CB 预期波动历史 Chubb 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41
收盘价处于区间内41%
|实际值| 低于预期值41%
平均预期波动幅度±3.4%
平均|实际|波动幅度4.0%
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 | Nov 20 | 32 | 355.68 | ±5.4% | 336.43–374.93 | em-1.0 |
| Oct 16 | Nov 20 | 35 | 359.79 | ±5.4% | 340.19–379.39 | em-1.0 |
| Oct 14 | Nov 20 | 37 | 350.05 | ±5.9% | 329.50–370.60 | em-1.0 |
| Oct 13 | Nov 20 | 38 | 346.16 | ±5.5% | 327.06–365.26 | em-1.0 |
| Oct 09 | Nov 20 | 42 | 341.91 | ±6.0% | 321.36–362.46 | em-1.0 |
| Oct 08 | Nov 20 | 43 | 343.78 | ±6.0% | 323.23–364.33 | em-1.0 |
| Oct 07 | Nov 20 | 44 | 336.04 | ±6.1% | 315.69–356.39 | em-1.0 |
| Oct 06 | Nov 20 | 45 | 334.21 | ±6.1% | 313.81–354.61 | em-1.0 |
| Oct 05 | Nov 20 | 46 | 331.19 | ±6.2% | 310.74–351.64 | em-1.0 |
| Oct 02 | Nov 20 | 49 | 330.89 | ±6.2% | 310.24–351.54 | em-1.0 |
| Oct 01 | Nov 20 | 50 | 330.99 | ±6.2% | 310.34–351.64 | em-1.0 |
| Sep 23 | Nov 20 | 58 | 335.77 | ±6.9% | 312.62–358.92 | em-1.0 |
| Sep 22 | Nov 20 | 59 | 338.65 | ±7.0% | 315.10–362.20 | em-1.0 |
| Sep 21 | Nov 20 | 60 | 340.80 | ±6.8% | 317.60–364.00 | em-1.0 |
| Sep 18 | Nov 20 | 63 | 341.28 | ±6.9% | 317.63–364.93 | em-1.0 |
| Sep 17 | Nov 20 | 64 | 341.53 | ±7.1% | 317.13–365.93 | em-1.0 |
| Sep 16 | Nov 20 | 65 | 341.44 | ±7.7% | 315.14–367.74 | em-1.0 |
| Sep 15 | Nov 20 | 66 | 340.45 | ±7.5% | 315.05–365.85 | em-1.0 |
| Sep 11 | Nov 20 | 70 | 338.67 | ±7.6% | 313.07–364.27 | em-1.0 |
| Sep 10 | Nov 20 | 71 | 337.62 | ±7.7% | 311.77–363.47 | em-1.0 |
| Sep 09 | Nov 20 | 72 | 336.64 | ±8.0% | 309.84–363.44 | em-1.0 |
| Sep 08 | Nov 20 | 73 | 340.88 | ±7.7% | 314.52–367.23 | em-1.0 |
| Sep 07 | Nov 20 | 74 | 341.59 | ±7.6% | 315.69–367.49 | em-1.0 |
| Sep 04 | Nov 20 | 77 | 348.25 | ±7.7% | 321.40–375.10 | em-1.0 |
| Sep 03 | Nov 20 | 78 | 348.56 | ±7.6% | 322.21–374.91 | em-1.0 |
| Sep 02 | Nov 20 | 79 | 338.74 | ±7.9% | 312.09–365.39 | em-1.0 |
| Sep 01 | Nov 20 | 80 | 338.60 | ±8.0% | 311.35–365.85 | em-1.0 |
| Aug 31 | Nov 20 | 81 | 339.94 | ±7.9% | 313.25–366.64 | em-1.0 |
| Oct 19 | Dec 18 | 60 | 355.68 | ±6.8% | 331.33–380.03 | em-1.0 |
| Oct 16 | Dec 18 | 63 | 359.79 | ±6.9% | 334.89–384.69 | 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 | ±0.5% | +0.0% | 区间内 | 359.79 → 359.79 |
| Oct 14, 2026 | Oct 16 | ±1.3% | +2.8% | 区间外 | 350.05 → 359.79 |
| Oct 13, 2026 | Oct 16 | ±1.8% | +3.9% | 区间外 | 346.16 → 359.79 |
| Oct 09, 2026 | Oct 16 | ±2.0% | +5.2% | 区间外 | 341.91 → 359.79 |
| Oct 08, 2026 | Oct 16 | ±2.3% | +4.7% | 区间外 | 343.78 → 359.79 |
| Oct 07, 2026 | Oct 16 | ±2.6% | +7.1% | 区间外 | 336.04 → 359.79 |
| Oct 06, 2026 | Oct 16 | ±2.6% | +7.7% | 区间外 | 334.21 → 359.79 |
| Oct 05, 2026 | Oct 16 | ±2.7% | +8.6% | 区间外 | 331.19 → 359.79 |
| Oct 02, 2026 | Oct 16 | ±2.8% | +8.7% | 区间外 | 330.89 → 359.79 |
| Oct 01, 2026 | Oct 16 | ±2.8% | +8.7% | 区间外 | 330.99 → 359.79 |
| Sep 23, 2026 | Oct 16 | ±4.0% | +7.2% | 区间外 | 335.77 → 359.79 |
| Sep 22, 2026 | Oct 16 | ±3.9% | +6.2% | 区间外 | 338.65 → 359.79 |
| Sep 21, 2026 | Oct 16 | ±4.2% | +5.6% | 区间外 | 340.80 → 359.79 |
| Sep 18, 2026 | Oct 16 | ±4.1% | +5.4% | 区间外 | 341.28 → 359.79 |
| Sep 17, 2026 | Oct 16 | ±4.3% | +5.3% | 区间外 | 341.53 → 359.79 |
| Sep 16, 2026 | Oct 16 | ±4.5% | +5.4% | 区间外 | 341.44 → 359.79 |
| Sep 15, 2026 | Oct 16 | ±4.5% | +5.7% | 区间外 | 340.45 → 359.79 |
| Sep 11, 2026 | Oct 16 | ±5.2% | +6.2% | 区间外 | 338.67 → 359.79 |
| Sep 10, 2026 | Oct 16 | ±5.2% | +6.6% | 区间外 | 337.62 → 359.79 |
| Sep 09, 2026 | Oct 16 | ±5.0% | +6.9% | 区间外 | 336.64 → 359.79 |
| Sep 08, 2026 | Oct 16 | ±5.3% | +5.5% | 区间外 | 340.88 → 359.79 |
| Sep 07, 2026 | Oct 16 | ±5.2% | +5.3% | 区间外 | 341.59 → 359.79 |
| Sep 04, 2026 | Oct 16 | ±5.0% | +3.3% | 区间内 | 348.25 → 359.79 |
| Sep 03, 2026 | Oct 16 | ±5.1% | +3.2% | 区间内 | 348.56 → 359.79 |
| Sep 02, 2026 | Oct 16 | ±5.5% | +6.2% | 区间外 | 338.74 → 359.79 |
| Sep 01, 2026 | Oct 16 | ±5.4% | +6.3% | 区间外 | 338.60 → 359.79 |
| Aug 31, 2026 | Oct 16 | ±5.4% | +5.8% | 区间外 | 339.94 → 359.79 |
| Sep 18, 2026 | Sep 18 | ±1.1% | -0.2% | 区间内 | 341.28 → 340.64 |
| Sep 17, 2026 | Sep 18 | ±1.7% | -0.3% | 区间内 | 341.53 → 340.64 |
| Sep 16, 2026 | Sep 18 | ±1.6% | -0.2% | 区间内 | 341.44 → 340.64 |
| Sep 15, 2026 | Sep 18 | ±1.6% | +0.1% | 区间内 | 340.45 → 340.64 |
| Sep 11, 2026 | Sep 18 | ±2.4% | +0.6% | 区间内 | 338.67 → 340.64 |
| Sep 10, 2026 | Sep 18 | ±2.5% | +0.9% | 区间内 | 337.62 → 340.64 |
| Sep 09, 2026 | Sep 18 | ±2.7% | +1.2% | 区间内 | 336.64 → 340.64 |
| Sep 08, 2026 | Sep 18 | ±2.7% | -0.1% | 区间内 | 340.88 → 340.64 |
| Sep 07, 2026 | Sep 18 | ±2.6% | -0.3% | 区间内 | 341.59 → 340.64 |
| Sep 04, 2026 | Sep 18 | ±3.1% | -2.2% | 区间内 | 348.25 → 340.64 |
| Sep 03, 2026 | Sep 18 | ±2.9% | -2.3% | 区间内 | 348.56 → 340.64 |
| Sep 02, 2026 | Sep 18 | ±3.3% | +0.6% | 区间内 | 338.74 → 340.64 |
| Sep 01, 2026 | Sep 18 | ±3.1% | +0.6% | 区间内 | 338.60 → 340.64 |
| Aug 31, 2026 | Sep 18 | ±3.1% | +0.2% | 区间内 | 339.94 → 340.64 |
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.