波动率数据日报-20251230

Report Summary Core View - The report provides daily volatility data, including the implied volatility index, historical volatility, and their spread trends for various financial and commodity options, as well as the ranking of implied volatility quantiles and volatility spread quantiles [3][5]. Summary by Related Content 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 volatility of the two - strike options around 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 implied volatility relative to historical volatility [3]. Implied Volatility Quantiles and Volatility Spread Quantiles - Implied volatility quantiles represent the current level of a variety's implied volatility in history. A high quantile means the current implied volatility is high, and a low quantile means it is low [5]. - Volatility spread quantiles are calculated based on the index and historical volatility [5].