CCJ 预期波动历史 Cameco Corporation
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45%
|实际值| 低于预期值45%
平均预期波动幅度±7.3%
平均|实际|波动幅度8.1%
平均绝对误差2.6pt
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 | 80.50 | ±4.2% | 77.16–83.84 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 81.50 | ±4.7% | 77.69–85.31 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 81.47 | ±5.6% | 76.94–86.00 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 86.76 | ±5.7% | 81.81–91.70 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 88.45 | ±6.4% | 82.81–94.09 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 87.47 | ±6.8% | 81.49–93.44 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 89.07 | ±7.2% | 82.70–95.44 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 93.41 | ±7.5% | 86.41–100.41 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 87.98 | ±7.6% | 81.31–94.65 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 85.18 | ±7.9% | 78.47–91.89 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 85.69 | ±8.2% | 78.67–92.72 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 94.34 | ±10.7% | 84.24–104.44 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 94.69 | ±10.8% | 84.44–104.94 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 93.86 | ±11.3% | 83.26–104.46 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 92.96 | ±11.5% | 82.23–103.69 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 92.56 | ±11.0% | 82.36–102.76 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 90.96 | ±11.1% | 80.89–101.03 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 92.04 | ±12.0% | 80.97–103.11 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 92.69 | ±12.2% | 81.39–103.98 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 96.80 | ±12.2% | 84.94–108.64 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 98.25 | ±12.9% | 85.57–110.92 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 101.00 | ±13.3% | 87.53–114.47 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 102.91 | ±13.5% | 89.03–116.78 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 100.72 | ±13.3% | 87.37–114.07 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 100.65 | ±13.3% | 87.30–114.00 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 100.28 | ±13.5% | 86.75–113.81 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 80.50 | ±7.7% | 74.31–86.69 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 81.50 | ±8.2% | 74.80–88.20 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 81.47 | ±8.7% | 74.42–88.52 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 86.76 | ±8.6% | 79.33–94.19 | 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 | ±0.6% | +0.0% | 区间内 | 81.50 → 81.52 |
| Oct 14, 2026 | Oct 16 | ±2.9% | +0.1% | 区间内 | 81.47 → 81.52 |
| Oct 13, 2026 | Oct 16 | ±3.5% | -6.0% | 区间外 | 86.76 → 81.52 |
| Oct 09, 2026 | Oct 16 | ±4.4% | -7.8% | 区间外 | 88.45 → 81.52 |
| Oct 08, 2026 | Oct 16 | ±5.1% | -6.8% | 区间外 | 87.47 → 81.52 |
| Oct 07, 2026 | Oct 16 | ±5.4% | -8.5% | 区间外 | 89.07 → 81.52 |
| Oct 06, 2026 | Oct 16 | ±5.8% | -12.7% | 区间外 | 93.41 → 81.52 |
| Oct 05, 2026 | Oct 16 | ±5.7% | -7.3% | 区间外 | 87.98 → 81.52 |
| Oct 02, 2026 | Oct 16 | ±6.2% | -4.3% | 区间内 | 85.18 → 81.52 |
| Oct 01, 2026 | Oct 16 | ±6.6% | -4.9% | 区间内 | 85.69 → 81.52 |
| Sep 23, 2026 | Oct 16 | ±9.5% | -13.6% | 区间外 | 94.34 → 81.52 |
| Sep 22, 2026 | Oct 16 | ±9.4% | -13.9% | 区间外 | 94.69 → 81.52 |
| Sep 21, 2026 | Oct 16 | ±9.8% | -13.1% | 区间外 | 93.86 → 81.52 |
| Sep 18, 2026 | Oct 16 | ±10.3% | -12.3% | 区间外 | 92.96 → 81.52 |
| Sep 17, 2026 | Oct 16 | ±10.0% | -11.9% | 区间外 | 92.56 → 81.52 |
| Sep 16, 2026 | Oct 16 | ±10.2% | -10.4% | 区间外 | 90.96 → 81.52 |
| Sep 15, 2026 | Oct 16 | ±10.6% | -11.4% | 区间外 | 92.04 → 81.52 |
| Sep 14, 2026 | Oct 16 | ±11.3% | -12.0% | 区间外 | 92.69 → 81.52 |
| Sep 11, 2026 | Oct 16 | ±11.2% | -15.8% | 区间外 | 96.80 → 81.52 |
| Sep 10, 2026 | Oct 16 | ±12.2% | -17.0% | 区间外 | 98.25 → 81.52 |
| Sep 09, 2026 | Oct 16 | ±12.1% | -19.3% | 区间外 | 101.00 → 81.52 |
| Sep 08, 2026 | Oct 16 | ±13.0% | -20.8% | 区间外 | 102.91 → 81.52 |
| Sep 07, 2026 | Oct 16 | ±12.2% | -19.1% | 区间外 | 100.72 → 81.52 |
| Sep 04, 2026 | Oct 16 | ±12.2% | -19.0% | 区间外 | 100.65 → 81.52 |
| Sep 03, 2026 | Oct 16 | ±12.3% | -18.7% | 区间外 | 100.28 → 81.52 |
| Sep 02, 2026 | Oct 16 | ±12.5% | -15.0% | 区间外 | 95.91 → 81.52 |
| Sep 01, 2026 | Oct 16 | ±12.6% | -16.0% | 区间外 | 97.01 → 81.52 |
| Aug 31, 2026 | Oct 16 | ±13.0% | -17.1% | 区间外 | 98.30 → 81.52 |
| Oct 09, 2026 | Oct 09 | ±0.5% | -0.4% | 区间内 | 88.45 → 88.06 |
| Oct 08, 2026 | Oct 09 | ±2.3% | +0.7% | 区间内 | 87.47 → 88.06 |
| Oct 07, 2026 | Oct 09 | ±2.9% | -1.1% | 区间内 | 89.07 → 88.06 |
| Oct 06, 2026 | Oct 09 | ±3.5% | -5.7% | 区间外 | 93.41 → 88.06 |
| Oct 05, 2026 | Oct 09 | ±3.5% | +0.1% | 区间内 | 87.98 → 88.06 |
| Oct 02, 2026 | Oct 09 | ±4.2% | +3.4% | 区间内 | 85.18 → 88.06 |
| Oct 01, 2026 | Oct 09 | ±5.5% | +2.8% | 区间内 | 85.69 → 88.06 |
| Sep 23, 2026 | Oct 09 | ±8.4% | -6.7% | 区间内 | 94.34 → 88.06 |
| Sep 22, 2026 | Oct 09 | ±8.3% | -7.0% | 区间内 | 94.69 → 88.06 |
| Sep 21, 2026 | Oct 09 | ±8.6% | -6.2% | 区间内 | 93.86 → 88.06 |
| Sep 18, 2026 | Oct 09 | ±8.7% | -5.3% | 区间内 | 92.96 → 88.06 |
| Sep 17, 2026 | Oct 09 | ±8.8% | -4.9% | 区间内 | 92.56 → 88.06 |
| Sep 16, 2026 | Oct 09 | ±9.2% | -3.2% | 区间内 | 90.96 → 88.06 |
| Sep 15, 2026 | Oct 09 | ±10.0% | -4.3% | 区间内 | 92.04 → 88.06 |
| Sep 14, 2026 | Oct 09 | ±10.0% | -5.0% | 区间内 | 92.69 → 88.06 |
| Sep 11, 2026 | Oct 09 | ±9.8% | -9.0% | 区间内 | 96.80 → 88.06 |
| Sep 10, 2026 | Oct 09 | ±10.8% | -10.4% | 区间内 | 98.25 → 88.06 |
| Sep 09, 2026 | Oct 09 | ±11.1% | -12.8% | 区间外 | 101.00 → 88.06 |
| Sep 08, 2026 | Oct 09 | ±11.0% | -14.4% | 区间外 | 102.91 → 88.06 |
| Sep 07, 2026 | Oct 09 | ±11.1% | -12.6% | 区间外 | 100.72 → 88.06 |
| Sep 04, 2026 | Oct 09 | ±11.1% | -12.5% | 区间外 | 100.65 → 88.06 |
| Sep 03, 2026 | Oct 09 | ±11.1% | -12.2% | 区间外 | 100.28 → 88.06 |
| Sep 02, 2026 | Oct 09 | ±11.4% | -8.2% | 区间内 | 95.91 → 88.06 |
| Sep 01, 2026 | Oct 09 | ±11.9% | -9.2% | 区间内 | 97.01 → 88.06 |
| Aug 31, 2026 | Oct 09 | ±11.8% | -10.4% | 区间内 | 98.30 → 88.06 |
| Oct 02, 2026 | Oct 02 | ±0.3% | +0.0% | 区间内 | 85.18 → 85.18 |
| Oct 01, 2026 | Oct 02 | ±2.4% | -0.6% | 区间内 | 85.69 → 85.18 |
| Sep 23, 2026 | Oct 02 | ±6.5% | -9.7% | 区间外 | 94.34 → 85.18 |
| Sep 22, 2026 | Oct 02 | ±6.5% | -10.0% | 区间外 | 94.69 → 85.18 |
| Sep 21, 2026 | Oct 02 | ±6.8% | -9.2% | 区间外 | 93.86 → 85.18 |
| Sep 18, 2026 | Oct 02 | ±7.6% | -8.4% | 区间外 | 92.96 → 85.18 |
| Sep 17, 2026 | Oct 02 | ±7.1% | -8.0% | 区间外 | 92.56 → 85.18 |
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.