IV vs. realized volatility comparison
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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
- Latest value
- 29.46 %
- Period average
- 33.58 %
- Period high
- 46.73 %
- Period low
- 19.12 %
IV vs. realized volatility comparison
ATM implied volatility (複数系列)
Dual lines plus spread chart
IV minus RV (棒)
Data detail
ATM implied volatility and IV minus RV (表)
サンプルデータ行
| Date | ATM implied volatility | IV minus RV | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | 25.39 | -19.36 | 2025-10-16 |
| 2025-11-03 | 24.17 | -29.63 | 2025-11-03 |
| 2025-11-17 | 20.05 | -21.16 | 2025-11-17 |
| 2025-12-03 | 26.36 | -4.97 | 2025-12-03 |
| 2025-12-19 | 34.19 | -3.66 | 2025-12-19 |
| 2026-01-02 | 36.49 | -3.55 | 2026-01-02 |
| 2026-01-20 | 31.44 | 2.12 | 2026-01-20 |
| 2026-02-05 | 35.73 | 1.17 | 2026-02-05 |
| 2026-02-23 | 35.99 | 13.72 | 2026-02-23 |
| 2026-03-09 | 35.21 | 18.73 | 2026-03-09 |
| 2026-03-25 | 36.7 | 20.68 | 2026-03-25 |
| 2026-04-10 | 38.55 | 8.16 | 2026-04-10 |
| 2026-04-24 | 40.91 | 4.94 | 2026-04-24 |
| 2026-05-12 | 44.5 | -2.24 | 2026-05-12 |
| 2026-05-28 | 37.45 | -4.66 | 2026-05-28 |
| 2026-06-11 | 36.75 | 17.59 | 2026-06-11 |
| 2026-06-29 | 37.12 | 22.87 | 2026-06-29 |
| 2026-07-15 | 35.64 | 16.19 | 2026-07-15 |
| 2026-07-31 | 35.49 | -8.67 | 2026-07-31 |
| 2026-08-14 | 34.73 | -7.99 | 2026-08-14 |
| 2026-09-01 | 32.03 | -14.13 | 2026-09-01 |
| 2026-09-17 | 30.67 | -0.97 | 2026-09-17 |
| 2026-10-01 | 30.65 | 20.37 | 2026-10-01 |
| 2026-10-16 | 29.46 | 13.91 | 2026-10-16 |