Effective option leverage
How large is the theoretical effect on an option of the same percentage move in the share price?
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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: High leverage
- 2.14 x
- Lowest item: Moderate leverage
- 0.72 x
- Average
- 1.31 x
- Number of items
- 4 items
Main chart: local effective leverage (x), ordered by contract
Local effective leverage (x) (棒)
Supporting chart: Delta and premium
Delta and premium (折れ線)
Detail: effective option leverage data rows, observation dates and missing-value status
Local effective leverage (x) and Delta and premium (表)
サンプルデータ行
| Contract | Local effective leverage (x) | Delta and premium | Data date (sample) |
|---|---|---|---|
| Low leverage | 1.09 | -0.432 | 2026-10-16 |
| Moderate leverage | 0.72 | 0.213 | 2026-10-16 |
| High leverage | 2.14 | 0.739 | 2026-10-16 |
| Extreme leverage | 1.29 | -0.796 | 2026-10-16 |