波动率数据日报-20250925

Report Summary 1. Core Concepts - 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 volatilities 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, while a smaller difference means the opposite [3] - 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. The volatility spread is the implied volatility index minus the historical volatility [5] 2. Implied Volatility and Historical Volatility Data - The report presents the implied volatility (IV), historical volatility (HV), and their differences (IV - HV) of various financial and commodity options, including 300股指, 50ETF, 1000股指, 500ETF, silver, Shanghai gold, soybean meal, corn, sugar, cotton, methanol, rubber, iron ore, PTA, crude oil, aluminum, PVC, rebar, zinc, urea, palm oil, etc. [4] 3. Implied Volatility Quantile and Volatility Spread Quantile Ranking - Implied volatility quantile ranking: 50ETF (0.65), 300股指 (0.78 for one and 0.52 for another), PTA (0.32 and 0.38), cotton (0.14 and 0.22), iron ore (0.07), PVC (0.20), etc. [6]