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20796 (HSI Put)

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Last Price (HKD)
-
- (-)
Bid (Delayed*)
-
Ask (Delayed*)
-
  • Open
    -
  • High
    -
  • Low
    -
  • Previous Close
    -
  • Turnover
    -
  • Volume
    -
  • No. of transactions
    48
  • Strike
    23,880
  • Moneyness
    8 OTM
  • Premium
    10.41%
  • Lot size
    10,000
  • Effective Gearing
    10.0 X
  • Expiry Date
    2026-03-30
  • Implied Volatility
    24.58%
Last Update: -     |     (Delayed*) - At least delayed by 15 minutes
20796 vs
Market Average
  • Average Bid Ask
    Spread
    SG
    1.27
    Market
    1.61
  • 1 tick Spread
    Duration(%)
    SG
    72.58
    Market
    60.99
  • Liquidity
    (Number of Futures Contracts)
    SG
    21.00
    Market
    20.00
Last Update: 2025-11-04 15:55
10 Days Liquidity Quality Data
Date 20796 Market Average
2025-11-04 1.27 1.65
2025-11-03 1.18 1.68
2025-10-31 1.37 1.63
2025-10-30 1.42 1.72
2025-10-28 1.34 1.61
2025-10-27 1.37 1.75
2025-10-24 1.26 1.68
2025-10-23 1.10 2.17
2025-10-22 1.24 2.20
2025-10-21 1.32 2.27
Year to Date 1.34 1.92
Date 20796 Market Average
2025-11-04 72.58 58.87
2025-11-03 82.26 58.46
2025-10-31 62.90 60.06
2025-10-30 59.68 55.11
2025-10-28 66.13 61.26
2025-10-27 62.90 57.68
2025-10-24 74.19 59.06
2025-10-23 90.32 54.50
2025-10-22 76.19 54.16
2025-10-21 68.25 48.19
Year to Date 69.47 55.22
Date 20796 Market Average
2025-11-04 23.00 18.85
2025-11-03 22.00 19.14
2025-10-31 24.00 18.61
2025-10-30 22.00 19.66
2025-10-28 22.00 19.72
2025-10-27 21.00 20.69
2025-10-24 23.00 20.60
2025-10-23 25.00 17.88
2025-10-22 26.00 17.67
2025-10-21 24.00 17.26
Year to Date 23.00 18.32