Workflow
金融期权波动率日报-2025-02-25
安信期货·2025-02-25 15:34

| 日期 | 标的物价格 | 5HV | 10HV | 20HV | 当月IV | 当月近1年 | 当月近2年 IV分位数 | 次月IV | 次月近1年IV分位 | 次月近2年 | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | | | | | | | IV分位数 | | | 数 | IV分位数 | | 2025/2/18 | 2.713 | 8.21% | 10.09% | 10.84% | 14.72% | 49.70% | 37.80% | 15.42% | 54.40% | 47.70% | | 2025/2/19 | 2.722 | 5.67% | 7.78% | 9.31% | 14.45% | 48.10% | 34.30% | 15.27% | 52.70% | 44.80% | | 2025/2/20 | 2.708 | 7.48% | 8.68% | 9.50% | 14.04% | 42.00% | 27.60% | 14.74% | 46.40% | 36.50% | 金融期权波动 0.00% ...