波动率数据日报-20260109

Group 1: Report Introduction - The report is a daily volatility data report from the Options Headquarters of Yong'an Futures, updated on January 9, 2026 [1][2] Group 2: Volatility Index Explanation - The implied volatility index of financial options reflects the 30 - day implied volatility (IV) trend as of the previous trading day. The implied volatility index of commodity options is obtained by weighting the IV of the two - strike options above and below the at - the - money option of the main contract month, reflecting the IV change trend of the main contract [2] - The difference between the implied volatility index and historical volatility (HV) indicates the relative level of IV to HV. A larger difference means IV is relatively higher than HV, and a smaller difference means IV is relatively lower [2] Group 3: Volatility Data Charts - There are charts showing the IV, HV, and IV - HV differences of various options including 300 Index, 50ETF, 1000 Index, 500ETF, silver, corn, cotton, rubber, iron ore, PTA, crude oil, aluminum, PVC, rebar, urea, rapeseed oil, and palm oil from July 2024 to January 2026 [3] Group 4: Quantile Ranking Charts - The implied volatility quantile represents the current level of a variety's IV in history. A high quantile means the current IV is high, and a low quantile means the current IV is low. The volatility spread is calculated as IV index minus HV [4] - There are ranking charts for implied volatility quantiles and historical volatility quantiles [5]