波动率数据日报-20250704

Group 1: Implied Volatility Index and Its Calculation - The financial options implied volatility index reflects the 30 - day implied volatility (IV) trend as of the previous trading day. The commodity options implied volatility index is obtained by weighting the IV of the two - strike prices 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 IV index and historical volatility (HV) indicates the relative level of IV to HV. A larger difference means IV is relatively higher than HV, and a smaller difference means IV is relatively lower [3] Group 2: Implied Volatility and Historical Volatility Graphs - There are multiple graphs showing the IV, HV, and IV - HV differences of various financial and commodity options, including 300 - stock index, 50ETF, 1000 - stock index, 500ETF, silver, bean粕, corn, cotton, rubber, methanol, PTA, crude oil, iron ore, copper, PVC, rebar, urea, fuel oil, aluminum, zinc, and sugar from 2019 to 2025 [4][5][6] Group 3: Implied Volatility and Historical Volatility Quantiles - Implied volatility quantiles represent the current IV level of a variety in history. A high quantile means the current IV is high, and a low quantile means the current IV is low. Volatility spread is the difference between the implied volatility index and historical volatility [20] - The implied volatility and historical volatility quantile rankings of various varieties are presented, such as copper (0.67), PTA (0.82), PVC (0.35), 50ETF (0.10), 300 - stock index (0.09), etc. [22]