波动率数据日报 永安期货期权总部 历史波动率分位数排名 0.89 300位指 0.52 平時 0.54 五米 0.52 铁石 0.38 天峻 0.51 0.29 50ETF 0.42 PTA 0.21 PTA 0.32 样花 0.18 甲斐 0.23 300版 指 0.17 0.21 15 0.15 神花 0.12 50ETF 0.11 24.46 0.10 五米 0.09 0.05 45 盘指 亚版 0.09 L 0.01 白糖 日新 0.08 0 0.3 0.4 0.6 0.7 0.9 0.1 0.2 0.5 0.8 0.1 0.3 0.6 0.7 0.8 I 0 0.2 0.4 0.5 ora 1 更新时间: 2025/8/15 、隐含波动率指数、历史波动率及其价差走势图 1、金融期权隐含波动率指数反映截止上一交易日的30日隐波走势,商品期权隐含波动 率指数通过主力月平值期权上下两档隐波加权所得,反映主力合约的隐波变化趋势。2 隐波指数与历史波动率的差值,差值越大反映隐波相对历史波动率越高,差值越小代 表隐波相对历史波动率越低。 TO - 300股指HV -300股指IV IV-HV美 IVHV差 - ...

Core Viewpoint - The article provides a detailed analysis of commodity market trends, focusing on quantitative indicators for various indices and commodities, highlighting the bullish trends for certain stock indices and the implications for trading strategies [3][4][5][6][7][8]. Quantitative Indicators Summary - The 50 stock index shows a bullish trend with a value of 1.16, indicating a strong upward movement [6]. - The 300 stock index also reflects a bullish trend with a value of 1.21, suggesting continued strength in the market [6]. - The pure soda market shows a fluctuating trend with a value of 3.21, indicating potential volatility [7]. Technical Analysis Summary - For the 50 stock index, the strategy suggests holding positions and looking for entry points near specific trend lines, with a focus on maintaining positions during upward movements [10][12]. - The pure soda market is described as being in a speculative phase, with recommendations to monitor specific price levels for potential entry and exit points [11]. - The 300 stock index is advised to continue holding positions, with a focus on breakout levels and maintaining a bullish outlook [12]. Fundamental Analysis Summary - The 300 stock index is under pressure due to supply concerns, with a basis rate of -22.1/-0.5%, indicating a supply surplus [9]. - The pure soda inventory is at a high level compared to previous years, but there are signs of a downward trend, suggesting potential market adjustments [9]. - Overall, the industry is seeing a comprehensive profit recovery, with the basis rate showing a slight improvement [9].

波动率数据日报 永安期货期权总部 更新时间: 2025/8/8 、隐含波动率指数、历史波动率及其价差走势图 、隐波指教分位教与波动率价差分位数排名图 1 ↓ 隐波分位数代表当前品种隐波在历史上的水平 • 分位数高代表当前稳波偏高 • 分位数低代表稳波偏低 • 2 • 波动率价差书急疫指数•历史玻 动率。 免费声明:本文所有内得均不符成改造仪、对文中信息的准确推料免费性不作任何保证，使用学习交流。技资录像此作出的任何投资决策与产企司无关、授权仪为我 公司所有、未来市面许可。任何比高科个人不得以年同形式相談。提到发布。如引用、行发、规定明出处为水安和货公司、且不得进行有浮聚富的引用、量节科健改。 PVC 0.66 0.53 70 -- 300股指HV -300股指IV IV-HV美 IV HV差 - 50ETF IV - 50ETF HV 20 - 1000股指 IV - -1000股指HV HV美 500ETF HV 500ETF IV 10 白银 IV 日报 HV IV-HV美 户手 IV HT HV 一豆粕 IV 空期 HV IV-HV美 -王米IV 玉米 HV IV-HV差 50 20 0 10 10 1 ...

文 | 大宗商品鹰眼监测日报 编辑 | 杨兰 审核 | 浦电路交易员 本周《大宗商品鹰眼监测日报》交易池策略及核心逻辑片段摘要如下，完整版日报内容可扫码添加客服咨询详情。 | | | 鹰眼特供:大宗商品监测日报 | | | | 2025/7/21 | | --- | --- | --- | --- | --- | --- | --- | | 品种池 | 品种 | | | 量化指标 | | | | 类型 | | 趋势 | 盘面估值 | 历史低位 | 波动率 | 换手率 | | 交易池 | 执卷 | 2.37 | 1.02 | 33.82 | 26.54 | 0.8 | | | 50股指 | 1.36 | 1.1 | 41.71 | 22.9 | 0.45 | | | 300股指 | 1.69 | 1.12 | 51.88 | 23.88 | 0.32 | | | 纯碱 | 4.71 | 0.95 | 5.58 | 42.04 | 3.01 | | 指标说明: | | | | | | | | | | | 1. 趋势：数据<0.7通常为偏空，数据>1.3通常为偏多。2. 盘面估值：数据<0.9偏低估，>1.1编高估 ...

Group 1: Definitions - Financial option implied volatility index reflects the 30 - day implied volatility (IV) trend as of the previous trading day. Commodity option implied volatility index is obtained by weighting the IVs of the two strike prices 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 [3] Group 2: Implied Volatility and Historical Volatility Charts - Charts show the IV, HV, and IV - HV differences of various products including 300 index, 50ETF, 1000 index, 500ETF, cotton, sugar, rubber, PTA, crude oil, methanol, iron ore, copper, PVC, rebar, urea, gasoline, aluminum, zinc, etc. from different time periods [4][6][7][8] Group 3: Implied Volatility and Historical Volatility Quantiles - Implied volatility quantiles represent the current IV level of a product in history. High quantiles mean current IV is high, and low quantiles mean current IV is low. Volatility spread is the difference between IV and HV [19] - The implied volatility quantiles of different products are provided, such as PTA (0.85), PVC (0.72), etc. [21]

Group 1: Report Information - Report name: Volatility Data Daily Report [1] - Update time: May 15, 2025 [1] Group 2: 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 [2] - The difference between the implied volatility index and historical volatility: A larger difference indicates that the implied volatility is relatively higher than the historical volatility, while a smaller difference means the opposite [2] Group 3: Implied Volatility and Historical Volatility Charts - Charts show the trends of implied volatility (IV), historical volatility (HV), and their differences (IV - HV) for various products including 300 - stock index, 50ETF, 1000 - stock index, 500ETF, IFR, corn, cotton, rubber, PTA, crude oil, Chinese jujube, iron ore, aluminum, PVC, rebar, zinc, urea, palm oil, etc [3][5][6][7][11] Group 4: Quantile Ranking - Implied volatility and historical volatility quantile rankings are provided for products such as PTA, 50ETF, methanol, etc. For example, the implied volatility quantile of PTA is 0.93, and its historical volatility quantile is 0.79 [13]