波动率数据日报-20250729

Group 1: Implied Volatility Index and Historical Volatility - 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 IVs of the two - strike options 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 implied volatility 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 than HV [3] Group 2: Implied Volatility and Historical Volatility Difference Graphs - There are multiple graphs showing the IV, HV, and IV - HV differences for various financial and commodity options such as 300 - stock index, 50ETF, 1000 - stock index, 500ETF, and many commodity options like soybean meal, corn, cotton, rubber, methanol, iron ore, copper, PTA, crude oil, aluminum, PVC, etc. [4][5][6] Group 3: Implied Volatility Quantile and Volatility Spread Quantile Ranking - 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 current implied volatility is low [13] - The volatility spread is the difference between the implied volatility index and historical volatility. There are rankings of implied volatility quantiles and historical volatility quantiles for different varieties such as Tianjin, PVC, PTA, methanol, etc. [13][14]