C historial de movimiento esperado Citigroup Inc.
Cada día de negociación, tras el cierre, registramos lo que el mercado de opciones estaba descontando — por vencimiento, antes de conocerse el resultado. Cuando un vencimiento finaliza, el resultado se anota junto a la estimación original. Las estimaciones nunca se revisan a posteriori. Cómo interpretar estas estadísticas · registrando desde Aug 31, 2026
Comparaciones resueltas121
Cierre dentro del rango69%
|Real| por debajo de lo esperado69%
Movimiento esperado promedio±4.6%
Movimiento |real| promedio3.7%
Error medio abs.1.6pt
Implícita vs realizada, por vencimiento
Para cada vencimiento: el contorno ámbar es el movimiento esperado registrado más cerca del vencimiento; la barra sólida es lo que la acción hizo realmente. Los valores con signo aparecen bajo las barras.
esperado (registrado)real
Registrado actualmente (pendiente de resultado)
| Instantánea | Vence | DTE | Precio entonces | Movimiento esperado | Rango | Método |
|---|---|---|---|---|---|---|
| Oct 19 | Oct 23 | 4 | 121.77 | ±2.5% | 118.67–124.87 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 124.01 | ±3.1% | 120.16–127.86 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 122.50 | ±3.6% | 118.03–126.97 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 124.88 | ±4.0% | 119.90–129.86 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 129.74 | ±5.0% | 123.27–136.22 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 127.99 | ±5.8% | 120.56–135.41 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 127.38 | ±5.8% | 119.98–134.78 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 128.58 | ±5.7% | 121.25–135.91 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 128.65 | ±5.8% | 121.17–136.12 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 128.50 | ±6.0% | 120.85–136.15 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 127.15 | ±6.7% | 118.62–135.68 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 132.60 | ±7.7% | 122.40–142.80 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 132.65 | ±7.7% | 122.45–142.85 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 135.05 | ±7.5% | 124.97–145.12 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 131.92 | ±7.7% | 121.77–142.07 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 132.43 | ±7.9% | 121.95–142.91 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 132.97 | ±8.2% | 122.04–143.89 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 136.20 | ±8.3% | 124.90–147.50 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 136.28 | ±8.2% | 125.16–147.41 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 138.82 | ±8.4% | 127.22–150.42 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 138.50 | ±8.7% | 126.50–150.50 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 137.56 | ±8.7% | 125.64–149.49 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 136.82 | ±8.6% | 125.00–148.65 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 137.72 | ±8.3% | 126.22–149.22 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 137.72 | ±8.3% | 126.22–149.22 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 138.35 | ±8.4% | 126.70–150.00 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 121.77 | ±4.0% | 116.87–126.67 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 124.01 | ±4.5% | 118.48–129.54 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 122.50 | ±5.0% | 116.39–128.61 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 124.88 | ±5.0% | 118.69–131.07 | em-1.0 |
Instantáneas resueltas
| Instantánea | Vencido | Esperado | Real | ¿Dentro del rango? | Precio → cierre |
|---|---|---|---|---|---|
| Oct 16, 2026 | Oct 16 | ±0.4% | +0.2% | dentro | 124.01 → 124.26 |
| Oct 14, 2026 | Oct 16 | ±2.0% | +1.4% | dentro | 122.50 → 124.26 |
| Oct 13, 2026 | Oct 16 | ±2.6% | -0.5% | dentro | 124.88 → 124.26 |
| Oct 09, 2026 | Oct 16 | ±4.2% | -4.2% | fuera | 129.74 → 124.26 |
| Oct 08, 2026 | Oct 16 | ±4.5% | -2.9% | dentro | 127.99 → 124.26 |
| Oct 07, 2026 | Oct 16 | ±4.7% | -2.4% | dentro | 127.38 → 124.26 |
| Oct 06, 2026 | Oct 16 | ±4.8% | -3.4% | dentro | 128.58 → 124.26 |
| Oct 05, 2026 | Oct 16 | ±5.0% | -3.4% | dentro | 128.65 → 124.26 |
| Oct 02, 2026 | Oct 16 | ±5.5% | -3.3% | dentro | 128.50 → 124.26 |
| Oct 01, 2026 | Oct 16 | ±5.7% | -2.3% | dentro | 127.15 → 124.26 |
| Sep 23, 2026 | Oct 16 | ±6.9% | -6.3% | dentro | 132.60 → 124.26 |
| Sep 22, 2026 | Oct 16 | ±6.9% | -6.3% | dentro | 132.65 → 124.26 |
| Sep 21, 2026 | Oct 16 | ±6.8% | -8.0% | fuera | 135.05 → 124.26 |
| Sep 18, 2026 | Oct 16 | ±7.2% | -5.8% | dentro | 131.92 → 124.26 |
| Sep 17, 2026 | Oct 16 | ±7.3% | -6.2% | dentro | 132.43 → 124.26 |
| Sep 16, 2026 | Oct 16 | ±7.6% | -6.5% | dentro | 132.97 → 124.26 |
| Sep 15, 2026 | Oct 16 | ±7.6% | -8.8% | fuera | 136.20 → 124.26 |
| Sep 14, 2026 | Oct 16 | ±7.7% | -8.8% | fuera | 136.28 → 124.26 |
| Sep 11, 2026 | Oct 16 | ±7.6% | -10.5% | fuera | 138.82 → 124.26 |
| Sep 10, 2026 | Oct 16 | ±8.0% | -10.3% | fuera | 138.50 → 124.26 |
| Sep 09, 2026 | Oct 16 | ±8.2% | -9.7% | fuera | 137.56 → 124.26 |
| Sep 08, 2026 | Oct 16 | ±8.2% | -9.2% | fuera | 136.82 → 124.26 |
| Sep 07, 2026 | Oct 16 | ±8.1% | -9.8% | fuera | 137.72 → 124.26 |
| Sep 04, 2026 | Oct 16 | ±8.1% | -9.8% | fuera | 137.72 → 124.26 |
| Sep 03, 2026 | Oct 16 | ±8.1% | -10.2% | fuera | 138.35 → 124.26 |
| Sep 02, 2026 | Oct 16 | ±8.2% | -7.5% | dentro | 134.30 → 124.26 |
| Sep 01, 2026 | Oct 16 | ±8.4% | -6.1% | dentro | 132.27 → 124.26 |
| Aug 31, 2026 | Oct 16 | ±8.3% | -5.6% | dentro | 131.63 → 124.26 |
| Oct 09, 2026 | Oct 09 | ±0.3% | -0.1% | dentro | 129.74 → 129.64 |
| Oct 08, 2026 | Oct 09 | ±1.2% | +1.3% | fuera | 127.99 → 129.64 |
| Oct 07, 2026 | Oct 09 | ±1.8% | +1.8% | fuera | 127.38 → 129.64 |
| Oct 06, 2026 | Oct 09 | ±2.1% | +0.8% | dentro | 128.58 → 129.64 |
| Oct 05, 2026 | Oct 09 | ±2.4% | +0.8% | dentro | 128.65 → 129.64 |
| Oct 02, 2026 | Oct 09 | ±3.0% | +0.9% | dentro | 128.50 → 129.64 |
| Oct 01, 2026 | Oct 09 | ±3.5% | +2.0% | dentro | 127.15 → 129.64 |
| Sep 23, 2026 | Oct 09 | ±5.1% | -2.2% | dentro | 132.60 → 129.64 |
| Sep 22, 2026 | Oct 09 | ±5.1% | -2.3% | dentro | 132.65 → 129.64 |
| Sep 21, 2026 | Oct 09 | ±5.1% | -4.0% | dentro | 135.05 → 129.64 |
| Sep 18, 2026 | Oct 09 | ±5.3% | -1.7% | dentro | 131.92 → 129.64 |
| Sep 17, 2026 | Oct 09 | ±5.5% | -2.1% | dentro | 132.43 → 129.64 |
| Sep 16, 2026 | Oct 09 | ±6.1% | -2.5% | dentro | 132.97 → 129.64 |
| Sep 15, 2026 | Oct 09 | ±6.1% | -4.8% | dentro | 136.20 → 129.64 |
| Sep 14, 2026 | Oct 09 | ±6.3% | -4.9% | dentro | 136.28 → 129.64 |
| Sep 11, 2026 | Oct 09 | ±6.2% | -6.6% | fuera | 138.82 → 129.64 |
| Sep 10, 2026 | Oct 09 | ±6.5% | -6.4% | dentro | 138.50 → 129.64 |
| Sep 09, 2026 | Oct 09 | ±6.5% | -5.8% | dentro | 137.56 → 129.64 |
| Sep 08, 2026 | Oct 09 | ±6.7% | -5.2% | dentro | 136.82 → 129.64 |
| Sep 07, 2026 | Oct 09 | ±6.6% | -5.9% | dentro | 137.72 → 129.64 |
| Sep 04, 2026 | Oct 09 | ±6.6% | -5.9% | dentro | 137.72 → 129.64 |
| Sep 03, 2026 | Oct 09 | ±6.7% | -6.3% | dentro | 138.35 → 129.64 |
| Sep 02, 2026 | Oct 09 | ±6.8% | -3.5% | dentro | 134.30 → 129.64 |
| Sep 01, 2026 | Oct 09 | ±6.8% | -2.0% | dentro | 132.27 → 129.64 |
| Aug 31, 2026 | Oct 09 | ±6.8% | -1.5% | dentro | 131.63 → 129.64 |
| Oct 02, 2026 | Oct 02 | ±0.4% | +0.0% | dentro | 128.50 → 128.50 |
| Oct 01, 2026 | Oct 02 | ±1.6% | +1.1% | dentro | 127.15 → 128.50 |
| Sep 23, 2026 | Oct 02 | ±4.0% | -3.1% | dentro | 132.60 → 128.50 |
| Sep 22, 2026 | Oct 02 | ±4.0% | -3.1% | dentro | 132.65 → 128.50 |
| Sep 21, 2026 | Oct 02 | ±4.1% | -4.8% | fuera | 135.05 → 128.50 |
| Sep 18, 2026 | Oct 02 | ±4.4% | -2.6% | dentro | 131.92 → 128.50 |
| Sep 17, 2026 | Oct 02 | ±4.7% | -3.0% | dentro | 132.43 → 128.50 |
Los resultados comparan el rango registrado con el precio de cierre en el día de expiración. La versión del método se muestra por fila cuando difiere; actual: em-1.0.