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 | 26.178 | C | 22.643 | +0.908% | 33.762 | +5.307% |
| P | 30.369 | +1.660% | 33.108 | +6.097% | |||
| 00700 | TENCENT | 39.865 | C | 39.353 | -1.227% | 41.336 | -12.994% |
| P | 40.541 | -0.085% | 43.027 | -0.781% | |||
| 03690 | MEITUAN-W | 53.450 | C | 51.149 | +1.356% | 50.971 | -0.999% |
| P | 52.033 | +0.007% | 50.291 | +0.006% | |||
| 09988 | BABA-SW | 50.672 | C | 47.091 | -1.108% | 46.808 | -2.302% |
| P | 48.256 | +1.216% | 51.506 | +5.699% | |||
| NDX | NASDAQ 100 | 27.074 | C | 24.304 | -3.623% | 24.422 | - |
| P | 35.903 | +2.833% | 37.696 | - | |||
| 00941 | CHINA MOBILE | 29.661 | C | 26.087 | +1.998% | 23.027 | -10.138% |
| P | 27.947 | +1.716% | 0.000 | - | |||
| 01211 | BYD COMPANY | 47.783 | C | 47.452 | +0.157% | 46.571 | -0.482% |
| P | 48.068 | -5.409% | 49.851 | +3.032% | |||
| 09888 | BIDU-SW | 56.188 | C | 53.528 | +0.070% | 61.602 | +2.062% |
| P | 58.808 | +0.354% | 0.000 | - | |||
| 00388 | HKEX | 36.737 | C | 33.022 | -1.860% | 32.086 | -6.252% |
| P | 34.635 | -0.126% | 40.435 | +8.664% | |||
| 00175 | GEELY AUTO | 51.961 | C | 50.676 | -4.662% | 52.343 | -3.572% |
| P | 55.910 | -0.741% | 51.018 | +0.696% | |||
| 00005 | HSBC HOLDINGS | 29.696 | C | 28.072 | +9.094% | 30.134 | +0.621% |
| P | 35.161 | +6.355% | 44.380 | +6.743% | |||
| 01024 | KUAISHOU-W | 66.078 | C | 63.043 | +1.760% | 63.116 | -1.707% |
| P | 66.692 | -2.573% | 59.669 | +0.532% | |||
| 02318 | PING AN | 43.759 | C | 39.990 | +1.967% | 39.503 | -1.739% |
| P | 35.542 | +1.714% | 50.846 | -1.420% | |||
| 00728 | CHINA TELECOM | 36.704 | C | 33.326 | -13.158% | 0.000 | - |
| P | 0.000 | - | 0.000 | - | |||
| 09618 | JD-SW | 54.650 | C | 50.569 | +0.831% | 50.999 | -5.170% |
| P | 56.812 | -0.058% | 53.403 | +1.043% | |||
| 01810 | XIAOMI-W | 48.712 | C | 47.478 | +2.407% | 45.731 | -3.610% |
| P | 50.045 | -1.571% | 0.000 | - | |||
| 00981 | SMIC | 51.523 | C | 50.847 | +5.458% | 47.779 | +15.945% |
| P | 0.000 | - | 0.000 | - | |||
| DJI | DJIA | 17.483 | C | 16.463 | -2.868% | 0.000 | - |
| P | 25.583 | -0.169% | 26.268 | - | |||
| 06969 | SMOORE INTL | 82.356 | C | 84.426 | -1.184% | 0.000 | - |
| P | 0.000 | - | 0.000 | - | |||
| 01299 | AIA | 34.465 | C | 34.096 | +3.145% | 35.165 | +7.571% |
| P | 35.365 | +3.792% | 38.500 | +9.657% |
Last Update Time: 2023-03-22
