BLK история ожидаемого движения BlackRock, Inc.
Каждый торговый день после закрытия рынка мы фиксируем, что опционный рынок закладывал в цены — по каждой экспирации, до того как исход стал известен. Когда экспирация наступает, фактический результат записывается рядом с исходной оценкой. Оценки никогда не пересматриваются задним числом. Как читать эту статистику · запись ведётся с Aug 31, 2026
Сравнения разрешены121
Закрытие внутри диапазона71%
|Фактическое| ниже ожидаемого71%
Среднее ожидаемое движение±4.4%
Среднее |фактическое| движение3.1%
Средняя абс. ошибка2.0pt
Подразумеваемая vs реализованная, по экспирации
Для каждой экспирации: янтарный контур — ожидаемое движение, зафиксированное ближе всего к дате экспирации; сплошная полоса — фактическое движение акции. Под полосами указаны значения со знаком.
ожидаемое (зафиксировано)фактический
Зафиксировано в данный момент (ожидается исход)
| Снимок | Истекает | DTE | Спот на тот момент | Ожидаемое движение | Диапазон | Метод |
|---|---|---|---|---|---|---|
| Oct 19 | Oct 23 | 4 | 1,124.60 | ±2.7% | 1,094.60–1,154.60 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 1,134.38 | ±3.3% | 1,096.53–1,172.23 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 1,066.16 | ±4.2% | 1,021.46–1,110.86 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 1,066.12 | ±5.5% | 1,007.92–1,124.32 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 1,083.24 | ±6.0% | 1,018.24–1,148.24 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 1,064.06 | ±6.5% | 994.76–1,133.36 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 1,067.49 | ±5.9% | 1,004.24–1,130.74 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 1,081.61 | ±5.9% | 1,017.91–1,145.31 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 1,073.02 | ±6.3% | 1,005.87–1,140.17 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 1,063.59 | ±6.8% | 991.69–1,135.49 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 1,064.62 | ±6.7% | 993.38–1,135.88 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 1,066.66 | ±7.0% | 992.31–1,141.01 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 1,090.27 | ±7.1% | 1,012.77–1,167.77 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 1,089.03 | ±7.1% | 1,011.53–1,166.53 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 1,067.23 | ±7.2% | 990.53–1,143.93 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 1,037.24 | ±7.7% | 957.44–1,117.04 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 1,051.00 | ±7.5% | 972.65–1,129.35 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 1,065.60 | ±7.6% | 984.30–1,146.90 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 1,066.08 | ±7.6% | 984.78–1,147.38 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 1,081.39 | ±7.5% | 1,000.04–1,162.74 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 1,072.03 | ±7.9% | 987.63–1,156.43 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 1,095.37 | ±7.9% | 1,008.92–1,181.82 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 1,106.47 | ±8.0% | 1,018.42–1,194.53 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 1,122.29 | ±7.9% | 1,033.84–1,210.74 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 1,126.15 | ±8.0% | 1,035.80–1,216.50 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 1,124.60 | ±4.0% | 1,079.40–1,169.80 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 1,134.38 | ±4.5% | 1,083.03–1,185.73 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 1,066.16 | ±5.3% | 1,009.81–1,122.51 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 1,066.12 | ±6.3% | 998.72–1,133.52 | em-1.0 |
| Oct 09 | Oct 30 | 21 | 1,083.24 | ±6.6% | 1,011.39–1,155.09 | em-1.0 |
Сохранённые снимки
| Снимок | Истёкшие | Ожидаемое | Фактический | Внутри диапазона? | Спот → закрытие |
|---|---|---|---|---|---|
| Oct 16, 2026 | Oct 16 | ±0.6% | +0.0% | внутри | 1,134.38 → 1,134.38 |
| Oct 14, 2026 | Oct 16 | ±2.8% | +6.4% | за пределами | 1,066.16 → 1,134.38 |
| Oct 13, 2026 | Oct 16 | ±4.8% | +6.4% | за пределами | 1,066.12 → 1,134.38 |
| Oct 09, 2026 | Oct 16 | ±4.9% | +4.7% | внутри | 1,083.24 → 1,134.38 |
| Oct 08, 2026 | Oct 16 | ±5.6% | +6.6% | за пределами | 1,064.06 → 1,134.38 |
| Oct 07, 2026 | Oct 16 | ±5.2% | +6.3% | за пределами | 1,067.49 → 1,134.38 |
| Oct 06, 2026 | Oct 16 | ±5.2% | +4.9% | внутри | 1,081.61 → 1,134.38 |
| Oct 05, 2026 | Oct 16 | ±5.6% | +5.7% | за пределами | 1,073.02 → 1,134.38 |
| Oct 02, 2026 | Oct 16 | ±6.0% | +6.7% | за пределами | 1,063.59 → 1,134.38 |
| Oct 01, 2026 | Oct 16 | ±6.1% | +6.6% | за пределами | 1,064.62 → 1,134.38 |
| Sep 23, 2026 | Oct 16 | ±6.3% | +6.3% | за пределами | 1,066.66 → 1,134.38 |
| Sep 22, 2026 | Oct 16 | ±6.4% | +4.0% | внутри | 1,090.27 → 1,134.38 |
| Sep 21, 2026 | Oct 16 | ±6.4% | +4.2% | внутри | 1,089.03 → 1,134.38 |
| Sep 18, 2026 | Oct 16 | ±6.5% | +6.3% | внутри | 1,067.23 → 1,134.38 |
| Sep 17, 2026 | Oct 16 | ±7.2% | +9.4% | за пределами | 1,037.24 → 1,134.38 |
| Sep 16, 2026 | Oct 16 | ±6.8% | +7.9% | за пределами | 1,051.00 → 1,134.38 |
| Sep 15, 2026 | Oct 16 | ±6.9% | +6.5% | внутри | 1,065.60 → 1,134.38 |
| Sep 14, 2026 | Oct 16 | ±6.9% | +6.4% | внутри | 1,066.08 → 1,134.38 |
| Sep 11, 2026 | Oct 16 | ±6.9% | +4.9% | внутри | 1,081.39 → 1,134.38 |
| Sep 10, 2026 | Oct 16 | ±7.2% | +5.8% | внутри | 1,072.03 → 1,134.38 |
| Sep 09, 2026 | Oct 16 | ±7.3% | +3.6% | внутри | 1,095.37 → 1,134.38 |
| Sep 08, 2026 | Oct 16 | ±7.4% | +2.5% | внутри | 1,106.47 → 1,134.38 |
| Sep 07, 2026 | Oct 16 | ±7.3% | +1.1% | внутри | 1,122.29 → 1,134.38 |
| Sep 04, 2026 | Oct 16 | ±7.4% | +0.7% | внутри | 1,126.15 → 1,134.38 |
| Sep 03, 2026 | Oct 16 | ±7.5% | +2.0% | внутри | 1,111.99 → 1,134.38 |
| Sep 02, 2026 | Oct 16 | ±7.4% | +0.4% | внутри | 1,129.74 → 1,134.38 |
| Sep 01, 2026 | Oct 16 | ±7.4% | -1.8% | внутри | 1,155.61 → 1,134.38 |
| Aug 31, 2026 | Oct 16 | ±7.5% | -1.6% | внутри | 1,153.40 → 1,134.38 |
| Oct 09, 2026 | Oct 09 | ±0.4% | -0.1% | внутри | 1,083.24 → 1,082.39 |
| Oct 08, 2026 | Oct 09 | ±1.5% | +1.7% | за пределами | 1,064.06 → 1,082.39 |
| Oct 07, 2026 | Oct 09 | ±2.0% | +1.4% | внутри | 1,067.49 → 1,082.39 |
| Oct 06, 2026 | Oct 09 | ±2.2% | +0.1% | внутри | 1,081.61 → 1,082.39 |
| Oct 05, 2026 | Oct 09 | ±2.5% | +0.9% | внутри | 1,073.02 → 1,082.39 |
| Oct 02, 2026 | Oct 09 | ±2.8% | +1.8% | внутри | 1,063.59 → 1,082.39 |
| Oct 01, 2026 | Oct 09 | ±3.3% | +1.7% | внутри | 1,064.62 → 1,082.39 |
| Sep 23, 2026 | Oct 09 | ±4.8% | +1.5% | внутри | 1,066.66 → 1,082.39 |
| Sep 22, 2026 | Oct 09 | ±4.9% | -0.7% | внутри | 1,090.27 → 1,082.39 |
| Sep 21, 2026 | Oct 09 | ±4.9% | -0.6% | внутри | 1,089.03 → 1,082.39 |
| Sep 18, 2026 | Oct 09 | ±5.0% | +1.4% | внутри | 1,067.23 → 1,082.39 |
| Sep 17, 2026 | Oct 09 | ±5.5% | +4.4% | внутри | 1,037.24 → 1,082.39 |
| Sep 16, 2026 | Oct 09 | ±5.6% | +3.0% | внутри | 1,051.00 → 1,082.39 |
| Sep 15, 2026 | Oct 09 | ±5.8% | +1.6% | внутри | 1,065.60 → 1,082.39 |
| Sep 14, 2026 | Oct 09 | ±5.8% | +1.5% | внутри | 1,066.08 → 1,082.39 |
| Sep 11, 2026 | Oct 09 | ±5.6% | +0.1% | внутри | 1,081.39 → 1,082.39 |
| Sep 10, 2026 | Oct 09 | ±6.0% | +1.0% | внутри | 1,072.03 → 1,082.39 |
| Sep 09, 2026 | Oct 09 | ±6.1% | -1.2% | внутри | 1,095.37 → 1,082.39 |
| Sep 08, 2026 | Oct 09 | ±6.1% | -2.2% | внутри | 1,106.47 → 1,082.39 |
| Sep 07, 2026 | Oct 09 | ±6.1% | -3.6% | внутри | 1,122.29 → 1,082.39 |
| Sep 04, 2026 | Oct 09 | ±6.2% | -3.9% | внутри | 1,126.15 → 1,082.39 |
| Sep 03, 2026 | Oct 09 | ±6.2% | -2.7% | внутри | 1,111.99 → 1,082.39 |
| Sep 02, 2026 | Oct 09 | ±6.2% | -4.2% | внутри | 1,129.74 → 1,082.39 |
| Sep 01, 2026 | Oct 09 | ±6.3% | -6.3% | за пределами | 1,155.61 → 1,082.39 |
| Aug 31, 2026 | Oct 09 | ±6.4% | -6.2% | внутри | 1,153.40 → 1,082.39 |
| Oct 02, 2026 | Oct 02 | ±0.7% | -0.4% | внутри | 1,063.59 → 1,059.63 |
| Oct 01, 2026 | Oct 02 | ±1.5% | -0.5% | внутри | 1,064.62 → 1,059.63 |
| Sep 23, 2026 | Oct 02 | ±3.9% | -0.7% | внутри | 1,066.66 → 1,059.63 |
| Sep 22, 2026 | Oct 02 | ±3.8% | -2.8% | внутри | 1,090.27 → 1,059.63 |
| Sep 21, 2026 | Oct 02 | ±3.9% | -2.7% | внутри | 1,089.03 → 1,059.63 |
| Sep 18, 2026 | Oct 02 | ±4.0% | -0.7% | внутри | 1,067.23 → 1,059.63 |
| Sep 17, 2026 | Oct 02 | ±4.6% | +2.2% | внутри | 1,037.24 → 1,059.63 |
Результаты сравнивают зафиксированный диапазон с ценой закрытия на день экспирации. Версия метода указана в каждой строке, если она отличается; текущая: em-1.0.