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 | 42.724 | C | 42.486 | +4.703% | 40.996 | +12.634% |
| P | 44.151 | +9.634% | 56.492 | +23.392% | |||
| 09988 | BABA-SW | 46.401 | C | 45.406 | +2.285% | 47.465 | +7.764% |
| P | 47.294 | +1.362% | 43.122 | +5.458% | |||
| 03690 | MEITUAN-W | 57.428 | C | 58.120 | +7.032% | 58.695 | +12.961% |
| P | 56.110 | +3.121% | 0.000 | - | |||
| 00388 | HKEX | 39.686 | C | 39.920 | +4.691% | 44.694 | +11.896% |
| P | 38.990 | +10.181% | 0.000 | - | |||
| 01810 | XIAOMI-W | 63.231 | C | 61.274 | -0.728% | 65.371 | -4.631% |
| P | 58.093 | -2.033% | 67.444 | -1.417% | |||
| HSI | HSI | 22.322 | C | 21.976 | +10.717% | 23.550 | +20.421% |
| P | 28.236 | +7.482% | 40.298 | +19.216% | |||
| 01211 | BYD COMPANY | 73.134 | C | 72.759 | +5.244% | 70.306 | +10.268% |
| P | 72.155 | +0.722% | 0.000 | - | |||
| 09618 | JD-SW | 51.232 | C | 53.715 | +2.724% | 50.556 | +0.340% |
| P | 53.099 | +2.525% | 51.077 | +0.286% | |||
| 09999 | NTES-S | 45.843 | C | 45.772 | +1.004% | 43.580 | -2.859% |
| P | 47.684 | +1.593% | 0.000 | - | |||
| 00175 | GEELY AUTO | 66.651 | C | 66.299 | +7.136% | 141.994 | +134.702% |
| P | 64.884 | -0.699% | 0.000 | - | |||
| 02318 | PING AN | 30.338 | C | 30.209 | +2.076% | 30.259 | +1.658% |
| P | 30.298 | -2.145% | 30.277 | -1.085% | |||
| 00005 | HSBC HOLDINGS | 37.094 | C | 32.989 | +3.393% | 40.448 | +12.672% |
| P | 40.684 | -0.318% | 47.848 | - | |||
| 00941 | CHINA MOBILE | 50.063 | C | 46.886 | +1.628% | 50.246 | -2.723% |
| P | 39.820 | -2.979% | 42.911 | +3.326% | |||
| 02333 | GREATWALL MOTOR | 80.587 | C | 79.684 | +4.459% | 0.000 | - |
| P | 0.000 | - | 0.000 | - | |||
| 01299 | AIA | 34.228 | C | 34.595 | +1.665% | 35.907 | -17.672% |
| P | 36.733 | +2.416% | 0.000 | - | |||
| 00981 | SMIC | 81.894 | C | 80.049 | -3.467% | 81.608 | -8.297% |
| P | 89.046 | -2.460% | 0.000 | - | |||
| 00241 | ALI HEALTH | 65.363 | C | 64.221 | +3.055% | 72.309 | +26.656% |
| P | 64.843 | -2.665% | 0.000 | - | |||
| 02382 | SUNNY OPTICAL | 58.691 | C | 59.376 | +1.341% | 65.296 | +17.388% |
| P | 60.644 | -1.024% | 0.000 | - | |||
| 00489 | DONGFENG GROUP | 81.778 | C | 80.111 | +0.430% | 85.937 | +5.322% |
| P | 0.000 | - | 0.000 | - | |||
| 01918 | SUNAC | 60.645 | C | 62.497 | +0.623% | 56.598 | +0.391% |
| P | 58.962 | - | 0.000 | - |
Last Update Time: 2021-01-25
