Earnings volatility drop
How much does IV compress after results are announced?
Download CSV
Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Unchanged
- 47.53 %
- Lowest item: Small drop
- 29.32 %
- Average
- 36.18 %
- Number of items
- 4 items
Main chart: IV change around announcement (percentage points), by company / event
IV change around announcement (percentage points) (Bar)
Supporting chart: contract price and days remaining
Contract price and days remaining (Line)
Detail: rows, observation dates and missing-value status for the earnings volatility drop
IV change around announcement (percentage points) and Contract price and days remaining (Table)
Sample data rows
| Company / event | IV change around announcement (percentage points) | Contract price and days remaining | Data date (sample) |
|---|---|---|---|
| Large drop | 37.79 | 416.99 | 2026-10-16 |
| Small drop | 29.32 | 566.57 | 2026-10-16 |
| Unchanged | 47.53 | 656.22 | 2026-10-16 |
| Rose instead | 30.08 | 427.99 | 2026-10-16 |