-2750 | 151 | 154.5 | 129.5 | 130 | 161.5 | 148 | -31.5 | -13.5 | 0.56 | 571 | 2,078 | -43 | 80.27 | 0 |
m2009-C-2800 | 128.5 | 131 | 110 | 110 | 135.5 | 123.5 | -25.5 | -12 | 0.5 | 1,128 | 3,831 | 207 | 132.26 | 0 |
m2009-C-2850 | 109.5 | 113 | 95 | 98.5 | 112.5 | 102 | -14 | -10.5 | 0.44 | 1,026 | 6,552 | 68 | 105.26 | 0 |
m2009-C-2900 | 97.5 | 99 | 83.5 | 85 | 92.5 | 83.5 | -7.5 | -9 | 0.39 | 886 | 7,671 | 314 | 79.4 | 0 |
m2009-C-2950 | 85.5 | 87.5 | 73.5 | 73.5 | 75.5 | 68 | -2 | -7.5 | 0.33 | 656 | 7,502 | 286 | 52.35 | 0 |
m2009-C-3000 | 74.5 | 76.5 | 65 | 65 | 61 | 54.5 | 4 | -6.5 | 0.28 | 768 | 7,309 | 226 | 53.51 | 0 |
m2009-C-3050 | 65 | 66 | 58 | 58.5 | 48.5 | 43 | 10 | -5.5 | 0.24 | 608 | 5,005 | 103 | 37.16 | 0 |
m2009-C-3100 | 58 | 59 | 51 | 52 | 38.5 | 34 | 13.5 | -4.5 | 0.2 | 993 | 4,807 | -6 | 52.98 | 0 |
m2009-C-3150 | 51.5 | 53 | 46.5 | 47 | 30 | 26.5 | 17 | -3.5 | 0.16 | 640 | 6,218 | -18 | 31.29 | 0 |
m2009-C-3200 | 50 | 50 | 43.5 | 44 | 23.5 | 20.5 | 20.5 | -3 | 0.13 | 3,020 | 28,388 | 1,606 | 139.88 | 0 |
m2009-P-2550 | 18 | 24.5 | 17.5 | 24.5 | 35 | 40 | -10.5 | 5 | -0.21 | 906 | 2,773 | 484 | 19.73 | 0 |
m2009-P-2600 | 26.5 | 36.5 | 26.5 | 36.5 | 47.5 | 53.5 | -11 | 6 | -0.26 | 445 | 3,474 | 58 | 14.57 | 0 |
m2009-P-2650 | 39 | 51.5 | 38 | 50 | 62 | 70 | -12 | 8 | -0.31 | 1,767 | 4,153 | 1,248 | 81.11 | 0 |
m2009-P-2700 | 54 | 72 | 52.5 | 72 | 80 | 89 | -8 | 9 | -0.37 | 1,016 | 8,509 | 305 | 63.31 | 0 |
m2009-P-2750 | 76 | 99 | 74 | 99 | 100.5 | 111 | -1.5 | 10.5 | -0.43 | 2,075 | 26,733 | 903 | 178.32 | 0 |
m2009-P-2800 | 104.5 | 130 | 103 | 130 | 124.5 | 136.5 | 5.5 | 12 | -0.49 | 703 | 3,285 | 131 | 83.52 | 0 |
m2009-P-2850 | 136.5 | 165 | 135 | 165 | 151.5 | 165 | 13.5 | 13.5 | -0.55 | 292 | 2,850 | -38 | 44.71 | 0 |
m2009-P-2900 | 172.5 | 202 | 170 | 202 | 181 | 196 | 21 | 15 | -0.61 | 417 | 687 | -38 | 80.63 | 0 |
m2009-P-2950 | 208 | 233.5 | 208 | 233.5 | 213.5 | 229.5 | 20 | 16 | -0.66 | 52 | 597 | -11 | 11.87 | 0 |
m2009-P-3000 | 261.5 | 270.5 | 258 | 270 | 248.5 | 266 | 21.5 | 17.5 | -0.71 | 49 | 272 | -3 | 13 | 0 |
m2009-P-3050 | 290 | 316 | 285.5 | 316 | 286 | 304.5 | 30 | 18.5 | -0.76 | 52 | 261 | 11 | 15.65 | 0 |
m2009-P-3100 | 343 | 357 | 343 | 354.5 | 325.5 | 345 | 29 | 19.5 | -0.8 | 49 | 214 | 18 | 17.13 | 0 |
m2009-P-3150 | 373.5 | 405 | 373.5 | 405 | 367 | 387.5 | 38 | 20.5 | -0.83 | 37 | 227 | 8 | 14.47 | 0 |
m2009-P-3200 | 426.5 | 452 | 426.5 | 452 | 410 | 431 | 42 | 21 | -0.87 | 47 | 1,495 | 0 | 20.58 | 0 |
m2011-C-2600 | 0 | 0 | 0 | 256 | 274.5 | 256 | -18.5 | -18.5 | 0.77 | 0 | 30 | 0 | 0 | 0 |
m2011-C-2650 | 0 | 0 | 0 | 220.5 | 238.5 | 220.5 | -18 | -18 | 0.72 | 0 | 30 | 0 | 0 | 0 |
m2011-C-2700 | 0 | 0 | 0 | 188 | 205.5 | 188 | -17.5 | -17.5 | 0.66 | 0 | 15 | 0 | 0 | 0 |
m2011-C-2750 | 0 | 0 | 0 | 158.5 | 175.5 | 158.5 | -17 | -17 | 0.6 | 0 | 15 | 0 | 0 | 0 |
m2011-C-2800 | 125.5 | 125.5 | 125.5 | 125.5 | 148.5 | 132.5 | -23 | -16 | 0.54 | 5 | 5 | 5 | 0.63 | 0 |
m2011-C-2850 | 105 | 105 | 105 | 105 | 124.5 | 109.5 | -19.5 | -15 | 0.47 | 5 | 10 | 5 | 0.53 | 0 |
m2011-C-2900 | 95 | 95 | 95 | 95 | 103 | 89.5 | -8 | -13.5 | 0.41 | 5 | 5 | 5 | 0.48 | 0 |
m2011-C-2950 | 80 | 80 | 80 | 80 | 84.5 | 72.5 | -4.5 | -12 | 0.36 | 18 | 24 | -3 | 1.44 | 0 |
m2011-C-3000 | 67.5 | 67.5 | 67.5 | 67.5 | 69 | 58 | -1.5 | -11 | 0.3 | 15 | 59 | -5 | 1.01 | 0 |
m2011-C-3050 | 65.5 | 65.5 | 65.5 | 65.5 | 55.5 | 45.5 | 10 | -10 | 0.25 | 1 | 75 | -1 | 0.07 | 0 |
m2011-C-3100 | 50 | 50 | 44 | 44 | 44.5 | 36 | -0.5 | -8.5 | 0.21 | 13 | 26 | 6 | 0.63 | 0 |
m2011-P-2600 | 38.5 | 38.5 | 37 | 37 | 43 | 42.5 | -6 | -0.5 | -0.22 | 10 | 60 | 10 | 0.38 | 0 |
m2011-P-2650 | 46 | 51 | 46 | 51 | 57 | 57 | -6 | 0 | -0.27 | 11 | 66 | 10 | 0.56 | 0 |
m2011-P-2700 | 70 | 70 | 70 | 70 | 73.5 | 74 | -3.5 | 0.5 | -0.33 | 5 | 30 | 5 | 0.35 | 0 |
m2011-P-2750 | 92 | 92 | 92 | 92 | 93 | 94.5 | -1 | 1.5 | -0.39 | 5 | 15 | 5 | 0.46 | 0 |
m2011-P-2800 | 0 | 0 | 0 | 117.5 | 115.5 | 117.5 | 2 | 2 | -0.45 | 0 | 5 | 0 | 0 | 0 |
m2011-P-2850 | 134.5 | 134.5 | 134 | 134 | 141 | 144 | -7 | 3 | -0.52 | 4 | 9 | 4 | 0.54 | 0 |
m2011-P-2900 | 167 | 167 | 167 | 167 | 169.5 | 174 | -2.5 | 4.5 | -0.58 | 40 | 60 | 35 | 6.68 | 0 |
m2011-P-2950 | 210 | 210 | 210 | 210 | 200.5 | 206 | 9.5 | 5.5 | -0.64 | 5 | 40 | 5 | 1.05 | 0 |
m2011-P-3000 | 0 | 0 | 0 | 241.5 | 234.5 | 241.5 | 7 | 7 | -0.69 | 0 | 25 | 0 | 0 | 0 |
m2011-P-3050 | 0 | 0 | 0 | 279 | 271 | 279 | 8 | 8 | -0.74 | 0 | 24 | 0 | 0 | 0 |
m2011-P-3100 | 0 | 0 | 0 | 318.5 | 309 | 318.5 | 9.5 | 9.5 | -0.78 | 0 | 15 | 0 | 0 | 0 |
m2012-C-2650 | 0 | 0 | 0 | 245.5 | 262.5 | 245.5 | -17 | -17 | 0.74 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2700 | 0 | 0 | 0 | 212 | 228.5 | 212 | -16.5 | -16.5 | 0.69 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2750 | 0 | 0 | 0 | 181 | 197 | 181 | -16 | -16 | 0.63 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2800 | 148 | 148 | 147.5 | 147.5 | 169 | 153.5 | -21.5 | -15.5 | 0.57 | 10 | 10 | 10 | 1.48 | 0 |
m2012-C-2850 | 127 | 127 | 127 | 127 | 143 | 128.5 | -16 | -14.5 | 0.51 | 15 | 15 | 15 | 1.91 | 0 |
m2012-C-2900 | 0 | 0 | 0 | 107 | 120.5 | 107 | -13.5 | -13.5 | 0.45 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2950 | 0 | 0 | 0 | 88 | 100.5 | 88 | -12.5 | -12.5 | 0.4 | 0 | 0 | 0 | 0 | 0 |
m2012-C-3000 | 80 | 80 | 80 | 80 | 83 | 71.5 | -3 | -11.5 | 0.34 | 5 | 10 | 5 | 0.4 | 0 |
m2012-C-3050 | 67.5 | 67.5 | 67.5 | 67.5 | 68 | 58 | -0.5 | -10 | 0.29 | 5 | 5 | -5 | 0.34 | 0 |
m2012-C-3100 | 0 | 0 | 0 | 46 | 55.5 | 46 | -9.5 | -9.5 | 0.25 | 0 | 40 | 0 | 0 | 0 |
m2012-P-2650 | 53.5 | 53.5 | 53 | 53 | 54.5 | 53.5 | -1.5 | -1 | -0.25 | 15 | 55 | 0 | 0.8 | 0 |
m2012-P-2700 | 0 | 0 | 0 | 69.5 | 70 | 69.5 | -0.5 | -0.5 | -0.3 | 0 | 30 | 0 | 0 | 0 |
m2012-P-2750 | 0 | 0 | 0 | 88 | 88 | 88 | 0 | 0 | -0.36 | 0 | 25 | 0 | 0 | 0 |
m2012-P-2800 | 0 | 0 | 0 | 110 | 109.5 | 110 | 0.5 | 0.5 | -0.42 | 0 | 5 | 0 | 0 | 0 |
m2012-P-2850 | 0 | 0 | 0 | 134.5 | 133.5 | 134.5 | 1 | 1 | -0.48 | 0 | 5 | 0 | 0 | 0 |
m2012-P-2900 | 0 | 0 | 0 | 162.5 | 160 | 162.5 | 2.5 | 2.5 | -0.54 | 0 | 5 | 0 | 0 | 0 |
m2012-P-2950 | 0 | 0 | 0 | 193 | 189.5 | 193 | 3.5 | 3.5 | -0.6 | 0 | 5 | 0 | 0 | 0 |
m2012-P-3000 | 0 | 0 | 0 | 226 | 222 | 226 | 4 | 4 | -0.65 | 0 | 0 | 0 | 0 | 0 |
m2012-P-3050 | 0 | 0 | 0 | 262 | 256.5 | 262 | 5.5 | 5.5 | -0.7 | 0 | 0 | 0 | 0 | 0 |
m2012-P-3100 | 0 | 0 | 0 | 300 | 293.5 | 300 | 6.5 | 6.5 | -0.75 | 0 | 0 | 0 | 0 | 0 |
151,607 | 464,469 | 15 | 7,380.27 | 0 | ||||||||||
151,607 | 464,469 | 15 | 7,380.27 | 0 | ||||||||||
隐含波动率参考值 | ||||||||||||||
合约系列 | 隐含波动率(%) | |||||||||||||
c2003 | 7.1 | |||||||||||||
c2005 | 9.73 | |||||||||||||
c2007 | 9.36 | |||||||||||||
c2009 | 8.15 | |||||||||||||
c2011 | 8.26 | |||||||||||||
i2003 | 23.32 | |||||||||||||
i2004 | 24.45 | |||||||||||||
i2005 | 22.19 | |||||||||||||
i2006 | 22.14 | |||||||||||||
i2007 | 22.99 | |||||||||||||
i2008 | 22.99 | |||||||||||||
i2009 | 21.67 | |||||||||||||
i2010 | 23.38 | |||||||||||||
i2011 | 23.3 | |||||||||||||
i2012 | 22.85 | |||||||||||||
m2003 | 17.86 | |||||||||||||
m2005 | 15.51 | |||||||||||||
m2007 | 16.05 | |||||||||||||
m2008 | 14.24 | |||||||||||||
m2009 | 15.52 | |||||||||||||
m2011 | 12.91 | |||||||||||||
m2012 | 12.92 |
(来源:大连商品交易所)