波动率数据日报-20251219

Group 1: General Information - The report is the Volatility Data Daily Report from the Options Headquarters of Yong'an Futures, with an update time of December 19, 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 obtained by weighting the implied volatilities of the two - level 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 the historical volatility, and a smaller difference means the opposite [3] Group 3: Implied Volatility Quantile and Volatility Spread Quantile - 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 it is low [5] - Volatility spread = implied volatility index - historical volatility [5]