Downside protection skew
Is put protection more expensive than upside options?
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サンプルJSON
仕様JSON
サンプル基準日
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Short tenor
- 0.559
- Lowest item: Front month
- 0.207
- Average
- 0.359
- Number of items
- 4 items
Main chart: 25Delta Put IV - Call IV (percentage points), by tenor
25Delta Put IV - Call IV (percentage points) (折れ線)
Supporting chart: at-the-money IV and comparable contracts
At-the-money IV and comparable contracts (棒)
Detail: data rows, observation dates and missing-value status for downside protection skew
25Delta Put IV - Call IV (percentage points) and At-the-money IV and comparable contracts (表)
サンプルデータ行
| Tenor | 25Delta Put IV - Call IV (percentage points) | At-the-money IV and comparable contracts | Data date (sample) |
|---|---|---|---|
| Short tenor | 0.559 | 3 | 2026-10-16 |
| Front month | 0.207 | 67 | 2026-10-16 |
| Next month | 0.22 | 76 | 2026-10-16 |
| Quarterly month | 0.448 | 22 | 2026-10-16 |