波动率数据日报-20250710

Group 1: Volatility Index Explanation - Financial option implied volatility index reflects the 30 - day implied volatility (IV) trend as of the previous trading day, and the commodity option implied volatility index is weighted by the IV of the two - strike options around the at - the - money option of the front - month contract, reflecting the IV change trend of the front - month contract [3] - The difference between the IV 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 Index 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, soybean meal, corn, cotton, rubber, methanol, PTA, crude oil, iron ore, copper, PVC, rebar, urea, aluminum, zinc, etc. [4][5][6] 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 high IV, and a low quantile means low IV [20] - The document also shows the quantile rankings of implied volatility and historical volatility for some options such as PTA, PVC, 50ETF, 300 - stock index, etc. [20][21]