BKR 预期波动历史 Baker Hughes Company
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43
收盘价处于区间内63%
|实际值| 低于预期值63%
平均预期波动幅度±6.2%
平均|实际|波动幅度5.5%
平均绝对误差3.8pt
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 | Nov 20 | 32 | 55.67 | ±8.3% | 51.04–60.29 | em-1.0 |
| Oct 16 | Nov 20 | 35 | 55.70 | ±9.3% | 50.52–60.88 | em-1.0 |
| Oct 14 | Nov 20 | 37 | 55.37 | ±9.3% | 50.24–60.49 | em-1.0 |
| Oct 13 | Nov 20 | 38 | 56.45 | ±9.6% | 51.02–61.88 | em-1.0 |
| Oct 09 | Nov 20 | 42 | 56.60 | ±9.6% | 51.15–62.05 | em-1.0 |
| Oct 08 | Nov 20 | 43 | 56.30 | ±10.1% | 50.62–61.98 | em-1.0 |
| Oct 07 | Nov 20 | 44 | 55.51 | ±10.0% | 49.98–61.03 | em-1.0 |
| Oct 06 | Nov 20 | 45 | 57.13 | ±10.4% | 51.20–63.05 | em-1.0 |
| Oct 05 | Nov 20 | 46 | 57.38 | ±10.6% | 51.28–63.48 | em-1.0 |
| Oct 02 | Nov 20 | 49 | 56.14 | ±10.5% | 50.24–62.04 | em-1.0 |
| Oct 01 | Nov 20 | 50 | 55.75 | ±10.7% | 49.80–61.70 | em-1.0 |
| Sep 23 | Nov 20 | 58 | 57.24 | ±12.1% | 50.34–64.14 | em-1.0 |
| Sep 22 | Nov 20 | 59 | 57.26 | ±12.1% | 50.36–64.16 | em-1.0 |
| Sep 21 | Nov 20 | 60 | 57.85 | ±12.4% | 50.70–65.00 | em-1.0 |
| Sep 18 | Nov 20 | 63 | 57.33 | ±12.4% | 50.23–64.43 | em-1.0 |
| Sep 17 | Nov 20 | 64 | 56.56 | ±12.6% | 49.44–63.69 | em-1.0 |
| Oct 19 | Dec 18 | 60 | 55.67 | ±11.4% | 49.32–62.02 | em-1.0 |
| Oct 16 | Dec 18 | 63 | 55.70 | ±11.7% | 49.20–62.20 | em-1.0 |
| Oct 14 | Dec 18 | 65 | 55.37 | ±11.7% | 48.90–61.84 | em-1.0 |
| Oct 13 | Dec 18 | 66 | 56.45 | ±11.7% | 49.85–63.05 | em-1.0 |
| Oct 09 | Dec 18 | 70 | 56.60 | ±12.1% | 49.75–63.45 | em-1.0 |
| Oct 08 | Dec 18 | 71 | 56.30 | ±12.3% | 49.35–63.25 | em-1.0 |
| Oct 07 | Dec 18 | 72 | 55.51 | ±12.3% | 48.71–62.31 | em-1.0 |
| Oct 06 | Dec 18 | 73 | 57.13 | ±12.8% | 49.83–64.43 | em-1.0 |
| Oct 05 | Dec 18 | 74 | 57.38 | ±13.0% | 49.93–64.83 | em-1.0 |
| Oct 02 | Dec 18 | 77 | 56.14 | ±12.6% | 49.04–63.24 | em-1.0 |
| Oct 01 | Dec 18 | 78 | 55.75 | ±12.9% | 48.55–62.95 | em-1.0 |
| Sep 23 | Dec 18 | 86 | 57.24 | ±14.3% | 49.06–65.42 | em-1.0 |
| Sep 22 | Dec 18 | 87 | 57.26 | ±14.3% | 49.09–65.44 | em-1.0 |
| Sep 21 | Dec 18 | 88 | 57.85 | ±14.6% | 49.40–66.30 | 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 | ±1.4% | +0.0% | 区间内 | 55.70 → 55.70 |
| Oct 14, 2026 | Oct 16 | ±2.2% | +0.6% | 区间内 | 55.37 → 55.70 |
| Oct 13, 2026 | Oct 16 | ±3.5% | -1.3% | 区间内 | 56.45 → 55.70 |
| Oct 09, 2026 | Oct 16 | ±4.3% | -1.6% | 区间内 | 56.60 → 55.70 |
| Oct 08, 2026 | Oct 16 | ±4.4% | -1.1% | 区间内 | 56.30 → 55.70 |
| Oct 07, 2026 | Oct 16 | ±4.2% | +0.3% | 区间内 | 55.51 → 55.70 |
| Oct 06, 2026 | Oct 16 | ±5.5% | -2.5% | 区间内 | 57.13 → 55.70 |
| Oct 05, 2026 | Oct 16 | ±5.7% | -2.9% | 区间内 | 57.38 → 55.70 |
| Oct 02, 2026 | Oct 16 | ±5.2% | -0.8% | 区间内 | 56.14 → 55.70 |
| Oct 01, 2026 | Oct 16 | ±5.4% | -0.1% | 区间内 | 55.75 → 55.70 |
| Sep 23, 2026 | Oct 16 | ±7.6% | -2.7% | 区间内 | 57.24 → 55.70 |
| Sep 22, 2026 | Oct 16 | ±7.6% | -2.7% | 区间内 | 57.26 → 55.70 |
| Sep 21, 2026 | Oct 16 | ±7.6% | -3.7% | 区间内 | 57.85 → 55.70 |
| Sep 18, 2026 | Oct 16 | ±8.0% | -2.8% | 区间内 | 57.33 → 55.70 |
| Sep 17, 2026 | Oct 16 | ±7.8% | -1.5% | 区间内 | 56.56 → 55.70 |
| Sep 16, 2026 | Oct 16 | ±8.5% | -1.1% | 区间内 | 56.30 → 55.70 |
| Sep 15, 2026 | Oct 16 | ±8.6% | -1.8% | 区间内 | 56.74 → 55.70 |
| Sep 14, 2026 | Oct 16 | ±8.7% | -2.0% | 区间内 | 56.81 → 55.70 |
| Sep 11, 2026 | Oct 16 | ±8.4% | -5.5% | 区间内 | 58.96 → 55.70 |
| Sep 10, 2026 | Oct 16 | ±8.5% | -6.4% | 区间内 | 59.52 → 55.70 |
| Sep 09, 2026 | Oct 16 | ±8.6% | -12.5% | 区间外 | 63.64 → 55.70 |
| Sep 08, 2026 | Oct 16 | ±9.0% | -12.5% | 区间外 | 63.65 → 55.70 |
| Sep 07, 2026 | Oct 16 | ±9.2% | -12.1% | 区间外 | 63.34 → 55.70 |
| Sep 04, 2026 | Oct 16 | ±9.1% | -12.2% | 区间外 | 63.42 → 55.70 |
| Sep 03, 2026 | Oct 16 | ±9.0% | -12.5% | 区间外 | 63.66 → 55.70 |
| Sep 02, 2026 | Oct 16 | ±8.8% | -13.9% | 区间外 | 64.71 → 55.70 |
| Sep 01, 2026 | Oct 16 | ±9.3% | -12.7% | 区间外 | 63.78 → 55.70 |
| Aug 31, 2026 | Oct 16 | ±9.6% | -12.5% | 区间外 | 63.66 → 55.70 |
| Sep 18, 2026 | Sep 18 | ±4.3% | -0.1% | 区间内 | 57.33 → 57.25 |
| Sep 17, 2026 | Sep 18 | ±3.2% | +1.2% | 区间内 | 56.56 → 57.25 |
| Sep 16, 2026 | Sep 18 | ±3.0% | +1.7% | 区间内 | 56.30 → 57.25 |
| Sep 15, 2026 | Sep 18 | ±3.9% | +0.9% | 区间内 | 56.74 → 57.25 |
| Sep 14, 2026 | Sep 18 | ±4.4% | +0.8% | 区间内 | 56.81 → 57.25 |
| Sep 11, 2026 | Sep 18 | ±4.0% | -2.9% | 区间内 | 58.96 → 57.25 |
| Sep 10, 2026 | Sep 18 | ±4.3% | -3.8% | 区间内 | 59.52 → 57.25 |
| Sep 09, 2026 | Sep 18 | ±4.8% | -10.0% | 区间外 | 63.64 → 57.25 |
| Sep 08, 2026 | Sep 18 | ±5.0% | -10.1% | 区间外 | 63.65 → 57.25 |
| Sep 07, 2026 | Sep 18 | ±5.1% | -9.6% | 区间外 | 63.34 → 57.25 |
| Sep 04, 2026 | Sep 18 | ±5.3% | -9.7% | 区间外 | 63.42 → 57.25 |
| Sep 03, 2026 | Sep 18 | ±5.2% | -10.1% | 区间外 | 63.66 → 57.25 |
| Sep 02, 2026 | Sep 18 | ±5.1% | -11.5% | 区间外 | 64.71 → 57.25 |
| Sep 01, 2026 | Sep 18 | ±5.5% | -10.2% | 区间外 | 63.78 → 57.25 |
| Aug 31, 2026 | Sep 18 | ±6.2% | -10.1% | 区间外 | 63.66 → 57.25 |
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.