JPM 预期波动历史 JPMorgan Chase & Co.
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93
收盘价处于区间内60%
|实际值| 低于预期值60%
平均预期波动幅度±3.2%
平均|实际|波动幅度3.1%
平均绝对误差1.2pt
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 | 339.50 | ±0.2% | 338.94–340.06 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 334.82 | ±1.8% | 328.75–340.89 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 332.00 | ±2.3% | 324.25–339.75 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 333.25 | ±3.6% | 321.32–345.18 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 332.07 | ±3.9% | 319.02–345.12 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 329.70 | ±3.9% | 316.70–342.70 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 331.62 | ±4.1% | 318.17–345.07 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 332.75 | ±4.1% | 319.00–346.50 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 332.44 | ±4.4% | 317.79–347.09 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 333.28 | ±4.8% | 317.15–349.40 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 340.61 | ±5.6% | 321.54–359.69 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 340.00 | ±5.6% | 320.93–359.07 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 352.00 | ±5.5% | 332.77–371.23 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 349.05 | ±5.7% | 329.32–368.77 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 349.12 | ±5.7% | 329.14–369.10 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 348.00 | ±6.0% | 327.23–368.77 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 352.44 | ±6.1% | 330.99–373.89 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 350.34 | ±6.1% | 328.99–371.69 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 356.23 | ±6.0% | 334.68–377.78 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 353.57 | ±6.4% | 330.92–376.22 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 354.75 | ±6.6% | 331.43–378.07 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 354.00 | ±6.6% | 330.65–377.35 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 358.92 | ±6.5% | 335.45–382.40 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 358.28 | ±6.6% | 334.81–381.75 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 362.06 | ±6.5% | 338.49–385.63 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 356.22 | ±6.7% | 332.52–379.92 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 355.80 | ±6.8% | 331.62–379.98 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 356.13 | ±6.6% | 332.65–379.61 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 339.50 | ±2.4% | 331.27–347.73 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 334.82 | ±3.1% | 324.35–345.30 | 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 09, 2026 | Oct 09 | ±0.2% | -0.1% | 区间内 | 333.25 → 332.99 |
| Oct 08, 2026 | Oct 09 | ±1.1% | +0.3% | 区间内 | 332.07 → 332.99 |
| Oct 07, 2026 | Oct 09 | ±1.4% | +1.0% | 区间内 | 329.70 → 332.99 |
| Oct 06, 2026 | Oct 09 | ±1.7% | +0.4% | 区间内 | 331.62 → 332.99 |
| Oct 05, 2026 | Oct 09 | ±2.1% | +0.1% | 区间内 | 332.75 → 332.99 |
| Oct 02, 2026 | Oct 09 | ±2.3% | +0.2% | 区间内 | 332.44 → 332.99 |
| Oct 01, 2026 | Oct 09 | ±2.7% | -0.1% | 区间内 | 333.28 → 332.99 |
| Sep 23, 2026 | Oct 09 | ±4.1% | -2.2% | 区间内 | 340.61 → 332.99 |
| Sep 22, 2026 | Oct 09 | ±4.1% | -2.1% | 区间内 | 340.00 → 332.99 |
| Sep 21, 2026 | Oct 09 | ±4.0% | -5.4% | 区间外 | 352.00 → 332.99 |
| Sep 18, 2026 | Oct 09 | ±4.2% | -4.6% | 区间外 | 349.05 → 332.99 |
| Sep 17, 2026 | Oct 09 | ±4.4% | -4.6% | 区间外 | 349.12 → 332.99 |
| Sep 16, 2026 | Oct 09 | ±4.8% | -4.3% | 区间内 | 348.00 → 332.99 |
| Sep 15, 2026 | Oct 09 | ±4.9% | -5.5% | 区间外 | 352.44 → 332.99 |
| Sep 14, 2026 | Oct 09 | ±4.8% | -5.0% | 区间外 | 350.34 → 332.99 |
| Sep 11, 2026 | Oct 09 | ±4.8% | -6.5% | 区间外 | 356.23 → 332.99 |
| Sep 10, 2026 | Oct 09 | ±5.1% | -5.8% | 区间外 | 353.57 → 332.99 |
| Sep 09, 2026 | Oct 09 | ±5.3% | -6.1% | 区间外 | 354.75 → 332.99 |
| Sep 08, 2026 | Oct 09 | ±5.3% | -5.9% | 区间外 | 354.00 → 332.99 |
| Sep 07, 2026 | Oct 09 | ±5.1% | -7.2% | 区间外 | 358.92 → 332.99 |
| Sep 04, 2026 | Oct 09 | ±5.1% | -7.1% | 区间外 | 358.28 → 332.99 |
| Sep 03, 2026 | Oct 09 | ±5.3% | -8.0% | 区间外 | 362.06 → 332.99 |
| Sep 02, 2026 | Oct 09 | ±5.6% | -6.5% | 区间外 | 356.22 → 332.99 |
| Sep 01, 2026 | Oct 09 | ±5.5% | -6.4% | 区间外 | 355.80 → 332.99 |
| Aug 31, 2026 | Oct 09 | ±5.4% | -6.5% | 区间外 | 356.13 → 332.99 |
| Oct 02, 2026 | Oct 02 | ±0.2% | -0.0% | 区间内 | 332.44 → 332.38 |
| Oct 01, 2026 | Oct 02 | ±1.2% | -0.3% | 区间内 | 333.28 → 332.38 |
| Sep 23, 2026 | Oct 02 | ±3.2% | -2.4% | 区间内 | 340.61 → 332.38 |
| Sep 22, 2026 | Oct 02 | ±3.2% | -2.2% | 区间内 | 340.00 → 332.38 |
| Sep 21, 2026 | Oct 02 | ±3.1% | -5.6% | 区间外 | 352.00 → 332.38 |
| Sep 18, 2026 | Oct 02 | ±3.3% | -4.8% | 区间外 | 349.05 → 332.38 |
| Sep 17, 2026 | Oct 02 | ±3.5% | -4.8% | 区间外 | 349.12 → 332.38 |
| Sep 16, 2026 | Oct 02 | ±4.1% | -4.5% | 区间外 | 348.00 → 332.38 |
| Sep 15, 2026 | Oct 02 | ±4.1% | -5.7% | 区间外 | 352.44 → 332.38 |
| Sep 14, 2026 | Oct 02 | ±4.1% | -5.1% | 区间外 | 350.34 → 332.38 |
| Sep 11, 2026 | Oct 02 | ±4.1% | -6.7% | 区间外 | 356.23 → 332.38 |
| Sep 10, 2026 | Oct 02 | ±4.3% | -6.0% | 区间外 | 353.57 → 332.38 |
| Sep 09, 2026 | Oct 02 | ±4.6% | -6.3% | 区间外 | 354.75 → 332.38 |
| Sep 08, 2026 | Oct 02 | ±4.5% | -6.1% | 区间外 | 354.00 → 332.38 |
| Sep 07, 2026 | Oct 02 | ±4.6% | -7.4% | 区间外 | 358.92 → 332.38 |
| Sep 04, 2026 | Oct 02 | ±4.6% | -7.2% | 区间外 | 358.28 → 332.38 |
| Sep 03, 2026 | Oct 02 | ±4.6% | -8.2% | 区间外 | 362.06 → 332.38 |
| Sep 02, 2026 | Oct 02 | ±4.9% | -6.7% | 区间外 | 356.22 → 332.38 |
| Sep 01, 2026 | Oct 02 | ±4.9% | -6.6% | 区间外 | 355.80 → 332.38 |
| Aug 31, 2026 | Oct 02 | ±4.9% | -6.7% | 区间外 | 356.13 → 332.38 |
| Sep 23, 2026 | Sep 25 | ±1.9% | +0.7% | 区间内 | 340.61 → 343.06 |
| Sep 22, 2026 | Sep 25 | ±1.9% | +0.9% | 区间内 | 340.00 → 343.06 |
| Sep 21, 2026 | Sep 25 | ±2.0% | -2.5% | 区间外 | 352.00 → 343.06 |
| Sep 18, 2026 | Sep 25 | ±2.3% | -1.7% | 区间内 | 349.05 → 343.06 |
| Sep 17, 2026 | Sep 25 | ±2.7% | -1.7% | 区间内 | 349.12 → 343.06 |
| Sep 16, 2026 | Sep 25 | ±3.2% | -1.4% | 区间内 | 348.00 → 343.06 |
| Sep 15, 2026 | Sep 25 | ±3.2% | -2.7% | 区间内 | 352.44 → 343.06 |
| Sep 14, 2026 | Sep 25 | ±3.3% | -2.1% | 区间内 | 350.34 → 343.06 |
| Sep 11, 2026 | Sep 25 | ±3.3% | -3.7% | 区间外 | 356.23 → 343.06 |
| Sep 10, 2026 | Sep 25 | ±3.7% | -3.0% | 区间内 | 353.57 → 343.06 |
| Sep 09, 2026 | Sep 25 | ±3.9% | -3.3% | 区间内 | 354.75 → 343.06 |
| Sep 08, 2026 | Sep 25 | ±3.9% | -3.1% | 区间内 | 354.00 → 343.06 |
| Sep 07, 2026 | Sep 25 | ±4.0% | -4.4% | 区间外 | 358.92 → 343.06 |
| Sep 04, 2026 | Sep 25 | ±4.0% | -4.2% | 区间外 | 358.28 → 343.06 |
| Sep 03, 2026 | Sep 25 | ±4.1% | -5.2% | 区间外 | 362.06 → 343.06 |
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.