Share price and IV dual-scenario risk
How might positions be affected if the share price and IV change together?
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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: Share price unchanged
- 64,242 USD
- Lowest item: Share price +10%
- -23,874 USD
- Average
- 12,708 USD
- Number of items
- 5 items
Main chart: locally estimated position P&L (USD), ordered by share price shock and IV shock
Locally estimated position P&L (USD) (マトリクス)
Supporting chart: maximum scenario loss and Greeks exposure
Maximum scenario loss and Greeks exposure (棒)
Detail: share price and IV dual-scenario risk data rows, observation dates and missing-value status
Locally estimated position P&L (USD) and Maximum scenario loss and Greeks exposure (表)
サンプルデータ行
| Share price shock and IV shock | Locally estimated position P&L (USD) | Maximum scenario loss and Greeks exposure | Data date (sample) |
|---|---|---|---|
| Share price -10% | 8233 | -2.81 | 2026-10-16 |
| Share price -5% | 10010 | -3.21 | 2026-10-16 |
| Share price unchanged | 64242 | -8.33 | 2026-10-16 |
| Share price +5% | 4929 | -6.7 | 2026-10-16 |
| Share price +10% | -23874 | -6.76 | 2026-10-16 |