Risk reversal skew history

How has the market's relative pricing of upside versus downside changed?

미국 옵션 OPT-015 선 샘플

샘플 데이터. 이 페이지의 모든 숫자, 종목 코드, 보유 종목은 2026-10-16 기준으로 생성한 샘플 데이터이며, 레이아웃과 방법론을 설명하기 위한 교육 및 정보 제공 목적으로만 사용됩니다. 시장 데이터, 백테스트 결과 또는 예측이 아니며, 사양에 설명된 분석 엔진은 실행되지 않습니다.

CSV 다운로드 샘플 JSON 사양 JSON 샘플 기준일

0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Latest value
-0.746
Period average
0.205
Period high
1
Period low
-0.746

Main chart: 25Delta Call IV - Put IV (percentage points), by date

25Delta Call IV - Put IV (percentage points) (선)

Secondary chart: share price return and tenor over the same period

Share price return and tenor over the same period (막대)

Detail: data rows, observation dates and missing-value status for risk reversal skew history

25Delta Call IV - Put IV (percentage points) and Share price return and tenor over the same period (표)

샘플 데이터 행

Date25Delta Call IV - Put IV (percentage points)Share price return and tenor over the same periodData date (sample)
2025-10-16 0.423 0 2025-10-16
2025-11-03 -0.356 11.26 2025-11-03
2025-11-17 0.212 12.07 2025-11-17
2025-12-03 0.239 9.07 2025-12-03
2025-12-19 -0.259 -10.88 2025-12-19
2026-01-02 0.641 -5.59 2026-01-02
2026-01-20 -0.24 16.53 2026-01-20
2026-02-05 -0.206 10.83 2026-02-05
2026-02-23 0.498 0.17 2026-02-23
2026-03-09 0.073 0.43 2026-03-09
2026-03-25 0.835 1.21 2026-03-25
2026-04-10 -0.111 9.84 2026-04-10
2026-04-24 0.084 0.76 2026-04-24
2026-05-12 0.662 -3.3 2026-05-12
2026-05-28 -0.011 -2.93 2026-05-28
2026-06-11 -0.315 -5.99 2026-06-11
2026-06-29 0.151 -5.67 2026-06-29
2026-07-15 0.777 -5.4 2026-07-15
2026-07-31 0.281 2.32 2026-07-31
2026-08-14 0.267 27.22 2026-08-14
2026-09-01 -0.687 13.05 2026-09-01
2026-09-17 0.669 -0.83 2026-09-17
2026-10-01 -0.415 2.8 2026-10-01
2026-10-16 -0.746 -2.52 2026-10-16