Hang Seng
^HSIHK50Updated 07:47:15 UTC · refreshes every 60s
Implied Opening Price
24,254.15▲
+16.12+0.07%
1σ 23,977.76 – 24,530.54VIX 18.1%
Spot vs Implied Open
Cost-of-Carry Model
Full methodology →Model Inputs
| Variable | Value | Source |
|---|---|---|
| Futures Price (F) | 24,260.00 | HK50 |
| Spot Price (S) | 24,238.03 | ^HSI |
| Risk-Free Rate (r) | 3.29% | HKAB HIBOR 3-month |
| Dividend Yield (q) | 2.77% | Yahoo Finance ETF |
| Time to Expiry (t) | 17.0d | Oct 29, 2026 |
About this instrument
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 estimates where Hang Seng could open when it begins. The 1σ band around the projection is sized from the VHSI 30-day implied-volatility index, with source and quote age shown separately. The implied opening level is an estimate, not a guaranteed opening price.
This is not financial advice.← Back
