波动率数据日报 永安期货期权总部 更新时间: 2025/8/20 、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。 隐含波动率分位数排名 历史波动率分位数排名 0.90 300 位 指 0.75 平聘 0.55 关键 orea 铁石石 0.37 PVC 0.54 0.24 PTA 0.41 神运 0.19 五米 6.29 PTA 0.19 字号 0.26 45 0.08 45 0.08 300 版 視 0.15 n 4, R 0.07 र ह oroa 0.04 n 86 0.09 神花 0.02 白糖 0.09 盘结 L 0.02 白练 50ETE 0.14 0 0.2 03 0.4 0.6 0.9 0.1 05 0.7 0.8 1 0.2 0.3 0.6 0.7 0.8 0 0.1 0.4 0.5 0 a 1 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;仅供学习交流。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 ...

Group 1: Implied Volatility Index and Historical Volatility - The financial option implied volatility index reflects the 30 - day implied volatility (IV) trend as of the previous trading day. The commodity option implied volatility index is obtained by weighting the IV of the two - strike options around the at - the - money option of the front - month contract, reflecting the IV change trend of the front - month contract [3] - The difference between the IV index and historical volatility (HV) indicates the relative level of IV to HV. A larger difference means higher IV relative to HV, and a smaller difference means lower IV relative to HV [3] Group 2: Implied Volatility and Historical Volatility Graphs - The document presents graphs showing the IV, HV, and IV - HV differences for various financial and commodity options, including 300 - stock index, 50ETF, 1000 - stock index, 500ETF, and many commodity options such as silver, soybean meal, corn, etc [4] Group 3: Implied Volatility Quantile and Volatility Spread Quantile Ranking - 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 the difference between the implied volatility index and historical volatility [5] - The document provides the implied volatility quantile rankings for different options, such as PVC with a quantile of 0.92, PTA with 0.39, etc [6]