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 | 27.368 | C | 26.962 | +2.097% | 25.559 | +6.322% |
| P | 28.547 | -3.518% | 24.715 | -7.776% | |||
| HSI | HSI | 20.451 | C | 18.488 | +9.370% | 18.217 | +20.286% |
| P | 21.292 | +2.500% | 19.723 | +6.568% | |||
| 03690 | MEITUAN-W | 43.669 | C | 42.135 | +3.753% | 43.453 | -4.308% |
| P | 43.885 | -2.098% | 0.000 | - | |||
| 02318 | PING AN | 25.297 | C | 24.828 | +1.016% | 20.617 | +4.853% |
| P | 24.008 | -2.157% | 23.259 | +5.364% | |||
| 00388 | HKEX | 27.930 | C | 26.973 | +5.040% | 26.817 | +17.166% |
| P | 27.742 | -1.967% | 25.033 | -0.787% | |||
| 01299 | AIA | 29.225 | C | 29.432 | +7.443% | 26.745 | +24.640% |
| P | 28.269 | -2.888% | 27.238 | -2.046% | |||
| 01810 | XIAOMI-W | 41.239 | C | 36.706 | +1.605% | 33.779 | +1.908% |
| P | 37.852 | -3.844% | 39.630 | +3.969% | |||
| 00005 | HSBC HOLDINGS | 19.324 | C | 19.987 | +4.715% | 16.661 | -0.745% |
| P | 20.296 | +0.338% | 20.011 | +2.739% | |||
| 02382 | SUNNY OPTICAL | 51.780 | C | 50.367 | -0.787% | 43.734 | +3.420% |
| P | 54.407 | -1.232% | 0.000 | - | |||
| 02018 | AAC ACOUSTIC | 55.199 | C | 56.379 | +2.736% | 43.904 | -7.390% |
| P | 52.047 | -1.222% | 50.396 | -6.111% | |||
| 00981 | SMIC | 51.300 | C | 51.579 | +1.796% | 48.982 | -4.143% |
| P | 0.000 | - | 0.000 | - | |||
| 03888 | KINGSOFT | 55.032 | C | 56.747 | -0.351% | 52.260 | +1.275% |
| P | 62.731 | +1.104% | 0.000 | - | |||
| 00941 | CHINA MOBILE | 23.429 | C | 21.155 | +2.050% | 19.473 | -3.722% |
| P | 20.753 | +2.034% | 24.868 | +23.809% | |||
| 00175 | GEELY AUTO | 46.530 | C | 43.035 | -2.929% | 38.258 | -10.378% |
| P | 48.338 | +0.468% | 53.311 | +30.259% | |||
| 02628 | CHINA LIFE | 28.945 | C | 28.583 | +1.901% | 25.919 | -2.044% |
| P | 31.726 | -0.925% | 28.016 | +2.867% | |||
| 01093 | CSPC PHARMA | 51.707 | C | 51.110 | +2.507% | 49.047 | -5.441% |
| P | 52.953 | -2.174% | 0.000 | - | |||
| 02822 | CSOP A50 ETF | 26.901 | C | 22.441 | +3.935% | 25.317 | -7.335% |
| P | 25.397 | +4.562% | 0.000 | - | |||
| 01918 | SUNAC | 43.804 | C | 44.318 | -1.465% | 40.234 | +0.535% |
| P | 53.007 | +0.608% | 52.459 | - | |||
| 00027 | GALAXY ENT | 36.620 | C | 38.496 | -0.670% | 33.776 | +3.662% |
| P | 37.022 | -2.014% | 30.085 | -1.541% | |||
| 00823 | LINK REIT | 26.051 | C | 25.803 | +1.391% | 24.413 | +11.189% |
| P | 26.452 | -1.138% | 25.674 | +39.738% |
Last Update Time: 2019-11-14
