Group 1: Report Information - The report is titled "Commodity Options Data Daily" and issued by ITG Guomao Futures on December 30, 2025 [3][4][5] Group 2: Core Data - Historical Volatility and Price Changes - For various commodities like aluminum, PVC, copper, etc., data includes historical volatility (HV20, HV40, HV60, HV120), main contract prices, and price change rates. For example, aluminum's main contract price was 22,570 with a 23% increase and 12% historical volatility [5] Group 3: Core Data - Implied Volatility - Implied volatility data is provided for multiple commodities such as eggs, polycrystalline silicon, etc., including main contract at - the - money implied volatility (IV) and its percentile value. For instance, the main contract at - the - money IV of eggs is 35% with a 66% percentile [6] Group 4: Core Data - Historical Trends - Historical trends of main contract at - the - money implied volatility and main contract closing prices are presented for commodities like industrial silicon, iron ore, soybean oil, etc., with corresponding data from different time points in 2024 - 2025 [8]
商品期权数据日报-20251230
Guo Mao Qi Huo·2025-12-30 09:37