波动率数据日报-20250926

Report Summary Core View - The report provides a daily update on volatility data, including implied volatility indices, historical volatility, and their spreads for various financial and commodity options [2]. - It explains that the financial option implied volatility index reflects the 30 - day implied volatility (IV) trend as of the previous trading day, and the commodity option implied volatility index is obtained by weighting the IVs of the two - strike options around the at - the - money option of the main contract to show 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]. Data Summary Implied Volatility and Historical Volatility Spread - The report presents the IV, HV, and their spreads for multiple assets such as 300 Index, 50ETF, 1000 Index, 500ETF, and various commodities like silver, gold, soybean meal, corn, etc. through charts [3]. Implied Volatility and Historical Volatility Quantiles - The implied volatility quantiles show the current level of an asset's IV in its historical range. For example, the implied volatility quantile of 50ETF is 0.58, and that of 300 Index is 0.78 [5]. - The historical volatility quantiles are also presented for different assets, with values varying across different commodities and financial instruments [5].