DE 预期波动历史 Deere & Company
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93
收盘价处于区间内72%
|实际值| 低于预期值72%
平均预期波动幅度±4.6%
平均|实际|波动幅度3.4%
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 16 | Oct 16 | 0 | 641.86 | ±1.0% | 635.63–648.09 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 652.25 | ±2.3% | 637.21–667.30 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 650.00 | ±2.3% | 635.10–664.90 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 621.46 | ±3.5% | 599.81–643.11 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 652.58 | ±3.7% | 628.13–677.03 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 658.82 | ±4.1% | 631.76–685.87 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 682.79 | ±4.3% | 653.29–712.29 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 677.97 | ±4.3% | 648.92–707.02 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 686.91 | ±4.6% | 655.51–718.31 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 662.88 | ±4.9% | 630.42–695.33 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 703.12 | ±6.3% | 659.02–747.22 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 703.51 | ±6.3% | 659.36–747.66 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 684.73 | ±6.2% | 642.23–727.23 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 679.98 | ±6.4% | 636.58–723.38 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 685.54 | ±7.3% | 635.69–735.39 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 684.04 | ±7.4% | 633.69–734.39 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 687.43 | ±7.3% | 637.53–737.33 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 675.94 | ±7.4% | 625.94–725.94 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 685.00 | ±7.3% | 634.75–735.25 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 676.31 | ±7.6% | 624.76–727.86 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 675.26 | ±7.8% | 622.31–728.21 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 681.00 | ±8.0% | 626.50–735.50 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 698.27 | ±8.1% | 641.62–754.92 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 695.12 | ±8.1% | 638.66–751.57 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 694.99 | ±8.6% | 635.29–754.69 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 699.12 | ±9.2% | 635.07–763.17 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 675.26 | ±9.0% | 614.51–736.01 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 654.91 | ±8.7% | 598.01–711.81 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 641.86 | ±4.0% | 616.46–667.26 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 652.25 | ±4.4% | 623.50–681.00 | 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 09, 2026 | Oct 09 | ±1.0% | -0.1% | 区间内 | 621.46 → 620.93 |
| Oct 08, 2026 | Oct 09 | ±1.6% | -4.8% | 区间外 | 652.58 → 620.93 |
| Oct 07, 2026 | Oct 09 | ±2.3% | -5.8% | 区间外 | 658.82 → 620.93 |
| Oct 06, 2026 | Oct 09 | ±2.4% | -9.1% | 区间外 | 682.79 → 620.93 |
| Oct 05, 2026 | Oct 09 | ±2.9% | -8.4% | 区间外 | 677.97 → 620.93 |
| Oct 02, 2026 | Oct 09 | ±3.3% | -9.6% | 区间外 | 686.91 → 620.93 |
| Oct 01, 2026 | Oct 09 | ±3.6% | -6.3% | 区间外 | 662.88 → 620.93 |
| Sep 23, 2026 | Oct 09 | ±5.3% | -11.7% | 区间外 | 703.12 → 620.93 |
| Sep 22, 2026 | Oct 09 | ±5.3% | -11.7% | 区间外 | 703.51 → 620.93 |
| Sep 21, 2026 | Oct 09 | ±5.4% | -9.3% | 区间外 | 684.73 → 620.93 |
| Sep 18, 2026 | Oct 09 | ±5.6% | -8.7% | 区间外 | 679.98 → 620.93 |
| Sep 17, 2026 | Oct 09 | ±6.3% | -9.4% | 区间外 | 685.54 → 620.93 |
| Sep 16, 2026 | Oct 09 | ±6.5% | -9.2% | 区间外 | 684.04 → 620.93 |
| Sep 15, 2026 | Oct 09 | ±6.7% | -9.7% | 区间外 | 687.43 → 620.93 |
| Sep 14, 2026 | Oct 09 | ±6.6% | -8.1% | 区间外 | 675.94 → 620.93 |
| Sep 11, 2026 | Oct 09 | ±6.6% | -9.4% | 区间外 | 685.00 → 620.93 |
| Sep 10, 2026 | Oct 09 | ±7.1% | -8.2% | 区间外 | 676.31 → 620.93 |
| Sep 09, 2026 | Oct 09 | ±6.9% | -8.0% | 区间外 | 675.26 → 620.93 |
| Sep 08, 2026 | Oct 09 | ±7.2% | -8.8% | 区间外 | 681.00 → 620.93 |
| Sep 07, 2026 | Oct 09 | ±7.5% | -11.1% | 区间外 | 698.27 → 620.93 |
| Sep 04, 2026 | Oct 09 | ±7.7% | -10.7% | 区间外 | 695.12 → 620.93 |
| Sep 03, 2026 | Oct 09 | ±7.8% | -10.7% | 区间外 | 694.99 → 620.93 |
| Sep 02, 2026 | Oct 09 | ±8.3% | -11.2% | 区间外 | 699.12 → 620.93 |
| Sep 01, 2026 | Oct 09 | ±8.2% | -8.0% | 区间内 | 675.26 → 620.93 |
| Aug 31, 2026 | Oct 09 | ±8.0% | -5.2% | 区间内 | 654.91 → 620.93 |
| Oct 02, 2026 | Oct 02 | ±0.7% | +0.0% | 区间内 | 686.91 → 687.00 |
| Oct 01, 2026 | Oct 02 | ±1.8% | +3.6% | 区间外 | 662.88 → 687.00 |
| Sep 23, 2026 | Oct 02 | ±4.2% | -2.3% | 区间内 | 703.12 → 687.00 |
| Sep 22, 2026 | Oct 02 | ±4.2% | -2.3% | 区间内 | 703.51 → 687.00 |
| Sep 21, 2026 | Oct 02 | ±4.3% | +0.3% | 区间内 | 684.73 → 687.00 |
| Sep 18, 2026 | Oct 02 | ±4.7% | +1.0% | 区间内 | 679.98 → 687.00 |
| Sep 17, 2026 | Oct 02 | ±5.2% | +0.2% | 区间内 | 685.54 → 687.00 |
| Sep 16, 2026 | Oct 02 | ±5.4% | +0.4% | 区间内 | 684.04 → 687.00 |
| Sep 15, 2026 | Oct 02 | ±5.4% | -0.1% | 区间内 | 687.43 → 687.00 |
| Sep 14, 2026 | Oct 02 | ±5.9% | +1.6% | 区间内 | 675.94 → 687.00 |
| Sep 11, 2026 | Oct 02 | ±5.8% | +0.3% | 区间内 | 685.00 → 687.00 |
| Sep 10, 2026 | Oct 02 | ±6.1% | +1.6% | 区间内 | 676.31 → 687.00 |
| Sep 09, 2026 | Oct 02 | ±6.0% | +1.7% | 区间内 | 675.26 → 687.00 |
| Sep 08, 2026 | Oct 02 | ±6.6% | +0.9% | 区间内 | 681.00 → 687.00 |
| Sep 07, 2026 | Oct 02 | ±6.5% | -1.6% | 区间内 | 698.27 → 687.00 |
| Sep 04, 2026 | Oct 02 | ±6.8% | -1.2% | 区间内 | 695.12 → 687.00 |
| Sep 03, 2026 | Oct 02 | ±6.8% | -1.1% | 区间内 | 694.99 → 687.00 |
| Sep 02, 2026 | Oct 02 | ±7.5% | -1.7% | 区间内 | 699.12 → 687.00 |
| Sep 01, 2026 | Oct 02 | ±7.6% | +1.7% | 区间内 | 675.26 → 687.00 |
| Aug 31, 2026 | Oct 02 | ±7.2% | +4.9% | 区间内 | 654.91 → 687.00 |
| Sep 23, 2026 | Sep 25 | ±2.4% | -1.8% | 区间内 | 703.12 → 690.46 |
| Sep 22, 2026 | Sep 25 | ±2.4% | -1.9% | 区间内 | 703.51 → 690.46 |
| Sep 21, 2026 | Sep 25 | ±2.5% | +0.8% | 区间内 | 684.73 → 690.46 |
| Sep 18, 2026 | Sep 25 | ±3.0% | +1.5% | 区间内 | 679.98 → 690.46 |
| Sep 17, 2026 | Sep 25 | ±4.0% | +0.7% | 区间内 | 685.54 → 690.46 |
| Sep 16, 2026 | Sep 25 | ±4.2% | +0.9% | 区间内 | 684.04 → 690.46 |
| Sep 15, 2026 | Sep 25 | ±4.5% | +0.4% | 区间内 | 687.43 → 690.46 |
| Sep 14, 2026 | Sep 25 | ±4.7% | +2.1% | 区间内 | 675.94 → 690.46 |
| Sep 11, 2026 | Sep 25 | ±4.8% | +0.8% | 区间内 | 685.00 → 690.46 |
| Sep 10, 2026 | Sep 25 | ±4.9% | +2.1% | 区间内 | 676.31 → 690.46 |
| Sep 09, 2026 | Sep 25 | ±4.9% | +2.3% | 区间内 | 675.26 → 690.46 |
| Sep 08, 2026 | Sep 25 | ±5.2% | +1.4% | 区间内 | 681.00 → 690.46 |
| Sep 07, 2026 | Sep 25 | ±5.6% | -1.1% | 区间内 | 698.27 → 690.46 |
| Sep 04, 2026 | Sep 25 | ±5.5% | -0.7% | 区间内 | 695.12 → 690.46 |
| Sep 03, 2026 | Sep 25 | ±6.1% | -0.7% | 区间内 | 694.99 → 690.46 |
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.