AAL 预期波动历史 American Airlines Group Inc.
每个交易日收盘后,我们记录期权市场对各到期日的定价——均在结果揭晓前留存。到期日过后,实际结果会附记于原始预估值旁。预估值在事后绝不修改。 如何解读这些统计数据 · 记录开始于 Aug 31, 2026
已解决的比较项93
收盘价处于区间内94%
|实际值| 低于预期值94%
平均预期波动幅度±6.6%
平均|实际|波动幅度2.4%
平均绝对误差4.4pt
隐含与已实现波动率,按到期日
每个到期日:琥珀色轮廓框为最接近到期时记录的预期涨跌幅;实心柱为股票实际涨跌幅。柱形下方标注带符号的具体数值。
预期(已记录)实际
已记录(等待结果)
| 快照 | 到期时间 | DTE | 当时现货价 | 预期涨跌幅 | 区间 | 方法 |
|---|---|---|---|---|---|---|
| Oct 16 | Oct 16 | 0 | 11.89 | ±1.0% | 11.77–12.01 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 11.79 | ±3.1% | 11.42–12.16 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 12.50 | ±3.1% | 12.11–12.89 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 12.76 | ±4.4% | 12.20–13.32 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 12.79 | ±5.8% | 12.04–13.54 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 12.86 | ±5.8% | 12.12–13.60 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 12.99 | ±6.3% | 12.18–13.81 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 12.84 | ±6.5% | 12.01–13.68 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 12.95 | ±7.2% | 12.02–13.88 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 13.11 | ±8.0% | 12.05–14.16 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 13.64 | ±10.1% | 12.26–15.02 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 13.63 | ±10.1% | 12.25–15.01 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 13.57 | ±9.9% | 12.22–14.92 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 12.98 | ±10.3% | 11.64–14.32 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 12.98 | ±10.7% | 11.59–14.37 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 12.72 | ±11.6% | 11.25–14.19 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 12.78 | ±11.2% | 11.35–14.21 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 13.12 | ±11.4% | 11.62–14.62 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 13.01 | ±11.2% | 11.56–14.47 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 12.85 | ±11.0% | 11.44–14.26 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 12.93 | ±11.4% | 11.45–14.41 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 12.96 | ±11.1% | 11.53–14.39 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 13.14 | ±12.1% | 11.55–14.72 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 13.14 | ±11.8% | 11.60–14.70 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 12.98 | ±12.0% | 11.42–14.54 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 13.11 | ±12.3% | 11.49–14.72 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 12.99 | ±12.4% | 11.38–14.60 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 13.44 | ±12.7% | 11.74–15.14 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 11.89 | ±7.0% | 11.06–12.72 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 11.79 | ±7.3% | 10.92–12.65 | em-1.0 |
已归档快照
| 快照 | 已到期 | 预期值 | 实际值 | 在区间内? | 现货价 → 收盘价 |
|---|---|---|---|---|---|
| Oct 09, 2026 | Oct 09 | ±2.2% | +0.0% | 区间内 | 12.76 → 12.76 |
| Oct 08, 2026 | Oct 09 | ±3.8% | -0.2% | 区间内 | 12.79 → 12.76 |
| Oct 07, 2026 | Oct 09 | ±3.8% | -0.8% | 区间内 | 12.86 → 12.76 |
| Oct 06, 2026 | Oct 09 | ±4.2% | -1.8% | 区间内 | 12.99 → 12.76 |
| Oct 05, 2026 | Oct 09 | ±4.9% | -0.6% | 区间内 | 12.84 → 12.76 |
| Oct 02, 2026 | Oct 09 | ±5.5% | -1.5% | 区间内 | 12.95 → 12.76 |
| Oct 01, 2026 | Oct 09 | ±6.5% | -2.7% | 区间内 | 13.11 → 12.76 |
| Sep 23, 2026 | Oct 09 | ±8.7% | -6.5% | 区间内 | 13.64 → 12.76 |
| Sep 22, 2026 | Oct 09 | ±8.7% | -6.4% | 区间内 | 13.63 → 12.76 |
| Sep 21, 2026 | Oct 09 | ±8.4% | -6.0% | 区间内 | 13.57 → 12.76 |
| Sep 18, 2026 | Oct 09 | ±9.3% | -1.7% | 区间内 | 12.98 → 12.76 |
| Sep 17, 2026 | Oct 09 | ±9.3% | -1.7% | 区间内 | 12.98 → 12.76 |
| Sep 16, 2026 | Oct 09 | ±9.7% | +0.3% | 区间内 | 12.72 → 12.76 |
| Sep 15, 2026 | Oct 09 | ±11.1% | -0.2% | 区间内 | 12.78 → 12.76 |
| Sep 14, 2026 | Oct 09 | ±8.4% | -2.7% | 区间内 | 13.12 → 12.76 |
| Sep 11, 2026 | Oct 09 | ±9.1% | -1.9% | 区间内 | 13.01 → 12.76 |
| Sep 10, 2026 | Oct 09 | ±10.9% | -0.7% | 区间内 | 12.85 → 12.76 |
| Sep 09, 2026 | Oct 09 | ±11.4% | -1.3% | 区间内 | 12.93 → 12.76 |
| Sep 08, 2026 | Oct 09 | ±15.5% | -1.5% | 区间内 | 12.96 → 12.76 |
| Sep 07, 2026 | Oct 09 | ±10.0% | -2.9% | 区间内 | 13.14 → 12.76 |
| Sep 04, 2026 | Oct 09 | ±10.5% | -2.9% | 区间内 | 13.14 → 12.76 |
| Sep 03, 2026 | Oct 09 | ±9.3% | -1.7% | 区间内 | 12.98 → 12.76 |
| Sep 02, 2026 | Oct 09 | ±11.0% | -2.7% | 区间内 | 13.11 → 12.76 |
| Sep 01, 2026 | Oct 09 | ±11.5% | -1.8% | 区间内 | 12.99 → 12.76 |
| Aug 31, 2026 | Oct 09 | ±9.9% | -5.0% | 区间内 | 13.44 → 12.76 |
| Oct 02, 2026 | Oct 02 | ±0.5% | -0.1% | 区间内 | 12.95 → 12.94 |
| Oct 01, 2026 | Oct 02 | ±2.3% | -1.3% | 区间内 | 13.11 → 12.94 |
| Sep 23, 2026 | Oct 02 | ±6.0% | -5.1% | 区间内 | 13.64 → 12.94 |
| Sep 22, 2026 | Oct 02 | ±6.0% | -5.1% | 区间内 | 13.63 → 12.94 |
| Sep 21, 2026 | Oct 02 | ±6.0% | -4.6% | 区间内 | 13.57 → 12.94 |
| Sep 18, 2026 | Oct 02 | ±6.4% | -0.3% | 区间内 | 12.98 → 12.94 |
| Sep 17, 2026 | Oct 02 | ±6.8% | -0.3% | 区间内 | 12.98 → 12.94 |
| Sep 16, 2026 | Oct 02 | ±8.0% | +1.7% | 区间内 | 12.72 → 12.94 |
| Sep 15, 2026 | Oct 02 | ±7.3% | +1.3% | 区间内 | 12.78 → 12.94 |
| Sep 14, 2026 | Oct 02 | ±8.2% | -1.4% | 区间内 | 13.12 → 12.94 |
| Sep 11, 2026 | Oct 02 | ±8.3% | -0.6% | 区间内 | 13.01 → 12.94 |
| Sep 10, 2026 | Oct 02 | ±8.8% | +0.7% | 区间内 | 12.85 → 12.94 |
| Sep 09, 2026 | Oct 02 | ±7.4% | +0.1% | 区间内 | 12.93 → 12.94 |
| Sep 08, 2026 | Oct 02 | ±8.1% | -0.2% | 区间内 | 12.96 → 12.94 |
| Sep 07, 2026 | Oct 02 | ±8.8% | -1.5% | 区间内 | 13.14 → 12.94 |
| Sep 04, 2026 | Oct 02 | ±9.1% | -1.6% | 区间内 | 13.14 → 12.94 |
| Sep 03, 2026 | Oct 02 | ±9.2% | -0.3% | 区间内 | 12.98 → 12.94 |
| Sep 02, 2026 | Oct 02 | ±9.4% | -1.3% | 区间内 | 13.11 → 12.94 |
| Sep 01, 2026 | Oct 02 | ±10.1% | -0.4% | 区间内 | 12.99 → 12.94 |
| Aug 31, 2026 | Oct 02 | ±10.3% | -3.7% | 区间内 | 13.44 → 12.94 |
| Sep 23, 2026 | Sep 25 | ±3.8% | +1.7% | 区间内 | 13.64 → 13.87 |
| Sep 22, 2026 | Sep 25 | ±3.8% | +1.8% | 区间内 | 13.63 → 13.87 |
| Sep 21, 2026 | Sep 25 | ±4.0% | +2.2% | 区间内 | 13.57 → 13.87 |
| Sep 18, 2026 | Sep 25 | ±4.3% | +6.9% | 区间外 | 12.98 → 13.87 |
| Sep 17, 2026 | Sep 25 | ±5.2% | +6.9% | 区间外 | 12.98 → 13.87 |
| Sep 16, 2026 | Sep 25 | ±6.9% | +9.0% | 区间外 | 12.72 → 13.87 |
| Sep 15, 2026 | Sep 25 | ±6.8% | +8.5% | 区间外 | 12.78 → 13.87 |
| Sep 14, 2026 | Sep 25 | ±6.8% | +5.7% | 区间内 | 13.12 → 13.87 |
| Sep 11, 2026 | Sep 25 | ±7.0% | +6.6% | 区间内 | 13.01 → 13.87 |
| Sep 10, 2026 | Sep 25 | ±7.2% | +7.9% | 区间外 | 12.85 → 13.87 |
| Sep 09, 2026 | Sep 25 | ±7.0% | +7.3% | 区间外 | 12.93 → 13.87 |
| Sep 08, 2026 | Sep 25 | ±7.8% | +7.0% | 区间内 | 12.96 → 13.87 |
| Sep 07, 2026 | Sep 25 | ±7.3% | +5.6% | 区间内 | 13.14 → 13.87 |
| Sep 04, 2026 | Sep 25 | ±8.0% | +5.5% | 区间内 | 13.14 → 13.87 |
| Sep 03, 2026 | Sep 25 | ±8.0% | +6.9% | 区间内 | 12.98 → 13.87 |
结果通过比较记录的价格区间与到期日收盘价得出。各行显示所用方法版本(与当前版本不同时);当前版本: em-1.0.