IWM 预期波动历史 iShares Russell 2000 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200
收盘价处于区间内62%
|实际值| 低于预期值62%
平均预期波动幅度±2.2%
平均|实际|波动幅度2.1%
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 16 | Oct 16 | 0 | 270.36 | ±0.2% | 269.80–270.93 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 271.10 | ±1.3% | 267.66–274.54 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 276.80 | ±1.5% | 272.72–280.88 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 278.80 | ±1.7% | 273.99–283.62 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 277.70 | ±2.1% | 271.87–283.54 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 277.72 | ±2.2% | 271.54–283.90 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 281.26 | ±2.3% | 274.72–287.80 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 283.23 | ±2.4% | 276.39–290.07 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 281.28 | ±2.7% | 273.67–288.89 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 279.37 | ±3.2% | 270.46–288.27 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 287.21 | ±3.5% | 277.25–297.17 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 287.39 | ±3.5% | 277.43–297.35 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 285.72 | ±3.5% | 275.67–295.77 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 284.10 | ±3.7% | 273.52–294.68 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 285.38 | ±3.9% | 274.31–296.45 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 283.89 | ±4.4% | 271.48–296.30 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 285.25 | ±4.5% | 272.49–298.01 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 288.09 | ±4.3% | 275.57–300.61 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 288.73 | ±4.5% | 275.85–301.61 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 287.60 | ±5.0% | 273.14–302.06 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 290.71 | ±4.7% | 276.99–304.44 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 294.52 | ±4.5% | 281.20–307.83 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 296.01 | ±4.5% | 282.61–309.42 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 295.59 | ±4.5% | 282.19–309.00 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 295.04 | ±4.7% | 281.22–308.86 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 293.82 | ±4.9% | 279.49–308.15 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 290.67 | ±5.1% | 275.75–305.58 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 293.93 | ±4.8% | 279.71–308.14 | em-1.0 |
| Oct 16 | Oct 19 | 3 | 270.36 | ±1.1% | 267.44–273.27 | em-1.0 |
| Oct 14 | Oct 19 | 5 | 271.10 | ±1.5% | 266.96–275.24 | 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 | ±0.9% | +1.5% | 区间外 | 271.10 → 275.08 |
| Oct 13, 2026 | Oct 15 | ±1.2% | -0.6% | 区间内 | 276.80 → 275.08 |
| Oct 09, 2026 | Oct 15 | ±1.5% | -1.3% | 区间内 | 278.80 → 275.08 |
| Oct 08, 2026 | Oct 15 | ±1.9% | -0.9% | 区间内 | 277.70 → 275.08 |
| Oct 07, 2026 | Oct 15 | ±2.0% | -1.0% | 区间内 | 277.72 → 275.08 |
| Oct 06, 2026 | Oct 15 | ±2.1% | -2.2% | 区间外 | 281.26 → 275.08 |
| Oct 05, 2026 | Oct 15 | ±2.3% | -2.9% | 区间外 | 283.23 → 275.08 |
| Oct 02, 2026 | Oct 15 | ±2.5% | -2.2% | 区间内 | 281.28 → 275.08 |
| Oct 01, 2026 | Oct 15 | ±3.0% | -1.5% | 区间内 | 279.37 → 275.08 |
| Oct 14, 2026 | Oct 14 | ±0.1% | +0.1% | 区间外 | 271.10 → 271.37 |
| Oct 13, 2026 | Oct 14 | ±1.0% | -2.0% | 区间外 | 276.80 → 271.37 |
| Oct 09, 2026 | Oct 14 | ±1.3% | -2.7% | 区间外 | 278.80 → 271.37 |
| Oct 08, 2026 | Oct 14 | ±1.7% | -2.3% | 区间外 | 277.70 → 271.37 |
| Oct 07, 2026 | Oct 14 | ±1.8% | -2.3% | 区间外 | 277.72 → 271.37 |
| Oct 06, 2026 | Oct 14 | ±2.0% | -3.5% | 区间外 | 281.26 → 271.37 |
| Oct 05, 2026 | Oct 14 | ±2.1% | -4.2% | 区间外 | 283.23 → 271.37 |
| Oct 02, 2026 | Oct 14 | ±2.4% | -3.5% | 区间外 | 281.28 → 271.37 |
| Oct 01, 2026 | Oct 14 | ±2.9% | -2.9% | 区间内 | 279.37 → 271.37 |
| Oct 13, 2026 | Oct 13 | ±0.1% | -0.0% | 区间内 | 276.80 → 276.70 |
| Oct 09, 2026 | Oct 13 | ±0.9% | -0.8% | 区间内 | 278.80 → 276.70 |
| Oct 08, 2026 | Oct 13 | ±1.4% | -0.4% | 区间内 | 277.70 → 276.70 |
| Oct 07, 2026 | Oct 13 | ±1.5% | -0.4% | 区间内 | 277.72 → 276.70 |
| Oct 06, 2026 | Oct 13 | ±1.7% | -1.6% | 区间内 | 281.26 → 276.70 |
| Oct 05, 2026 | Oct 13 | ±1.8% | -2.3% | 区间外 | 283.23 → 276.70 |
| Oct 02, 2026 | Oct 13 | ±2.1% | -1.6% | 区间内 | 281.28 → 276.70 |
| Oct 01, 2026 | Oct 13 | ±2.7% | -1.0% | 区间内 | 279.37 → 276.70 |
| Oct 09, 2026 | Oct 12 | ±0.7% | -0.3% | 区间内 | 278.80 → 277.90 |
| Oct 08, 2026 | Oct 12 | ±1.1% | +0.1% | 区间内 | 277.70 → 277.90 |
| Oct 07, 2026 | Oct 12 | ±1.3% | +0.1% | 区间内 | 277.72 → 277.90 |
| Oct 06, 2026 | Oct 12 | ±1.5% | -1.2% | 区间内 | 281.26 → 277.90 |
| Oct 05, 2026 | Oct 12 | ±1.6% | -1.9% | 区间外 | 283.23 → 277.90 |
| Oct 02, 2026 | Oct 12 | ±2.0% | -1.2% | 区间内 | 281.28 → 277.90 |
| Oct 01, 2026 | Oct 12 | ±2.5% | -0.5% | 区间内 | 279.37 → 277.90 |
| Oct 09, 2026 | Oct 09 | ±0.1% | +0.1% | 区间内 | 278.80 → 278.94 |
| Oct 08, 2026 | Oct 09 | ±0.8% | +0.4% | 区间内 | 277.70 → 278.94 |
| Oct 07, 2026 | Oct 09 | ±1.0% | +0.4% | 区间内 | 277.72 → 278.94 |
| Oct 06, 2026 | Oct 09 | ±1.2% | -0.8% | 区间内 | 281.26 → 278.94 |
| Oct 05, 2026 | Oct 09 | ±1.4% | -1.5% | 区间外 | 283.23 → 278.94 |
| Oct 02, 2026 | Oct 09 | ±1.7% | -0.8% | 区间内 | 281.28 → 278.94 |
| Oct 01, 2026 | Oct 09 | ±2.3% | -0.2% | 区间内 | 279.37 → 278.94 |
| Sep 23, 2026 | Oct 09 | ±2.8% | -2.9% | 区间外 | 287.21 → 278.94 |
| Sep 22, 2026 | Oct 09 | ±2.8% | -2.9% | 区间外 | 287.39 → 278.94 |
| Sep 21, 2026 | Oct 09 | ±2.9% | -2.4% | 区间内 | 285.72 → 278.94 |
| Sep 18, 2026 | Oct 09 | ±3.1% | -1.8% | 区间内 | 284.10 → 278.94 |
| Sep 17, 2026 | Oct 09 | ±3.3% | -2.3% | 区间内 | 285.38 → 278.94 |
| Sep 16, 2026 | Oct 09 | ±3.8% | -1.7% | 区间内 | 283.89 → 278.94 |
| Sep 15, 2026 | Oct 09 | ±3.9% | -2.2% | 区间内 | 285.25 → 278.94 |
| Sep 14, 2026 | Oct 09 | ±3.8% | -3.2% | 区间内 | 288.09 → 278.94 |
| Sep 11, 2026 | Oct 09 | ±3.9% | -3.4% | 区间内 | 288.73 → 278.94 |
| Sep 10, 2026 | Oct 09 | ±4.5% | -3.0% | 区间内 | 287.60 → 278.94 |
| Sep 09, 2026 | Oct 09 | ±4.2% | -4.0% | 区间内 | 290.71 → 278.94 |
| Sep 08, 2026 | Oct 09 | ±4.0% | -5.3% | 区间外 | 294.52 → 278.94 |
| Sep 07, 2026 | Oct 09 | ±4.0% | -5.8% | 区间外 | 296.01 → 278.94 |
| Sep 04, 2026 | Oct 09 | ±4.0% | -5.6% | 区间外 | 295.59 → 278.94 |
| Sep 03, 2026 | Oct 09 | ±4.2% | -5.5% | 区间外 | 295.04 → 278.94 |
| Sep 02, 2026 | Oct 09 | ±4.4% | -5.1% | 区间外 | 293.82 → 278.94 |
| Sep 01, 2026 | Oct 09 | ±4.7% | -4.0% | 区间内 | 290.67 → 278.94 |
| Aug 31, 2026 | Oct 09 | ±4.4% | -5.1% | 区间外 | 293.93 → 278.94 |
| Oct 08, 2026 | Oct 08 | ±0.1% | -0.0% | 区间内 | 277.70 → 277.57 |
| Oct 07, 2026 | Oct 08 | ±0.7% | -0.1% | 区间内 | 277.72 → 277.57 |
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.