BIDU 预期波动历史 Baidu, 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121
收盘价处于区间内46%
|实际值| 低于预期值46%
平均预期波动幅度±6.3%
平均|实际|波动幅度6.9%
平均绝对误差2.0pt
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 | 79.81 | ±3.5% | 77.03–82.58 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 80.00 | ±4.0% | 76.81–83.19 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 81.70 | ±4.9% | 77.72–85.68 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 83.67 | ±5.1% | 79.43–87.91 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 85.28 | ±5.3% | 80.73–89.83 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 83.75 | ±5.9% | 78.84–88.66 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 85.30 | ±6.5% | 79.75–90.84 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 87.05 | ±6.2% | 81.64–92.46 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 86.99 | ±6.9% | 80.95–93.03 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 84.45 | ±6.4% | 79.06–89.85 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 85.54 | ±7.0% | 79.58–91.50 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 92.60 | ±9.8% | 83.55–101.65 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 92.06 | ±9.4% | 83.44–100.69 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 92.47 | ±9.7% | 83.47–101.47 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 89.70 | ±9.6% | 81.05–98.35 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 90.06 | ±10.1% | 80.97–99.17 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 88.75 | ±10.6% | 79.31–98.20 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 90.59 | ±10.8% | 80.81–100.36 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 92.13 | ±11.0% | 81.98–102.28 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 91.61 | ±10.8% | 81.77–101.47 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 90.93 | ±11.3% | 80.63–101.23 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 92.38 | ±11.9% | 81.36–103.41 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 92.40 | ±12.0% | 81.35–103.45 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 99.40 | ±11.9% | 87.53–111.28 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 98.52 | ±11.9% | 86.81–110.22 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 95.50 | ±12.3% | 83.78–107.22 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 79.81 | ±5.1% | 75.77–83.86 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 80.00 | ±5.9% | 75.28–84.72 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 81.70 | ±6.2% | 76.64–86.75 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 83.67 | ±7.2% | 77.64–89.70 | 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 | 80.00 → 80.14 |
| Oct 14, 2026 | Oct 16 | ±2.7% | -1.9% | 区间内 | 81.70 → 80.14 |
| Oct 13, 2026 | Oct 16 | ±3.1% | -4.2% | 区间外 | 83.67 → 80.14 |
| Oct 09, 2026 | Oct 16 | ±3.8% | -6.0% | 区间外 | 85.28 → 80.14 |
| Oct 08, 2026 | Oct 16 | ±4.1% | -4.3% | 区间外 | 83.75 → 80.14 |
| Oct 07, 2026 | Oct 16 | ±4.5% | -6.0% | 区间外 | 85.30 → 80.14 |
| Oct 06, 2026 | Oct 16 | ±4.7% | -7.9% | 区间外 | 87.05 → 80.14 |
| Oct 05, 2026 | Oct 16 | ±4.9% | -7.9% | 区间外 | 86.99 → 80.14 |
| Oct 02, 2026 | Oct 16 | ±5.0% | -5.1% | 区间外 | 84.45 → 80.14 |
| Oct 01, 2026 | Oct 16 | ±6.2% | -6.3% | 区间外 | 85.54 → 80.14 |
| Sep 23, 2026 | Oct 16 | ±8.2% | -13.5% | 区间外 | 92.60 → 80.14 |
| Sep 22, 2026 | Oct 16 | ±8.1% | -12.9% | 区间外 | 92.06 → 80.14 |
| Sep 21, 2026 | Oct 16 | ±8.3% | -13.3% | 区间外 | 92.47 → 80.14 |
| Sep 18, 2026 | Oct 16 | ±8.7% | -10.7% | 区间外 | 89.70 → 80.14 |
| Sep 17, 2026 | Oct 16 | ±9.0% | -11.0% | 区间外 | 90.06 → 80.14 |
| Sep 16, 2026 | Oct 16 | ±9.4% | -9.7% | 区间外 | 88.75 → 80.14 |
| Sep 15, 2026 | Oct 16 | ±9.6% | -11.5% | 区间外 | 90.59 → 80.14 |
| Sep 14, 2026 | Oct 16 | ±9.9% | -13.0% | 区间外 | 92.13 → 80.14 |
| Sep 11, 2026 | Oct 16 | ±9.7% | -12.5% | 区间外 | 91.61 → 80.14 |
| Sep 10, 2026 | Oct 16 | ±10.3% | -11.9% | 区间外 | 90.93 → 80.14 |
| Sep 09, 2026 | Oct 16 | ±10.6% | -13.2% | 区间外 | 92.38 → 80.14 |
| Sep 08, 2026 | Oct 16 | ±11.0% | -13.3% | 区间外 | 92.40 → 80.14 |
| Sep 07, 2026 | Oct 16 | ±11.7% | -19.4% | 区间外 | 99.40 → 80.14 |
| Sep 04, 2026 | Oct 16 | ±11.6% | -18.7% | 区间外 | 98.52 → 80.14 |
| Sep 03, 2026 | Oct 16 | ±10.9% | -16.1% | 区间外 | 95.50 → 80.14 |
| Sep 02, 2026 | Oct 16 | ±11.4% | -14.7% | 区间外 | 93.93 → 80.14 |
| Sep 01, 2026 | Oct 16 | ±11.0% | -15.5% | 区间外 | 94.85 → 80.14 |
| Aug 31, 2026 | Oct 16 | ±11.5% | -16.5% | 区间外 | 95.94 → 80.14 |
| Oct 09, 2026 | Oct 09 | ±0.5% | +0.1% | 区间内 | 85.28 → 85.33 |
| Oct 08, 2026 | Oct 09 | ±1.6% | +1.9% | 区间外 | 83.75 → 85.33 |
| Oct 07, 2026 | Oct 09 | ±2.5% | +0.0% | 区间内 | 85.30 → 85.33 |
| Oct 06, 2026 | Oct 09 | ±2.7% | -2.0% | 区间内 | 87.05 → 85.33 |
| Oct 05, 2026 | Oct 09 | ±3.2% | -1.9% | 区间内 | 86.99 → 85.33 |
| Oct 02, 2026 | Oct 09 | ±3.6% | +1.0% | 区间内 | 84.45 → 85.33 |
| Oct 01, 2026 | Oct 09 | ±3.4% | -0.2% | 区间内 | 85.54 → 85.33 |
| Sep 23, 2026 | Oct 09 | ±7.1% | -7.9% | 区间外 | 92.60 → 85.33 |
| Sep 22, 2026 | Oct 09 | ±6.9% | -7.3% | 区间外 | 92.06 → 85.33 |
| Sep 21, 2026 | Oct 09 | ±7.0% | -7.7% | 区间外 | 92.47 → 85.33 |
| Sep 18, 2026 | Oct 09 | ±7.3% | -4.9% | 区间内 | 89.70 → 85.33 |
| Sep 17, 2026 | Oct 09 | ±7.6% | -5.3% | 区间内 | 90.06 → 85.33 |
| Sep 16, 2026 | Oct 09 | ±8.1% | -3.9% | 区间内 | 88.75 → 85.33 |
| Sep 15, 2026 | Oct 09 | ±8.5% | -5.8% | 区间内 | 90.59 → 85.33 |
| Sep 14, 2026 | Oct 09 | ±8.7% | -7.4% | 区间内 | 92.13 → 85.33 |
| Sep 11, 2026 | Oct 09 | ±8.7% | -6.9% | 区间内 | 91.61 → 85.33 |
| Sep 10, 2026 | Oct 09 | ±9.1% | -6.2% | 区间内 | 90.93 → 85.33 |
| Sep 09, 2026 | Oct 09 | ±9.3% | -7.6% | 区间内 | 92.38 → 85.33 |
| Sep 08, 2026 | Oct 09 | ±9.7% | -7.7% | 区间内 | 92.40 → 85.33 |
| Sep 07, 2026 | Oct 09 | ±9.4% | -14.2% | 区间外 | 99.40 → 85.33 |
| Sep 04, 2026 | Oct 09 | ±10.1% | -13.4% | 区间外 | 98.52 → 85.33 |
| Sep 03, 2026 | Oct 09 | ±9.6% | -10.6% | 区间外 | 95.50 → 85.33 |
| Sep 02, 2026 | Oct 09 | ±10.5% | -9.2% | 区间内 | 93.93 → 85.33 |
| Sep 01, 2026 | Oct 09 | ±11.0% | -10.0% | 区间内 | 94.85 → 85.33 |
| Aug 31, 2026 | Oct 09 | ±10.7% | -11.1% | 区间外 | 95.94 → 85.33 |
| Oct 02, 2026 | Oct 02 | ±0.3% | -0.2% | 区间内 | 84.45 → 84.32 |
| Oct 01, 2026 | Oct 02 | ±1.6% | -1.4% | 区间内 | 85.54 → 84.32 |
| Sep 23, 2026 | Oct 02 | ±5.6% | -8.9% | 区间外 | 92.60 → 84.32 |
| Sep 22, 2026 | Oct 02 | ±5.3% | -8.4% | 区间外 | 92.06 → 84.32 |
| Sep 21, 2026 | Oct 02 | ±5.9% | -8.8% | 区间外 | 92.47 → 84.32 |
| Sep 18, 2026 | Oct 02 | ±6.1% | -6.0% | 区间内 | 89.70 → 84.32 |
| Sep 17, 2026 | Oct 02 | ±6.5% | -6.4% | 区间内 | 90.06 → 84.32 |
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.