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121
收盘价处于区间内74%
|实际值| 低于预期值74%
平均预期波动幅度±4.9%
平均|实际|波动幅度3.8%
平均绝对误差2.7pt
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 | 627.00 | ±3.0% | 607.95–646.05 | 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 |
| Oct 13 | Oct 23 | 10 | 650.00 | ±4.5% | 621.05–678.95 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 621.46 | ±5.0% | 590.21–652.71 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 652.58 | ±5.0% | 620.03–685.13 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 658.82 | ±5.4% | 623.51–694.12 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 682.79 | ±5.4% | 646.09–719.49 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 677.97 | ±5.5% | 640.77–715.17 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 686.91 | ±5.7% | 647.56–726.26 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 662.88 | ±6.1% | 622.52–703.23 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 703.12 | ±6.8% | 655.17–751.07 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 703.51 | ±6.8% | 655.66–751.36 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 684.73 | ±7.1% | 636.13–733.33 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 679.98 | ±7.1% | 631.83–728.13 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 685.54 | ±7.6% | 633.59–737.49 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 684.04 | ±8.0% | 629.49–738.59 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 687.43 | ±7.9% | 632.88–741.98 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 675.94 | ±8.2% | 620.24–731.64 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 685.00 | ±8.2% | 628.85–741.15 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 676.31 | ±8.5% | 618.91–733.71 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 675.26 | ±8.5% | 617.56–732.96 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 681.00 | ±9.1% | 618.95–743.05 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 698.27 | ±8.9% | 635.97–760.57 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 695.12 | ±8.9% | 633.51–756.72 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 694.99 | ±9.1% | 631.84–758.14 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 627.00 | ±5.0% | 595.55–658.45 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 641.86 | ±5.5% | 606.41–677.31 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 652.25 | ±5.7% | 615.00–689.50 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 650.00 | ±5.8% | 612.15–687.85 | 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 | ±1.0% | +0.0% | 区间内 | 641.86 → 641.86 |
| Oct 14, 2026 | Oct 16 | ±2.3% | -1.6% | 区间内 | 652.25 → 641.86 |
| Oct 13, 2026 | Oct 16 | ±2.3% | -1.3% | 区间内 | 650.00 → 641.86 |
| Oct 09, 2026 | Oct 16 | ±3.5% | +3.3% | 区间内 | 621.46 → 641.86 |
| Oct 08, 2026 | Oct 16 | ±3.7% | -1.6% | 区间内 | 652.58 → 641.86 |
| Oct 07, 2026 | Oct 16 | ±4.1% | -2.6% | 区间内 | 658.82 → 641.86 |
| Oct 06, 2026 | Oct 16 | ±4.3% | -6.0% | 区间外 | 682.79 → 641.86 |
| Oct 05, 2026 | Oct 16 | ±4.3% | -5.3% | 区间外 | 677.97 → 641.86 |
| Oct 02, 2026 | Oct 16 | ±4.6% | -6.6% | 区间外 | 686.91 → 641.86 |
| Oct 01, 2026 | Oct 16 | ±4.9% | -3.2% | 区间内 | 662.88 → 641.86 |
| Sep 23, 2026 | Oct 16 | ±6.3% | -8.7% | 区间外 | 703.12 → 641.86 |
| Sep 22, 2026 | Oct 16 | ±6.3% | -8.8% | 区间外 | 703.51 → 641.86 |
| Sep 21, 2026 | Oct 16 | ±6.2% | -6.3% | 区间外 | 684.73 → 641.86 |
| Sep 18, 2026 | Oct 16 | ±6.4% | -5.6% | 区间内 | 679.98 → 641.86 |
| Sep 17, 2026 | Oct 16 | ±7.3% | -6.4% | 区间内 | 685.54 → 641.86 |
| Sep 16, 2026 | Oct 16 | ±7.4% | -6.2% | 区间内 | 684.04 → 641.86 |
| Sep 15, 2026 | Oct 16 | ±7.3% | -6.6% | 区间内 | 687.43 → 641.86 |
| Sep 14, 2026 | Oct 16 | ±7.4% | -5.0% | 区间内 | 675.94 → 641.86 |
| Sep 11, 2026 | Oct 16 | ±7.3% | -6.3% | 区间内 | 685.00 → 641.86 |
| Sep 10, 2026 | Oct 16 | ±7.6% | -5.1% | 区间内 | 676.31 → 641.86 |
| Sep 09, 2026 | Oct 16 | ±7.8% | -4.9% | 区间内 | 675.26 → 641.86 |
| Sep 08, 2026 | Oct 16 | ±8.0% | -5.7% | 区间内 | 681.00 → 641.86 |
| Sep 07, 2026 | Oct 16 | ±8.1% | -8.1% | 区间内 | 698.27 → 641.86 |
| Sep 04, 2026 | Oct 16 | ±8.1% | -7.7% | 区间内 | 695.12 → 641.86 |
| Sep 03, 2026 | Oct 16 | ±8.6% | -7.6% | 区间内 | 694.99 → 641.86 |
| Sep 02, 2026 | Oct 16 | ±9.2% | -8.2% | 区间内 | 699.12 → 641.86 |
| Sep 01, 2026 | Oct 16 | ±9.0% | -4.9% | 区间内 | 675.26 → 641.86 |
| Aug 31, 2026 | Oct 16 | ±8.7% | -2.0% | 区间内 | 654.91 → 641.86 |
| 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 |
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.