Volatility and Greeks unit verification
Are the units of the Greeks and IV sufficient to support strategy calculations?
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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: Delta range
- 100 %
- Lowest item: Theta per-day basis
- 92.6 %
- Average
- 96.3 %
- Number of items
- 5 items
Main chart: passed unit and range checks (%), by contract field
Passed unit and range checks (%) (表)
Supporting chart: outliers and missing fields
Outliers and missing fields (棒)
Detail: data rows, observation dates and missing-value status for the volatility and Greeks unit verification
Share of Passed unit and range checks (%) (ドーナツ)
サンプルデータ行
| Contract fields | Passed unit and range checks (%) | Outliers and missing fields | Data date (sample) |
|---|---|---|---|
| Delta range | 100 | 15 | 2026-10-16 |
| IV scale | 95.8 | 5 | 2026-10-16 |
| Theta per-day basis | 92.6 | 22 | 2026-10-16 |
| Vega per percentage point | 94.6 | 29 | 2026-10-16 |
| Contract multiplier | 98.4 | 50 | 2026-10-16 |