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 month, reflecting the implied volatility change trend of the main contract [1] - The difference between the implied volatility index and historical volatility indicates the relative level of implied volatility compared to historical volatility. A larger difference means the implied volatility is relatively higher, and a smaller difference means it is relatively lower [1] Group 2: Implied Volatility Quantile Explanation - The implied volatility quantile represents the current level of a variety's implied volatility in history. A high quantile means the current implied volatility is high, and a low quantile means it is low [3] - Volatility spread is the implied volatility index minus historical volatility [3]
波动率数据日报-20260330
Yong An Qi Huo·2026-03-30 06:10