波动率数据日报-20260112

1. Report Industry Investment Rating - No relevant information provided. 2. Core Viewpoints - The report is a daily report on volatility data, including the calculation methods of implied volatility indices and the meaning of the difference between implied volatility and historical volatility [3]. 3. Summary by Related Catalogs Implied Volatility Index, Historical Volatility and Their Spread Chart - The implied volatility index of financial options reflects the 30 - day implied volatility trend as of the previous trading day, and the implied volatility index of commodity options is weighted by the implied volatilities of the two - strike options above and below 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 that a larger difference means the implied volatility is relatively higher than historical volatility, and a smaller difference means the implied volatility is relatively lower [3]. Implied Volatility Quantile and Volatility Spread Quantile Ranking Chart - 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 the implied volatility is low [5]. - The volatility spread is related to the implied volatility index and historical volatility [5].