波动率数据日报-20251024

Group 1: Volatility Index Explanation - 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 indicates the relative level of implied volatility to historical volatility. A larger difference means the implied volatility is relatively higher, while a smaller difference means it is relatively lower [3] Group 2: Volatility Data Visualization - The document presents the implied volatility (IV), historical volatility (HV), and their differences (IV - HV) for various financial and commodity options, including 300 - stock index, 50ETF, 1000 - stock index, 500ETF, silver, gold, soybean meal, corn, sugar, cotton, methanol, rubber, iron ore, PTA, copper, crude oil, aluminum, PVC, rebar, zinc, urea, palm oil, etc [4] Group 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, and a low quantile means it is low. Volatility spread is related to the implied volatility index and historical volatility [5] - The document shows the implied volatility quantile rankings and historical volatility quantile rankings for different options such as 300 - stock index, 50ETF, PTA, methanol, etc [6]