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Implied volatility smile and skew

US-listed stock and ETF options listed_options_us-04 Line Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

Download CSV Sample JSON Specification JSON Sample as of

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

Highest item: 640
45 %
Lowest item: 520
24.8 %
Average
33.43 %
Number of items
13 items

Implied volatility smile and skew

Implied volatility (Line)

Call/put line chart

Delta (Bar)

Data detail

Implied volatility and Delta (Table)

Sample data rows

ItemImplied volatilityDeltaData date (sample)
400 44.52 0.951 2026-10-16
420 40.4 0.947 2026-10-16
440 35.53 0.893 2026-10-16
460 31.58 0.879 2026-10-16
480 28.75 0.793 2026-10-16
500 26.89 0.66 2026-10-16
520 24.8 0.502 2026-10-16
540 27.85 0.335 2026-10-16
560 27.63 0.224 2026-10-16
580 30.19 0.13 2026-10-16
600 33.7 0.105 2026-10-16
620 37.69 0.066 2026-10-16
640 45 0.046 2026-10-16