波动率数据日报-20260105

Group 1: Volatility Index Explanation - The implied volatility index of financial options reflects the 30 - day implied volatility trend as of the previous trading day, while the implied volatility index of commodity options is obtained by weighting the implied volatilities of the two - strike options above and below the at - the - money option of the main contract month, reflecting the implied volatility trend of the main contract [3] - The difference between the implied volatility index and historical volatility indicates the relationship between implied and historical volatility. A larger difference means implied volatility is relatively higher, and a smaller difference means it is relatively lower [3] Group 2: Volatility Data Visualization - The document presents multiple charts showing the relationships between implied volatility (IV), historical volatility (HV), and their differences (IV - HV) for various financial and commodity options such as 300 - stock index, 50ETF, 1000 - stock index, 500ETF, silver, gold, etc., from 2024 to 2025 [4] Group 3: Quantile Explanation - Implied volatility quantile represents the current implied volatility level 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 is calculated by adding the index and historical volatility [5]