KRE 预期波动历史 State Street SPDR S&P Regional Banking 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139
收盘价处于区间内69%
|实际值| 低于预期值68%
平均预期波动幅度±4.0%
平均|实际|波动幅度3.4%
平均绝对误差1.3pt
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 | 69.26 | ±1.9% | 67.92–70.61 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 69.95 | ±3.2% | 67.73–72.17 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 68.54 | ±3.9% | 65.84–71.23 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 69.02 | ±3.3% | 66.74–71.30 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 69.04 | ±4.3% | 66.06–72.03 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 69.57 | ±4.0% | 66.78–72.36 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 69.00 | ±4.4% | 65.93–72.07 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 70.06 | ±3.9% | 67.33–72.80 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 70.45 | ±4.1% | 67.58–73.31 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 70.78 | ±4.5% | 67.58–73.97 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 69.95 | ±5.1% | 66.41–73.48 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 71.60 | ±5.4% | 67.75–75.44 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 71.60 | ±5.4% | 67.75–75.44 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 72.32 | ±5.2% | 68.58–76.06 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 72.77 | ±5.7% | 68.59–76.94 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 72.77 | ±5.8% | 68.55–76.99 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 72.73 | ±7.6% | 67.22–78.25 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 74.09 | ±6.3% | 69.44–78.75 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 74.05 | ±6.4% | 69.30–78.80 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 73.75 | ±6.0% | 69.29–78.21 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 73.42 | ±6.5% | 68.67–78.17 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 73.33 | ±6.6% | 68.48–78.17 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 74.36 | ±6.2% | 69.75–78.97 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 75.27 | ±7.3% | 69.74–80.80 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 75.27 | ±6.4% | 70.45–80.08 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 74.90 | ±6.8% | 69.81–79.99 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 69.26 | ±3.6% | 66.77–71.75 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 69.95 | ±3.5% | 67.53–72.38 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 68.54 | ±4.1% | 65.72–71.36 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 69.02 | ±4.5% | 65.92–72.12 | 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% | -0.2% | 区间内 | 69.95 → 69.81 |
| Oct 14, 2026 | Oct 16 | ±2.2% | +1.9% | 区间内 | 68.54 → 69.81 |
| Oct 13, 2026 | Oct 16 | ±2.3% | +1.1% | 区间内 | 69.02 → 69.81 |
| Oct 09, 2026 | Oct 16 | ±2.8% | +1.1% | 区间内 | 69.04 → 69.81 |
| Oct 08, 2026 | Oct 16 | ±2.9% | +0.3% | 区间内 | 69.57 → 69.81 |
| Oct 07, 2026 | Oct 16 | ±3.8% | +1.2% | 区间内 | 69.00 → 69.81 |
| Oct 06, 2026 | Oct 16 | ±3.1% | -0.4% | 区间内 | 70.06 → 69.81 |
| Oct 05, 2026 | Oct 16 | ±3.0% | -0.9% | 区间内 | 70.45 → 69.81 |
| Oct 02, 2026 | Oct 16 | ±4.1% | -1.4% | 区间内 | 70.78 → 69.81 |
| Oct 01, 2026 | Oct 16 | ±4.0% | -0.2% | 区间内 | 69.95 → 69.81 |
| Sep 23, 2026 | Oct 16 | ±4.6% | -2.5% | 区间内 | 71.60 → 69.81 |
| Sep 22, 2026 | Oct 16 | ±4.6% | -2.5% | 区间内 | 71.60 → 69.81 |
| Sep 21, 2026 | Oct 16 | ±4.5% | -3.5% | 区间内 | 72.32 → 69.81 |
| Sep 18, 2026 | Oct 16 | ±5.8% | -4.1% | 区间内 | 72.77 → 69.81 |
| Sep 17, 2026 | Oct 16 | ±5.2% | -4.1% | 区间内 | 72.77 → 69.81 |
| Sep 16, 2026 | Oct 16 | ±5.3% | -4.0% | 区间内 | 72.73 → 69.81 |
| Sep 15, 2026 | Oct 16 | ±5.5% | -5.8% | 区间外 | 74.09 → 69.81 |
| Sep 14, 2026 | Oct 16 | ±6.4% | -5.7% | 区间内 | 74.05 → 69.81 |
| Sep 11, 2026 | Oct 16 | ±5.4% | -5.3% | 区间内 | 73.75 → 69.81 |
| Sep 10, 2026 | Oct 16 | ±5.8% | -4.9% | 区间内 | 73.42 → 69.81 |
| Sep 09, 2026 | Oct 16 | ±5.8% | -4.8% | 区间内 | 73.33 → 69.81 |
| Sep 08, 2026 | Oct 16 | ±6.6% | -6.1% | 区间内 | 74.36 → 69.81 |
| Sep 07, 2026 | Oct 16 | ±7.2% | -7.3% | 区间外 | 75.27 → 69.81 |
| Sep 04, 2026 | Oct 16 | ±5.8% | -7.3% | 区间外 | 75.27 → 69.81 |
| Sep 03, 2026 | Oct 16 | ±5.7% | -6.8% | 区间外 | 74.90 → 69.81 |
| Sep 02, 2026 | Oct 16 | ±7.1% | -5.9% | 区间内 | 74.21 → 69.81 |
| Sep 01, 2026 | Oct 16 | ±6.4% | -3.8% | 区间内 | 72.59 → 69.81 |
| Aug 31, 2026 | Oct 16 | ±6.2% | -5.0% | 区间内 | 73.48 → 69.81 |
| Oct 09, 2026 | Oct 09 | ±0.6% | -0.0% | 区间内 | 69.04 → 69.01 |
| Oct 08, 2026 | Oct 09 | ±2.6% | -0.8% | 区间内 | 69.57 → 69.01 |
| Oct 07, 2026 | Oct 09 | ±1.8% | +0.0% | 区间内 | 69.00 → 69.01 |
| Oct 06, 2026 | Oct 09 | ±1.6% | -1.5% | 区间内 | 70.06 → 69.01 |
| Oct 05, 2026 | Oct 09 | ±1.9% | -2.0% | 区间外 | 70.45 → 69.01 |
| Oct 02, 2026 | Oct 09 | ±2.2% | -2.5% | 区间外 | 70.78 → 69.01 |
| Oct 01, 2026 | Oct 09 | ±2.9% | -1.3% | 区间内 | 69.95 → 69.01 |
| Sep 23, 2026 | Oct 09 | ±4.0% | -3.6% | 区间内 | 71.60 → 69.01 |
| Sep 22, 2026 | Oct 09 | ±4.0% | -3.6% | 区间内 | 71.60 → 69.01 |
| Sep 21, 2026 | Oct 09 | ±3.8% | -4.6% | 区间外 | 72.32 → 69.01 |
| Sep 18, 2026 | Oct 09 | ±3.9% | -5.2% | 区间外 | 72.77 → 69.01 |
| Sep 17, 2026 | Oct 09 | ±6.3% | -5.2% | 区间内 | 72.77 → 69.01 |
| Sep 16, 2026 | Oct 09 | ±5.1% | -5.1% | 区间内 | 72.73 → 69.01 |
| Sep 15, 2026 | Oct 09 | ±4.9% | -6.9% | 区间外 | 74.09 → 69.01 |
| Sep 14, 2026 | Oct 09 | ±5.5% | -6.8% | 区间外 | 74.05 → 69.01 |
| Sep 11, 2026 | Oct 09 | ±4.8% | -6.4% | 区间外 | 73.75 → 69.01 |
| Sep 10, 2026 | Oct 09 | ±5.3% | -6.0% | 区间外 | 73.42 → 69.01 |
| Sep 09, 2026 | Oct 09 | ±5.4% | -5.9% | 区间外 | 73.33 → 69.01 |
| Sep 08, 2026 | Oct 09 | ±5.9% | -7.2% | 区间外 | 74.36 → 69.01 |
| Sep 07, 2026 | Oct 09 | ±7.2% | -8.3% | 区间外 | 75.27 → 69.01 |
| Sep 04, 2026 | Oct 09 | ±5.7% | -8.3% | 区间外 | 75.27 → 69.01 |
| Sep 03, 2026 | Oct 09 | ±5.3% | -7.9% | 区间外 | 74.90 → 69.01 |
| Sep 02, 2026 | Oct 09 | ±6.5% | -7.0% | 区间外 | 74.21 → 69.01 |
| Sep 01, 2026 | Oct 09 | ±5.8% | -4.9% | 区间内 | 72.59 → 69.01 |
| Aug 31, 2026 | Oct 09 | ±5.7% | -6.1% | 区间外 | 73.48 → 69.01 |
| Oct 02, 2026 | Oct 02 | ±1.0% | +0.0% | 区间内 | 70.78 → 70.78 |
| Oct 01, 2026 | Oct 02 | ±1.8% | +1.2% | 区间内 | 69.95 → 70.78 |
| Sep 23, 2026 | Oct 02 | ±3.1% | -1.1% | 区间内 | 71.60 → 70.78 |
| Sep 22, 2026 | Oct 02 | ±3.1% | -1.1% | 区间内 | 71.60 → 70.78 |
| Sep 21, 2026 | Oct 02 | ±2.9% | -2.1% | 区间内 | 72.32 → 70.78 |
| Sep 18, 2026 | Oct 02 | ±5.1% | -2.7% | 区间内 | 72.77 → 70.78 |
| Sep 17, 2026 | Oct 02 | ±5.4% | -2.7% | 区间内 | 72.77 → 70.78 |
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.