HYG 预期波动历史 iShares iBoxx $ High Yield Corporate Bond 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±1.0%
平均|实际|波动幅度1.4%
平均绝对误差0.8pt
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 | 76.85 | ±0.3% | 76.62–77.08 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 76.89 | ±0.6% | 76.41–77.38 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 76.76 | ±0.9% | 76.04–77.48 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 77.08 | ±0.8% | 76.43–77.72 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 77.21 | ±0.9% | 76.50–77.92 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 77.10 | ±1.0% | 76.36–77.83 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 77.10 | ±1.1% | 76.28–77.92 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 77.28 | ±0.7% | 76.70–77.85 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 76.95 | ±0.9% | 76.28–77.62 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 76.96 | ±1.3% | 75.97–77.95 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 76.90 | ±1.4% | 75.81–77.98 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 78.60 | ±0.9% | 77.91–79.30 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 78.64 | ±0.9% | 77.94–79.33 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 78.69 | ±1.0% | 77.91–79.48 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 78.65 | ±3.4% | 75.95–81.34 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 78.73 | ±4.7% | 75.05–82.41 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 78.41 | ±0.9% | 77.69–79.12 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 78.19 | ±1.5% | 77.02–79.36 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 78.55 | ±1.3% | 77.50–79.59 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 78.58 | ±1.8% | 77.17–80.00 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 78.64 | ±3.4% | 75.96–81.32 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 78.98 | ±1.2% | 78.06–79.90 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 79.14 | ±3.6% | 76.26–82.03 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 79.16 | ±1.3% | 78.17–80.16 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 79.16 | ±1.3% | 78.17–80.16 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 79.21 | ±1.2% | 78.22–80.20 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 76.85 | ±0.6% | 76.41–77.30 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 76.89 | ±1.2% | 75.99–77.80 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 76.76 | ±1.3% | 75.78–77.74 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 77.08 | ±1.1% | 76.25–77.91 | 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% | -0.0% | 区间内 | 76.89 → 76.86 |
| Oct 14, 2026 | Oct 16 | ±0.3% | +0.1% | 区间内 | 76.76 → 76.86 |
| Oct 13, 2026 | Oct 16 | ±0.4% | -0.3% | 区间内 | 77.08 → 76.86 |
| Oct 09, 2026 | Oct 16 | ±0.5% | -0.5% | 区间内 | 77.21 → 76.86 |
| Oct 08, 2026 | Oct 16 | ±0.8% | -0.3% | 区间内 | 77.10 → 76.86 |
| Oct 07, 2026 | Oct 16 | ±0.7% | -0.3% | 区间内 | 77.10 → 76.86 |
| Oct 06, 2026 | Oct 16 | ±0.6% | -0.5% | 区间内 | 77.28 → 76.86 |
| Oct 05, 2026 | Oct 16 | ±0.8% | -0.1% | 区间内 | 76.95 → 76.86 |
| Oct 02, 2026 | Oct 16 | ±1.1% | -0.1% | 区间内 | 76.96 → 76.86 |
| Oct 01, 2026 | Oct 16 | ±1.1% | -0.1% | 区间内 | 76.90 → 76.86 |
| Sep 23, 2026 | Oct 16 | ±1.3% | -2.2% | 区间外 | 78.60 → 76.86 |
| Sep 22, 2026 | Oct 16 | ±1.3% | -2.3% | 区间外 | 78.64 → 76.86 |
| Sep 21, 2026 | Oct 16 | ±0.9% | -2.3% | 区间外 | 78.69 → 76.86 |
| Sep 18, 2026 | Oct 16 | ±1.5% | -2.3% | 区间外 | 78.65 → 76.86 |
| Sep 17, 2026 | Oct 16 | ±0.8% | -2.4% | 区间外 | 78.73 → 76.86 |
| Sep 16, 2026 | Oct 16 | ±1.4% | -2.0% | 区间外 | 78.41 → 76.86 |
| Sep 15, 2026 | Oct 16 | ±1.2% | -1.7% | 区间外 | 78.19 → 76.86 |
| Sep 14, 2026 | Oct 16 | ±1.2% | -2.1% | 区间外 | 78.55 → 76.86 |
| Sep 11, 2026 | Oct 16 | ±1.2% | -2.2% | 区间外 | 78.58 → 76.86 |
| Sep 10, 2026 | Oct 16 | ±1.9% | -2.3% | 区间外 | 78.64 → 76.86 |
| Sep 09, 2026 | Oct 16 | ±1.2% | -2.7% | 区间外 | 78.98 → 76.86 |
| Sep 08, 2026 | Oct 16 | ±1.3% | -2.9% | 区间外 | 79.14 → 76.86 |
| Sep 07, 2026 | Oct 16 | ±1.1% | -2.9% | 区间外 | 79.16 → 76.86 |
| Sep 04, 2026 | Oct 16 | ±1.1% | -2.9% | 区间外 | 79.16 → 76.86 |
| Sep 03, 2026 | Oct 16 | ±1.2% | -3.0% | 区间外 | 79.21 → 76.86 |
| Sep 02, 2026 | Oct 16 | ±1.3% | -2.9% | 区间外 | 79.14 → 76.86 |
| Sep 01, 2026 | Oct 16 | ±1.2% | -2.9% | 区间外 | 79.15 → 76.86 |
| Aug 31, 2026 | Oct 16 | ±1.1% | -3.6% | 区间外 | 79.76 → 76.86 |
| Oct 09, 2026 | Oct 09 | ±0.3% | +0.0% | 区间内 | 77.21 → 77.23 |
| Oct 08, 2026 | Oct 09 | ±0.3% | +0.2% | 区间内 | 77.10 → 77.23 |
| Oct 07, 2026 | Oct 09 | ±0.5% | +0.2% | 区间内 | 77.10 → 77.23 |
| Oct 06, 2026 | Oct 09 | ±0.3% | -0.1% | 区间内 | 77.28 → 77.23 |
| Oct 05, 2026 | Oct 09 | ±0.4% | +0.4% | 区间内 | 76.95 → 77.23 |
| Oct 02, 2026 | Oct 09 | ±0.5% | +0.4% | 区间内 | 76.96 → 77.23 |
| Oct 01, 2026 | Oct 09 | ±0.8% | +0.4% | 区间内 | 76.90 → 77.23 |
| Sep 23, 2026 | Oct 09 | ±1.1% | -1.7% | 区间外 | 78.60 → 77.23 |
| Sep 22, 2026 | Oct 09 | ±1.1% | -1.8% | 区间外 | 78.64 → 77.23 |
| Sep 21, 2026 | Oct 09 | ±0.9% | -1.9% | 区间外 | 78.69 → 77.23 |
| Sep 18, 2026 | Oct 09 | ±3.3% | -1.8% | 区间内 | 78.65 → 77.23 |
| Sep 17, 2026 | Oct 09 | ±3.4% | -1.9% | 区间内 | 78.73 → 77.23 |
| Sep 16, 2026 | Oct 09 | ±0.9% | -1.5% | 区间外 | 78.41 → 77.23 |
| Sep 15, 2026 | Oct 09 | ±2.5% | -1.2% | 区间内 | 78.19 → 77.23 |
| Sep 14, 2026 | Oct 09 | ±1.2% | -1.7% | 区间外 | 78.55 → 77.23 |
| Sep 11, 2026 | Oct 09 | ±1.0% | -1.7% | 区间外 | 78.58 → 77.23 |
| Sep 10, 2026 | Oct 09 | ±2.1% | -1.8% | 区间内 | 78.64 → 77.23 |
| Sep 09, 2026 | Oct 09 | ±1.2% | -2.2% | 区间外 | 78.98 → 77.23 |
| Sep 08, 2026 | Oct 09 | ±1.2% | -2.4% | 区间外 | 79.14 → 77.23 |
| Sep 07, 2026 | Oct 09 | ±1.1% | -2.4% | 区间外 | 79.16 → 77.23 |
| Sep 04, 2026 | Oct 09 | ±1.1% | -2.4% | 区间外 | 79.16 → 77.23 |
| Sep 03, 2026 | Oct 09 | ±1.1% | -2.5% | 区间外 | 79.21 → 77.23 |
| Sep 02, 2026 | Oct 09 | ±1.3% | -2.4% | 区间外 | 79.14 → 77.23 |
| Sep 01, 2026 | Oct 09 | ±1.5% | -2.4% | 区间外 | 79.15 → 77.23 |
| Aug 31, 2026 | Oct 09 | ±1.4% | -3.2% | 区间外 | 79.76 → 77.23 |
| Oct 02, 2026 | Oct 02 | ±0.2% | -0.1% | 区间内 | 76.96 → 76.91 |
| Oct 01, 2026 | Oct 02 | ±0.5% | +0.0% | 区间内 | 76.90 → 76.91 |
| Sep 23, 2026 | Oct 02 | ±0.6% | -2.1% | 区间外 | 78.60 → 76.91 |
| Sep 22, 2026 | Oct 02 | ±0.6% | -2.2% | 区间外 | 78.64 → 76.91 |
| Sep 21, 2026 | Oct 02 | ±0.8% | -2.3% | 区间外 | 78.69 → 76.91 |
| Sep 18, 2026 | Oct 02 | ±0.8% | -2.2% | 区间外 | 78.65 → 76.91 |
| Sep 17, 2026 | Oct 02 | ±3.2% | -2.3% | 区间内 | 78.73 → 76.91 |
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.