波动率数据日报-20250829

Group 1: Volatility Index Explanation - Financial option implied volatility index reflects the 30 - day implied volatility (IV) trend as of the previous trading day. 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, showing the IV change trend of the main contract. The difference between the IV index and historical volatility (HV) indicates the relative level of IV to HV [2] Group 2: Implied Volatility and Historical Volatility Chart - The chart shows the IV, HV, and IV - HV differences of various financial and commodity options, including 300 Index, 50ETF, 1000 Index, PTA, cotton, etc [3] Group 3: Implied Volatility and Volatility Spread Quantile Ranking - 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 current IV is low. Volatility spread is the difference between the implied volatility index and historical volatility [4] - The implied volatility quantile rankings of some varieties are as follows: 300 Index (0.84, 0.89), 50ETF (0.62), PTA (0.52, 0.26), PVC (0.25), methanol (0.13), etc [5]