波动率数据日报-20251110

Group 1: Volatility Index Explanation - The financial option implied volatility index reflects the 30 - day implied volatility trend as of the previous trading day. 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 month, reflecting the implied volatility change trend of the main contract [3] - The difference between the implied volatility index and historical volatility: a larger difference indicates that the implied volatility is relatively higher than historical volatility, while a smaller difference means the implied volatility is relatively lower [3] Group 2: Implied Volatility and Historical Volatility Graph - The graph shows the implied volatility (IV) and historical volatility (HV) of various financial and commodity options, such as 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, rapeseed oil, palm oil, etc., as well as their IV - HV differences [4] Group 3: Implied Volatility and Volatility Spread Quantiles - Implied volatility quantiles represent the current implied volatility level of a variety in history. A high quantile indicates high current implied volatility, and a low quantile indicates low implied volatility [5] - Volatility spread is defined as the implied volatility index minus the historical volatility [5] - The implied volatility quantile rankings of different varieties are presented, including 300 - stock index (0.89, 0.61, 0.50), PTA (0.55, 0.53), corn (0.48), 50ETF (0.23, 0.40, 0.23), iron ore, PVC, etc. [5][6]