EEM 预期波动历史 iShares MSCI Emerging Markets ETF
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1
收盘价处于区间内100%
|实际值| 低于预期值100%
平均预期波动幅度±0.3%
平均|实际|波动幅度0.0%
平均绝对误差0.2pt
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 |
|---|---|---|---|---|---|---|
| Sep 02 | Sep 02 | 0 | 67.04 | ±0.3% | 66.84–67.24 | em-1.0 |
| Sep 01 | Sep 02 | 1 | 66.77 | ±1.1% | 66.06–67.48 | em-1.0 |
| Aug 31 | Sep 02 | 2 | 67.03 | ±1.2% | 66.22–67.83 | em-1.0 |
| Sep 02 | Sep 04 | 2 | 67.04 | ±1.2% | 66.23–67.84 | em-1.0 |
| Sep 01 | Sep 04 | 3 | 66.77 | ±1.6% | 65.69–67.84 | em-1.0 |
| Aug 31 | Sep 04 | 4 | 67.03 | ±1.7% | 65.89–68.17 | em-1.0 |
| Sep 02 | Sep 09 | 7 | 67.04 | ±1.8% | 65.84–68.23 | em-1.0 |
| Sep 01 | Sep 09 | 8 | 66.77 | ±1.9% | 65.52–68.02 | em-1.0 |
| Aug 31 | Sep 09 | 9 | 67.03 | ±2.2% | 65.58–68.47 | em-1.0 |
| Sep 02 | Sep 11 | 9 | 67.04 | ±2.3% | 65.49–68.59 | em-1.0 |
| Sep 01 | Sep 11 | 10 | 66.77 | ±2.6% | 65.06–68.48 | em-1.0 |
| Aug 31 | Sep 11 | 11 | 67.03 | ±2.7% | 65.22–68.84 | em-1.0 |
| Sep 02 | Sep 14 | 12 | 67.04 | ±2.5% | 65.39–68.69 | em-1.0 |
| Sep 01 | Sep 14 | 13 | 66.77 | ±2.9% | 64.86–68.68 | em-1.0 |
| Aug 31 | Sep 14 | 14 | 67.03 | ±3.1% | 64.97–69.09 | em-1.0 |
| Sep 02 | Sep 16 | 14 | 67.04 | ±2.9% | 65.12–68.96 | em-1.0 |
| Sep 01 | Sep 16 | 15 | 66.77 | ±4.9% | 63.52–70.02 | em-1.0 |
| Sep 02 | Sep 18 | 16 | 67.04 | ±3.3% | 64.81–69.27 | em-1.0 |
| Sep 01 | Sep 18 | 17 | 66.77 | ±3.6% | 64.37–69.17 | em-1.0 |
| Aug 31 | Sep 18 | 18 | 67.03 | ±3.7% | 64.53–69.53 | em-1.0 |
| Sep 02 | Sep 25 | 23 | 67.04 | ±4.0% | 64.38–69.70 | em-1.0 |
| Sep 01 | Sep 25 | 24 | 66.77 | ±4.2% | 63.98–69.56 | em-1.0 |
| Aug 31 | Sep 25 | 25 | 67.03 | ±4.5% | 64.03–70.03 | em-1.0 |
| Sep 02 | Sep 30 | 28 | 67.04 | ±4.4% | 64.09–69.99 | em-1.0 |
| Sep 01 | Sep 30 | 29 | 66.77 | ±4.5% | 63.74–69.80 | em-1.0 |
| Aug 31 | Sep 30 | 30 | 67.03 | ±4.8% | 63.80–70.26 | em-1.0 |
| Sep 02 | Oct 02 | 30 | 67.04 | ±4.7% | 63.90–70.19 | em-1.0 |
| Sep 01 | Oct 02 | 31 | 66.77 | ±5.0% | 63.42–70.12 | em-1.0 |
| Aug 31 | Oct 02 | 32 | 67.03 | ±4.9% | 63.72–70.34 | em-1.0 |
| Sep 02 | Oct 09 | 37 | 67.04 | ±5.3% | 63.49–70.58 | 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 |
|---|---|---|---|---|---|
| Aug 31, 2026 | Aug 31 | ±0.3% | -0.0% | 区间内 | 67.03 → 67.02 |
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.