Option-implied move to expiry
What breakeven move does the current cost of options imply?
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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: Monthly expiry
- 20.87 %
- Lowest item: Nearest expiry
- 5.17 %
- Average
- 10.72 %
- Number of items
- 4 items
Main chart: at-the-money straddle cost ratio (%), by expiry date
At-the-money straddle cost ratio (%) (Range)
Secondary chart: upper and lower breakeven prices (USD)
Upper and lower breakeven prices (USD) (Bar)
Detail: data rows, observation dates and missing-value status for the option-implied move to expiry
At-the-money straddle cost ratio (%) and Upper and lower breakeven prices (USD) (Table)
Sample data rows
| Expiry date | At-the-money straddle cost ratio (%) | Upper and lower breakeven prices (USD) | Data date (sample) |
|---|---|---|---|
| Nearest expiry | 5.17 | -64913 | 2026-10-16 |
| Second-nearest expiry | 6.5 | -20896 | 2026-10-16 |
| Monthly expiry | 20.87 | -26170 | 2026-10-16 |
| Quarterly expiry | 10.34 | -55878 | 2026-10-16 |