波动率数据日报-20250930

Report Summary Core View - The report provides a daily update on volatility data including implied volatility indices, historical volatility, and their spread trends for various financial and commodity options as of September 30, 2025. It also presents the percentile rankings of implied volatility and volatility spread [2]. Details from Different Sections Volatility Index and Spread - Financial option implied volatility indices show the 30 - day implied volatility (IV) trend as of the previous trading day. Commodity option implied volatility indices are calculated by weighting the IV of the two - strike options around the at - the - money option of the main contract, reflecting the IV trend of the main contract. The difference between the IV index and historical volatility (HV) indicates the relative level of IV to HV [2]. Implied Volatility and Historical Volatility Graph - Graphs display the IV, HV, and IV - HV spread for multiple options including 300 Index, 50ETF, 1000 Index, 500ETF, and various commodity options such as silver, gold, soybean meal, corn, etc. [3]. Implied Volatility and Volatility Spread Percentile Rankings - Implied volatility percentile represents the current IV level of a variety in history. A high percentile means the current IV is high, while a low percentile means it is low. The volatility spread is the difference between the implied volatility index and historical volatility. The report shows the percentile rankings of implied volatility and historical volatility for different options like 50ETF, 300 Index, PTA, etc. [4][5]