波动率数据日报-20250804

Group 1: Implied Volatility Index and Historical Volatility - The 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 main contract, reflecting the IV change trend of the main contract [2] - 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 [2] Group 2: Implied Volatility Quantile and Volatility Spread Quantile - The implied volatility quantile represents the current level of a variety's IV in history. A high quantile means the current IV is high, and a low quantile means the IV is low [3] - The volatility spread is defined as the IV index minus the HV [3] - Implied volatility quantiles for various products are provided, such as EVC (0.67), PVC (0.92), PTA (0.44), etc. [4][6] Group 3: IV - HV Difference Chart - The chart shows the IV, HV, and IV - HV differences for multiple products including 300股指, 50ETF, 1000股指, 500ETF, and many commodity options like silver, soybean meal, corn, etc. [7]