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 | 20.397 | +1.650% | 23.899 | +2.434% |
P | 27.456 | -0.772% | 25.820 | -0.964% | |||
00700 | TENCENT | 36.548 | C | 35.604 | +2.719% | 35.866 | +2.151% |
P | 35.825 | -0.022% | 30.549 | -7.485% | |||
03690 | MEITUAN-W | 54.044 | C | 50.803 | +0.037% | 52.772 | -1.939% |
P | 52.300 | -2.016% | 52.974 | -24.372% | |||
01299 | AIA | 33.814 | C | 32.177 | -2.233% | 0.000 | - |
P | 33.471 | -0.903% | 31.669 | +2.093% | |||
09988 | BABA-SW | 40.223 | C | 37.109 | -0.705% | 39.130 | +10.597% |
P | 39.755 | -2.449% | 47.473 | -9.498% | |||
00388 | HKEX | 32.705 | C | 31.937 | -0.257% | 31.007 | +0.415% |
P | 30.921 | -0.942% | 29.971 | -3.417% | |||
01810 | XIAOMI-W | 44.949 | C | 44.462 | +2.371% | 44.502 | +5.891% |
P | 46.593 | +5.673% | 45.626 | +2.883% | |||
01024 | KUAISHOU-W | 55.543 | C | 53.761 | +4.322% | 56.331 | +6.612% |
P | 58.352 | +0.096% | 55.466 | -4.760% | |||
02318 | PING AN | 44.301 | C | 43.117 | +0.209% | 41.491 | -0.177% |
P | 40.113 | -1.523% | 40.225 | -13.552% | |||
09618 | JD-SW | 47.027 | C | 45.919 | -0.879% | 0.000 | - |
P | 54.705 | -2.413% | 0.000 | - | |||
00291 | CHINA RESOURCES | 43.048 | C | 44.874 | +2.157% | 0.000 | - |
P | 0.000 | - | 0.000 | - | |||
09961 | TRIP.COM-S | 43.438 | C | 43.807 | +0.938% | 37.091 | +11.998% |
P | 45.152 | -0.668% | 0.000 | - | |||
00005 | HSBC HOLDINGS | 21.873 | C | 20.453 | -1.134% | 18.424 | -2.508% |
P | 21.159 | +1.700% | 0.000 | - | |||
01211 | BYD COMPANY | 38.992 | C | 38.589 | +0.688% | 36.686 | -3.300% |
P | 40.130 | +0.933% | 43.494 | +24.095% | |||
00941 | CHINA MOBILE | 23.653 | C | 23.129 | +1.046% | 18.056 | -12.122% |
P | 20.882 | -2.789% | 0.000 | - | |||
09888 | BIDU-SW | 45.835 | C | 44.597 | -0.885% | 45.008 | +0.031% |
P | 45.646 | +1.348% | 0.000 | - | |||
00883 | CNOOC | 37.053 | C | 37.703 | +11.537% | 32.666 | +3.031% |
P | 31.343 | -4.663% | 0.000 | - | |||
02331 | LI NING | 67.108 | C | 60.835 | +4.970% | 0.000 | - |
P | 0.000 | - | 0.000 | - | |||
02015 | LI AUTO-W | 63.820 | C | 63.147 | +0.381% | 56.813 | -6.526% |
P | 65.796 | -0.075% | 69.967 | - | |||
00981 | SMIC | 52.394 | C | 50.218 | +1.246% | 38.939 | -15.430% |
P | 50.270 | +0.235% | 0.000 | - |
Last Update Time: 2024-03-19