Hang Seng
^HSIHK50Updated 05:06:19 · refreshes every 60s
Implied Opening Price
25,653.07▼
−31.82−0.12%
1σ 25,373.99 – 25,932.15VIX 17.3%
Spot vs Implied Open
Cost-of-Carry Model
Full methodology →Model Inputs
| Variable | Value |
|---|---|
| Futures Price (F) | 25,653.00 |
| Spot Price (S) | 25,684.89 |
| Risk-Free Rate (r) | 2.98% |
| Dividend Yield (q) | 3.70% |
| Time to Expiry (t) | 0.1d |
About this projection
The Hang Seng implied open is derived from the front-month Hang Seng futures using the cost-of-carry fair-value model: the futures price is discounted by the HKD risk-free rate net of expected index dividends over the remaining time to contract expiry.
The Hong Kong cash session runs 9:30–16:00 local time (with a 12:00–13:00 lunch break); the projection tracks where Hang Seng will open when it begins. The 1σ band around the projection is sized from the VHSI 30-day implied-volatility index, and the number refreshes continuously while futures trade overnight.
This is not financial advice.← Back
