波动率数据日报-20250814

Group 1: Introduction to Volatility Indices - The implied volatility index of financial options reflects the 30 - day implied volatility trend as of the previous trading day, and the implied volatility index of commodity options is weighted by the implied volatility of the two - tier options above and below the at - the - money option of the main contract, reflecting the implied volatility change trend of the main contract [3] - The difference between the implied volatility index and historical volatility, a larger difference indicates that the implied volatility is relatively higher than historical volatility, and a smaller difference means the opposite [3] Group 2: Volatility Data Charts - There are charts showing the implied volatility (IV), historical volatility (HV), and their differences (IV - HV) for various financial and commodity options, including 300 - stock index, 50ETF, 1000 - stock index, 500ETF, silver, soybean meal, corn, etc [4] Group 3: Implied Volatility Quantile and Volatility Spread Quantile - Implied volatility quantile represents the current level of a variety's implied volatility in history. A high quantile means the current implied volatility is high, and a low quantile means it is low. Volatility spread is the difference between the implied volatility index and historical volatility [5] - There are rankings of implied volatility quantiles and historical volatility quantiles for different varieties such as 300 - stock index, 50ETF, PTA, cotton, etc [6]