The highest IV(%) of CallPut warrants with similar terms: -%
30 day historical volatility of the underlying: -%
IV: -%
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
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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
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