波动率数据日报-20260302

Group 1: Explanation of Volatility Indexes - 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 weighted by the implied volatilities of the upper and lower two - strike options of the at - the - money options of the main contract, reflecting the implied volatility change trend of the main contract [3] - The difference between the implied volatility index and the historical volatility, a larger difference indicates that the implied volatility is relatively higher than the historical volatility, and a smaller difference means the opposite [3] Group 2: Volatility Graphs - There are multiple graphs showing the implied volatility (IV), historical volatility (HV), and the difference between IV and HV for various financial and commodity options such as 300 - stock index, 1000 - stock index, SOETF, 500ETF, and many commodity options like corn, cotton, rubber, etc. [4] Group 3: Implied Volatility Quantiles and Volatility Spread - Implied volatility quantile represents the current level of a variety's implied volatility in history. A high quantile indicates that the current implied volatility is relatively high, and a low quantile means it is relatively low [5] - Volatility spread is related to the implied volatility index and historical volatility [5] Group 4: Implied Volatility Quantile Data - There is implied volatility quantile data presented with some unknown varieties (PTA, SOCETT, etc.) and their corresponding quantile ranges from 0 to 1 [7]