BABA 预期波动历史 Alibaba Group Holding Limited

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121

收盘价处于区间内89%

|实际值| 低于预期值89%

平均预期波动幅度±6.5%

平均|实际|波动幅度2.7%

平均绝对误差4.2pt

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 19	Oct 23	4	108.80	±3.5%	105.03–112.56	em-1.0
Oct 16	Oct 23	7	109.30	±4.0%	104.95–113.64	em-1.0
Oct 14	Oct 23	9	110.69	±5.0%	105.14–116.25	em-1.0
Oct 13	Oct 23	10	110.90	±5.1%	105.23–116.56	em-1.0
Oct 09	Oct 23	14	111.23	±5.3%	105.31–117.15	em-1.0
Oct 08	Oct 23	15	105.66	±5.7%	99.69–111.63	em-1.0
Oct 07	Oct 23	16	107.17	±6.9%	99.79–114.54	em-1.0
Oct 06	Oct 23	17	109.25	±6.4%	102.30–116.20	em-1.0
Oct 05	Oct 23	18	110.88	±7.1%	103.03–118.72	em-1.0
Oct 02	Oct 23	21	105.92	±6.7%	98.80–113.05	em-1.0
Oct 01	Oct 23	22	107.52	±6.9%	100.12–114.92	em-1.0
Sep 23	Oct 23	30	116.83	±9.7%	105.53–128.13	em-1.0
Sep 22	Oct 23	31	116.79	±9.7%	105.49–128.09	em-1.0
Sep 21	Oct 23	32	115.98	±11.0%	103.23–128.73	em-1.0
Sep 18	Oct 23	35	113.85	±10.0%	102.42–125.28	em-1.0
Sep 17	Oct 23	36	108.72	±10.3%	97.55–119.89	em-1.0
Sep 16	Oct 23	37	107.10	±10.6%	95.75–118.45	em-1.0
Sep 15	Oct 23	38	109.37	±11.1%	97.24–121.49	em-1.0
Sep 14	Oct 23	39	109.16	±10.9%	97.31–121.01	em-1.0
Sep 11	Oct 23	42	109.30	±10.7%	97.65–120.95	em-1.0
Sep 10	Oct 23	43	108.69	±11.1%	96.66–120.71	em-1.0
Sep 09	Oct 23	44	109.60	±11.1%	97.40–121.80	em-1.0
Sep 08	Oct 23	45	112.65	±12.6%	98.42–126.88	em-1.0
Sep 07	Oct 23	46	113.18	±12.1%	99.45–126.91	em-1.0
Sep 04	Oct 23	49	113.20	±12.1%	99.47–126.92	em-1.0
Sep 03	Oct 23	50	111.87	±12.0%	98.40–125.35	em-1.0
Oct 19	Oct 30	11	108.80	±5.3%	102.99–114.61	em-1.0
Oct 16	Oct 30	14	109.30	±5.8%	102.98–115.61	em-1.0
Oct 14	Oct 30	16	110.69	±6.4%	103.59–117.79	em-1.0
Oct 13	Oct 30	17	110.90	±6.6%	103.55–118.25	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 16, 2026	Oct 16	±0.3%	-0.2%	区间内	109.30 → 109.11
Oct 14, 2026	Oct 16	±2.7%	-1.4%	区间内	110.69 → 109.11
Oct 13, 2026	Oct 16	±3.0%	-1.6%	区间内	110.90 → 109.11
Oct 09, 2026	Oct 16	±3.8%	-1.9%	区间内	111.23 → 109.11
Oct 08, 2026	Oct 16	±4.1%	+3.3%	区间内	105.66 → 109.11
Oct 07, 2026	Oct 16	±5.2%	+1.8%	区间内	107.17 → 109.11
Oct 06, 2026	Oct 16	±4.9%	-0.1%	区间内	109.25 → 109.11
Oct 05, 2026	Oct 16	±5.5%	-1.6%	区间内	110.88 → 109.11
Oct 02, 2026	Oct 16	±5.2%	+3.0%	区间内	105.92 → 109.11
Oct 01, 2026	Oct 16	±5.6%	+1.5%	区间内	107.52 → 109.11
Sep 23, 2026	Oct 16	±8.7%	-6.6%	区间内	116.83 → 109.11
Sep 22, 2026	Oct 16	±8.7%	-6.6%	区间内	116.79 → 109.11
Sep 21, 2026	Oct 16	±9.9%	-5.9%	区间内	115.98 → 109.11
Sep 18, 2026	Oct 16	±9.7%	-4.2%	区间内	113.85 → 109.11
Sep 17, 2026	Oct 16	±9.7%	+0.4%	区间内	108.72 → 109.11
Sep 16, 2026	Oct 16	±9.6%	+1.9%	区间内	107.10 → 109.11
Sep 15, 2026	Oct 16	±9.9%	-0.2%	区间内	109.37 → 109.11
Sep 14, 2026	Oct 16	±9.8%	-0.0%	区间内	109.16 → 109.11
Sep 11, 2026	Oct 16	±9.9%	-0.2%	区间内	109.30 → 109.11
Sep 10, 2026	Oct 16	±10.2%	+0.4%	区间内	108.69 → 109.11
Sep 09, 2026	Oct 16	±10.3%	-0.4%	区间内	109.60 → 109.11
Sep 08, 2026	Oct 16	±11.3%	-3.1%	区间内	112.65 → 109.11
Sep 07, 2026	Oct 16	±11.5%	-3.6%	区间内	113.18 → 109.11
Sep 04, 2026	Oct 16	±11.5%	-3.6%	区间内	113.20 → 109.11
Sep 03, 2026	Oct 16	±11.1%	-2.5%	区间内	111.87 → 109.11
Sep 02, 2026	Oct 16	±11.1%	-2.4%	区间内	111.82 → 109.11
Sep 01, 2026	Oct 16	±11.6%	-3.3%	区间内	112.80 → 109.11
Aug 31, 2026	Oct 16	±11.7%	-4.6%	区间内	114.32 → 109.11
Oct 09, 2026	Oct 09	±0.4%	+0.1%	区间内	111.23 → 111.37
Oct 08, 2026	Oct 09	±1.8%	+5.4%	区间外	105.66 → 111.37
Oct 07, 2026	Oct 09	±3.1%	+3.9%	区间外	107.17 → 111.37
Oct 06, 2026	Oct 09	±3.0%	+1.9%	区间内	109.25 → 111.37
Oct 05, 2026	Oct 09	±3.7%	+0.4%	区间内	110.88 → 111.37
Oct 02, 2026	Oct 09	±3.7%	+5.1%	区间外	105.92 → 111.37
Oct 01, 2026	Oct 09	±4.2%	+3.6%	区间内	107.52 → 111.37
Sep 23, 2026	Oct 09	±7.6%	-4.7%	区间内	116.83 → 111.37
Sep 22, 2026	Oct 09	±7.6%	-4.6%	区间内	116.79 → 111.37
Sep 21, 2026	Oct 09	±8.6%	-4.0%	区间内	115.98 → 111.37
Sep 18, 2026	Oct 09	±8.1%	-2.2%	区间内	113.85 → 111.37
Sep 17, 2026	Oct 09	±8.1%	+2.4%	区间内	108.72 → 111.37
Sep 16, 2026	Oct 09	±7.6%	+4.0%	区间内	107.10 → 111.37
Sep 15, 2026	Oct 09	±8.8%	+1.8%	区间内	109.37 → 111.37
Sep 14, 2026	Oct 09	±8.9%	+2.0%	区间内	109.16 → 111.37
Sep 11, 2026	Oct 09	±9.2%	+1.9%	区间内	109.30 → 111.37
Sep 10, 2026	Oct 09	±9.5%	+2.5%	区间内	108.69 → 111.37
Sep 09, 2026	Oct 09	±9.4%	+1.6%	区间内	109.60 → 111.37
Sep 08, 2026	Oct 09	±9.9%	-1.1%	区间内	112.65 → 111.37
Sep 07, 2026	Oct 09	±9.7%	-1.6%	区间内	113.18 → 111.37
Sep 04, 2026	Oct 09	±9.7%	-1.6%	区间内	113.20 → 111.37
Sep 03, 2026	Oct 09	±10.2%	-0.5%	区间内	111.87 → 111.37
Sep 02, 2026	Oct 09	±9.6%	-0.4%	区间内	111.82 → 111.37
Sep 01, 2026	Oct 09	±10.7%	-1.3%	区间内	112.80 → 111.37
Aug 31, 2026	Oct 09	±11.3%	-2.6%	区间内	114.32 → 111.37
Oct 02, 2026	Oct 02	±0.2%	-0.1%	区间内	105.92 → 105.85
Oct 01, 2026	Oct 02	±1.7%	-1.6%	区间内	107.52 → 105.85
Sep 23, 2026	Oct 02	±6.0%	-9.4%	区间外	116.83 → 105.85
Sep 22, 2026	Oct 02	±6.0%	-9.4%	区间外	116.79 → 105.85
Sep 21, 2026	Oct 02	±7.2%	-8.7%	区间外	115.98 → 105.85
Sep 18, 2026	Oct 02	±6.9%	-7.0%	区间外	113.85 → 105.85
Sep 17, 2026	Oct 02	±7.0%	-2.6%	区间内	108.72 → 105.85

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.

BABA 预期波动历史 Alibaba Group Holding Limited

隐含与已实现波动率，按到期日

已记录（等待结果）

已归档快照

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