波动率数据日报-20251103

Group 1: General Information - The financial option implied volatility index reflects the 30 - day implied volatility trend as of the previous trading day, and the 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, reflecting the implied volatility change trend of the main contract [2] - The difference between the implied volatility index and historical volatility, a larger difference indicates that the implied volatility is relatively higher than historical volatility, and a smaller difference means the opposite [2] Group 2: Implied Volatility and Historical Volatility Charts - There are charts showing the implied volatility (IV), historical volatility (HV), and the difference (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, rapeseed oil, palm oil, etc [3] Group 3: Implied Volatility and Historical Volatility Quantiles - 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 the difference between the implied volatility index and historical volatility [4] - There are rankings of implied volatility quantiles and historical volatility quantiles for different options such as 300 - stock index, PTA, 50ETF, corn, PVC, sugar, etc [5]