Volatility term structure
How does IV differ between short-dated and long-dated options?
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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: 14 days
- 38.36 %
- Lowest item: 30 days
- 24.09 %
- Average
- 30 %
- Number of items
- 5 items
Main chart: at-the-money IV (%), ordered by days to expiry
At-the-money IV (%) (Line)
Supporting chart: DTE and straddle cost
DTE and straddle cost (Bar)
Detail: volatility term structure data rows, observation dates and missing-value status
At-the-money IV (%) and DTE and straddle cost (Table)
Sample data rows
| Days to expiry | At-the-money IV (%) | DTE and straddle cost | Data date (sample) |
|---|---|---|---|
| 7 days | 27.29 | 2021 | 2026-10-16 |
| 14 days | 38.36 | 4170 | 2026-10-16 |
| 30 days | 24.09 | 2003 | 2026-10-16 |
| 60 days | 33.11 | 1167 | 2026-10-16 |
| 90 days | 27.14 | 2000 | 2026-10-16 |