波动率数据日报-20251106

Group 1: Introduction to Volatility Indexes - The financial options implied volatility index reflects the 30 - day implied volatility (IV) trend as of the previous trading day. The commodity options implied volatility index is obtained by weighting the IV of the two - strike options around the at - the - money option of the front - month contract, reflecting the IV change trend of the front - month contract [3] - The difference between the IV index and historical volatility (HV) indicates the relative level of IV to HV. A larger difference means higher IV relative to HV, and a smaller difference means lower IV relative to HV [3] Group 2: Volatility Data Graphs - There are graphs showing the IV, HV, and IV - HV differences for various financial and commodity options, including 300 Index, 50ETF, 1000 Index, 500ETF, and many commodity options such as silver, gold, sugar, cotton, etc. [4] Group 3: Quantile Rankings of Volatility - Implied volatility quantiles represent the current level of a variety's IV in history. A high quantile means the current IV is high, and a low quantile means the IV is low. Volatility spread is related to the IV index and historical volatility [5] - There are rankings of implied volatility quantiles and historical volatility quantiles for different varieties, such as 300 Index with quantiles of 0.89 and 0.74, 300 Index with 0.62, etc. [5][6]