Spread by tenor and moneyness
In which types of options is trading friction concentrated?
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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: Short-dated in-the-money
- 34 bp
- Lowest item: Short-dated out-of-the-money
- -50 bp
- Average
- -5 bp
- Number of items
- 4 items
Main chart: median relative bid-ask spread (%), by DTE and K/S bucket
Median relative bid-ask spread (%) (Heatmap)
Supporting chart: valid contract count and median volume
Valid contract count and median volume (Bar)
Detail: data rows, observation dates and missing-value status for spread by tenor and moneyness
Median relative bid-ask spread (%) and Valid contract count and median volume (Table)
Sample data rows
| DTE and K/S buckets | Median relative bid-ask spread (%) | Valid contract count and median volume | Data date (sample) |
|---|---|---|---|
| Short-dated in-the-money | 34 | 0.56 | 2026-10-16 |
| Short-dated out-of-the-money | -50 | 1.14 | 2026-10-16 |
| Medium-dated at-the-money | -1 | 0.93 | 2026-10-16 |
| Long-dated out-of-the-money | -4 | 0.72 | 2026-10-16 |