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(%) |
|---|---|---|---|---|---|---|---|
| 09988 | BABA-SW | 40.722 | C | 40.073 | -3.218% | 41.269 | -9.417% |
| P | 43.741 | +0.274% | 44.047 | -6.676% | |||
| HSI | HSI | 23.421 | C | 22.228 | -0.810% | 21.994 | -3.133% |
| P | 24.513 | +0.751% | 25.122 | +3.449% | |||
| 00700 | TENCENT | 39.278 | C | 38.426 | +0.634% | 38.817 | +1.571% |
| P | 37.447 | +2.853% | 38.953 | +0.328% | |||
| 03690 | MEITUAN-W | 53.194 | C | 52.719 | -6.114% | 47.687 | -13.727% |
| P | 54.055 | -3.390% | 56.638 | +3.515% | |||
| 09618 | JD-SW | 47.383 | C | 47.547 | -1.295% | 45.375 | -3.319% |
| P | 49.738 | +0.119% | 50.922 | +3.163% | |||
| 01810 | XIAOMI-W | 56.093 | C | 54.596 | -0.253% | 53.933 | -29.946% |
| P | 51.271 | -0.667% | 48.001 | -2.170% | |||
| 00388 | HKEX | 35.532 | C | 35.183 | -4.118% | 34.764 | -7.576% |
| P | 34.854 | +2.786% | 36.328 | +4.503% | |||
| 00027 | GALAXY ENT | 41.053 | C | 42.060 | +0.224% | 39.903 | -1.687% |
| P | 40.766 | -0.889% | 43.163 | +0.395% | |||
| 02318 | PING AN | 25.369 | C | 25.699 | -3.121% | 23.130 | -7.986% |
| P | 28.466 | +4.068% | 30.461 | +2.477% | |||
| 00005 | HSBC HOLDINGS | 41.557 | C | 41.818 | -0.701% | 38.489 | -0.583% |
| P | 36.590 | +5.616% | 36.716 | +2.969% | |||
| 09999 | NTES-S | 42.574 | C | 41.889 | -2.800% | 40.529 | -7.665% |
| P | 47.517 | +2.522% | 43.924 | +1.079% | |||
| 00941 | CHINA MOBILE | 31.050 | C | 29.535 | -3.414% | 34.147 | +1.677% |
| P | 30.273 | +5.653% | 30.886 | +16.852% | |||
| 00939 | CCB | 29.602 | C | 29.177 | -1.452% | 34.382 | -22.425% |
| P | 30.546 | +6.276% | 27.565 | +46.438% | |||
| 01211 | BYD COMPANY | 66.225 | C | 66.964 | -2.240% | 0.000 | - |
| P | 70.684 | +0.156% | 0.000 | - | |||
| 01928 | SANDS CHINA LTD | 47.005 | C | 48.180 | +1.880% | 44.397 | +13.365% |
| P | 33.195 | +12.404% | 41.744 | +0.541% | |||
| 00968 | XINYI SOLAR | 71.348 | C | 67.907 | -1.581% | 0.000 | - |
| P | 0.000 | - | 0.000 | - | |||
| 01398 | ICBC | 29.568 | C | 28.832 | -1.444% | 30.153 | -11.587% |
| P | 29.459 | -14.801% | 31.915 | -3.716% | |||
| 02628 | CHINA LIFE | 38.880 | C | 37.354 | -2.755% | 38.479 | +1.338% |
| P | 40.533 | +1.480% | 43.517 | +2.770% | |||
| 00762 | CHINA UNICOM | 65.479 | C | 57.705 | +5.161% | 56.970 | +7.840% |
| P | 0.000 | - | 0.000 | - | |||
| 01801 | INNOVENT BIO-B | 86.703 | C | 86.165 | -2.944% | 84.020 | +4.925% |
| P | 0.000 | - | 0.000 | - |
Last Update Time: 2020-10-22
