波动率数据日报-20260311

Group 1: Core Concepts - 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 [3] - The difference between the IV 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 than HV [3] - 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. Volatility spread is related to the IV index and HV [5] Group 2: Data Visualization - There are graphs showing the IV, HV, and IV - HV differences of various options, including 300 - stock index, 1000 - stock index, 500ETF, soybean, corn, cotton, rubber, iron ore, PTA, crude oil, PVC, rebar, urea, rapeseed, and palm oil options [4] - There is a graph presenting the implied volatility quantile ranking and historical volatility quantile ranking of some options such as PTA and 50ETF [6][7]