Implied vs. realized volatility
How far does option IV exceed recent share price volatility?
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Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Latest value
- 31.17 %
- Period average
- 30.06 %
- Period high
- 35.29 %
- Period low
- 23.7 %
Main chart: IV minus annualized realized volatility (percentage points), by date
IV minus annualized realized volatility (percentage points) (Line)
Secondary chart: IV and standard deviation of daily returns
IV and standard deviation of daily returns (Bar)
Detail: data rows, observation dates and missing-value status for implied vs. realized volatility
IV minus annualized realized volatility (percentage points) and IV and standard deviation of daily returns (Table)
Sample data rows
| Date | IV minus annualized realized volatility (percentage points) | IV and standard deviation of daily returns | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | 27.17 | 44.75 | 2025-10-16 |
| 2025-11-03 | 28.86 | 53.8 | 2025-11-03 |
| 2025-11-17 | 30.63 | 41.21 | 2025-11-17 |
| 2025-12-03 | 30.58 | 31.33 | 2025-12-03 |
| 2025-12-19 | 31.49 | 37.85 | 2025-12-19 |
| 2026-01-02 | 29.34 | 40.04 | 2026-01-02 |
| 2026-01-20 | 27.92 | 29.32 | 2026-01-20 |
| 2026-02-05 | 30.85 | 34.56 | 2026-02-05 |
| 2026-02-23 | 32.22 | 22.27 | 2026-02-23 |
| 2026-03-09 | 35.03 | 16.48 | 2026-03-09 |
| 2026-03-25 | 30.63 | 16.02 | 2026-03-25 |
| 2026-04-10 | 28.83 | 30.39 | 2026-04-10 |
| 2026-04-24 | 29.53 | 35.97 | 2026-04-24 |
| 2026-05-12 | 25.71 | 46.74 | 2026-05-12 |
| 2026-05-28 | 27.98 | 42.11 | 2026-05-28 |
| 2026-06-11 | 26.81 | 19.16 | 2026-06-11 |
| 2026-06-29 | 29.8 | 14.25 | 2026-06-29 |
| 2026-07-15 | 34.09 | 19.45 | 2026-07-15 |
| 2026-07-31 | 29.16 | 44.16 | 2026-07-31 |
| 2026-08-14 | 33.18 | 42.72 | 2026-08-14 |
| 2026-09-01 | 32.66 | 46.16 | 2026-09-01 |
| 2026-09-17 | 29.68 | 31.64 | 2026-09-17 |
| 2026-10-01 | 28.35 | 10.28 | 2026-10-01 |
| 2026-10-16 | 31.17 | 15.55 | 2026-10-16 |