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波动率数据日报-20260309
Yong An Qi Huo· 2026-03-09 12:01
Group 1: Report Information - The report is the Volatility Data Daily Report from the Options Headquarters of Yong'an Futures, updated on March 9, 2026 [1][2] Group 2: Implied Volatility Index and Historical Volatility - 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 weighted by 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 means the implied volatility is relatively higher than historical volatility, and a smaller difference means the implied volatility is relatively lower [3] Group 3: Implied Volatility Quantile and Volatility Spread - The implied volatility quantile represents the historical level of the current variety's implied volatility. A high quantile means the current implied volatility is high, and a low quantile means it is low [5] - The volatility spread is related to the implied volatility index and historical volatility [5]