波动率数据日报-20251202

Group 1: Implied Volatility Index and Historical Volatility - 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 weighted by 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 [3] - The difference between the implied volatility index and historical volatility indicates the relative level of implied volatility to historical volatility. A larger difference means higher implied volatility relative to historical volatility, and a smaller difference means lower [3] Group 2: Implied Volatility and Historical Volatility Difference Chart - The chart shows the IV - HV differences of various financial and commodity options, including 300股指, 50ETF, 1000股指, 500ETF, and many commodity options such as soybean meal, corn, sugar, cotton, etc [4] Group 3: Implied Volatility Quantile and Volatility Spread Quantile Ranking - Implied volatility quantiles represent the current implied volatility level of a variety in history. A high quantile means high current implied volatility, and a low quantile means low [5] - The document presents the implied volatility quantile rankings and historical volatility quantile rankings of different varieties such as PTA, 50ETF, 300股指, etc [6]