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20797 (BAIDU Put)

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Last Price (HKD)
-
- (-)
Bid (Delayed*)
-
Ask (Delayed*)
-
  • Open
    -
  • High
    -
  • Low
    -
  • Previous Close
    -
  • Turnover
    -
  • Volume
    -
  • No. of transactions
    14
  • Strike
    95.83
  • Moneyness
    10.7 OTM
  • Premium
    16.89%
  • Lot size
    2,500
  • Effective Gearing
    4.6 X
  • Expiry Date
    2026-03-26
  • Implied Volatility
    50.11%
Last Update: -     |     (Delayed*) - At least delayed by 15 minutes
20797 vs
Market Average
  • Average Bid Ask
    Spread
    SG
    1.45
    Market
    2.49
  • 1 tick Spread
    Duration(%)
    SG
    54.84
    Market
    49.38
  • Liquidity
    (Equivalent shares)
    SG
    42,978
    Market
    32,313
Last Update: 2025-11-21 15:55
10 Days Liquidity Quality Data
Date 20797 Market Average
2025-11-21 1.45 2.68
2025-11-20 1.15 2.75
2025-11-19 1.31 2.73
2025-11-18 1.21 2.69
2025-11-17 1.39 2.73
2025-11-14 1.42 2.79
2025-11-13 1.13 2.51
2025-11-12 1.16 2.54
2025-11-11 1.03 2.14
2025-11-10 1.15 2.60
Year to Date 1.28 2.04
Date 20797 Market Average
2025-11-21 54.84 44.57
2025-11-20 85.48 43.30
2025-11-19 69.35 46.84
2025-11-18 79.03 48.68
2025-11-17 61.29 46.84
2025-11-14 58.06 47.53
2025-11-13 88.71 42.91
2025-11-12 83.87 46.07
2025-11-11 96.77 48.28
2025-11-10 85.48 47.36
Year to Date 72.43 55.18
Date 20797 Market Average
2025-11-21 42,796 32,155
2025-11-20 33,466 33,973
2025-11-19 37,247 33,414
2025-11-18 37,432 34,069
2025-11-17 34,909 35,436
2025-11-14 31,065 33,089
2025-11-13 22,825 35,352
2025-11-12 22,675 35,912
2025-11-11 21,018 37,208
2025-11-10 23,164 35,385
Year to Date 27,310 33,566
Historical LPQ Data (Showing Stability)
SG    Market Average
Last Update: 2025-11-21 17:00