波动率数据日报-20250715

Group 1: Implied Volatility Index and Historical Volatility - The financial option implied volatility index reflects the 30 - day implied volatility trend as of the previous trading day, while the commodity option implied volatility index is weighted by the implied volatility of the two - strike prices 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 indicates the relative level of implied volatility compared to historical volatility. A larger difference means higher implied volatility relative to historical volatility, and a smaller difference means lower implied volatility relative to historical volatility [3] Group 2: 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 Index, 50ETF, 1000 Index, 500ETF, daily report options, and many commodity options such as soybean meal, corn, cotton, rubber, methanol, PTA, crude oil, iron ore, copper, PVC, rebar, urea, palm oil, aluminum, zinc, etc. [4][5][6] Group 3: Implied Volatility and Volatility Spread Quantiles - Implied volatility quantiles represent the current implied volatility level of a variety in history. A high quantile means high current implied volatility, and a low quantile means low implied volatility. Volatility spread is the difference between the implied volatility index and historical volatility [20] - Quantile rankings are provided for some options, such as PVC (0.63), PTA (0.65), 50ETF (0.54), etc. [21]