期权波动率数据

Group 1: Implied Volatility Index and Historical Volatility - The financial option implied volatility index reflects the 30 - day implied volatility (IV) trend as of the previous trading day. The commodity option implied volatility index is obtained by weighting the IV of the two - level options above and below the at - the - money option of the main contract month, reflecting the IV change trend of the main contract [3] - The difference between the implied volatility index and historical volatility (HV) indicates the relative level of IV to HV. A larger difference means higher IV relative to HV, and a smaller difference means lower IV relative to HV [3] Group 2: Volatility Charts - There are multiple charts showing the IV, HV, and IV - HV differences for various financial and commodity options, including 300 - stock index, 50 - ETF, 1000 - stock index, 500 - ETF, soybean meal, corn, sugar, cotton, rubber, PTA, crude oil, methanol, iron ore, PVC, urea, rebar, fuel oil, aluminum, and zinc from different time periods [4][5][6][7][8][9][10][11][13][14][15][21] Group 3: Implied Volatility and Historical Volatility Quantiles - Implied volatility quantiles represent the current level of a variety's IV in history. A high quantile means the current IV is high, and a low quantile means the current IV is low [17] - The document provides the implied volatility and historical volatility quantile rankings for various products such as PTA, PVC, methanol, etc. For example, PTA has an implied volatility quantile of 0.75, and 300 - stock index has an implied volatility quantile of 0.00 [19]