波动率数据日报-20260316

Group 1: Volatility Index Explanation - The implied volatility index of financial options reflects the 30 - day implied volatility trend as of the previous trading day. The implied volatility index of commodity options is obtained by weighting 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: a larger difference indicates that the implied volatility is relatively higher than historical volatility, while a smaller difference means the opposite [3] Group 2: Volatility Data Graphs - There are graphs showing the implied volatility (IV), historical volatility (HV), and the difference between them (IV - HV) for various financial and commodity options, including 300股指, 1000股指, 50ETF, 500ETF, corn, cotton, methanol, rubber, iron ore, PTA, crude oil, aluminum, PVC, rebar, urea, and palm oil [4] Group 3: Implied Volatility Quantile and Volatility Spread Quantile - Implied volatility quantile represents the current level of a variety's implied volatility in history. A high quantile means high implied volatility, and a low quantile means low implied volatility [5] - Volatility spread is the difference between the implied volatility index and historical volatility [5]