EXC 预期波动历史 Exelon Corporation

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15

收盘价处于区间内40%

|实际值| 低于预期值40%

平均预期波动幅度±2.4%

平均|实际|波动幅度2.9%

平均绝对误差1.1pt

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	43.49	±1.3%	42.91–44.06	em-1.0
Oct 14	Oct 16	2	42.60	±1.9%	41.77–43.42	em-1.0
Oct 13	Oct 16	3	42.16	±2.1%	41.28–43.03	em-1.0
Oct 09	Oct 16	7	41.53	±2.3%	40.58–42.48	em-1.0
Oct 08	Oct 16	8	41.73	±2.3%	40.76–42.70	em-1.0
Oct 07	Oct 16	9	41.49	±2.7%	40.39–42.59	em-1.0
Oct 06	Oct 16	10	41.68	±2.5%	40.66–42.70	em-1.0
Oct 05	Oct 16	11	40.82	±2.6%	39.74–41.90	em-1.0
Oct 02	Oct 16	14	40.73	±2.9%	39.53–41.93	em-1.0
Oct 01	Oct 16	15	40.48	±3.5%	39.05–41.91	em-1.0
Sep 23	Oct 16	23	41.80	±3.7%	40.25–43.35	em-1.0
Sep 22	Oct 16	24	41.80	±3.7%	40.25–43.35	em-1.0
Sep 21	Oct 16	25	41.98	±3.9%	40.33–43.63	em-1.0
Sep 18	Oct 16	28	42.07	±4.1%	40.34–43.80	em-1.0
Sep 17	Oct 16	29	42.66	±4.5%	40.76–44.56	em-1.0
Sep 16	Oct 16	30	42.40	±4.7%	40.42–44.38	em-1.0
Sep 15	Oct 16	31	42.26	±5.0%	40.16–44.36	em-1.0
Sep 14	Oct 16	32	42.72	±4.8%	40.67–44.77	em-1.0
Sep 11	Oct 16	35	43.12	±4.8%	41.04–45.19	em-1.0
Sep 10	Oct 16	36	43.87	±5.0%	41.70–46.05	em-1.0
Sep 09	Oct 16	37	43.87	±5.0%	41.70–46.05	em-1.0
Sep 08	Oct 16	38	43.95	±5.1%	41.73–46.17	em-1.0
Sep 07	Oct 16	39	43.64	±5.2%	41.37–45.91	em-1.0
Sep 04	Oct 16	42	44.00	±5.3%	41.67–46.33	em-1.0
Sep 03	Oct 16	43	44.41	±4.9%	42.23–46.59	em-1.0
Sep 02	Oct 16	44	44.21	±5.3%	41.88–46.53	em-1.0
Sep 01	Oct 16	45	43.83	±5.5%	41.43–46.23	em-1.0
Aug 31	Oct 16	46	43.40	±5.4%	41.05–45.75	em-1.0
Oct 16	Nov 20	35	43.49	±5.1%	41.29–45.69	em-1.0
Oct 14	Nov 20	37	42.60	±5.3%	40.33–44.88	em-1.0

快照	已到期	预期值	实际值	在区间内？	现货价 → 收盘价
Sep 18, 2026	Sep 18	±1.6%	+0.0%	区间内	42.07 → 42.07
Sep 17, 2026	Sep 18	±1.4%	-1.4%	区间内	42.66 → 42.07
Sep 16, 2026	Sep 18	±1.8%	-0.8%	区间内	42.40 → 42.07
Sep 15, 2026	Sep 18	±1.7%	-0.5%	区间内	42.26 → 42.07
Sep 14, 2026	Sep 18	±1.6%	-1.5%	区间内	42.72 → 42.07
Sep 11, 2026	Sep 18	±2.3%	-2.4%	区间外	43.12 → 42.07
Sep 10, 2026	Sep 18	±2.6%	-4.1%	区间外	43.87 → 42.07
Sep 09, 2026	Sep 18	±2.6%	-4.1%	区间外	43.87 → 42.07
Sep 08, 2026	Sep 18	±2.5%	-4.3%	区间外	43.95 → 42.07
Sep 07, 2026	Sep 18	±2.8%	-3.6%	区间外	43.64 → 42.07
Sep 04, 2026	Sep 18	±2.7%	-4.4%	区间外	44.00 → 42.07
Sep 03, 2026	Sep 18	±2.9%	-5.3%	区间外	44.41 → 42.07
Sep 02, 2026	Sep 18	±3.1%	-4.8%	区间外	44.21 → 42.07
Sep 01, 2026	Sep 18	±3.2%	-4.0%	区间外	43.83 → 42.07
Aug 31, 2026	Sep 18	±3.3%	-3.1%	区间内	43.40 → 42.07

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.