波动率数据日报-20250709

Group 1: Implied Volatility Index and Calculation Method - 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 month, reflecting the implied volatility change trend of the main contract [3] - The difference between the implied volatility index and historical volatility: the larger the difference, the higher the implied volatility relative to historical volatility; the smaller the difference, the lower the 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 the difference between them (IV - HV) for various financial and commodity options, including 300 stock index, 50ETF, 1000 stock index, 500ETF, PTA, crude oil, iron ore, etc. from different time periods [4][5][6] Group 3: Implied Volatility Quantile Ranking - The implied volatility quantile rankings of different options are provided, such as PTA (0.51, 0.81), Tianan (0.37), 50ETF (0.21, 0.10), PVC (0.23, 0.15), methanol (0.20), etc. [19] Group 4: Implied Volatility Quantile and Volatility Spread Quantile Ranking Chart - 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 the implied volatility is low. The volatility spread is the difference between the implied volatility index and historical volatility [22]