Non-collateralized nature of structured products

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Top 30 average implied volatility

Underlying Underlying name Historial
volatility
30 (%)
Type Avg IV of
warrants
(<3 months
to maturity)
(%)
Compare
with
last week
Avg IV of
warrants
(>3 months
to maturity)
(%)
Compare
with
last week
IV
graph
HSI Hang Seng Index 22.92% Call 27.84% 10.33% 24.37% 9.98%
      Put 30.69% 1.93% 31.94% 3.11%  
9999 NTES-S 45.62% Call 0% - 47.09% 3.73%
      Put 0% - 0% -  
9988 BABA-SW 42.28% Call 46.95% 5.78% 40.05% 15.37%
      Put 65.32% 26.56% 41.41% 4.22%  
9618 JDCOM 42.11% Call 0% - 50.51% 2.69%
      Put 0% - 0% -  
6060 Za Online 77.75% Call 57.92% 1.57% 70.47% 5.72%
      Put 0% - 0% -  
6030 Citic Sec 67.67% Call 55.90% 11.67% 47.57% 9.54%
      Put 65.77% 26.25% 0% -  
3690 MEITUAN 57.04% Call 141.94% 185.24% 47.36% 4.86%
      Put 0% - 50.70% 1.98%  
2628 China Life 55.51% Call 50.24% 53.47% 45.98% 53.72%
      Put 49.14% 25.93% 44.90% 5.42%  
2382 Sunny Optical 44.40% Call 56.06% 16.81% 56.74% 4.53%
      Put 59.16% 20.51% 58.42% 0.93%  
2318 Ping an 23.11% Call 30.19% 11.24% 24.38% 5.73%
      Put 42.53% 16.30% 34.87% 11.70%  
2018 AAC Tech 50.74% Call 54.51% 10.50% 55.68% 5.35%
      Put 62.35% 2.78% 65.20% 3.31%  
1918 Sunac 58.39% Call 55.00% 10.82% 57.33% 8.50%
      Put 61.08% 5.23% 66.04% 4.45%  
1833 PA GOODDOCTOR 41.36% Call 62.08% 6.45% 58.48% 0.71%
      Put 0% - 0% -  
1810 Xiaomi 53.46% Call 53.74% 17.10% 46.30% 14.97%
      Put 81.59% 50.50% 47.83% 2.87%  
1299 AIA 34.21% Call 33.99% 17.32% 31.81% 7.45%
      Put 37.09% 15.00% 37.12% 0.93%  
1211 Byd Company 51.60% Call 63.13% 35.36% 53.21% 5.55%
      Put 0% - 64.80% 12.34%  
1177 Sino Biopharm 42.13% Call 55.45% 20.26% 50.57% 3.00%
      Put 58.82% 1.58% 57.25% 5.64%  
1093 Cspc Pharma 51.11% Call 53.76% 1.67% 53.09% 3.61%
      Put 57.03% 59.22% 58.67% 2.54%  
0992 Lenovo Group 35.04% Call 42.37% 16.44% 36.42% 4.22%
      Put 59.13% - 0% -  
0981 Smic 95.72% Call 0% - 79.79% 28.74%
      Put 0% - 0% -  
Last updated: 2020-07-10