ITB 预期波动历史 iShares U.S. Home Construction 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15
收盘价处于区间内53%
|实际值| 低于预期值53%
平均预期波动幅度±4.2%
平均|实际|波动幅度4.0%
平均绝对误差1.9pt
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 | 86.75 | ±2.0% | 84.97–88.53 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 82.62 | ±2.2% | 80.78–84.47 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 84.67 | ±2.6% | 82.50–86.84 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 84.61 | ±3.5% | 81.66–87.56 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 85.77 | ±4.0% | 82.37–89.17 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 86.35 | ±5.5% | 81.58–91.12 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 86.03 | ±4.7% | 81.98–90.08 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 85.85 | ±4.6% | 81.90–89.80 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 87.37 | ±5.7% | 82.39–92.34 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 87.21 | ±5.5% | 82.41–92.01 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 91.03 | ±6.3% | 85.25–96.81 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 88.80 | ±6.2% | 83.28–94.33 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 88.25 | ±6.8% | 82.28–94.22 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 88.55 | ±6.9% | 82.45–94.65 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 89.40 | ±7.4% | 82.83–95.97 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 88.12 | ±7.5% | 81.55–94.69 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 89.36 | ±7.3% | 82.86–95.86 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 89.30 | ±7.5% | 82.62–95.97 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 88.22 | ±8.0% | 81.19–95.25 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 87.75 | ±8.0% | 80.70–94.80 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 89.75 | ±7.6% | 82.89–96.59 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 93.91 | ±8.1% | 86.31–101.51 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 93.91 | ±8.1% | 86.31–101.51 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 93.62 | ±8.2% | 85.92–101.32 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 92.82 | ±8.6% | 84.82–100.82 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 92.59 | ±8.8% | 84.47–100.72 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 93.69 | ±8.2% | 86.04–101.34 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 96.17 | ±8.5% | 87.97–104.37 | em-1.0 |
| Oct 16 | Nov 20 | 35 | 86.75 | ±8.6% | 79.30–94.20 | em-1.0 |
| Oct 14 | Nov 20 | 37 | 82.62 | ±8.5% | 75.58–89.67 | 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 |
|---|---|---|---|---|---|
| Sep 18, 2026 | Sep 18 | ±2.5% | -1.3% | 区间内 | 88.55 → 87.41 |
| Sep 17, 2026 | Sep 18 | ±3.8% | -2.2% | 区间内 | 89.40 → 87.41 |
| Sep 16, 2026 | Sep 18 | ±3.5% | -0.8% | 区间内 | 88.12 → 87.41 |
| Sep 15, 2026 | Sep 18 | ±3.2% | -2.2% | 区间内 | 89.36 → 87.41 |
| Sep 14, 2026 | Sep 18 | ±3.5% | -2.1% | 区间内 | 89.30 → 87.41 |
| Sep 11, 2026 | Sep 18 | ±3.7% | -0.9% | 区间内 | 88.22 → 87.41 |
| Sep 10, 2026 | Sep 18 | ±4.0% | -0.4% | 区间内 | 87.75 → 87.41 |
| Sep 09, 2026 | Sep 18 | ±4.2% | -2.6% | 区间内 | 89.75 → 87.41 |
| Sep 08, 2026 | Sep 18 | ±4.6% | -6.9% | 区间外 | 93.91 → 87.41 |
| Sep 07, 2026 | Sep 18 | ±4.6% | -6.9% | 区间外 | 93.91 → 87.41 |
| Sep 04, 2026 | Sep 18 | ±5.7% | -6.6% | 区间外 | 93.62 → 87.41 |
| Sep 03, 2026 | Sep 18 | ±4.6% | -5.8% | 区间外 | 92.82 → 87.41 |
| Sep 02, 2026 | Sep 18 | ±5.5% | -5.6% | 区间外 | 92.59 → 87.41 |
| Sep 01, 2026 | Sep 18 | ±4.2% | -6.7% | 区间外 | 93.69 → 87.41 |
| Aug 31, 2026 | Sep 18 | ±5.4% | -9.1% | 区间外 | 96.17 → 87.41 |
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.