波动率数据日报-20250512

Group 1: Implied Volatility Index and Historical Volatility - The financial option implied volatility index reflects the 30 - day implied volatility trend as of the previous trading day. The commodity option implied volatility index is obtained by weighting the implied volatilities of the two - strike options above and below the at - the - money option of the main contract, reflecting the implied volatility change trend of the main contract [3] - The difference between the implied volatility index and historical volatility: a larger difference indicates that the implied volatility is relatively higher than the historical volatility, while a smaller difference means the opposite [3] Group 2: Implied Volatility and Historical Volatility Graphs - There are graphs showing the trends of implied volatility (IV), historical volatility (HV), and their differences (IV - HV) for various financial and commodity options, including 50ETF, 1000 - stock index, 500ETF, ES, Shanghai Gold, corn, soybean meal, sugar, cotton, rubber, PTA, methanol, iron ore, crude oil, aluminum, zinc, urea, palm oil, rapeseed meal, Shanghai copper, PVC, and rebar [4][6][7][8][9][10][11][12][13][14][15] Group 3: Implied Volatility and Historical Volatility Quantiles - Implied volatility quantiles represent the current implied volatility level of a variety in history. A high quantile means the current implied volatility is high, and a low quantile means it is low [17] - The implied volatility quantile rankings are as follows: PTA (0.78), natural rubber (0.70), etc. [18] - The historical volatility quantile rankings are as follows: PTA (0.94), 50ETF (0.87), etc. [19]