波动率数据日报-20251124

Group 1: Report Overview - The report is a volatility data daily report from the Options Headquarters of Yong'an Futures, updated on November 24, 2025. [1][2] Group 2: Implied Volatility Index and Historical Volatility - 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 weighted by the implied volatilities of the upper and lower two - strike options of the at - the - money options of the main contract month, showing the implied volatility change trend of the main contract. [3] - The difference between the implied volatility index and historical volatility is used. A larger difference means the implied volatility is relatively higher than historical volatility, and a smaller difference means the opposite. [3] Group 3: Implied Volatility Index and Historical Volatility Chart - The chart shows the implied volatility (IV), historical volatility (HV), and their differences (IV - HV) of various products including 300 Index, 50ETF, 1000 Index, 500ETF, silver, gold, soybean meal, corn, sugar, cotton, methanol, rubber, iron ore, PTA, copper, crude oil, aluminum, PVC, rebar, zinc, fuel oil, urea, rapeseed oil, and palm oil. [4] Group 4: Implied Volatility Quantile and Volatility Spread 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's low. Volatility spread refers to the index - historical volatility. [5] - The ranking chart shows the implied volatility quantile ranking and historical volatility quantile ranking of products such as 300 Index, 50ETF, PTA, etc., with specific quantile values provided. [5][6]