永安期货波动率数据日报-20250612

Group 1: Index Explanation - The financial options implied volatility index reflects the 30 - day implied volatility trend as of the previous trading day. The commodity options 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 month, reflecting the implied volatility change trend of the main contract [3] - The difference between the implied volatility index and historical volatility, with a larger difference indicating a higher implied volatility relative to historical volatility, and a smaller difference indicating a lower implied volatility relative to historical volatility [3] Group 2: Implied Volatility and Historical Volatility Charts - There are multiple charts showing the implied volatility (IV), historical volatility (HV), and their differences (IV - HV) for various financial and commodity options, including 300股指, 50ETF, 1000股指, 500ETF, EB, 豆粕, 玉米, 橡胶, PTA, 原油, 铝, 甲醇, 铁矿石, PVC, 螺纹钢, 尿素, 锌, 采租, etc. [4][6][7][8] Group 3: Implied Volatility and Volatility Spread Quantiles - The implied volatility quantile represents 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. The volatility spread is the difference between the implied volatility index and historical volatility [18] - The document provides implied volatility quantile rankings for different varieties such as PVC, 天殿, 甲醇, 300股指, 铜, 50ETF, 白糖, 玉米, etc. [19]