波动率数据日报-20260113

Group 1: Implicit Volatility Index and Historical Volatility - The financial option implicit volatility index reflects the 30 - day implicit volatility trend as of the previous trading day. The commodity option implicit volatility index is obtained by weighting the implicit volatilities of the two - level options above and below the at - the - money option of the main contract month, reflecting the implicit volatility change trend of the main contract [3] - The difference between the implicit volatility index and historical volatility: a larger difference indicates that the implicit volatility is relatively higher than the historical volatility, while a smaller difference means the opposite [3] Group 2: Implicit Volatility Quantile and Volatility Spread Quantile - The implicit volatility quantile represents the current level of the variety's implicit volatility in history. A high quantile means the current implicit volatility is high, and a low quantile means it is low [5] - The volatility spread is related to the implicit volatility index and historical volatility [5]