Implied volatility smile and skew
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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: 640
- 45 %
- Lowest item: 520
- 24.8 %
- Average
- 33.43 %
- Number of items
- 13 items
Implied volatility smile and skew
Implied volatility (折れ線)
Call/put line chart
Delta (棒)
Data detail
Implied volatility and Delta (表)
サンプルデータ行
| Item | Implied volatility | Delta | Data 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 |