EEM история ожидаемого движения iShares MSCI Emerging Markets ETF
Каждый торговый день после закрытия рынка мы фиксируем, что опционный рынок закладывал в цены — по каждой экспирации, до того как исход стал известен. Когда экспирация наступает, фактический результат записывается рядом с исходной оценкой. Оценки никогда не пересматриваются задним числом. Как читать эту статистику · запись ведётся с Aug 31, 2026
Сравнения разрешены200
Закрытие внутри диапазона66%
|Фактическое| ниже ожидаемого66%
Среднее ожидаемое движение±3.1%
Среднее |фактическое| движение2.3%
Средняя абс. ошибка1.8pt
Подразумеваемая vs реализованная, по экспирации
Для каждой экспирации: янтарный контур — ожидаемое движение, зафиксированное ближе всего к дате экспирации; сплошная полоса — фактическое движение акции. Под полосами указаны значения со знаком.
ожидаемое (зафиксировано)фактический
Зафиксировано в данный момент (ожидается исход)
| Снимок | Истекает | DTE | Спот на тот момент | Ожидаемое движение | Диапазон | Метод |
|---|---|---|---|---|---|---|
| Oct 19 | Oct 23 | 4 | 63.21 | ±2.4% | 61.68–64.74 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 62.83 | ±2.7% | 61.14–64.52 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 64.30 | ±2.8% | 62.51–66.09 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 65.72 | ±2.7% | 63.91–67.53 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 66.80 | ±3.0% | 64.81–68.79 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 66.01 | ±3.3% | 63.83–68.19 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 67.44 | ±3.3% | 65.20–69.67 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 68.34 | ±3.5% | 65.98–70.70 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 68.72 | ±3.8% | 66.10–71.34 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 67.64 | ±4.2% | 64.80–70.49 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 66.80 | ±4.5% | 63.78–69.81 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 69.10 | ±5.4% | 65.39–72.81 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 68.98 | ±5.4% | 65.27–72.69 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 68.76 | ±5.3% | 65.11–72.42 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 67.23 | ±5.5% | 63.51–70.95 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 66.90 | ±5.7% | 63.07–70.73 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 65.61 | ±6.2% | 61.56–69.66 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 65.67 | ±6.1% | 61.67–69.67 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 66.04 | ±5.4% | 62.45–69.64 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 67.74 | ±6.2% | 63.51–71.97 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 67.19 | ±6.3% | 62.94–71.44 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 68.42 | ±6.2% | 64.20–72.64 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 68.79 | ±6.2% | 64.56–73.03 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 68.70 | ±6.2% | 64.44–72.95 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 68.41 | ±6.1% | 64.22–72.59 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 67.59 | ±6.1% | 63.48–71.69 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 63.21 | ±3.6% | 60.92–65.50 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 62.83 | ±4.0% | 60.34–65.31 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 64.30 | ±3.8% | 61.84–66.76 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 65.72 | ±3.7% | 63.30–68.14 | em-1.0 |
Сохранённые снимки
| Снимок | Истёкшие | Ожидаемое | Фактический | Внутри диапазона? | Спот → закрытие |
|---|---|---|---|---|---|
| Oct 16, 2026 | Oct 16 | ±0.4% | +0.0% | внутри | 62.83 → 62.85 |
| Oct 14, 2026 | Oct 16 | ±1.6% | -2.3% | за пределами | 64.30 → 62.85 |
| Oct 13, 2026 | Oct 16 | ±1.6% | -4.4% | за пределами | 65.72 → 62.85 |
| Oct 09, 2026 | Oct 16 | ±2.1% | -5.9% | за пределами | 66.80 → 62.85 |
| Oct 08, 2026 | Oct 16 | ±2.5% | -4.8% | за пределами | 66.01 → 62.85 |
| Oct 07, 2026 | Oct 16 | ±2.6% | -6.8% | за пределами | 67.44 → 62.85 |
| Oct 06, 2026 | Oct 16 | ±2.6% | -8.0% | за пределами | 68.34 → 62.85 |
| Oct 05, 2026 | Oct 16 | ±3.0% | -8.5% | за пределами | 68.72 → 62.85 |
| Oct 02, 2026 | Oct 16 | ±3.3% | -7.1% | за пределами | 67.64 → 62.85 |
| Oct 01, 2026 | Oct 16 | ±3.7% | -5.9% | за пределами | 66.80 → 62.85 |
| Sep 23, 2026 | Oct 16 | ±4.8% | -9.0% | за пределами | 69.10 → 62.85 |
| Sep 22, 2026 | Oct 16 | ±4.8% | -8.9% | за пределами | 68.98 → 62.85 |
| Sep 21, 2026 | Oct 16 | ±4.7% | -8.6% | за пределами | 68.76 → 62.85 |
| Sep 18, 2026 | Oct 16 | ±4.9% | -6.5% | за пределами | 67.23 → 62.85 |
| Sep 17, 2026 | Oct 16 | ±5.2% | -6.1% | за пределами | 66.90 → 62.85 |
| Sep 16, 2026 | Oct 16 | ±5.6% | -4.2% | внутри | 65.61 → 62.85 |
| Sep 15, 2026 | Oct 16 | ±5.5% | -4.3% | внутри | 65.67 → 62.85 |
| Sep 14, 2026 | Oct 16 | ±5.6% | -4.8% | внутри | 66.04 → 62.85 |
| Sep 11, 2026 | Oct 16 | ±5.7% | -7.2% | за пределами | 67.74 → 62.85 |
| Sep 10, 2026 | Oct 16 | ±5.8% | -6.5% | за пределами | 67.19 → 62.85 |
| Sep 09, 2026 | Oct 16 | ±5.8% | -8.1% | за пределами | 68.42 → 62.85 |
| Sep 08, 2026 | Oct 16 | ±5.7% | -8.6% | за пределами | 68.79 → 62.85 |
| Sep 07, 2026 | Oct 16 | ±5.5% | -8.5% | за пределами | 68.70 → 62.85 |
| Sep 04, 2026 | Oct 16 | ±5.5% | -8.1% | за пределами | 68.41 → 62.85 |
| Sep 03, 2026 | Oct 16 | ±5.5% | -7.0% | за пределами | 67.59 → 62.85 |
| Sep 02, 2026 | Oct 16 | ±5.7% | -6.2% | за пределами | 67.04 → 62.85 |
| Sep 01, 2026 | Oct 16 | ±5.8% | -5.9% | за пределами | 66.77 → 62.85 |
| Aug 31, 2026 | Oct 16 | ±6.2% | -6.2% | за пределами | 67.03 → 62.85 |
| Oct 09, 2026 | Oct 12 | ±0.9% | -1.0% | за пределами | 66.80 → 66.15 |
| Oct 08, 2026 | Oct 12 | ±1.4% | +0.2% | внутри | 66.01 → 66.15 |
| Oct 07, 2026 | Oct 12 | ±1.8% | -1.9% | за пределами | 67.44 → 66.15 |
| Oct 06, 2026 | Oct 12 | ±1.8% | -3.2% | за пределами | 68.34 → 66.15 |
| Oct 05, 2026 | Oct 12 | ±1.9% | -3.7% | за пределами | 68.72 → 66.15 |
| Oct 02, 2026 | Oct 12 | ±2.6% | -2.2% | внутри | 67.64 → 66.15 |
| Oct 01, 2026 | Oct 12 | ±3.4% | -1.0% | внутри | 66.80 → 66.15 |
| Oct 09, 2026 | Oct 09 | ±0.5% | +0.0% | внутри | 66.80 → 66.80 |
| Oct 08, 2026 | Oct 09 | ±1.0% | +1.2% | за пределами | 66.01 → 66.80 |
| Oct 07, 2026 | Oct 09 | ±1.2% | -0.9% | внутри | 67.44 → 66.80 |
| Oct 06, 2026 | Oct 09 | ±1.5% | -2.3% | за пределами | 68.34 → 66.80 |
| Oct 05, 2026 | Oct 09 | ±1.9% | -2.8% | за пределами | 68.72 → 66.80 |
| Oct 02, 2026 | Oct 09 | ±2.3% | -1.2% | внутри | 67.64 → 66.80 |
| Oct 01, 2026 | Oct 09 | ±2.5% | +0.0% | внутри | 66.80 → 66.80 |
| Sep 23, 2026 | Oct 09 | ±4.1% | -3.3% | внутри | 69.10 → 66.80 |
| Sep 22, 2026 | Oct 09 | ±4.1% | -3.2% | внутри | 68.98 → 66.80 |
| Sep 21, 2026 | Oct 09 | ±4.0% | -2.9% | внутри | 68.76 → 66.80 |
| Sep 18, 2026 | Oct 09 | ±4.1% | -0.6% | внутри | 67.23 → 66.80 |
| Sep 17, 2026 | Oct 09 | ±4.4% | -0.1% | внутри | 66.90 → 66.80 |
| Sep 16, 2026 | Oct 09 | ±4.9% | +1.8% | внутри | 65.61 → 66.80 |
| Sep 15, 2026 | Oct 09 | ±4.8% | +1.7% | внутри | 65.67 → 66.80 |
| Sep 14, 2026 | Oct 09 | ±4.8% | +1.2% | внутри | 66.04 → 66.80 |
| Sep 11, 2026 | Oct 09 | ±5.1% | -1.4% | внутри | 67.74 → 66.80 |
| Sep 10, 2026 | Oct 09 | ±5.3% | -0.6% | внутри | 67.19 → 66.80 |
| Sep 09, 2026 | Oct 09 | ±4.9% | -2.4% | внутри | 68.42 → 66.80 |
| Sep 08, 2026 | Oct 09 | ±5.1% | -2.9% | внутри | 68.79 → 66.80 |
| Sep 07, 2026 | Oct 09 | ±5.1% | -2.8% | внутри | 68.70 → 66.80 |
| Sep 04, 2026 | Oct 09 | ±5.1% | -2.4% | внутри | 68.41 → 66.80 |
| Sep 03, 2026 | Oct 09 | ±5.0% | -1.2% | внутри | 67.59 → 66.80 |
| Sep 02, 2026 | Oct 09 | ±5.3% | -0.4% | внутри | 67.04 → 66.80 |
| Sep 01, 2026 | Oct 09 | ±5.3% | +0.0% | внутри | 66.77 → 66.80 |
| Aug 31, 2026 | Oct 09 | ±5.5% | -0.3% | внутри | 67.03 → 66.80 |
Результаты сравнивают зафиксированный диапазон с ценой закрытия на день экспирации. Версия метода указана в каждой строке, если она отличается; текущая: em-1.0.