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 | 267.5 | 268.5 | 261.5 | 261.5 | 237 | 259 | 24.5 | 22 | 0.96 | 22 | 1,173 | -20 | 5.87 | 1 |
m2005-C-2450 | 212 | 223.5 | 208 | 208 | 192 | 212.5 | 16 | 20.5 | 0.92 | 77 | 589 | -2 | 16.74 | 0 |
m2005-C-2500 | 165.5 | 172.5 | 161 | 161 | 150.5 | 169 | 10.5 | 18.5 | 0.85 | 27 | 992 | -19 | 4.51 | 0 |
m2005-C-2550 | 108.5 | 129.5 | 108.5 | 116.5 | 114 | 129.5 | 2.5 | 15.5 | 0.76 | 98 | 1,114 | -19 | 11.95 | 0 |
m2005-C-2600 | 79 | 90 | 77.5 | 77.5 | 82.5 | 95 | -5 | 12.5 | 0.65 | 416 | 3,431 | 178 | 34.38 | 0 |
m2005-C-2650 | 50 | 58.5 | 46 | 46 | 57 | 66.5 | -11 | 9.5 | 0.53 | 2,425 | 6,708 | 860 | 130.3 | 0 |
m2005-C-2700 | 31 | 37.5 | 30 | 30 | 38 | 44.5 | -8 | 6.5 | 0.4 | 4,752 | 14,113 | -340 | 159.11 | 0 |
m2005-C-2750 | 19 | 24 | 19 | 19.5 | 24 | 28 | -4.5 | 4 | 0.29 | 5,564 | 19,212 | 1,257 | 119.06 | 0 |
m2005-C-2800 | 12 | 15.5 | 12 | 13 | 14 | 17 | -1 | 3 | 0.2 | 4,297 | 25,567 | 376 | 60.4 | 0 |
m2005-C-2850 | 9.5 | 11.5 | 9.5 | 9.5 | 8 | 9.5 | 1.5 | 1.5 | 0.12 | 2,573 | 14,080 | -272 | 26.42 | 0 |
m2005-C-2900 | 7 | 9 | 7 | 8 | 4.5 | 5 | 3.5 | 0.5 | 0.07 | 1,262 | 14,193 | 171 | 10.18 | 0 |
m2005-C-2950 | 6.5 | 7.5 | 6.5 | 7 | 2 | 2.5 | 5 | 0.5 | 0.04 | 1,221 | 15,365 | 19 | 8.53 | 0 |
m2005-C-3000 | 5.5 | 6.5 | 5.5 | 6 | 1 | 1 | 5 | 0 | 0.02 | 872 | 11,700 | -55 | 5.17 | 0 |
m2005-C-3050 | 5 | 5.5 | 4.5 | 5 | 0.5 | 0.5 | 4.5 | 0 | 0.01 | 2,762 | 26,320 | -245 | 13.59 | 0 |
m2005-C-3100 | 4 | 4.5 | 4 | 4 | 0.5 | 0.5 | 3.5 | 0 | 0.01 | 877 | 9,614 | -101 | 3.67 | 0 |
m2005-C-3150 | 3 | 4 | 3 | 3.5 | 0.5 | 0.5 | 3 | 0 | 0.01 | 4,195 | 55,612 | 768 | 14.79 | 0 |
m2005-P-2400 | 4 | 4 | 2.5 | 4 | 4.5 | 2.5 | -0.5 | -2 | -0.04 | 4,939 | 7,460 | -925 | 16.19 | 0 |
m2005-P-2450 | 5.5 | 5.5 | 4.5 | 5.5 | 9.5 | 6 | -4 | -3.5 | -0.08 | 1,524 | 2,901 | -23 | 7.65 | 0 |
m2005-P-2500 | 10 | 10 | 7 | 8 | 18 | 12 | -10 | -6 | -0.14 | 1,292 | 6,144 | -121 | 9.69 | 0 |
m2005-P-2550 | 16 | 16.5 | 11 | 13 | 31 | 22.5 | -18 | -8.5 | -0.24 | 2,587 | 8,746 | -177 | 31.65 | 0 |
m2005-P-2600 | 26.5 | 26.5 | 21.5 | 24.5 | 49.5 | 38 | -25 | -11.5 | -0.35 | 1,607 | 12,039 | -222 | 37.01 | 0 |
m2005-P-2650 | 49.5 | 49.5 | 40 | 46.5 | 74 | 59.5 | -27.5 | -14.5 | -0.47 | 2,105 | 10,987 | 158 | 90.23 | 0 |
m2005-P-2700 | 77 | 77 | 67.5 | 77 | 104.5 | 87.5 | -27.5 | -17 | -0.59 | 1,059 | 24,107 | -17 | 77.1 | 0 |
m2005-P-2750 | 120 | 120 | 106 | 115 | 140.5 | 121 | -25.5 | -19.5 | -0.71 | 418 | 12,206 | -65 | 46.05 | 0 |
m2005-P-2800 | 153 | 159 | 153 | 159 | 181 | 159.5 | -22 | -21.5 | -0.8 | 44 | 8,626 | 0 | 6.93 | 0 |
m2005-P-2850 | 200 | 206 | 191 | 205 | 225 | 202.5 | -20 | -22.5 | -0.87 | 118 | 1,430 | -2 | 23.33 | 0 |
m2005-P-2900 | 0 | 0 | 0 | 248 | 271 | 248 | -23 | -23 | -0.93 | 0 | 1,321 | 0 | 0 | 0 |
m2005-P-2950 | 295.5 | 298.5 | 293.5 | 298.5 | 319 | 295.5 | -20.5 | -23.5 | -0.96 | 60 | 903 | 0 | 17.8 | 0 |
m2005-P-3000 | 338 | 342.5 | 338 | 342.5 | 368 | 344 | -25.5 | -24 | -0.99 | 30 | 1,448 | 0 | 10.23 | 0 |
m2005-P-3050 | 387 | 387 | 387 | 387 | 417.5 | 393.5 | -30.5 | -24 | -0.87 | 10 | 671 | 0 | 3.87 | 0 |
m2005-P-3100 | 0 | 0 | 0 | 443 | 467 | 443 | -24 | -24 | -1 | 0 | 2,217 | 0 | 0 | 0 |
m2005-P-3150 | 486.5 | 498 | 486.5 | 498 | 517 | 493 | -19 | -24 | -1 | 60 | 397 | 10 | 29.53 | 0 |
m2007-C-2450 | 0 | 0 | 0 | 262 | 243.5 | 262 | 18.5 | 18.5 | 0.82 | 0 | 0 | 0 | 0 | 0 |
m2007-C-2500 | 0 | 0 | 0 | 224.5 | 206.5 | 224.5 | 18 | 18 | 0.76 | 0 | 0 | 0 | 0 | 0 |
m2007-C-2550 | 0 | 0 | 0 | 189.5 | 172.5 | 189.5 | 17 | 17 | 0.7 | 0 | 0 | 0 | 0 | 0 |
m2007-C-2600 | 0 | 0 | 0 | 158.5 | 142 | 158.5 | 16.5 | 16.5 | 0.63 | 0 | 2 | 0 | 0 | 0 |
m2007-C-2650 | 0 | 0 | 0 | 130.5 | 115.5 | 130.5 | 15 | 15 | 0.57 | 0 | 0 | 0 | 0 | 0 |
m2007-C-2700 | 0 | 0 | 0 | 106 | 92 | 106 | 14 | 14 | 0.5 | 0 | 21 | 0 | 0 | 0 |
m2007-C-2750 | 0 | 0 | 0 | 85 | 72.5 | 85 | 12.5 | 12.5 | 0.43 | 0 | 11 | 0 | 0 | 0 |
m2007-C-2800 | 0 | 0 | 0 | 67.5 | 56.5 | 67.5 | 11 | 11 | 0.36 | 0 | 13 | 0 | 0 | 0 |
m2007-C-2850 | 84.5 | 84.5 | 39.5 | 39.5 | 43 | 52.5 | -3.5 | 9.5 | 0.3 | 3 | 119 | 1 | 0.18 | 0 |
m2007-C-2900 | 0 | 0 | 0 | 40.5 | 32.5 | 40.5 | 8 | 8 | 0.25 | 0 | 196 | 0 | 0 | 0 |
m2007-C-2950 | 28 | 29.5 | 28 | 29.5 | 24 | 30.5 | 5.5 | 6.5 | 0.2 | 24 | 259 | -10 | 0.69 | 0 |
m2007-C-3000 | 0 | 0 | 0 | 23 | 17.5 | 23 | 5.5 | 5.5 | 0.16 | 0 | 1,197 | 0 | 0 | 0 |
m2007-C-3050 | 0 | 0 | 0 | 17 | 12.5 | 17 | 4.5 | 4.5 | 0.13 | 0 | 148 | 0 | 0 | 0 |
m2007-C-3100 | 0 | 0 | 0 | 12.5 | 9 | 12.5 | 3.5 | 3.5 | 0.1 | 0 | 140 | 0 | 0 | 0 |
m2007-C-3150 | 13 | 13 | 13 | 13 | 6 | 9 | 7 | 3 | 0.07 | 5 | 144 | 2 | 0.07 | 0 |
m2007-P-2450 | 0 | 0 | 0 | 30 | 30.5 | 30 | -0.5 | -0.5 | -0.18 | 0 | 25 | 0 | 0 | 0 |
m2007-P-2500 | 0 | 0 | 0 | 42 | 43 | 42 | -1 | -1 | -0.24 | 0 | 135 | 0 | 0 | 0 |
m2007-P-2550 | 0 | 0 | 0 | 57 | 59 | 57 | -2 | -2 | -0.3 | 0 | 54 | 0 | 0 | 0 |
m2007-P-2600 | 0 | 0 | 0 | 75.5 | 78.5 | 75.5 | -3 | -3 | -0.36 | 0 | 50 | 0 | 0 | 0 |
m2007-P-2650 | 0 | 0 | 0 | 97.5 | 101.5 | 97.5 | -4 | -4 | -0.43 | 0 | 20 | 0 | 0 | 0 |
m2007-P-2700 | 0 | 0 | 0 | 123 | 128 | 123 | -5 | -5 | -0.5 | 0 | 21 | 0 | 0 | 0 |
m2007-P-2750 | 0 | 0 | 0 | 152 | 158.5 | 152 | -6.5 | -6.5 | -0.57 | 0 | 40 | 0 | 0 | 0 |
m2007-P-2800 | 0 | 0 | 0 | 184 | 192 | 184 | -8 | -8 | -0.63 | 0 | 4 | 0 | 0 | 0 |
m2007-P-2850 | 0 | 0 | 0 | 219 | 228.5 | 219 | -9.5 | -9.5 | -0.69 | 0 | 4 | 0 | 0 | 0 |
m2007-P-2900 | 0 | 0 | 0 | 257 | 267.5 | 257 | -10.5 | -10.5 | -0.75 | 0 | 4 | 0 | 0 | 0 |
m2007-P-2950 | 0 | 0 | 0 | 297 | 309 | 297 | -12 | -12 | -0.8 | 0 | 0 | 0 | 0 | 0 |
m2007-P-3000 | 0 | 0 | 0 | 339 | 352.5 | 339 | -13.5 | -13.5 | -0.84 | 0 | 0 | 0 | 0 | 0 |
m2007-P-3050 | 0 | 0 | 0 | 383 | 397.5 | 383 | -14.5 | -14.5 | -0.87 | 0 | 0 | 0 | 0 | 0 |
m2007-P-3100 | 0 | 0 | 0 | 428.5 | 444 | 428.5 | -15.5 | -15.5 | -0.9 | 0 | 2 | 0 | 0 | 0 |
m2007-P-3150 | 0 | 0 | 0 | 475 | 491 | 475 | -16 | -16 | -0.93 | 0 | 0 | 0 | 0 | 0 |
m2008-C-2500 | 0 | 0 | 0 | 258 | 249 | 258 | 9 | 9 | 0.78 | 0 | 0 | 0 | 0 | 0 |
m2008-C-2550 | 0 | 0 | 0 | 222 | 214 | 222 | 8 | 8 | 0.73 | 0 | 0 | 0 | 0 | 0 |
m2008-C-2600 | 0 | 0 | 0 | 189.5 | 182 | 189.5 | 7.5 | 7.5 | 0.67 | 0 | 0 | 0 | 0 | 0 |
m2008-C-2650 | 0 | 0 | 0 | 159.5 | 153.5 | 159.5 | 6 | 6 | 0.61 | 0 | 5 | 0 | 0 | 0 |
m2008-C-2700 | 0 | 0 | 0 | 133 | 128 | 133 | 5 | 5 | 0.54 | 0 | 15 | 0 | 0 | 0 |
m2008-C-2750 | 0 | 0 | 0 | 110 | 105.5 | 110 | 4.5 | 4.5 | 0.48 | 0 | 35 | 0 | 0 | 0 |
m2008-C-2800 | 0 | 0 | 0 | 89.5 | 86 | 89.5 | 3.5 | 3.5 | 0.42 | 0 | 29 | 0 | 0 | 0 |
m2008-C-2850 | 0 | 0 | 0 | 72.5 | 69 | 72.5 | 3.5 | 3.5 | 0.36 | 0 | 38 | 0 | 0 | 0 |
m2008-C-2900 | 0 | 0 | 0 | 58 | 55 | 58 | 3 | 3 | 0.31 | 0 | 122 | 0 | 0 | 0 |
m2008-C-2950 | 39 | 39 | 39 | 39 | 43.5 | 45.5 | -4.5 | 2 | 0.26 | 5 | 293 | 0 | 0.2 | 0 |
m2008-C-3000 | 32 | 32 | 32 | 32 | 34 | 35.5 | -2 | 1.5 | 0.21 | 15 | 267 | 5 | 0.48 | 0 |
m2008-C-3050 | 0 | 0 | 0 | 27.5 | 26.5 | 27.5 | 1 | 1 | 0.17 | 0 | 292 | 0 | 0 | 0 |
m2008-C-3100 | 25 | 25 | 24.5 | 24.5 | 20 | 21 | 4.5 | 1 | 0.14 | 21 | 135 | 0 | 0.52 | 0 |
m2008-C-3150 | 0 | 0 | 0 | 16 | 15 | 16 | 1 | 1 | 0.11 | 0 | 102 | 0 | 0 | 0 |
m2008-P-2500 | 0 | 0 | 0 | 41 | 45 | 41 | -4 | -4 | -0.22 | 0 | 25 | 0 | 0 | 0 |
m2008-P-2550 | 0 | 0 | 0 | 55 | 60 | 55 | -5 | -5 | -0.27 | 0 | 121 | 0 | 0 | 0 |
m2008-P-2600 | 0 | 0 | 0 | 72 | 77.5 | 72 | -5.5 | -5.5 | -0.33 | 0 | 40 | 0 | 0 | 0 |
m2008-P-2650 | 0 | 0 | 0 | 92 | 98.5 | 92 | -6.5 | -6.5 | -0.39 | 0 | 35 | 0 | 0 | 0 |
m2008-P-2700 | 0 | 0 | 0 | 115.5 | 123 | 115.5 | -7.5 | -7.5 | -0.45 | 0 | 70 | 0 | 0 | 0 |
m2008-P-2750 | 0 | 0 | 0 | 142 | 150 | 142 | -8 | -8 | -0.52 | 0 | 35 | 0 | 0 | 0 |
m2008-P-2800 | 0 | 0 | 0 | 171.5 | 180.5 | 171.5 | -9 | -9 | -0.58 | 0 | 45 | 0 | 0 | 0 |
m2008-P-2850 | 0 | 0 | 0 | 204 | 213.5 | 204 | -9.5 | -9.5 | -0.64 | 0 | 55 | 0 | 0 | 0 |
m2008-P-2900 | 0 | 0 | 0 | 239 | 249.5 | 239 | -10.5 | -10.5 | -0.69 | 0 | 45 | 0 | 0 | 0 |
m2008-P-2950 | 0 | 0 | 0 | 276.5 | 287.5 | 276.5 | -11 | -11 | -0.74 | 0 | 30 | 0 | 0 | 0 |
m2008-P-3000 | 0 | 0 | 0 | 316.5 | 328 | 316.5 | -11.5 | -11.5 | -0.79 | 0 | 55 | 0 | 0 | 0 |
m2008-P-3050 | 0 | 0 | 0 | 358.5 | 370 | 358.5 | -11.5 | -11.5 | -0.82 | 0 | 8 | 0 | 0 | 0 |
m2008-P-3100 | 0 | 0 | 0 | 401.5 | 413.5 | 401.5 | -12 | -12 | -0.86 | 0 | 28 | 0 | 0 | 0 |
m2008-P-3150 | 0 | 0 | 0 | 446.5 | 458.5 | 446.5 | -12 | -12 | -0.89 | 0 | 9 | 0 | 0 | 0 |
m2009-C-2450 | 314 | 316 | 306 | 306 | 302.5 | 312 | 3.5 | 9.5 | 0.84 | 30 | 468 | -27 | 9.28 | 0 |
m2009-C-2500 | 273 | 274.5 | 273 | 274 | 264.5 | 272.5 | 9.5 | 8 | 0.79 | 31 | 262 | 31 | 8.47 | 0 |
m2009-C-2550 | 228 | 233 | 219 | 219 | 228.5 | 236 | -9.5 | 7.5 | 0.74 | 49 | 906 | 0 | 11.2 | 0 |
m2009-C-2600 | 194 | 198 | 189 | 189.5 | 196 | 202 | -6.5 | 6 | 0.69 | 55 | 1,222 | 4 | 10.68 | 0 |
m2009-C-2650 | 161 | 166 | 154.5 | 155.5 | 166 | 171.5 | -10.5 | 5.5 | 0.63 | 188 | 2,244 | 73 | 30.1 | 0 |
m2009-C-2700 | 133.5 | 138 | 127 | 127 | 139.5 | 144 | -12.5 | 4.5 | 0.57 | 512 | 12,872 | 90 | 67.46 | 0 |
m2009-C-2750 | 114 | 116 | 106 | 106 | 116 | 119.5 | -10 | 3.5 | 0.5 | 1,086 | 6,242 | 327 | 121.22 | 0 |
m2009-C-2800 | 97 | 98 | 89.5 | 90 | 95.5 | 98 | -5.5 | 2.5 | 0.44 | 676 | 5,814 | 253 | 64.35 | 0 |
m2009-C-2850 | 81 | 84 | 77 | 77.5 | 77.5 | 80 | 0 | 2.5 | 0.38 | 532 | 6,549 | -84 | 42.62 | 0 |
m2009-C-2900 | 70 | 73 | 67.5 | 67.5 | 62.5 | 64 | 5 | 1.5 | 0.33 | 754 | 12,200 | -98 | 52.74 | 0 |
m2009-C-2950 | 63 | 63.5 | 59.5 | 59.5 | 50 | 51 | 9.5 | 1 | 0.28 | 155 | 8,344 | 15 | 9.53 | 0 |
m2009-C-3000 | 56 | 57.5 | 53.5 | 53.5 | 39.5 | 40 | 14 | 0.5 | 0.23 | 449 | 10,933 | -26 | 25.17 | 0 |
m2009-C-3050 | 50 | 51 | 48.5 | 48.5 | 31 | 31.5 | 17.5 | 0.5 | 0.19 | 269 | 6,004 | -37 | 13.4 | 0 |
m2009-C-3100 | 45 | 45.5 | 44 | 44 | 24 | 24 | 20 | 0 | 0.15 | 291 | 5,877 | 37 | 12.93 | 0 |
m2009-C-3150 | 40.5 | 42 | 40 | 40 | 18 | 18.5 | 22 | 0.5 | 0.12 | 498 | 6,734 | 5 | 20.09 | 0 |
m2009-C-3200 | 36.5 | 38.5 | 36.5 | 36.5 | 14 | 14 | 22.5 | 0 | 0.1 | 1,509 | 43,961 | 244 | 56.38 | 0 |
m2009-P-2450 | 17 | 17 | 16 | 17 | 31 | 27 | -14 | -4 | -0.15 | 263 | 1,922 | -47 | 4.33 | 0 |
m2009-P-2500 | 23 | 23.5 | 22.5 | 23.5 | 42.5 | 37.5 | -19 | -5 | -0.2 | 837 | 2,058 | -273 | 19.36 | 0 |
m2009-P-2550 | 31.5 | 33 | 31 | 33 | 56.5 | 51 | -23.5 | -5.5 | -0.25 | 613 | 4,024 | -74 | 19.54 | 0 |
m2009-P-2600 | 45 | 46 | 43.5 | 46 | 73.5 | 67 | -27.5 | -6.5 | -0.31 | 218 | 3,937 | 89 | 9.73 | 0 |
m2009-P-2650 | 64 | 65 | 62 | 65 | 93.5 | 86 | -28.5 | -7.5 | -0.37 | 164 | 3,945 | 50 | 10.43 | 0 |
m2009-P-2700 | 90 | 90 | 84.5 | 89 | 116.5 | 108 | -27.5 | -8.5 | -0.43 | 401 | 10,093 | -66 | 34.93 | 0 |
m2009-P-2750 | 114 | 117.5 | 110 | 117.5 | 142.5 | 133.5 | -25 | -9 | -0.49 | 1,468 | 30,009 | 628 | 167.28 | 0 |
m2009-P-2800 | 145.5 | 150.5 | 143 | 150 | 172 | 162 | -22 | -10 | -0.55 | 245 | 4,335 | 69 | 35.92 | 0 |
m2009-P-2850 | 181 | 187.5 | 179.5 | 186.5 | 204 | 193 | -17.5 | -11 | -0.61 | 139 | 2,786 | -9 | 25.63 | 0 |
m2009-P-2900 | 222 | 226.5 | 218.5 | 226.5 | 238.5 | 227.5 | -12 | -11 | -0.67 | 38 | 857 | -16 | 8.46 | 0 |
m2009-P-2950 | 259.5 | 265 | 256 | 264 | 275.5 | 264 | -11.5 | -11.5 | -0.72 | 21 | 648 | -14 | 5.43 | 0 |
m2009-P-3000 | 0 | 0 | 0 | 303 | 315 | 303 | -12 | -12 | -0.77 | 0 | 282 | 0 | 0 | 0 |
m2009-P-3050 | 0 | 0 | 0 | 344 | 356 | 344 | -12 | -12 | -0.81 | 0 | 304 | 0 | 0 | 0 |
m2009-P-3100 | 0 | 0 | 0 | 386.5 | 399 | 386.5 | -12.5 | -12.5 | -0.84 | 0 | 472 | 0 | 0 | 0 |
m2009-P-3150 | 439 | 440 | 436 | 440 | 443.5 | 430.5 | -3.5 | -13 | -0.88 | 31 | 231 | 3 | 13.61 | 0 |
m2009-P-3200 | 0 | 0 | 0 | 476 | 489 | 476 | -13 | -13 | -0.9 | 0 | 1,812 | 0 | 0 | 0 |
m2011-C-2500 | 0 | 0 | 0 | 306 | 301 | 306 | 5 | 5 | 0.79 | 0 | 0 | 0 | 0 | 0 |
m2011-C-2550 | 0 | 0 | 0 | 270.5 | 266 | 270.5 | 4.5 | 4.5 | 0.74 | 0 | 0 | 0 | 0 | 0 |
m2011-C-2600 | 0 | 0 | 0 | 237 | 234 | 237 | 3 | 3 | 0.69 | 0 | 20 | 0 | 0 | 0 |
m2011-C-2650 | 0 | 0 | 0 | 206 | 204 | 206 | 2 | 2 | 0.64 | 0 | 15 | 0 | 0 | 0 |
m2011-C-2700 | 0 | 0 | 0 | 178 | 177 | 178 | 1 | 1 | 0.59 | 0 | 15 | 0 | 0 | 0 |
m2011-C-2750 | 0 | 0 | 0 | 152.5 | 152.5 | 152.5 | 0 | 0 | 0.53 | 0 | 15 | 0 | 0 | 0 |
m2011-C-2800 | 0 | 0 | 0 | 130 | 130.5 | 130 | -0.5 | -0.5 | 0.48 | 0 | 5 | 0 | 0 | 0 |
m2011-C-2850 | 0 | 0 | 0 | 109.5 | 111 | 109.5 | -1.5 | -1.5 | 0.43 | 0 | 10 | 0 | 0 | 0 |
m2011-C-2900 | 0 | 0 | 0 | 92 | 94 | 92 | -2 | -2 | 0.38 | 0 | 5 | 0 | 0 | 0 |
m2011-C-2950 | 0 | 0 | 0 | 76.5 | 78.5 | 76.5 | -2 | -2 | 0.33 | 0 | 19 | 0 | 0 | 0 |
m2011-C-3000 | 0 | 0 | 0 | 63 | 65.5 | 63 | -2.5 | -2.5 | 0.29 | 0 | 69 | 0 | 0 | 0 |
m2011-C-3050 | 0 | 0 | 0 | 52 | 54.5 | 52 | -2.5 | -2.5 | 0.25 | 0 | 93 | 0 | 0 | 0 |
m2011-C-3100 | 42.5 | 42.5 | 42.5 | 42.5 | 45 | 42.5 | -2.5 | -2.5 | 0.21 | 5 | 159 | 0 | 0.21 | 0 |
m2011-P-2500 | 0 | 0 | 0 | 47 | 55.5 | 47 | -8.5 | -8.5 | -0.21 | 0 | 25 | 0 | 0 | 0 |
m2011-P-2550 | 0 | 0 | 0 | 61 | 70.5 | 61 | -9.5 | -9.5 | -0.25 | 0 | 25 | 0 | 0 | 0 |
m2011-P-2600 | 0 | 0 | 0 | 77 | 88 | 77 | -11 | -11 | -0.3 | 0 | 126 | 0 | 0 | 0 |
m2011-P-2650 | 0 | 0 | 0 | 96 | 108 | 96 | -12 | -12 | -0.35 | 0 | 91 | 0 | 0 | 0 |
m2011-P-2700 | 0 | 0 | 0 | 117.5 | 130.5 | 117.5 | -13 | -13 | -0.4 | 0 | 40 | 0 | 0 | 0 |
m2011-P-2750 | 0 | 0 | 0 | 141.5 | 155.5 | 141.5 | -14 | -14 | -0.46 | 0 | 25 | 0 | 0 | 0 |
m2011-P-2800 | 0 | 0 | 0 | 168.5 | 183 | 168.5 | -14.5 | -14.5 | -0.51 | 0 | 15 | 0 | 0 | 0 |
m2011-P-2850 | 0 | 0 | 0 | 198 | 213.5 | 198 | -15.5 | -15.5 | -0.56 | 0 | 14 | 0 | 0 | 0 |
m2011-P-2900 | 0 | 0 | 0 | 230 | 245.5 | 230 | -15.5 | -15.5 | -0.61 | 0 | 60 | 0 | 0 | 0 |
m2011-P-2950 | 0 | 0 | 0 | 264 | 280 | 264 | -16 | -16 | -0.66 | 0 | 45 | 0 | 0 | 0 |
m2011-P-3000 | 0 | 0 | 0 | 300.5 | 317 | 300.5 | -16.5 | -16.5 | -0.7 | 0 | 25 | 0 | 0 | 0 |
m2011-P-3050 | 0 | 0 | 0 | 339 | 355.5 | 339 | -16.5 | -16.5 | -0.74 | 0 | 24 | 0 | 0 | 0 |
m2011-P-3100 | 0 | 0 | 0 | 379 | 395.5 | 379 | -16.5 | -16.5 | -0.78 | 0 | 15 | 0 | 0 | 0 |
m2012-C-2550 | 0 | 0 | 0 | 300 | 297 | 300 | 3 | 3 | 0.74 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2600 | 0 | 0 | 0 | 266.5 | 264 | 266.5 | 2.5 | 2.5 | 0.7 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2650 | 0 | 0 | 0 | 235.5 | 233.5 | 235.5 | 2 | 2 | 0.65 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2700 | 0 | 0 | 0 | 207 | 205.5 | 207 | 1.5 | 1.5 | 0.61 | 0 | 0 | 0 | 0 | 0 |
m2012-C-2750 | 0 | 0 | 0 | 180.5 | 180 | 180.5 | 0.5 | 0.5 | 0.56 | 0 | 5 | 0 | 0 | 0 |
m2012-C-2800 | 0 | 0 | 0 | 157 | 156.5 | 157 | 0.5 | 0.5 | 0.51 | 0 | 10 | 0 | 0 | 0 |
m2012-C-2850 | 0 | 0 | 0 | 135.5 | 135.5 | 135.5 | 0 | 0 | 0.46 | 0 | 20 | 0 | 0 | 0 |
m2012-C-2900 | 0 | 0 | 0 | 116.5 | 116.5 | 116.5 | 0 | 0 | 0.42 | 0 | 15 | 0 | 0 | 0 |
m2012-C-2950 | 0 | 0 | 0 | 99.5 | 100 | 99.5 | -0.5 | -0.5 | 0.37 | 0 | 16 | 0 | 0 | 0 |
m2012-C-3000 | 0 | 0 | 0 | 84.5 | 85 | 84.5 | -0.5 | -0.5 | 0.33 | 0 | 16 | 0 | 0 | 0 |
m2012-C-3050 | 0 | 0 | 0 | 71 | 72 | 71 | -1 | -1 | 0.29 | 0 | 36 | 0 | 0 | 0 |
m2012-C-3100 | 60 | 60 | 60 | 60 | 61 | 60 | -1 | -1 | 0.26 | 1 | 113 | 1 | 0.06 | 0 |
m2012-P-2550 | 0 | 0 | 0 | 67 | 72.5 | 67 | -5.5 | -5.5 | -0.25 | 0 | 20 | 0 | 0 | 0 |
m2012-P-2600 | 0 | 0 | 0 | 83 | 89.5 | 83 | -6.5 | -6.5 | -0.29 | 0 | 0 | 0 | 0 | 0 |
m2012-P-2650 | 0 | 0 | 0 | 101.5 | 108.5 | 101.5 | -7 | -7 | -0.34 | 0 | 90 | 0 | 0 | 0 |
m2012-P-2700 | 0 | 0 | 0 | 122.5 | 130 | 122.5 | -7.5 | -7.5 | -0.39 | 0 | 70 | 0 | 0 | 0 |
m2012-P-2750 | 0 | 0 | 0 | 146 | 154 | 146 | -8 | -8 | -0.43 | 0 | 55 | 0 | 0 | 0 |
m2012-P-2800 | 0 | 0 | 0 | 172 | 180.5 | 172 | -8.5 | -8.5 | -0.48 | 0 | 10 | 0 | 0 | 0 |
m2012-P-2850 | 0 | 0 | 0 | 200 | 209 | 200 | -9 | -9 | -0.53 | 0 | 10 | 0 | 0 | 0 |
m2012-P-2900 | 0 | 0 | 0 | 230.5 | 239.5 | 230.5 | -9 | -9 | -0.57 | 0 | 0 | 0 | 0 | 0 |
m2012-P-2950 | 0 | 0 | 0 | 263 | 272.5 | 263 | -9.5 | -9.5 | -0.62 | 0 | 0 | 0 | 0 | 0 |
m2012-P-3000 | 0 | 0 | 0 | 297.5 | 307.5 | 297.5 | -10 | -10 | -0.66 | 0 | 0 | 0 | 0 | 0 |
m2012-P-3050 | 0 | 0 | 0 | 334 | 344 | 334 | -10 | -10 | -0.7 | 0 | 0 | 0 | 0 | 0 |
m2012-P-3100 | 0 | 0 | 0 | 372.5 | 382.5 | 372.5 | -10 | -10 | -0.74 | 0 | 0 | 0 | 0 | 0 |
m2101-C-2500 | 0 | 0 | 0 | 348.5 | 343 | 348.5 | 5.5 | 5.5 | 0.78 | 0 | 26 | 0 | 0 | 0 |
m2101-C-2550 | 0 | 0 | 0 | 313 | 308.5 | 313 | 4.5 | 4.5 | 0.74 | 0 | 5 | 0 | 0 | 0 |
m2101-C-2600 | 0 | 0 | 0 | 280 | 276 | 280 | 4 | 4 | 0.7 | 0 | 34 | 0 | 0 | 0 |
m2101-C-2650 | 0 | 0 | 0 | 249 | 246 | 249 | 3 | 3 | 0.65 | 0 | 5 | 0 | 0 | 0 |
m2101-C-2700 | 0 | 0 | 0 | 220.5 | 218 | 220.5 | 2.5 | 2.5 | 0.61 | 0 | 6 | 0 | 0 | 0 |
m2101-C-2750 | 0 | 0 | 0 | 194 | 192.5 | 194 | 1.5 | 1.5 | 0.56 | 0 | 15 | 0 | 0 | 0 |
m2101-C-2800 | 0 | 0 | 0 | 170 | 169 | 170 | 1 | 1 | 0.52 | 0 | 20 | 0 | 0 | 0 |
m2101-C-2850 | 0 | 0 | 0 | 148.5 | 147.5 | 148.5 | 1 | 1 | 0.48 | 0 | 16 | 0 | 0 | 0 |
m2101-C-2900 | 0 | 0 | 0 | 129 | 128.5 | 129 | 0.5 | 0.5 | 0.43 | 0 | 61 | 0 | 0 | 0 |
m2101-C-2950 | 0 | 0 | 0 | 111 | 111 | 111 | 0 | 0 | 0.39 | 0 | 22 | 0 | 0 | 0 |
m2101-C-3000 | 0 | 0 | 0 | 95.5 | 96 | 95.5 | -0.5 | -0.5 | 0.35 | 0 | 54 | 0 | 0 | 0 |
m2101-C-3050 | 0 | 0 | 0 | 82 | 82.5 | 82 | -0.5 | -0.5 | 0.31 | 0 | 190 | 0 | 0 | 0 |
m2101-P-2500 | 0 | 0 | 0 | 59 | 64.5 | 59 | -5.5 | -5.5 | -0.22 | 0 | 101 | 0 | 0 | 0 |
m2101-P-2550 | 0 | 0 | 0 | 73 | 79.5 | 73 | -6.5 | -6.5 | -0.25 | 0 | 64 | 0 | 0 | 0 |
m2101-P-2600 | 0 | 0 | 0 | 89.5 | 96.5 | 89.5 | -7 | -7 | -0.29 | 0 | 129 | 0 | 0 | 0 |
m2101-P-2650 | 0 | 0 | 0 | 108 | 116 | 108 | -8 | -8 | -0.34 | 0 | 22 | 0 | 0 | 0 |
m2101-P-2700 | 0 | 0 | 0 | 129 | 137.5 | 129 | -8.5 | -8.5 | -0.38 | 0 | 36 | 0 | 0 | 0 |
m2101-P-2750 | 0 | 0 | 0 | 152.5 | 161.5 | 152.5 | -9 | -9 | -0.43 | 0 | 51 | 0 | 0 | 0 |
m2101-P-2800 | 0 | 0 | 0 | 178 | 187.5 | 178 | -9.5 | -9.5 | -0.47 | 0 | 46 | 0 | 0 | 0 |
m2101-P-2850 | 0 | 0 | 0 | 206 | 216 | 206 | -10 | -10 | -0.52 | 0 | 12 | 0 | 0 | 0 |
m2101-P-2900 | 0 | 0 | 0 | 236 | 246.5 | 236 | -10.5 | -10.5 | -0.56 | 0 | 6 | 0 | 0 | 0 |
m2101-P-2950 | 0 | 0 | 0 | 268 | 278.5 | 268 | -10.5 | -10.5 | -0.6 | 0 | 36 | 0 | 0 | 0 |
m2101-P-3000 | 0 | 0 | 0 | 302 | 313 | 302 | -11 | -11 | -0.64 | 0 | 16 | 0 | 0 | 0 |
m2101-P-3050 | 0 | 0 | 0 | 337.5 | 349 | 337.5 | -11.5 | -11.5 | -0.68 | 0 | 4 | 0 | 0 | 0 |
58,894 | 526,694 | 2,318 | 1,944.6 | 1 | ||||||||||
58,894 | 526,694 | 2,318 | 1,944.6 | 1 | ||||||||||
隐含波动率参考值 | ||||||||||||||
合约系列 | 隐含波动率(%) | |||||||||||||
c2005 | 11.96 | |||||||||||||
c2007 | 10.24 | |||||||||||||
c2009 | 9.83 | |||||||||||||
c2011 | 9.28 | |||||||||||||
c2101 | 9.41 | |||||||||||||
i2004 | 34.97 | |||||||||||||
i2005 | 34.19 | |||||||||||||
i2006 | 23.55 | |||||||||||||
i2007 | 23.55 | |||||||||||||
i2008 | 27.85 | |||||||||||||
i2009 | 27.85 | |||||||||||||
i2010 | 27.85 | |||||||||||||
i2011 | 26.94 | |||||||||||||
i2012 | 24.68 | |||||||||||||
i2101 | 25.92 | |||||||||||||
i2102 | 25.92 | |||||||||||||
m2005 | 17.86 | |||||||||||||
m2007 | 20.56 | |||||||||||||
m2008 | 19.3 | |||||||||||||
m2009 | 17.47 | |||||||||||||
m2011 | 16.98 | |||||||||||||
m2012 | 17.9 | |||||||||||||
m2101 | 17.9 |
(来源:大连商品交易所)