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 | 23.890 | C | 23.168 | +9.427% | 26.459 | +39.058% |
| P | 23.876 | +6.204% | 27.359 | +23.911% | |||
| 00700 | TENCENT | 42.604 | C | 41.873 | +7.409% | 41.704 | +3.784% |
| P | 43.559 | +2.979% | 42.091 | +2.177% | |||
| 03690 | MEITUAN-W | 57.359 | C | 57.597 | +2.850% | 56.102 | -1.113% |
| P | 60.181 | -1.048% | 57.545 | -1.050% | |||
| 09988 | BABA-SW | 46.602 | C | 44.666 | +6.193% | 0.000 | - |
| P | 47.513 | +3.303% | 41.079 | -6.695% | |||
| 00388 | HKEX | 34.556 | C | 35.453 | +2.765% | 32.293 | +2.334% |
| P | 35.388 | +3.755% | 37.977 | +2.405% | |||
| 02318 | PING AN | 38.350 | C | 37.794 | +5.254% | 0.000 | - |
| P | 48.447 | +26.259% | 61.139 | - | |||
| 09618 | JD-SW | 49.173 | C | 47.295 | +2.827% | 45.308 | +9.768% |
| P | 50.463 | -0.139% | 45.782 | -5.461% | |||
| 01211 | BYD COMPANY | 58.521 | C | 60.158 | -1.273% | 51.985 | -9.940% |
| P | 63.021 | +0.286% | 67.204 | -0.295% | |||
| 01024 | KUAISHOU-W | 78.756 | C | 77.726 | -4.494% | 71.942 | -7.609% |
| P | 82.205 | +0.676% | 0.000 | - | |||
| NDX | NASDAQ 100 | 0.000 | C | 0.000 | - | 0.000 | - |
| P | 0.000 | - | 0.000 | - | |||
| 00005 | HSBC HOLDINGS | 27.197 | C | 27.116 | +5.927% | 27.277 | - |
| P | 27.066 | +2.497% | 29.986 | +10.955% | |||
| 02333 | GREATWALL MOTOR | 63.924 | C | 65.045 | -2.818% | 69.007 | +16.603% |
| P | 69.570 | +1.303% | 0.000 | - | |||
| 00175 | GEELY AUTO | 53.200 | C | 53.232 | -1.215% | 46.333 | -2.291% |
| P | 55.510 | +0.200% | 38.451 | -19.340% | |||
| 02269 | WUXI BIO | 58.035 | C | 58.258 | +0.291% | 55.555 | -1.253% |
| P | 0.000 | - | 0.000 | - | |||
| 01810 | XIAOMI-W | 45.923 | C | 43.815 | +1.403% | 42.224 | -0.132% |
| P | 42.648 | +1.557% | 39.932 | -2.156% | |||
| 01299 | AIA | 31.899 | C | 30.864 | +0.796% | 27.460 | +4.281% |
| P | 33.282 | +5.617% | 34.317 | +5.377% | |||
| SPX | 0.000 | C | 0.000 | - | 0.000 | - | |
| P | 0.000 | - | 0.000 | - | |||
| 09626 | BILIBILI-SW | 72.358 | C | 70.506 | +0.492% | 0.000 | - |
| P | 73.049 | +2.917% | 72.982 | - | |||
| 00914 | ANHUI CONCH | 40.193 | C | 40.412 | -2.803% | 40.950 | -8.037% |
| P | 0.000 | - | 0.000 | - | |||
| 09888 | BIDU-SW | 48.749 | C | 48.145 | +0.570% | 45.968 | -0.324% |
| P | 48.892 | -0.350% | 43.360 | -3.735% |
Last Update Time: 2021-09-17
