Implied volatility Trend and Comparison

Comparison
Your selected underlying only has related products for the maturities above
Your selected underlying only has related ITM/OTM products above
TENCENT(0700)- Calls + Puts
5/10 day chart
Comparison Value 1 Day change(%)
Average implied volatility(%) of active CallsPutsWarrants
- -
The highest implied volatility % of CallPutWarrants warrants with similar terms
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Average implied volatility (%) of listed options
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30 day historical volatility of the underlying
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Comparison Value 1 Day change(%)
Average implied volatility(%) of active CallsPutsWarrants
- -
The highest implied volatility % of CallPut warrants with similar terms
- -
Average implied volatility (%) of listed options
- -
30 day historical volatility of the underlying
- -
to
Average IV(%) of active CallsPutsWarrants : -%
Average IV(%) of listed options: -%
The highest IV(%) of CallPut warrants with similar terms: -%
30 day historical volatility of the underlying: -%
CS Focus Implied volatility Strike Effective gearing Maturity
Hints: Investors can use an option pricing model, like the Black-Scholes Model, to calculate the implied volatility of the warrants through inputting the warrants price and other parameters. Implied volatility can be regarded as investors’ expectation on the future volatility of the underlying from now to the maturity day of the warrants. The change in implied volatility is also affected by the demand and supply of options in over the counter market and the historical volatility of the underlying.
Implied volatility 10 day comparison
Comparison
Average implied volatility(%)
of active CallsPutsWarrants
The highest implied volatility %
of CallPut warrants with similar terms
Average implied volatility (%)
of listed options
30 day historical volatility
of the underlying
Last update: ##
*Warrants that meet the requirement of below will be included in the calculation of Warrants’ average implied volatility :
1) Have trades on the day
#Listed options that meet the requirement of below will be included in the calculation of Average implied volatility of listed option
1) Have trades on the day
2. Mature in Spot month and the coming month
3) 4 option contracts, with strikes that are closest to the spot price of the underlying
##The update time of Average implied volatility of listed option is about 08:35 on every trading day. This figure measures the average implied volatility of the option contracts, which had met the prerequisites, and therefore, being included in the calculation
CS WarrantsCBBCs Focus
Call/Put:
Call ATM 18854
OTM 20173
High gearing 17622
Active 18391
Put ATM 20184
OTM 24471
High gearing 18037
Active 18411
Items/Features ATM OTM High gearing Active
Warrants code 18854 20173 17622 18391
Buy/Sell 0.152/0.153 0.088/0.09 0.086/0.087 0.101/0.102
Price 0.153 0.088 0.086 0.101
Last update: 2020-04-03 16:35:00 (15 mins delay)