波动率数据日报-20251215

Group 1: Implicit Volatility Index and Its Relationship with 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 obtained by weighting the implied volatilities of the upper and lower two - strike prices of the at - the - money options in 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 indicates the relative level of implied volatility to historical volatility. A larger difference means the implied volatility is relatively higher, and a smaller difference means the implied volatility is relatively lower [3] Group 2: Implied Volatility Quantile and Volatility Spread Quantile Ranking - The implied volatility quantile represents the current level of the implied volatility of a variety in history. A high quantile means the current implied volatility is high, and a low quantile means the implied volatility is low. The volatility spread refers to the implied volatility index minus the historical volatility [5]