波动率数据日报-20250901

Report Summary Core View - The report provides daily volatility data, including the implied volatility index, historical volatility, and their spread for various financial and commodity options [2]. - The implied volatility index reflects the 30 - day implied volatility trend as of the previous trading day for financial options and the implied volatility change trend of the main contract for commodity options, calculated through weighted two - level implied volatility of at - the - money options in the main month [2]. - The difference between the implied volatility index and historical volatility indicates the relative level of implied volatility compared to historical volatility [2]. Implied Volatility and Historical Volatility Analysis - Multiple charts show the implied volatility (IV), historical volatility (HV), and their differences (IV - HV) for different options such as 300 Index, 50ETF, 1000 Index, 500ETF, and various commodity options including beans, corn, sugar, cotton, methanol, etc [3]. Implied Volatility and Volatility Spread Quantile Ranking - Implied volatility quantiles represent the current implied volatility level of a variety in history. A high quantile means the current implied volatility is high, while a low quantile means it is low [4]. - The implied volatility quantile rankings are provided for different options, e.g., 300 Index has a quantile of 0.90, 50ETF has 0.63, and corn has 0.51 [5]. - The historical volatility quantile rankings are also presented, but specific data is not fully detailed in the given text [4].