Hang Seng
^HSIUpdated 18:50:45 · refreshes every 60s
Implied Opening Price
25,265.97▼
−147.15−0.58%
1σ 24,981.71 – 25,550.23VIX 17.9%
Spot vs Implied Open
Cost-of-Carry Model
Full methodology →Model Inputs
| Variable | Value |
|---|---|
| Futures Price (F) | 25,256.50 |
| Spot Price (S) | 25,413.12 |
| Risk-Free Rate (r) | 3.06% |
| Dividend Yield (q) | 3.70% |
| Time to Expiry (t) | 21.6d |
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
