CMI 预期波动历史 Cummins Inc.
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93%
|实际值| 低于预期值93%
平均预期波动幅度±5.6%
平均|实际|波动幅度2.7%
平均绝对误差3.0pt
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 | 522.01 | ±9.7% | 471.56–572.46 | em-1.0 |
| Oct 16 | Nov 20 | 35 | 531.33 | ±10.1% | 477.93–584.73 | em-1.0 |
| Oct 14 | Nov 20 | 37 | 525.96 | ±10.2% | 472.51–579.41 | em-1.0 |
| Oct 13 | Nov 20 | 38 | 529.32 | ±10.0% | 476.47–582.17 | em-1.0 |
| Oct 09 | Nov 20 | 42 | 523.39 | ±10.4% | 469.19–577.59 | em-1.0 |
| Oct 08 | Nov 20 | 43 | 520.40 | ±10.7% | 464.70–576.10 | em-1.0 |
| Oct 07 | Nov 20 | 44 | 516.45 | ±10.8% | 460.80–572.10 | em-1.0 |
| Oct 06 | Nov 20 | 45 | 533.67 | ±10.9% | 475.32–592.02 | em-1.0 |
| Oct 05 | Nov 20 | 46 | 523.37 | ±10.8% | 466.87–579.87 | em-1.0 |
| Oct 02 | Nov 20 | 49 | 529.73 | ±11.1% | 470.73–588.73 | em-1.0 |
| Oct 01 | Nov 20 | 50 | 517.00 | ±11.4% | 458.10–575.90 | em-1.0 |
| Sep 23 | Nov 20 | 58 | 526.13 | ±12.3% | 461.38–590.88 | em-1.0 |
| Sep 22 | Nov 20 | 59 | 523.25 | ±12.3% | 458.75–587.75 | em-1.0 |
| Sep 21 | Nov 20 | 60 | 532.23 | ±12.5% | 465.88–598.58 | em-1.0 |
| Sep 18 | Nov 20 | 63 | 523.89 | ±12.7% | 457.49–590.29 | em-1.0 |
| Sep 17 | Nov 20 | 64 | 523.91 | ±12.7% | 457.21–590.62 | em-1.0 |
| Oct 19 | Dec 18 | 60 | 522.01 | ±11.8% | 460.56–583.46 | em-1.0 |
| Oct 16 | Dec 18 | 63 | 531.33 | ±12.1% | 467.28–595.38 | em-1.0 |
| Oct 14 | Dec 18 | 65 | 525.96 | ±12.2% | 461.66–590.26 | em-1.0 |
| Oct 13 | Dec 18 | 66 | 529.32 | ±12.2% | 464.57–594.07 | em-1.0 |
| Oct 09 | Dec 18 | 70 | 523.39 | ±12.4% | 458.34–588.44 | em-1.0 |
| Oct 08 | Dec 18 | 71 | 520.40 | ±12.5% | 455.15–585.65 | em-1.0 |
| Oct 07 | Dec 18 | 72 | 516.45 | ±12.8% | 450.10–582.79 | em-1.0 |
| Oct 06 | Dec 18 | 73 | 533.67 | ±12.8% | 465.48–601.88 | em-1.0 |
| Oct 05 | Dec 18 | 74 | 523.37 | ±12.6% | 457.67–589.07 | em-1.0 |
| Oct 02 | Dec 18 | 77 | 529.73 | ±13.0% | 460.73–598.73 | em-1.0 |
| Oct 01 | Dec 18 | 78 | 517.00 | ±13.2% | 448.75–585.25 | em-1.0 |
| Sep 23 | Dec 18 | 86 | 526.13 | ±14.2% | 451.63–600.63 | em-1.0 |
| Sep 22 | Dec 18 | 87 | 523.25 | ±14.2% | 449.10–597.39 | em-1.0 |
| Sep 21 | Dec 18 | 88 | 532.23 | ±14.3% | 455.88–608.58 | 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 | 531.33 → 531.33 |
| Oct 14, 2026 | Oct 16 | ±2.3% | +1.0% | 区间内 | 525.96 → 531.33 |
| Oct 13, 2026 | Oct 16 | ±2.7% | +0.4% | 区间内 | 529.32 → 531.33 |
| Oct 09, 2026 | Oct 16 | ±3.2% | +1.5% | 区间内 | 523.39 → 531.33 |
| Oct 08, 2026 | Oct 16 | ±3.8% | +2.1% | 区间内 | 520.40 → 531.33 |
| Oct 07, 2026 | Oct 16 | ±3.8% | +2.9% | 区间内 | 516.45 → 531.33 |
| Oct 06, 2026 | Oct 16 | ±4.0% | -0.4% | 区间内 | 533.67 → 531.33 |
| Oct 05, 2026 | Oct 16 | ±4.1% | +1.5% | 区间内 | 523.37 → 531.33 |
| Oct 02, 2026 | Oct 16 | ±4.6% | +0.3% | 区间内 | 529.73 → 531.33 |
| Oct 01, 2026 | Oct 16 | ±4.8% | +2.8% | 区间内 | 517.00 → 531.33 |
| Sep 23, 2026 | Oct 16 | ±6.4% | +1.0% | 区间内 | 526.13 → 531.33 |
| Sep 22, 2026 | Oct 16 | ±6.7% | +1.5% | 区间内 | 523.25 → 531.33 |
| Sep 21, 2026 | Oct 16 | ±6.8% | -0.2% | 区间内 | 532.23 → 531.33 |
| Sep 18, 2026 | Oct 16 | ±7.1% | +1.4% | 区间内 | 523.89 → 531.33 |
| Sep 17, 2026 | Oct 16 | ±7.1% | +1.4% | 区间内 | 523.91 → 531.33 |
| Sep 16, 2026 | Oct 16 | ±7.4% | -1.6% | 区间内 | 540.23 → 531.33 |
| Sep 15, 2026 | Oct 16 | ±7.8% | -1.8% | 区间内 | 541.10 → 531.33 |
| Sep 14, 2026 | Oct 16 | ±7.9% | -1.6% | 区间内 | 540.24 → 531.33 |
| Sep 11, 2026 | Oct 16 | ±7.7% | -4.6% | 区间内 | 556.73 → 531.33 |
| Sep 10, 2026 | Oct 16 | ±8.6% | -4.2% | 区间内 | 554.76 → 531.33 |
| Sep 09, 2026 | Oct 16 | ±8.8% | -5.4% | 区间内 | 561.55 → 531.33 |
| Sep 08, 2026 | Oct 16 | ±8.9% | -5.3% | 区间内 | 560.93 → 531.33 |
| Sep 07, 2026 | Oct 16 | ±8.9% | -5.3% | 区间内 | 560.93 → 531.33 |
| Sep 04, 2026 | Oct 16 | ±8.8% | -2.6% | 区间内 | 545.50 → 531.33 |
| Sep 03, 2026 | Oct 16 | ±8.7% | -2.9% | 区间内 | 547.42 → 531.33 |
| Sep 02, 2026 | Oct 16 | ±9.1% | -3.6% | 区间内 | 551.15 → 531.33 |
| Sep 01, 2026 | Oct 16 | ±9.1% | -4.3% | 区间内 | 554.97 → 531.33 |
| Aug 31, 2026 | Oct 16 | ±9.6% | -5.9% | 区间内 | 564.85 → 531.33 |
| Sep 18, 2026 | Sep 18 | ±1.5% | +1.6% | 区间外 | 523.89 → 532.23 |
| Sep 17, 2026 | Sep 18 | ±1.8% | +1.6% | 区间内 | 523.91 → 532.23 |
| Sep 16, 2026 | Sep 18 | ±3.0% | -1.5% | 区间内 | 540.23 → 532.23 |
| Sep 15, 2026 | Sep 18 | ±3.3% | -1.6% | 区间内 | 541.10 → 532.23 |
| Sep 14, 2026 | Sep 18 | ±3.4% | -1.5% | 区间内 | 540.24 → 532.23 |
| Sep 11, 2026 | Sep 18 | ±3.5% | -4.4% | 区间外 | 556.73 → 532.23 |
| Sep 10, 2026 | Sep 18 | ±4.4% | -4.1% | 区间内 | 554.76 → 532.23 |
| Sep 09, 2026 | Sep 18 | ±4.7% | -5.2% | 区间外 | 561.55 → 532.23 |
| Sep 08, 2026 | Sep 18 | ±5.1% | -5.1% | 区间内 | 560.93 → 532.23 |
| Sep 07, 2026 | Sep 18 | ±5.1% | -5.1% | 区间内 | 560.93 → 532.23 |
| Sep 04, 2026 | Sep 18 | ±5.1% | -2.4% | 区间内 | 545.50 → 532.23 |
| Sep 03, 2026 | Sep 18 | ±4.9% | -2.8% | 区间内 | 547.42 → 532.23 |
| Sep 02, 2026 | Sep 18 | ±5.5% | -3.4% | 区间内 | 551.15 → 532.23 |
| Sep 01, 2026 | Sep 18 | ±5.7% | -4.1% | 区间内 | 554.97 → 532.23 |
| Aug 31, 2026 | Sep 18 | ±6.2% | -5.8% | 区间内 | 564.85 → 532.23 |
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.