波动率数据日报-20251029

Group 1: Explanation of Volatility Index - Financial option implied volatility index reflects the 30 - day implied volatility trend as of the previous trading day, and commodity option implied volatility index 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, where a larger difference indicates that the implied volatility is relatively higher than historical volatility, and a smaller difference means the opposite [3] Group 2: Volatility Data Chart - The chart shows the implied volatility (IV), historical volatility (HV), and the difference between them (IV - HV) for various products including 300 - stock index, 50ETF, 1000 - stock index, 500ETF, silver, soybean meal, corn, sugar, cotton, methanol, rubber, iron ore, PTA, copper, crude oil, aluminum, PVC, rebar, urea, palm oil, etc [4] Group 3: Explanation of Quantile Ranking - Implied volatility quantile represents 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 [5] - Volatility spread is the difference between the implied volatility index and historical volatility [5] - The document provides the implied volatility quantile ranking and historical volatility quantile ranking for different products such as 300 - stock index, corn, PTA, 50ETF, methanol, etc [6]