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 |
m2005-C-2400 | 262 | 264.5 | 245 | 245 | 258.5 | 255.5 | -13.5 | -3 | 0.93 | 88 | 1,833 | -20 | 22.8 | 0 |
m2005-C-2450 | 216 | 219.5 | 199.5 | 199.5 | 214 | 211 | -14.5 | -3 | 0.88 | 160 | 649 | 14 | 33.69 | 0 |
m2005-C-2500 | 169.5 | 174.5 | 155 | 155.5 | 173 | 169.5 | -17.5 | -3.5 | 0.81 | 110 | 1,273 | -4 | 18.47 | 0 |
m2005-C-2550 | 130.5 | 131.5 | 113.5 | 117 | 135.5 | 132.5 | -18.5 | -3 | 0.72 | 151 | 1,244 | -14 | 18.95 | 0 |
m2005-C-2600 | 94 | 94.5 | 79.5 | 81.5 | 103 | 100 | -21.5 | -3 | 0.62 | 338 | 3,272 | 17 | 29.64 | 0 |
m2005-C-2650 | 66 | 66.5 | 54.5 | 56.5 | 76 | 73 | -19.5 | -3 | 0.51 | 1,166 | 3,656 | 92 | 69.18 | 0 |
m2005-C-2700 | 46 | 46 | 37 | 38.5 | 54 | 51.5 | -15.5 | -2.5 | 0.41 | 3,324 | 11,997 | 387 | 138.05 | 0 |
m2005-C-2750 | 32.5 | 32.5 | 26 | 26.5 | 37 | 35 | -10.5 | -2 | 0.31 | 2,382 | 18,391 | 318 | 69.3 | 0 |
m2005-C-2800 | 23 | 23 | 18.5 | 19 | 24.5 | 22.5 | -5.5 | -2 | 0.22 | 3,012 | 23,933 | -75 | 60.67 | 0 |
m2005-C-2850 | 17 | 17 | 13.5 | 14 | 15.5 | 14 | -1.5 | -1.5 | 0.15 | 2,208 | 13,015 | 75 | 33.84 | 0 |
m2005-C-2900 | 13 | 13.5 | 10.5 | 11 | 9.5 | 8.5 | 1.5 | -1 | 0.1 | 1,823 | 15,792 | 1,079 | 22.47 | 0 |
m2005-C-2950 | 10.5 | 10.5 | 8 | 8.5 | 5.5 | 5 | 3 | -0.5 | 0.06 | 1,049 | 14,968 | 82 | 9.72 | 0 |
m2005-C-3000 | 8 | 9 | 6.5 | 6.5 | 3 | 2.5 | 3.5 | -0.5 | 0.04 | 1,753 | 13,515 | -33 | 12.78 | 0 |
m2005-C-3050 | 7 | 7 | 5 | 5 | 1.5 | 1.5 | 3.5 | 0 | 0.02 | 2,215 | 24,343 | -1,039 | 13.2 | 0 |
m2005-C-3100 | 4.5 | 6 | 4 | 4 | 0.5 | 0.5 | 3.5 | 0 | 0.01 | 1,302 | 10,632 | -112 | 5.93 | 0 |
m2005-C-3150 | 4.5 | 5 | 3 | 3.5 | 0.5 | 0.5 | 3 | 0 | 0.01 | 5,023 | 52,989 | -846 | 19.86 | 0 |
m2005-P-2400 | 5 | 6 | 5 | 6 | 6 | 6 | 0 | 0 | -0.07 | 2,136 | 7,250 | 121 | 11.87 | 0 |
m2005-P-2450 | 8 | 8.5 | 7.5 | 8.5 | 11.5 | 11 | -3 | -0.5 | -0.12 | 1,309 | 2,603 | -244 | 10.53 | 0 |
m2005-P-2500 | 12 | 13.5 | 11 | 13 | 20 | 19.5 | -7 | -0.5 | -0.19 | 3,296 | 7,868 | 439 | 38.98 | 0 |
m2005-P-2550 | 19.5 | 23 | 18.5 | 23 | 33 | 32.5 | -10 | -0.5 | -0.28 | 2,287 | 9,158 | 433 | 46.71 | 0 |
m2005-P-2600 | 33.5 | 39 | 32 | 37.5 | 50.5 | 50 | -13 | -0.5 | -0.38 | 2,378 | 12,207 | -235 | 82 | 0 |
m2005-P-2650 | 55 | 64.5 | 52.5 | 62 | 73 | 73 | -11 | 0 | -0.49 | 2,446 | 9,748 | 48 | 139.88 | 0 |
m2005-P-2700 | 84.5 | 96 | 81.5 | 95 | 101 | 101.5 | -6 | 0.5 | -0.59 | 421 | 24,268 | 32 | 37.1 | 0 |
m2005-P-2750 | 120 | 134 | 118 | 132 | 134 | 134.5 | -2 | 0.5 | -0.69 | 339 | 12,321 | -25 | 42.47 | 0 |
m2005-P-2800 | 163.5 | 175.5 | 160.5 | 175.5 | 171 | 172.5 | 4.5 | 1.5 | -0.78 | 49 | 8,627 | -6 | 8.22 | 0 |
m2005-P-2850 | 203.5 | 221 | 203.5 | 219.5 | 212.5 | 214 | 7 | 1.5 | -0.85 | 90 | 1,525 | 0 | 19.09 | 0 |
m2005-P-2900 | 253.5 | 259.5 | 252.5 | 259.5 | 256 | 258 | 3.5 | 2 | -0.9 | 59 | 1,355 | 1 | 15.11 | 0 |
m2005-P-2950 | 302.5 | 315 | 296.5 | 315 | 302 | 304.5 | 13 | 2.5 | -0.94 | 52 | 931 | -11 | 15.8 | 0 |
m2005-P-3000 | 349 | 363 | 349 | 363 | 350 | 352.5 | 13 | 2.5 | -0.96 | 52 | 1,476 | -21 | 18.5 | 0 |
m2005-P-3050 | 398 | 411.5 | 391 | 411.5 | 398.5 | 401 | 13 | 2.5 | -0.99 | 64 | 754 | -46 | 25.47 | 0 |
m2005-P-3100 | 446 | 460 | 441 | 460 | 447.5 | 450.5 | 12.5 | 3 | -0.87 | 121 | 2,186 | -10 | 53.76 | 0 |
m2005-P-3150 | 497 | 500 | 490.5 | 500 | 497.5 | 500 | 2.5 | 2.5 | -1 | 90 | 422 | 0 | 44.66 | 0 |
m2007-C-2450 | 0 | 0 | 0 | 262.5 | 267.5 | 262.5 | -5 | -5 | 0.81 | 0 | 0 | 0 | 0 | 0 |
m2007-C-2500 | 0 | 0 | 0 | 225 | 230 | 225 | -5 | -5 | 0.76 | 0 | 0 | 0 | 0 | 0 |
m2007-C-2550 | 0 | 0 | 0 | 190.5 | 196 | 190.5 | -5.5 | -5.5 | 0.7 | 0 | 0 | 0 | 0 | 0 |
m2007-C-2600 | 0 | 0 | 0 | 159.5 | 165 | 159.5 | -5.5 | -5.5 | 0.63 | 0 | 2 | 0 | 0 | 0 |
m2007-C-2650 | 0 | 0 | 0 | 131.5 | 137 | 131.5 | -5.5 | -5.5 | 0.56 | 0 | 0 | 0 | 0 | 0 |
m2007-C-2700 | 0 | 0 | 0 | 107 | 112.5 | 107 | -5.5 | -5.5 | 0.5 | 0 | 21 | 0 | 0 | 0 |
m2007-C-2750 | 0 | 0 | 0 | 86.5 | 91.5 | 86.5 | -5 | -5 | 0.43 | 0 | 11 | 0 | 0 | 0 |
m2007-C-2800 | 0 | 0 | 0 | 68.5 | 73.5 | 68.5 | -5 | -5 | 0.36 | 0 | 13 | 0 | 0 | 0 |
m2007-C-2850 | 39.5 | 39.5 | 39.5 | 39.5 | 58 | 53.5 | -18.5 | -4.5 | 0.3 | 5 | 138 | 5 | 0.2 | 0 |
m2007-C-2900 | 32 | 32 | 32 | 32 | 45.5 | 41.5 | -13.5 | -4 | 0.25 | 5 | 368 | 5 | 0.16 | 0 |
m2007-C-2950 | 28.5 | 28.5 | 27 | 27 | 35 | 31.5 | -8 | -3.5 | 0.2 | 20 | 330 | 10 | 0.55 | 0 |
m2007-C-3000 | 23.5 | 24.5 | 23 | 23 | 27 | 24 | -4 | -3 | 0.16 | 342 | 1,222 | 220 | 8.33 | 0 |
m2007-C-3050 | 19.5 | 19.5 | 19 | 19 | 20.5 | 17.5 | -1.5 | -3 | 0.13 | 54 | 147 | 4 | 1.05 | 0 |
m2007-C-3100 | 0 | 0 | 0 | 13 | 15 | 13 | -2 | -2 | 0.1 | 0 | 140 | 0 | 0 | 0 |
m2007-C-3150 | 0 | 0 | 0 | 9.5 | 11 | 9.5 | -1.5 | -1.5 | 0.08 | 0 | 145 | 0 | 0 | 0 |
m2007-P-2450 | 0 | 0 | 0 | 31.5 | 33.5 | 31.5 | -2 | -2 | -0.19 | 0 | 15 | 0 | 0 | 0 |
m2007-P-2500 | 0 | 0 | 0 | 43.5 | 46 | 43.5 | -2.5 | -2.5 | -0.24 | 0 | 140 | 0 | 0 | 0 |
m2007-P-2550 | 0 | 0 | 0 | 59 | 61.5 | 59 | -2.5 | -2.5 | -0.3 | 0 | 54 | 0 | 0 | 0 |
m2007-P-2600 | 0 | 0 | 0 | 77.5 | 80 | 77.5 | -2.5 | -2.5 | -0.37 | 0 | 50 | 0 | 0 | 0 |
m2007-P-2650 | 0 | 0 | 0 | 99.5 | 102.5 | 99.5 | -3 | -3 | -0.43 | 0 | 20 | 0 | 0 | 0 |
m2007-P-2700 | 0 | 0 | 0 | 125 | 127.5 | 125 | -2.5 | -2.5 | -0.5 | 0 | 21 | 0 | 0 | 0 |
m2007-P-2750 | 0 | 0 | 0 | 154 | 156 | 154 | -2 | -2 | -0.57 | 0 | 40 | 0 | 0 | 0 |
m2007-P-2800 | 0 | 0 | 0 | 186 | 188 | 186 | -2 | -2 | -0.63 | 0 | 4 | 0 | 0 | 0 |
m2007-P-2850 | 0 | 0 | 0 | 221 | 222.5 | 221 | -1.5 | -1.5 | -0.69 | 0 | 4 | 0 | 0 | 0 |
m2007-P-2900 | 0 | 0 | 0 | 259 | 260 | 259 | -1 | -1 | -0.74 | 0 | 4 | 0 | 0 | 0 |
m2007-P-2950 | 0 | 0 | 0 | 299 | 299.5 | 299 | -0.5 | -0.5 | -0.79 | 0 | 0 | 0 | 0 | 0 |
m2007-P-3000 | 0 | 0 | 0 | 341 | 341 | 341 | 0 | 0 | -0.83 | 0 | 0 | 0 | 0 | 0 |
m2007-P-3050 | 0 | 0 | 0 | 384.5 | 384 | 384.5 | 0.5 | 0.5 | -0.87 | 0 | 0 | 0 | 0 | 0 |
m2007-P-3100 | 0 | 0 | 0 | 430 | 429 | 430 | 1 | 1 | -0.9 | 0 | 2 | 0 | 0 | 0 |
m2007-P-3150 | 0 | 0 | 0 | 476 | 475 | 476 | 1 | 1 | -0.93 | 0 | 0 | 0 | 0 | 0 |
m2008-C-2500 | 0 | 0 | 0 | 253 | 261.5 | 253 | -8.5 | -8.5 | 0.78 | 0 | 0 | 0 | 0 | 0 |
m2008-C-2550 | 0 | 0 | 0 | 217 | 226 | 217 | -9 | -9 | 0.73 | 0 | 0 | 0 | 0 | 0 |
m2008-C-2600 | 0 | 0 | 0 | 184.5 | 193.5 | 184.5 | -9 | -9 | 0.67 | 0 | 0 | 0 | 0 | 0 |
m2008-C-2650 | 0 | 0 | 0 | 154.5 | 164 | 154.5 | -9.5 | -9.5 | 0.6 | 0 | 5 | 0 | 0 | 0 |
m2008-C-2700 | 0 | 0 | 0 | 128.5 | 137.5 | 128.5 | -9 | -9 | 0.54 | 0 | 15 | 0 | 0 | 0 |
m2008-C-2750 | 0 | 0 | 0 | 105 | 114 | 105 | -9 | -9 | 0.47 | 0 | 35 | 0 | 0 | 0 |
m2008-C-2800 | 0 | 0 | 0 | 85 | 94 | 85 | -9 | -9 | 0.41 | 0 | 29 | 0 | 0 | 0 |
m2008-C-2850 | 0 | 0 | 0 | 68 | 76.5 | 68 | -8.5 | -8.5 | 0.35 | 0 | 38 | 0 | 0 | 0 |
m2008-C-2900 | 0 | 0 | 0 | 54 | 61.5 | 54 | -7.5 | -7.5 | 0.3 | 0 | 107 | 0 | 0 | 0 |
m2008-C-2950 | 44.5 | 44.5 | 44.5 | 44.5 | 49 | 42 | -4.5 | -7 | 0.25 | 1 | 49 | 0 | 0.04 | 0 |
m2008-C-3000 | 31 | 31 | 31 | 31 | 38.5 | 32.5 | -7.5 | -6 | 0.2 | 9 | 193 | 9 | 0.28 | 0 |
m2008-C-3050 | 24.5 | 24.5 | 24.5 | 24.5 | 30 | 25 | -5.5 | -5 | 0.16 | 5 | 316 | 5 | 0.12 | 0 |
m2008-C-3100 | 20 | 20 | 20 | 20 | 23.5 | 19 | -3.5 | -4.5 | 0.13 | 5 | 130 | 0 | 0.1 | 0 |
m2008-C-3150 | 16 | 16 | 16 | 16 | 18 | 14 | -2 | -4 | 0.1 | 5 | 109 | 0 | 0.08 | 0 |
m2008-P-2500 | 0 | 0 | 0 | 39 | 43.5 | 39 | -4.5 | -4.5 | -0.21 | 0 | 25 | 0 | 0 | 0 |
m2008-P-2550 | 0 | 0 | 0 | 53 | 58 | 53 | -5 | -5 | -0.27 | 0 | 121 | 0 | 0 | 0 |
m2008-P-2600 | 0 | 0 | 0 | 70 | 75 | 70 | -5 | -5 | -0.33 | 0 | 40 | 0 | 0 | 0 |
m2008-P-2650 | 0 | 0 | 0 | 90 | 95.5 | 90 | -5.5 | -5.5 | -0.39 | 0 | 35 | 0 | 0 | 0 |
m2008-P-2700 | 0 | 0 | 0 | 113.5 | 118.5 | 113.5 | -5 | -5 | -0.46 | 0 | 70 | 0 | 0 | 0 |
m2008-P-2750 | 0 | 0 | 0 | 140 | 145 | 140 | -5 | -5 | -0.52 | 0 | 35 | 0 | 0 | 0 |
m2008-P-2800 | 0 | 0 | 0 | 170 | 174.5 | 170 | -4.5 | -4.5 | -0.58 | 0 | 45 | 0 | 0 | 0 |
m2008-P-2850 | 0 | 0 | 0 | 202.5 | 207 | 202.5 | -4.5 | -4.5 | -0.64 | 0 | 55 | 0 | 0 | 0 |
m2008-P-2900 | 0 | 0 | 0 | 238 | 241.5 | 238 | -3.5 | -3.5 | -0.7 | 0 | 45 | 0 | 0 | 0 |
m2008-P-2950 | 0 | 0 | 0 | 276 | 279 | 276 | -3 | -3 | -0.75 | 0 | 30 | 0 | 0 | 0 |
m2008-P-3000 | 0 | 0 | 0 | 316.5 | 318.5 | 316.5 | -2 | -2 | -0.79 | 0 | 55 | 0 | 0 | 0 |
m2008-P-3050 | 0 | 0 | 0 | 358.5 | 360 | 358.5 | -1.5 | -1.5 | -0.83 | 0 | 8 | 0 | 0 | 0 |
m2008-P-3100 | 0 | 0 | 0 | 402.5 | 403 | 402.5 | -0.5 | -0.5 | -0.87 | 0 | 28 | 0 | 0 | 0 |
m2008-P-3150 | 0 | 0 | 0 | 447.5 | 447 | 447.5 | 0.5 | 0.5 | -0.9 | 0 | 9 | 0 | 0 | 0 |
m2009-C-2450 | 314 | 316.5 | 305 | 305 | 325.5 | 314.5 | -20.5 | -11 | 0.83 | 10 | 213 | -4 | 3.1 | 0 |
m2009-C-2500 | 0 | 0 | 0 | 276 | 288 | 276 | -12 | -12 | 0.78 | 0 | 131 | 0 | 0 | 0 |
m2009-C-2550 | 232.5 | 232.5 | 218 | 218 | 253 | 240 | -35 | -13 | 0.73 | 32 | 786 | 10 | 7.2 | 0 |
m2009-C-2600 | 193.5 | 195.5 | 193.5 | 195.5 | 221 | 206.5 | -25.5 | -14.5 | 0.68 | 7 | 761 | 0 | 1.36 | 0 |
m2009-C-2650 | 166.5 | 166.5 | 148.5 | 148.5 | 191 | 176.5 | -42.5 | -14.5 | 0.62 | 453 | 2,012 | -21 | 72.65 | 0 |
m2009-C-2700 | 140 | 140 | 123 | 125 | 164 | 149 | -39 | -15 | 0.56 | 697 | 12,688 | 276 | 93.11 | 0 |
m2009-C-2750 | 117.5 | 117.5 | 101.5 | 103.5 | 140 | 125 | -36.5 | -15 | 0.5 | 1,248 | 4,396 | 568 | 133.69 | 0 |
m2009-C-2800 | 100 | 101 | 86.5 | 87.5 | 118.5 | 103.5 | -31 | -15 | 0.44 | 1,735 | 5,378 | 472 | 161.64 | 0 |
m2009-C-2850 | 86 | 86 | 73.5 | 74.5 | 99.5 | 85 | -25 | -14.5 | 0.39 | 1,410 | 8,481 | 917 | 112.8 | 0 |
m2009-C-2900 | 74.5 | 76 | 64.5 | 66 | 83 | 69 | -17 | -14 | 0.33 | 2,359 | 11,398 | 1,466 | 164.47 | 0 |
m2009-C-2950 | 65.5 | 66.5 | 57 | 57 | 68.5 | 55.5 | -11.5 | -13 | 0.28 | 519 | 8,337 | 232 | 32.39 | 0 |
m2009-C-3000 | 59.5 | 59.5 | 51.5 | 52.5 | 56 | 44.5 | -3.5 | -11.5 | 0.24 | 1,414 | 9,495 | 714 | 77.93 | 0 |
m2009-C-3050 | 52 | 52 | 45.5 | 45.5 | 46 | 35 | -0.5 | -11 | 0.2 | 452 | 5,725 | 113 | 22.13 | 0 |
m2009-C-3100 | 46.5 | 47 | 41 | 41 | 37 | 27.5 | 4 | -9.5 | 0.16 | 544 | 5,336 | 71 | 24.25 | 0 |
m2009-C-3150 | 41.5 | 42.5 | 37 | 37 | 29.5 | 21.5 | 7.5 | -8 | 0.13 | 647 | 6,775 | -127 | 25.7 | 0 |
m2009-C-3200 | 39 | 40 | 34 | 35 | 23.5 | 16.5 | 11.5 | -7 | 0.11 | 3,998 | 43,059 | 2,328 | 147.39 | 0 |
m2009-P-2450 | 18.5 | 19 | 16 | 19 | 39.5 | 31 | -20.5 | -8.5 | -0.17 | 597 | 1,612 | -114 | 10.89 | 0 |
m2009-P-2500 | 25 | 26 | 23 | 25 | 51.5 | 42 | -26.5 | -9.5 | -0.21 | 696 | 907 | 233 | 17.35 | 0 |
m2009-P-2550 | 34.5 | 35 | 31.5 | 35 | 66.5 | 56 | -31.5 | -10.5 | -0.26 | 539 | 3,786 | 64 | 18.23 | 0 |
m2009-P-2600 | 48 | 49 | 45 | 47.5 | 83.5 | 72.5 | -36 | -11 | -0.31 | 371 | 3,577 | 107 | 17.39 | 0 |
m2009-P-2650 | 65 | 67 | 61 | 65.5 | 103.5 | 92 | -38 | -11.5 | -0.37 | 596 | 3,663 | -239 | 38.38 | 0 |
m2009-P-2700 | 89 | 90.5 | 84 | 88.5 | 126.5 | 114.5 | -38 | -12 | -0.43 | 754 | 9,798 | 256 | 66.89 | 0 |
m2009-P-2750 | 117 | 119 | 112 | 115.5 | 152 | 140 | -36.5 | -12 | -0.49 | 1,457 | 28,573 | 1,018 | 167.63 | 0 |
m2009-P-2800 | 148.5 | 152 | 143.5 | 150 | 180 | 168 | -30 | -12 | -0.55 | 259 | 3,861 | 98 | 38.31 | 0 |
m2009-P-2850 | 185 | 190 | 181 | 186.5 | 210.5 | 199.5 | -24 | -11 | -0.61 | 66 | 2,713 | -44 | 12.28 | 0 |
m2009-P-2900 | 224 | 227.5 | 221.5 | 227.5 | 244 | 233.5 | -16.5 | -10.5 | -0.66 | 54 | 847 | 1 | 12.02 | 0 |
m2009-P-2950 | 264.5 | 272 | 264.5 | 272 | 279.5 | 269.5 | -7.5 | -10 | -0.71 | 13 | 629 | -1 | 3.48 | 0 |
m2009-P-3000 | 301.5 | 305 | 301.5 | 305 | 317 | 308 | -12 | -9 | -0.76 | 2 | 242 | 0 | 0.61 | 0 |
m2009-P-3050 | 346.5 | 347.5 | 346.5 | 347.5 | 356 | 348.5 | -8.5 | -7.5 | -0.8 | 8 | 266 | -6 | 2.78 | 0 |
m2009-P-3100 | 392 | 394 | 392 | 394 | 397 | 390.5 | -3 | -6.5 | -0.83 | 18 | 249 | -3 | 7.06 | 0 |
m2009-P-3150 | 0 | 0 | 0 | 434.5 | 439.5 | 434.5 | -5 | -5 | -0.86 | 0 | 210 | 0 | 0 | 0 |
m2009-P-3200 | 483 | 483.5 | 483 | 483.5 | 483.5 | 479.5 | 0 | -4 | -0.89 | 16 | 1,826 | 0 | 7.73 | 0 |
m2011-C-2500 | 0 | 0 | 0 | 291.5 | 326.5 | 291.5 | -35 | -35 | 0.82 | 0 | 0 | 0 | 0 | 0 |
m2011-C-2550 | 0 | 0 | 0 | 253.5 | 292.5 | 253.5 | -39 | -39 | 0.77 | 0 | 0 | 0 | 0 | 0 |
m2011-C-2600 | 0 | 0 | 0 | 218.5 | 260.5 | 218.5 | -42 | -42 | 0.71 | 0 | 20 | 0 | 0 | 0 |
m2011-C-2650 | 0 | 0 | 0 | 186 | 231 | 186 | -45 | -45 | 0.66 | 0 | 15 | 0 | 0 | 0 |
m2011-C-2700 | 0 | 0 | 0 | 157 | 203.5 | 157 | -46.5 | -46.5 | 0.59 | 0 | 15 | 0 | 0 | 0 |
m2011-C-2750 | 0 | 0 | 0 | 131 | 178.5 | 131 | -47.5 | -47.5 | 0.53 | 0 | 15 | 0 | 0 | 0 |
m2011-C-2800 | 0 | 0 | 0 | 108.5 | 156 | 108.5 | -47.5 | -47.5 | 0.47 | 0 | 5 | 0 | 0 | 0 |
m2011-C-2850 | 0 | 0 | 0 | 88.5 | 135.5 | 88.5 | -47 | -47 | 0.41 | 0 | 10 | 0 | 0 | 0 |
m2011-C-2900 | 0 | 0 | 0 | 71.5 | 117 | 71.5 | -45.5 | -45.5 | 0.35 | 0 | 5 | 0 | 0 | 0 |
m2011-C-2950 | 0 | 0 | 0 | 57.5 | 100.5 | 57.5 | -43 | -43 | 0.3 | 0 | 24 | 0 | 0 | 0 |
m2011-C-3000 | 0 | 0 | 0 | 45.5 | 86 | 45.5 | -40.5 | -40.5 | 0.25 | 0 | 69 | 0 | 0 | 0 |
m2011-C-3050 | 0 | 0 | 0 | 35.5 | 73.5 | 35.5 | -38 | -38 | 0.21 | 0 | 93 | 0 | 0 | 0 |
m2011-C-3100 | 0 | 0 | 0 | 27.5 | 62 | 27.5 | -34.5 | -34.5 | 0.17 | 0 | 125 | 0 | 0 | 0 |
m2011-P-2500 | 32.5 | 32.5 | 32.5 | 32.5 | 65.5 | 32.5 | -33 | -33 | -0.18 | 5 | 15 | 5 | 0.16 | 0 |
m2011-P-2550 | 0 | 0 | 0 | 44 | 81 | 44 | -37 | -37 | -0.23 | 0 | 20 | 0 | 0 | 0 |
m2011-P-2600 | 0 | 0 | 0 | 58.5 | 99 | 58.5 | -40.5 | -40.5 | -0.28 | 0 | 126 | 0 | 0 | 0 |
m2011-P-2650 | 0 | 0 | 0 | 76 | 119 | 76 | -43 | -43 | -0.34 | 0 | 91 | 0 | 0 | 0 |
m2011-P-2700 | 0 | 0 | 0 | 96.5 | 141 | 96.5 | -44.5 | -44.5 | -0.4 | 0 | 40 | 0 | 0 | 0 |
m2011-P-2750 | 0 | 0 | 0 | 120 | 166 | 120 | -46 | -46 | -0.46 | 0 | 25 | 0 | 0 | 0 |
m2011-P-2800 | 0 | 0 | 0 | 147 | 192.5 | 147 | -45.5 | -45.5 | -0.52 | 0 | 15 | 0 | 0 | 0 |
m2011-P-2850 | 0 | 0 | 0 | 177 | 222 | 177 | -45 | -45 | -0.58 | 0 | 14 | 0 | 0 | 0 |
m2011-P-2900 | 0 | 0 | 0 | 209.5 | 253 | 209.5 | -43.5 | -43.5 | -0.64 | 0 | 60 | 0 | 0 | 0 |
m2011-P-2950 | 0 | 0 | 0 | 245 | 286.5 | 245 | -41.5 | -41.5 | -0.69 | 0 | 45 | 0 | 0 | 0 |
m2011-P-3000 | 0 | 0 | 0 | 282.5 | 321.5 | 282.5 | -39 | -39 | -0.74 | 0 | 25 | 0 | 0 | 0 |
m2011-P-3050 | 0 | 0 | 0 | 322.5 | 358.5 | 322.5 | -36 | -36 | -0.79 | 0 | 24 | 0 | 0 | 0 |
m2011-P-3100 | 0 | 0 | 0 | 364 | 397 | 364 | -33 | -33 | -0.83 | 0 | 15 | 0 | 0 | 0 |
m2012-C-2550 | 0 | 0 | 0 | 274.5 | 285 | 274.5 | -10.5 | -10.5 | 0.78 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2600 | 0 | 0 | 0 | 238.5 | 250 | 238.5 | -11.5 | -11.5 | 0.73 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2650 | 0 | 0 | 0 | 205.5 | 218 | 205.5 | -12.5 | -12.5 | 0.67 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2700 | 0 | 0 | 0 | 175.5 | 188.5 | 175.5 | -13 | -13 | 0.62 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2750 | 0 | 0 | 0 | 148.5 | 161.5 | 148.5 | -13 | -13 | 0.56 | 0 | 5 | 0 | 0 | 0 |
m2012-C-2800 | 0 | 0 | 0 | 124.5 | 137.5 | 124.5 | -13 | -13 | 0.5 | 0 | 10 | 0 | 0 | 0 |
m2012-C-2850 | 0 | 0 | 0 | 103.5 | 116 | 103.5 | -12.5 | -12.5 | 0.44 | 0 | 20 | 0 | 0 | 0 |
m2012-C-2900 | 0 | 0 | 0 | 85 | 97 | 85 | -12 | -12 | 0.39 | 0 | 15 | 0 | 0 | 0 |
m2012-C-2950 | 0 | 0 | 0 | 69 | 80.5 | 69 | -11.5 | -11.5 | 0.33 | 0 | 11 | 0 | 0 | 0 |
m2012-C-3000 | 0 | 0 | 0 | 56 | 66.5 | 56 | -10.5 | -10.5 | 0.28 | 0 | 16 | 0 | 0 | 0 |
m2012-C-3050 | 0 | 0 | 0 | 44.5 | 54.5 | 44.5 | -10 | -10 | 0.24 | 0 | 36 | 0 | 0 | 0 |
m2012-C-3100 | 0 | 0 | 0 | 35.5 | 44.5 | 35.5 | -9 | -9 | 0.2 | 0 | 113 | 0 | 0 | 0 |
m2012-P-2550 | 43.5 | 43.5 | 43.5 | 43.5 | 51 | 43.5 | -7.5 | -7.5 | -0.21 | 5 | 5 | 5 | 0.22 | 0 |
m2012-P-2600 | 0 | 0 | 0 | 57 | 66 | 57 | -9 | -9 | -0.26 | 0 | 0 | 0 | 0 | 0 |
m2012-P-2650 | 0 | 0 | 0 | 73.5 | 83 | 73.5 | -9.5 | -9.5 | -0.32 | 0 | 95 | 0 | 0 | 0 |
m2012-P-2700 | 0 | 0 | 0 | 93.5 | 103 | 93.5 | -9.5 | -9.5 | -0.37 | 0 | 70 | 0 | 0 | 0 |
m2012-P-2750 | 0 | 0 | 0 | 116 | 126 | 116 | -10 | -10 | -0.43 | 0 | 55 | 0 | 0 | 0 |
m2012-P-2800 | 0 | 0 | 0 | 141.5 | 151.5 | 141.5 | -10 | -10 | -0.49 | 0 | 10 | 0 | 0 | 0 |
m2012-P-2850 | 0 | 0 | 0 | 169.5 | 179.5 | 169.5 | -10 | -10 | -0.55 | 0 | 10 | 0 | 0 | 0 |
m2012-P-2900 | 0 | 0 | 0 | 201 | 210 | 201 | -9 | -9 | -0.61 | 0 | 5 | 0 | 0 | 0 |
m2012-P-2950 | 0 | 0 | 0 | 235 | 243.5 | 235 | -8.5 | -8.5 | -0.66 | 0 | 5 | 0 | 0 | 0 |
m2012-P-3000 | 0 | 0 | 0 | 271 | 279 | 271 | -8 | -8 | -0.71 | 0 | 0 | 0 | 0 | 0 |
m2012-P-3050 | 0 | 0 | 0 | 309.5 | 316.5 | 309.5 | -7 | -7 | -0.75 | 0 | 0 | 0 | 0 | 0 |
m2012-P-3100 | 0 | 0 | 0 | 350 | 356 | 350 | -6 | -6 | -0.79 | 0 | 0 | 0 | 0 | 0 |
m2101-C-2500 | 0 | 0 | 0 | 324 | 333.5 | 324 | -9.5 | -9.5 | 0.81 | 0 | 26 | 0 | 0 | 0 |
m2101-C-2550 | 0 | 0 | 0 | 286 | 296.5 | 286 | -10.5 | -10.5 | 0.77 | 0 | 5 | 0 | 0 | 0 |
m2101-C-2600 | 0 | 0 | 0 | 251 | 262 | 251 | -11 | -11 | 0.72 | 0 | 10 | 0 | 0 | 0 |
m2101-C-2650 | 0 | 0 | 0 | 218.5 | 229.5 | 218.5 | -11 | -11 | 0.67 | 0 | 5 | 0 | 0 | 0 |
m2101-C-2700 | 0 | 0 | 0 | 188.5 | 200 | 188.5 | -11.5 | -11.5 | 0.62 | 0 | 5 | 0 | 0 | 0 |
m2101-C-2750 | 0 | 0 | 0 | 161.5 | 173 | 161.5 | -11.5 | -11.5 | 0.56 | 0 | 15 | 0 | 0 | 0 |
m2101-C-2800 | 0 | 0 | 0 | 137.5 | 149 | 137.5 | -11.5 | -11.5 | 0.51 | 0 | 20 | 0 | 0 | 0 |
m2101-C-2850 | 0 | 0 | 0 | 115.5 | 127 | 115.5 | -11.5 | -11.5 | 0.45 | 0 | 12 | 0 | 0 | 0 |
m2101-C-2900 | 110 | 110 | 110 | 110 | 108 | 97 | 2 | -11 | 0.4 | 1 | 23 | -1 | 0.11 | 0 |
m2101-C-2950 | 0 | 0 | 0 | 80.5 | 91 | 80.5 | -10.5 | -10.5 | 0.35 | 0 | 5 | 0 | 0 | 0 |
m2101-C-3000 | 0 | 0 | 0 | 66 | 76 | 66 | -10 | -10 | 0.31 | 0 | 41 | 0 | 0 | 0 |
m2101-C-3050 | 76 | 76 | 76 | 76 | 63 | 54 | 13 | -9 | 0.26 | 4 | 96 | -4 | 0.3 | 0 |
m2101-P-2500 | 34.5 | 34.5 | 34.5 | 34.5 | 43 | 37.5 | -8.5 | -5.5 | -0.18 | 10 | 91 | 10 | 0.35 | 0 |
m2101-P-2550 | 45 | 45 | 45 | 45 | 55.5 | 49.5 | -10.5 | -6 | -0.22 | 11 | 59 | 0 | 0.5 | 0 |
m2101-P-2600 | 0 | 0 | 0 | 63.5 | 70.5 | 63.5 | -7 | -7 | -0.27 | 0 | 129 | 0 | 0 | 0 |
m2101-P-2650 | 0 | 0 | 0 | 80.5 | 88 | 80.5 | -7.5 | -7.5 | -0.32 | 0 | 20 | 0 | 0 | 0 |
m2101-P-2700 | 100 | 100 | 100 | 100 | 108 | 100.5 | -8 | -7.5 | -0.37 | 1 | 30 | 0 | 0.1 | 0 |
m2101-P-2750 | 0 | 0 | 0 | 123 | 130.5 | 123 | -7.5 | -7.5 | -0.43 | 0 | 41 | 0 | 0 | 0 |
m2101-P-2800 | 0 | 0 | 0 | 148 | 156 | 148 | -8 | -8 | -0.48 | 0 | 50 | 0 | 0 | 0 |
m2101-P-2850 | 0 | 0 | 0 | 176 | 183.5 | 176 | -7.5 | -7.5 | -0.54 | 0 | 12 | 0 | 0 | 0 |
m2101-P-2900 | 0 | 0 | 0 | 207 | 214 | 207 | -7 | -7 | -0.59 | 0 | 4 | 0 | 0 | 0 |
m2101-P-2950 | 0 | 0 | 0 | 240 | 246.5 | 240 | -6.5 | -6.5 | -0.64 | 0 | 36 | 0 | 0 | 0 |
m2101-P-3000 | 0 | 0 | 0 | 275 | 281 | 275 | -6 | -6 | -0.69 | 0 | 16 | 0 | 0 | 0 |
m2101-P-3050 | 0 | 0 | 0 | 312.5 | 318 | 312.5 | -5.5 | -5.5 | -0.73 | 0 | 4 | 0 | 0 | 0 |
62,752 | 508,596 | 9,055 | 2,702.17 | 0 | ||||||||||
62,752 | 508,596 | 9,055 | 2,702.17 | 0 | ||||||||||
隐含波动率参考值 | ||||||||||||||
合约系列 | 隐含波动率(%) | |||||||||||||
c2005 | 11.95 | |||||||||||||
c2007 | 10.92 | |||||||||||||
c2009 | 9.26 | |||||||||||||
c2011 | 8.96 | |||||||||||||
c2101 | 8.64 | |||||||||||||
i2004 | 27.13 | |||||||||||||
i2005 | 30.48 | |||||||||||||
i2006 | 26.94 | |||||||||||||
i2007 | 31.55 | |||||||||||||
i2008 | 31.55 | |||||||||||||
i2009 | 27.27 | |||||||||||||
i2010 | 27.27 | |||||||||||||
i2011 | 24.75 | |||||||||||||
i2012 | 24.75 | |||||||||||||
i2101 | 26.4 | |||||||||||||
m2005 | 17.73 | |||||||||||||
m2007 | 19.46 | |||||||||||||
m2008 | 17.8 | |||||||||||||
m2009 | 17.49 | |||||||||||||
m2011 | 14.07 | |||||||||||||
m2012 | 14.06 | |||||||||||||
m2101 | 14.31 |
(来源:大连商品交易所)