波动率数据日报-20250912

Group 1: Volatility Index Introduction - The implied volatility index of financial options reflects the 30 - day implied volatility trend as of the previous trading day. The implied volatility index of commodity options is obtained by weighting the implied volatility of the two - strike options above and below the at - the - money option of the main contract month, 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: Implied Volatility Quantile Ranking - The historical volatility quantile ranking of 50ETF is 0.81 [7] - The historical volatility quantile ranking of 300 Index is 0.79 [5] Group 3: Implied Volatility and Historical Volatility Difference Graph Explanation - The implied volatility quantile represents the current level of the implied volatility of a variety in history. A high quantile means the current implied volatility is high, and a low quantile means it is low [8] - The volatility spread refers to the implied volatility index minus the historical volatility [8]