GLD 预期波动历史 SPDR Gold Shares
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200
收盘价处于区间内66%
|实际值| 低于预期值66%
平均预期波动幅度±3.0%
平均|实际|波动幅度2.4%
平均绝对误差1.4pt
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 | 381.88 | ±0.1% | 381.50–382.26 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 376.08 | ±1.4% | 370.81–381.36 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 381.54 | ±1.7% | 375.09–387.99 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 384.70 | ±2.1% | 376.55–392.85 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 378.80 | ±2.3% | 370.05–387.55 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 376.96 | ±2.6% | 367.19–386.74 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 381.95 | ±2.6% | 372.12–391.77 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 379.67 | ±2.7% | 369.42–389.92 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 380.20 | ±3.0% | 368.70–391.70 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 382.40 | ±3.2% | 370.00–394.80 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 400.07 | ±4.3% | 383.00–417.14 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 399.65 | ±4.3% | 382.57–416.73 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 398.36 | ±4.3% | 381.14–415.59 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 401.46 | ±4.7% | 382.76–420.16 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 398.39 | ±5.1% | 378.04–418.74 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 391.28 | ±5.5% | 369.90–412.65 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 393.86 | ±5.7% | 371.39–416.34 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 394.10 | ±5.7% | 371.45–416.75 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 398.70 | ±5.8% | 375.73–421.68 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 396.05 | ±6.4% | 370.60–421.50 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 403.93 | ±6.4% | 378.21–429.66 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 399.72 | ±6.3% | 374.37–425.07 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 406.77 | ±6.5% | 380.27–433.27 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 406.30 | ±6.5% | 379.80–432.80 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 410.23 | ±6.7% | 382.55–437.90 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 402.36 | ±6.5% | 376.04–428.69 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 397.20 | ±6.5% | 371.55–422.85 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 408.51 | ±6.4% | 382.49–434.54 | em-1.0 |
| Oct 16 | Oct 19 | 3 | 381.88 | ±0.9% | 378.27–385.49 | em-1.0 |
| Oct 14 | Oct 19 | 5 | 376.08 | ±1.7% | 369.58–382.58 | 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 |
|---|---|---|---|---|---|
| Oct 14, 2026 | Oct 15 | ±1.0% | +1.8% | 区间外 | 376.08 → 382.71 |
| Oct 13, 2026 | Oct 15 | ±1.5% | +0.3% | 区间内 | 381.54 → 382.71 |
| Oct 09, 2026 | Oct 15 | ±1.9% | -0.5% | 区间内 | 384.70 → 382.71 |
| Oct 08, 2026 | Oct 15 | ±2.1% | +1.0% | 区间内 | 378.80 → 382.71 |
| Oct 07, 2026 | Oct 15 | ±2.4% | +1.5% | 区间内 | 376.96 → 382.71 |
| Oct 06, 2026 | Oct 15 | ±2.4% | +0.2% | 区间内 | 381.95 → 382.71 |
| Oct 05, 2026 | Oct 15 | ±2.6% | +0.8% | 区间内 | 379.67 → 382.71 |
| Oct 02, 2026 | Oct 15 | ±2.9% | +0.7% | 区间内 | 380.20 → 382.71 |
| Oct 01, 2026 | Oct 15 | ±3.1% | +0.1% | 区间内 | 382.40 → 382.71 |
| Oct 14, 2026 | Oct 14 | ±0.1% | -0.0% | 区间内 | 376.08 → 375.99 |
| Oct 13, 2026 | Oct 14 | ±1.2% | -1.5% | 区间外 | 381.54 → 375.99 |
| Oct 09, 2026 | Oct 14 | ±1.7% | -2.3% | 区间外 | 384.70 → 375.99 |
| Oct 08, 2026 | Oct 14 | ±1.9% | -0.7% | 区间内 | 378.80 → 375.99 |
| Oct 07, 2026 | Oct 14 | ±2.2% | -0.3% | 区间内 | 376.96 → 375.99 |
| Oct 06, 2026 | Oct 14 | ±2.3% | -1.6% | 区间内 | 381.95 → 375.99 |
| Oct 05, 2026 | Oct 14 | ±2.4% | -1.0% | 区间内 | 379.67 → 375.99 |
| Oct 02, 2026 | Oct 14 | ±2.7% | -1.1% | 区间内 | 380.20 → 375.99 |
| Oct 01, 2026 | Oct 14 | ±2.9% | -1.7% | 区间内 | 382.40 → 375.99 |
| Oct 13, 2026 | Oct 13 | ±0.1% | +0.0% | 区间内 | 381.54 → 381.67 |
| Oct 09, 2026 | Oct 13 | ±1.2% | -0.8% | 区间内 | 384.70 → 381.67 |
| Oct 08, 2026 | Oct 13 | ±1.5% | +0.8% | 区间内 | 378.80 → 381.67 |
| Oct 07, 2026 | Oct 13 | ±1.9% | +1.2% | 区间内 | 376.96 → 381.67 |
| Oct 06, 2026 | Oct 13 | ±1.9% | -0.1% | 区间内 | 381.95 → 381.67 |
| Oct 05, 2026 | Oct 13 | ±2.0% | +0.5% | 区间内 | 379.67 → 381.67 |
| Oct 02, 2026 | Oct 13 | ±2.4% | +0.4% | 区间内 | 380.20 → 381.67 |
| Oct 01, 2026 | Oct 13 | ±2.6% | -0.2% | 区间内 | 382.40 → 381.67 |
| Oct 09, 2026 | Oct 12 | ±0.9% | -0.7% | 区间内 | 384.70 → 382.15 |
| Oct 08, 2026 | Oct 12 | ±1.3% | +0.9% | 区间内 | 378.80 → 382.15 |
| Oct 07, 2026 | Oct 12 | ±1.6% | +1.4% | 区间内 | 376.96 → 382.15 |
| Oct 06, 2026 | Oct 12 | ±1.7% | +0.1% | 区间内 | 381.95 → 382.15 |
| Oct 05, 2026 | Oct 12 | ±1.9% | +0.7% | 区间内 | 379.67 → 382.15 |
| Oct 02, 2026 | Oct 12 | ±2.2% | +0.5% | 区间内 | 380.20 → 382.15 |
| Oct 01, 2026 | Oct 12 | ±2.5% | -0.1% | 区间内 | 382.40 → 382.15 |
| Oct 09, 2026 | Oct 09 | ±0.1% | -0.0% | 区间内 | 384.70 → 384.58 |
| Oct 08, 2026 | Oct 09 | ±0.9% | +1.5% | 区间外 | 378.80 → 384.58 |
| Oct 07, 2026 | Oct 09 | ±1.3% | +2.0% | 区间外 | 376.96 → 384.58 |
| Oct 06, 2026 | Oct 09 | ±1.5% | +0.7% | 区间内 | 381.95 → 384.58 |
| Oct 05, 2026 | Oct 09 | ±1.6% | +1.3% | 区间内 | 379.67 → 384.58 |
| Oct 02, 2026 | Oct 09 | ±2.0% | +1.2% | 区间内 | 380.20 → 384.58 |
| Oct 01, 2026 | Oct 09 | ±2.3% | +0.6% | 区间内 | 382.40 → 384.58 |
| Sep 23, 2026 | Oct 09 | ±3.5% | -3.9% | 区间外 | 400.07 → 384.58 |
| Sep 22, 2026 | Oct 09 | ±3.5% | -3.8% | 区间外 | 399.65 → 384.58 |
| Sep 21, 2026 | Oct 09 | ±3.6% | -3.5% | 区间内 | 398.36 → 384.58 |
| Sep 18, 2026 | Oct 09 | ±3.9% | -4.2% | 区间外 | 401.46 → 384.58 |
| Sep 17, 2026 | Oct 09 | ±4.4% | -3.5% | 区间内 | 398.39 → 384.58 |
| Sep 16, 2026 | Oct 09 | ±4.8% | -1.7% | 区间内 | 391.28 → 384.58 |
| Sep 15, 2026 | Oct 09 | ±5.0% | -2.4% | 区间内 | 393.86 → 384.58 |
| Sep 14, 2026 | Oct 09 | ±5.0% | -2.4% | 区间内 | 394.10 → 384.58 |
| Sep 11, 2026 | Oct 09 | ±5.1% | -3.5% | 区间内 | 398.70 → 384.58 |
| Sep 10, 2026 | Oct 09 | ±5.8% | -2.9% | 区间内 | 396.05 → 384.58 |
| Sep 09, 2026 | Oct 09 | ±5.8% | -4.8% | 区间内 | 403.93 → 384.58 |
| Sep 08, 2026 | Oct 09 | ±5.8% | -3.8% | 区间内 | 399.72 → 384.58 |
| Sep 07, 2026 | Oct 09 | ±5.9% | -5.5% | 区间内 | 406.77 → 384.58 |
| Sep 04, 2026 | Oct 09 | ±6.0% | -5.3% | 区间内 | 406.30 → 384.58 |
| Sep 03, 2026 | Oct 09 | ±6.1% | -6.3% | 区间外 | 410.23 → 384.58 |
| Sep 02, 2026 | Oct 09 | ±6.0% | -4.4% | 区间内 | 402.36 → 384.58 |
| Sep 01, 2026 | Oct 09 | ±5.9% | -3.2% | 区间内 | 397.20 → 384.58 |
| Aug 31, 2026 | Oct 09 | ±5.8% | -5.9% | 区间外 | 408.51 → 384.58 |
| Oct 08, 2026 | Oct 08 | ±0.1% | -0.0% | 区间内 | 378.80 → 378.62 |
| Oct 07, 2026 | Oct 08 | ±1.0% | +0.4% | 区间内 | 376.96 → 378.62 |
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.