GS 预期波动历史 The Goldman Sachs Group, Inc.
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121
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±5.1%
平均|实际|波动幅度6.5%
平均绝对误差2.8pt
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 19 | Oct 23 | 4 | 875.75 | ±2.8% | 851.12–900.38 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 878.68 | ±3.4% | 849.08–908.28 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 878.27 | ±4.1% | 842.07–914.47 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 892.22 | ±4.2% | 854.44–929.99 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 895.69 | ±5.7% | 844.36–947.01 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 882.51 | ±5.7% | 832.03–932.99 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 887.50 | ±5.8% | 835.67–939.33 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 899.00 | ±6.1% | 844.45–953.55 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 895.00 | ±6.3% | 838.98–951.02 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 902.19 | ±6.7% | 841.54–962.84 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 897.00 | ±6.9% | 835.52–958.48 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 950.50 | ±7.8% | 876.08–1,024.92 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 950.00 | ±7.8% | 875.58–1,024.42 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 959.06 | ±8.1% | 881.68–1,036.43 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 942.50 | ±8.4% | 863.67–1,021.33 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 950.01 | ±8.4% | 869.86–1,030.16 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 937.40 | ±9.3% | 850.67–1,024.12 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 976.09 | ±9.0% | 888.56–1,063.61 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 989.00 | ±9.3% | 897.08–1,080.92 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 1,028.06 | ±9.1% | 934.91–1,121.21 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 1,019.83 | ±9.5% | 923.23–1,116.43 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 1,030.84 | ±9.7% | 931.34–1,130.34 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 1,036.00 | ±9.8% | 934.73–1,137.28 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 1,037.94 | ±9.8% | 936.34–1,139.54 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 1,039.40 | ±9.8% | 937.80–1,141.00 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 1,039.76 | ±9.7% | 938.91–1,140.61 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 875.75 | ±4.3% | 838.48–913.02 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 878.68 | ±5.0% | 834.90–922.46 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 878.27 | ±5.4% | 830.79–925.74 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 892.22 | ±5.3% | 845.17–939.27 | 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 16, 2026 | Oct 16 | ±0.4% | +0.3% | 区间内 | 878.68 → 881.26 |
| Oct 14, 2026 | Oct 16 | ±2.2% | +0.3% | 区间内 | 878.27 → 881.26 |
| Oct 13, 2026 | Oct 16 | ±2.8% | -1.2% | 区间内 | 892.22 → 881.26 |
| Oct 09, 2026 | Oct 16 | ±4.7% | -1.6% | 区间内 | 895.69 → 881.26 |
| Oct 08, 2026 | Oct 16 | ±4.8% | -0.1% | 区间内 | 882.51 → 881.26 |
| Oct 07, 2026 | Oct 16 | ±4.7% | -0.7% | 区间内 | 887.50 → 881.26 |
| Oct 06, 2026 | Oct 16 | ±5.1% | -2.0% | 区间内 | 899.00 → 881.26 |
| Oct 05, 2026 | Oct 16 | ±5.4% | -1.5% | 区间内 | 895.00 → 881.26 |
| Oct 02, 2026 | Oct 16 | ±5.8% | -2.3% | 区间内 | 902.19 → 881.26 |
| Oct 01, 2026 | Oct 16 | ±6.0% | -1.8% | 区间内 | 897.00 → 881.26 |
| Sep 23, 2026 | Oct 16 | ±7.1% | -7.3% | 区间外 | 950.50 → 881.26 |
| Sep 22, 2026 | Oct 16 | ±7.1% | -7.2% | 区间外 | 950.00 → 881.26 |
| Sep 21, 2026 | Oct 16 | ±7.2% | -8.1% | 区间外 | 959.06 → 881.26 |
| Sep 18, 2026 | Oct 16 | ±7.5% | -6.5% | 区间内 | 942.50 → 881.26 |
| Sep 17, 2026 | Oct 16 | ±7.6% | -7.2% | 区间内 | 950.01 → 881.26 |
| Sep 16, 2026 | Oct 16 | ±8.5% | -6.0% | 区间内 | 937.40 → 881.26 |
| Sep 15, 2026 | Oct 16 | ±8.4% | -9.7% | 区间外 | 976.09 → 881.26 |
| Sep 14, 2026 | Oct 16 | ±8.6% | -10.9% | 区间外 | 989.00 → 881.26 |
| Sep 11, 2026 | Oct 16 | ±8.5% | -14.3% | 区间外 | 1,028.06 → 881.26 |
| Sep 10, 2026 | Oct 16 | ±8.8% | -13.6% | 区间外 | 1,019.83 → 881.26 |
| Sep 09, 2026 | Oct 16 | ±9.0% | -14.5% | 区间外 | 1,030.84 → 881.26 |
| Sep 08, 2026 | Oct 16 | ±9.1% | -14.9% | 区间外 | 1,036.00 → 881.26 |
| Sep 07, 2026 | Oct 16 | ±9.2% | -15.1% | 区间外 | 1,037.94 → 881.26 |
| Sep 04, 2026 | Oct 16 | ±9.2% | -15.2% | 区间外 | 1,039.40 → 881.26 |
| Sep 03, 2026 | Oct 16 | ±8.9% | -15.2% | 区间外 | 1,039.76 → 881.26 |
| Sep 02, 2026 | Oct 16 | ±9.0% | -12.3% | 区间外 | 1,004.90 → 881.26 |
| Sep 01, 2026 | Oct 16 | ±9.3% | -12.3% | 区间外 | 1,005.00 → 881.26 |
| Aug 31, 2026 | Oct 16 | ±9.0% | -14.3% | 区间外 | 1,027.88 → 881.26 |
| Oct 09, 2026 | Oct 09 | ±0.2% | -0.0% | 区间内 | 895.69 → 895.32 |
| Oct 08, 2026 | Oct 09 | ±1.3% | +1.5% | 区间外 | 882.51 → 895.32 |
| Oct 07, 2026 | Oct 09 | ±1.6% | +0.9% | 区间内 | 887.50 → 895.32 |
| Oct 06, 2026 | Oct 09 | ±2.1% | -0.4% | 区间内 | 899.00 → 895.32 |
| Oct 05, 2026 | Oct 09 | ±2.4% | +0.0% | 区间内 | 895.00 → 895.32 |
| Oct 02, 2026 | Oct 09 | ±3.0% | -0.8% | 区间内 | 902.19 → 895.32 |
| Oct 01, 2026 | Oct 09 | ±3.7% | -0.2% | 区间内 | 897.00 → 895.32 |
| Sep 23, 2026 | Oct 09 | ±5.2% | -5.8% | 区间外 | 950.50 → 895.32 |
| Sep 22, 2026 | Oct 09 | ±5.2% | -5.8% | 区间外 | 950.00 → 895.32 |
| Sep 21, 2026 | Oct 09 | ±5.5% | -6.6% | 区间外 | 959.06 → 895.32 |
| Sep 18, 2026 | Oct 09 | ±5.8% | -5.0% | 区间内 | 942.50 → 895.32 |
| Sep 17, 2026 | Oct 09 | ±5.9% | -5.8% | 区间内 | 950.01 → 895.32 |
| Sep 16, 2026 | Oct 09 | ±6.9% | -4.5% | 区间内 | 937.40 → 895.32 |
| Sep 15, 2026 | Oct 09 | ±6.7% | -8.3% | 区间外 | 976.09 → 895.32 |
| Sep 14, 2026 | Oct 09 | ±6.8% | -9.5% | 区间外 | 989.00 → 895.32 |
| Sep 11, 2026 | Oct 09 | ±6.8% | -12.9% | 区间外 | 1,028.06 → 895.32 |
| Sep 10, 2026 | Oct 09 | ±7.3% | -12.2% | 区间外 | 1,019.83 → 895.32 |
| Sep 09, 2026 | Oct 09 | ±7.4% | -13.1% | 区间外 | 1,030.84 → 895.32 |
| Sep 08, 2026 | Oct 09 | ±7.7% | -13.6% | 区间外 | 1,036.00 → 895.32 |
| Sep 07, 2026 | Oct 09 | ±7.7% | -13.7% | 区间外 | 1,037.94 → 895.32 |
| Sep 04, 2026 | Oct 09 | ±7.7% | -13.9% | 区间外 | 1,039.40 → 895.32 |
| Sep 03, 2026 | Oct 09 | ±7.6% | -13.9% | 区间外 | 1,039.76 → 895.32 |
| Sep 02, 2026 | Oct 09 | ±7.6% | -10.9% | 区间外 | 1,004.90 → 895.32 |
| Sep 01, 2026 | Oct 09 | ±7.8% | -10.9% | 区间外 | 1,005.00 → 895.32 |
| Aug 31, 2026 | Oct 09 | ±7.6% | -12.9% | 区间外 | 1,027.88 → 895.32 |
| Oct 02, 2026 | Oct 02 | ±0.4% | +0.0% | 区间内 | 902.19 → 902.56 |
| Oct 01, 2026 | Oct 02 | ±1.5% | +0.6% | 区间内 | 897.00 → 902.56 |
| Sep 23, 2026 | Oct 02 | ±4.0% | -5.0% | 区间外 | 950.50 → 902.56 |
| Sep 22, 2026 | Oct 02 | ±4.0% | -5.0% | 区间外 | 950.00 → 902.56 |
| Sep 21, 2026 | Oct 02 | ±4.4% | -5.9% | 区间外 | 959.06 → 902.56 |
| Sep 18, 2026 | Oct 02 | ±4.6% | -4.2% | 区间内 | 942.50 → 902.56 |
| Sep 17, 2026 | Oct 02 | ±5.0% | -5.0% | 区间外 | 950.01 → 902.56 |
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.