Warrant Implied Volatility
Top20 Average Implied Volatility
Code | Underlying | Historial Volatility 30 (%) |
Type | Avg IV of Warrants (<3 months to Maturity) (%) |
Compare with last week(%) |
Avg IV of Warrants (>3 months to Maturity) (%) |
Compare with last week(%) |
---|---|---|---|---|---|---|---|
HSI | HSI | 28.485 | C | 27.008 | -1.970% | 32.255 | +1.515% |
P | 29.193 | +2.088% | 31.797 | +4.295% | |||
00700 | TENCENT | 36.882 | C | 34.398 | -1.378% | 37.652 | -5.951% |
P | 33.166 | -2.506% | 32.697 | -0.807% | |||
03690 | MEITUAN-W | 58.033 | C | 56.157 | -5.802% | 58.574 | -10.111% |
P | 55.942 | -0.079% | 0.000 | - | |||
09988 | BABA-SW | 45.550 | C | 42.321 | -5.313% | 42.398 | -10.582% |
P | 41.704 | +0.351% | 0.000 | - | |||
00388 | HKEX | 44.293 | C | 42.961 | -0.824% | 41.519 | -9.191% |
P | 40.815 | -1.107% | 0.000 | - | |||
01810 | XIAOMI-W | 47.082 | C | 46.515 | -7.446% | 46.681 | -10.447% |
P | 48.147 | -0.219% | 0.000 | - | |||
01211 | BYD COMPANY | 43.608 | C | 42.358 | -2.044% | 47.372 | -4.806% |
P | 42.490 | +0.984% | 0.000 | - | |||
01299 | AIA | 38.432 | C | 36.975 | +0.246% | 35.195 | -10.227% |
P | 35.972 | -0.385% | 34.659 | - | |||
00175 | GEELY AUTO | 57.905 | C | 57.577 | +0.420% | 64.545 | -8.364% |
P | 0.000 | - | 0.000 | - | |||
02318 | PING AN | 46.436 | C | 40.397 | -5.195% | 42.818 | -1.824% |
P | 45.372 | +1.616% | 0.000 | - | |||
09618 | JD-SW | 60.382 | C | 56.384 | +0.192% | 55.782 | -7.692% |
P | 53.630 | +1.838% | 0.000 | - | |||
00941 | CHINA MOBILE | 25.913 | C | 25.467 | +2.897% | 24.886 | +0.976% |
P | 21.239 | +0.855% | 21.024 | -7.408% | |||
09961 | TRIP.COM-S | 61.181 | C | 63.587 | -0.647% | 59.936 | -2.877% |
P | 63.027 | - | 0.000 | - | |||
02015 | LI AUTO-W | 79.700 | C | 81.517 | +1.156% | 70.366 | -10.447% |
P | 89.797 | +1.776% | 71.329 | -15.414% | |||
02628 | CHINA LIFE | 52.716 | C | 48.099 | +1.270% | 0.000 | - |
P | 50.227 | +0.386% | 0.000 | - | |||
00005 | HSBC HOLDINGS | 25.638 | C | 25.319 | -1.798% | 25.159 | -8.757% |
P | 26.198 | -4.128% | 32.876 | +8.345% | |||
01024 | KUAISHOU-W | 55.663 | C | 55.199 | -0.177% | 0.000 | - |
P | 55.091 | +0.239% | 52.280 | -6.246% | |||
02840 | SPDR GOLD TRUST | 28.021 | C | 20.217 | +1.027% | 21.894 | -4.336% |
P | 19.261 | -5.034% | 0.000 | - | |||
09888 | BIDU-SW | 52.029 | C | 48.517 | -1.391% | 0.000 | - |
P | 49.270 | +1.026% | 32.622 | -37.401% | |||
00354 | CHINASOFT INT'L | 79.460 | C | 79.234 | +4.749% | 0.000 | - |
P | 0.000 | - | 0.000 | - |
Last Update Time: 2024-11-05