Pre-earnings option implied volatility
How big a move do option prices imply for earnings?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Lower expectation
- 11.89 %
- Lowest item: Higher expectation
- 2.52 %
- Average
- 7.08 %
- Number of items
- 4 items
Main chart: at-the-money straddle cost / share price (%), arranged by company
At-the-money straddle cost / share price (%) (Range)
Supporting chart: median absolute historical earnings move
Median absolute historical earnings move (Bar)
Detail: data rows, observation dates and missing-value status for pre-earnings option implied volatility
At-the-money straddle cost / share price (%) and Median absolute historical earnings move (Table)
Sample data rows
| Company | At-the-money straddle cost / share price (%) | Median absolute historical earnings move | Data date (sample) |
|---|---|---|---|
| Lower expectation | 11.89 | 2.55 | 2026-10-16 |
| Moderate expectation | 4.32 | 7.94 | 2026-10-16 |
| Higher expectation | 2.52 | -6.52 | 2026-10-16 |
| Historical median | 9.58 | -4.84 | 2026-10-16 |