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(%) |
|---|---|---|---|---|---|---|---|
| 00700 | TENCENT | 31.551 | C | 30.896 | -0.228% | 29.799 | -3.979% |
| P | 35.261 | -0.048% | 33.729 | -3.735% | |||
| 09988 | BABA-SW | 35.447 | C | 34.951 | -5.510% | 33.540 | -12.950% |
| P | 39.865 | -3.401% | 34.190 | -8.622% | |||
| 03690 | MEITUAN-W | 35.314 | C | 34.013 | -20.470% | 38.817 | -21.909% |
| P | 50.953 | +8.781% | 59.347 | +12.215% | |||
| 00005 | HSBC HOLDINGS | 30.864 | C | 30.731 | +1.691% | 0.000 | - |
| P | 27.919 | +2.534% | 0.000 | - | |||
| HSI | HSI | 25.649 | C | 24.605 | -0.535% | 29.335 | +5.436% |
| P | 29.038 | -3.115% | 34.049 | -28.744% | |||
| 00388 | HKEX | 31.019 | C | 29.882 | +2.922% | 31.932 | +9.490% |
| P | 33.509 | +1.619% | 33.367 | -3.721% | |||
| 02318 | PING AN | 28.253 | C | 26.130 | -3.998% | 28.325 | -4.736% |
| P | 27.706 | -0.490% | 24.203 | +0.617% | |||
| 01810 | XIAOMI-W | 42.160 | C | 41.154 | -6.063% | 41.644 | -13.816% |
| P | 47.213 | +3.547% | 49.005 | +4.456% | |||
| 00981 | SMIC | 61.735 | C | 60.745 | -1.765% | 61.282 | -10.240% |
| P | 69.343 | -3.526% | 0.000 | - | |||
| 01177 | SINO BIOPHARM | 50.303 | C | 51.695 | -0.564% | 51.921 | -0.486% |
| P | 57.876 | -4.551% | 58.777 | +8.843% | |||
| 00941 | CHINA MOBILE | 33.443 | C | 30.963 | +10.011% | 30.785 | +18.362% |
| P | 32.705 | -11.809% | 31.029 | -29.562% | |||
| 01299 | AIA | 35.193 | C | 30.536 | -1.569% | 0.000 | - |
| P | 35.781 | +4.613% | 51.617 | +40.336% | |||
| 00027 | GALAXY ENT | 41.172 | C | 40.868 | -4.184% | 38.573 | -5.808% |
| P | 51.618 | +1.675% | 51.800 | +2.544% | |||
| 01918 | SUNAC | 56.625 | C | 55.349 | -3.031% | 0.000 | - |
| P | 61.761 | -4.106% | 0.000 | - | |||
| 01833 | INTIME | 59.990 | C | 59.423 | -5.395% | 58.432 | -16.973% |
| P | 0.000 | - | 0.000 | - | |||
| 02382 | SUNNY OPTICAL | 59.642 | C | 59.394 | +0.279% | 57.450 | +2.358% |
| P | 58.701 | -1.222% | 57.074 | +2.237% | |||
| 00175 | GEELY AUTO | 57.123 | C | 57.794 | +5.733% | 0.000 | - |
| P | 39.659 | -19.488% | 43.811 | +41.786% | |||
| 01928 | SANDS CHINA LTD | 44.044 | C | 43.069 | -9.555% | 0.000 | - |
| P | 47.664 | +14.785% | 48.332 | +8.933% | |||
| 06060 | ZA ONLINE | 69.359 | C | 65.146 | -1.472% | 0.000 | - |
| P | 0.000 | - | 0.000 | - | |||
| 01093 | CSPC PHARMA | 54.494 | C | 51.200 | -3.713% | 0.000 | - |
| P | 65.475 | +14.015% | 59.950 | +21.842% |
Last Update Time: 2020-05-29
