ETSY история ожидаемого движения Etsy, Inc.
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 разрешены121
Закрытие внутри диапазона54%
|Фактическое| ниже ожидаемого54%
Среднее ожидаемое движение±7.2%
Среднее |фактическое| движение7.2%
Средняя абс. ошибка4.4pt
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 | 85.50 | ±4.4% | 81.70–89.30 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 85.14 | ±5.4% | 80.56–89.72 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 82.93 | ±6.1% | 77.88–87.98 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 79.28 | ±6.0% | 74.53–84.03 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 76.71 | ±6.9% | 71.43–81.99 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 75.14 | ±8.3% | 68.92–81.36 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 71.49 | ±7.6% | 66.03–76.95 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 71.39 | ±8.0% | 65.66–77.12 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 70.89 | ±8.4% | 64.94–76.84 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 72.77 | ±8.9% | 66.27–79.28 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 72.96 | ±9.6% | 65.95–79.98 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 75.14 | ±10.6% | 67.19–83.09 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 75.14 | ±10.6% | 67.19–83.09 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 73.48 | ±10.8% | 65.58–81.38 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 72.60 | ±10.4% | 65.02–80.18 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 72.34 | ±11.0% | 64.42–80.27 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 73.46 | ±11.0% | 65.39–81.53 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 73.95 | ±11.6% | 65.35–82.55 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 74.47 | ±11.2% | 66.12–82.82 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 72.76 | ±12.5% | 63.66–81.86 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 71.59 | ±12.6% | 62.54–80.64 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 71.19 | ±12.5% | 62.29–80.09 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 73.89 | ±13.4% | 63.99–83.79 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 76.50 | ±12.9% | 66.60–86.40 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 76.51 | ±12.5% | 66.94–86.08 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 82.03 | ±13.2% | 71.21–92.85 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 85.50 | ±12.3% | 74.95–96.05 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 85.14 | ±12.7% | 74.31–95.97 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 82.93 | ±11.1% | 73.73–92.13 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 79.28 | ±10.9% | 70.61–87.95 | em-1.0 |
Сохранённые снимки
| Снимок | Истёкшие | Ожидаемое | Фактический | Внутри диапазона? | Спот → закрытие |
|---|---|---|---|---|---|
| Oct 16, 2026 | Oct 16 | ±0.9% | +0.0% | внутри | 85.14 → 85.14 |
| Oct 14, 2026 | Oct 16 | ±3.3% | +2.7% | внутри | 82.93 → 85.14 |
| Oct 13, 2026 | Oct 16 | ±3.6% | +7.4% | за пределами | 79.28 → 85.14 |
| Oct 09, 2026 | Oct 16 | ±4.8% | +11.0% | за пределами | 76.71 → 85.14 |
| Oct 08, 2026 | Oct 16 | ±5.5% | +13.3% | за пределами | 75.14 → 85.14 |
| Oct 07, 2026 | Oct 16 | ±5.9% | +19.1% | за пределами | 71.49 → 85.14 |
| Oct 06, 2026 | Oct 16 | ±6.1% | +19.3% | за пределами | 71.39 → 85.14 |
| Oct 05, 2026 | Oct 16 | ±6.7% | +20.1% | за пределами | 70.89 → 85.14 |
| Oct 02, 2026 | Oct 16 | ±7.3% | +17.0% | за пределами | 72.77 → 85.14 |
| Oct 01, 2026 | Oct 16 | ±7.6% | +16.7% | за пределами | 72.96 → 85.14 |
| Sep 23, 2026 | Oct 16 | ±9.0% | +13.3% | за пределами | 75.14 → 85.14 |
| Sep 22, 2026 | Oct 16 | ±9.0% | +13.3% | за пределами | 75.14 → 85.14 |
| Sep 21, 2026 | Oct 16 | ±9.2% | +15.9% | за пределами | 73.48 → 85.14 |
| Sep 18, 2026 | Oct 16 | ±9.4% | +17.3% | за пределами | 72.60 → 85.14 |
| Sep 17, 2026 | Oct 16 | ±9.8% | +17.7% | за пределами | 72.34 → 85.14 |
| Sep 16, 2026 | Oct 16 | ±10.1% | +15.9% | за пределами | 73.46 → 85.14 |
| Sep 15, 2026 | Oct 16 | ±10.7% | +15.1% | за пределами | 73.95 → 85.14 |
| Sep 14, 2026 | Oct 16 | ±10.7% | +14.3% | за пределами | 74.47 → 85.14 |
| Sep 11, 2026 | Oct 16 | ±11.0% | +17.0% | за пределами | 72.76 → 85.14 |
| Sep 10, 2026 | Oct 16 | ±11.6% | +18.9% | за пределами | 71.59 → 85.14 |
| Sep 09, 2026 | Oct 16 | ±11.9% | +19.6% | за пределами | 71.19 → 85.14 |
| Sep 08, 2026 | Oct 16 | ±12.8% | +15.2% | за пределами | 73.89 → 85.14 |
| Sep 07, 2026 | Oct 16 | ±11.9% | +11.3% | внутри | 76.50 → 85.14 |
| Sep 04, 2026 | Oct 16 | ±11.9% | +11.3% | внутри | 76.51 → 85.14 |
| Sep 03, 2026 | Oct 16 | ±11.5% | +3.8% | внутри | 82.03 → 85.14 |
| Sep 02, 2026 | Oct 16 | ±11.7% | +4.2% | внутри | 81.72 → 85.14 |
| Sep 01, 2026 | Oct 16 | ±12.1% | +4.1% | внутри | 81.75 → 85.14 |
| Aug 31, 2026 | Oct 16 | ±12.4% | +4.4% | внутри | 81.57 → 85.14 |
| Oct 09, 2026 | Oct 09 | ±0.5% | +0.0% | внутри | 76.71 → 76.71 |
| Oct 08, 2026 | Oct 09 | ±2.4% | +2.1% | внутри | 75.14 → 76.71 |
| Oct 07, 2026 | Oct 09 | ±3.2% | +7.3% | за пределами | 71.49 → 76.71 |
| Oct 06, 2026 | Oct 09 | ±3.9% | +7.5% | за пределами | 71.39 → 76.71 |
| Oct 05, 2026 | Oct 09 | ±4.5% | +8.2% | за пределами | 70.89 → 76.71 |
| Oct 02, 2026 | Oct 09 | ±5.0% | +5.4% | за пределами | 72.77 → 76.71 |
| Oct 01, 2026 | Oct 09 | ±5.8% | +5.1% | внутри | 72.96 → 76.71 |
| Sep 23, 2026 | Oct 09 | ±7.9% | +2.1% | внутри | 75.14 → 76.71 |
| Sep 22, 2026 | Oct 09 | ±7.9% | +2.1% | внутри | 75.14 → 76.71 |
| Sep 21, 2026 | Oct 09 | ±8.0% | +4.4% | внутри | 73.48 → 76.71 |
| Sep 18, 2026 | Oct 09 | ±8.2% | +5.7% | внутри | 72.60 → 76.71 |
| Sep 17, 2026 | Oct 09 | ±8.7% | +6.0% | внутри | 72.34 → 76.71 |
| Sep 16, 2026 | Oct 09 | ±9.1% | +4.4% | внутри | 73.46 → 76.71 |
| Sep 15, 2026 | Oct 09 | ±9.4% | +3.7% | внутри | 73.95 → 76.71 |
| Sep 14, 2026 | Oct 09 | ±9.2% | +3.0% | внутри | 74.47 → 76.71 |
| Sep 11, 2026 | Oct 09 | ±9.9% | +5.4% | внутри | 72.76 → 76.71 |
| Sep 10, 2026 | Oct 09 | ±10.1% | +7.2% | внутри | 71.59 → 76.71 |
| Sep 09, 2026 | Oct 09 | ±10.4% | +7.8% | внутри | 71.19 → 76.71 |
| Sep 08, 2026 | Oct 09 | ±11.0% | +3.8% | внутри | 73.89 → 76.71 |
| Sep 07, 2026 | Oct 09 | ±10.6% | +0.3% | внутри | 76.50 → 76.71 |
| Sep 04, 2026 | Oct 09 | ±10.7% | +0.3% | внутри | 76.51 → 76.71 |
| Sep 03, 2026 | Oct 09 | ±10.5% | -6.5% | внутри | 82.03 → 76.71 |
| Sep 02, 2026 | Oct 09 | ±11.4% | -6.1% | внутри | 81.72 → 76.71 |
| Sep 01, 2026 | Oct 09 | ±11.1% | -6.2% | внутри | 81.75 → 76.71 |
| Aug 31, 2026 | Oct 09 | ±11.8% | -6.0% | внутри | 81.57 → 76.71 |
| Oct 02, 2026 | Oct 02 | ±0.8% | +0.0% | внутри | 72.77 → 72.77 |
| Oct 01, 2026 | Oct 02 | ±2.5% | -0.3% | внутри | 72.96 → 72.77 |
| Sep 23, 2026 | Oct 02 | ±6.3% | -3.2% | внутри | 75.14 → 72.77 |
| Sep 22, 2026 | Oct 02 | ±6.3% | -3.2% | внутри | 75.14 → 72.77 |
| Sep 21, 2026 | Oct 02 | ±6.4% | -1.0% | внутри | 73.48 → 72.77 |
| Sep 18, 2026 | Oct 02 | ±6.9% | +0.2% | внутри | 72.60 → 72.77 |
| Sep 17, 2026 | Oct 02 | ±7.2% | +0.6% | внутри | 72.34 → 72.77 |
Результаты сравнивают зафиксированный диапазон с ценой закрытия на день экспирации. Версия метода указана в каждой строке, если она отличается; текущая: em-1.0.