LQD история ожидаемого движения iShares iBoxx $ Investment Grade Corporate Bond ETF
Каждый торговый день после закрытия рынка мы фиксируем, что опционный рынок закладывал в цены — по каждой экспирации, до того как исход стал известен. Когда экспирация наступает, фактический результат записывается рядом с исходной оценкой. Оценки никогда не пересматриваются задним числом. Как читать эту статистику · запись ведётся с Aug 31, 2026
Сравнения разрешены121
Закрытие внутри диапазона53%
|Фактическое| ниже ожидаемого52%
Среднее ожидаемое движение±1.7%
Среднее |фактическое| движение1.6%
Средняя абс. ошибка1.0pt
Подразумеваемая vs реализованная, по экспирации
Для каждой экспирации: янтарный контур — ожидаемое движение, зафиксированное ближе всего к дате экспирации; сплошная полоса — фактическое движение акции. Под полосами указаны значения со знаком.
ожидаемое (зафиксировано)фактический
Зафиксировано в данный момент (ожидается исход)
| Снимок | Истекает | DTE | Спот на тот момент | Ожидаемое движение | Диапазон | Метод |
|---|---|---|---|---|---|---|
| Oct 19 | Oct 19 | 0 | 102.88 | ±3.7% | 99.05–106.72 | em-1.0 |
| Oct 16 | Oct 19 | 3 | 103.39 | ±0.6% | 102.79–103.99 | em-1.0 |
| Oct 14 | Oct 19 | 5 | 102.64 | ±1.4% | 101.19–104.08 | em-1.0 |
| Oct 13 | Oct 19 | 6 | 102.58 | ±0.8% | 101.78–103.39 | em-1.0 |
| Oct 09 | Oct 19 | 10 | 102.28 | ±1.1% | 101.20–103.36 | em-1.0 |
| Oct 08 | Oct 19 | 11 | 102.50 | ±1.5% | 100.94–104.05 | em-1.0 |
| Oct 07 | Oct 19 | 12 | 102.09 | ±1.1% | 100.97–103.20 | em-1.0 |
| Oct 06 | Oct 19 | 13 | 102.12 | ±0.9% | 101.17–103.07 | em-1.0 |
| Oct 19 | Oct 21 | 2 | 102.88 | ±3.6% | 99.18–106.58 | em-1.0 |
| Oct 16 | Oct 21 | 5 | 103.39 | ±4.7% | 98.49–108.29 | em-1.0 |
| Oct 14 | Oct 21 | 7 | 102.64 | ±1.6% | 100.98–104.30 | em-1.0 |
| Oct 13 | Oct 21 | 8 | 102.58 | ±1.0% | 101.53–103.64 | em-1.0 |
| Oct 09 | Oct 21 | 12 | 102.28 | ±1.2% | 101.08–103.49 | em-1.0 |
| Oct 08 | Oct 21 | 13 | 102.50 | ±2.0% | 100.44–104.55 | em-1.0 |
| Oct 07 | Oct 21 | 14 | 102.09 | ±1.3% | 100.72–103.46 | em-1.0 |
| Oct 06 | Oct 21 | 15 | 102.12 | ±2.0% | 100.12–104.11 | em-1.0 |
| Oct 19 | Oct 23 | 4 | 102.88 | ±3.6% | 99.16–106.61 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 103.39 | ±3.4% | 99.92–106.86 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 102.64 | ±2.0% | 100.54–104.74 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 102.58 | ±1.0% | 101.56–103.60 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 102.28 | ±1.2% | 101.03–103.55 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 102.50 | ±1.7% | 100.75–104.25 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 102.09 | ±1.1% | 101.00–103.19 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 102.12 | ±2.1% | 100.00–104.23 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 101.83 | ±2.4% | 99.43–104.23 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 101.90 | ±2.4% | 99.50–104.30 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 102.02 | ±3.0% | 98.92–105.11 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 105.09 | ±2.0% | 103.02–107.16 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 105.09 | ±1.5% | 103.53–106.65 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 105.06 | ±1.5% | 103.50–106.61 | em-1.0 |
Сохранённые снимки
| Снимок | Истёкшие | Ожидаемое | Фактический | Внутри диапазона? | Спот → закрытие |
|---|---|---|---|---|---|
| Oct 16, 2026 | Oct 16 | ±2.6% | +0.0% | внутри | 103.39 → 103.40 |
| Oct 14, 2026 | Oct 16 | ±1.5% | +0.7% | внутри | 102.64 → 103.40 |
| Oct 13, 2026 | Oct 16 | ±1.8% | +0.8% | внутри | 102.58 → 103.40 |
| Oct 09, 2026 | Oct 16 | ±0.9% | +1.1% | за пределами | 102.28 → 103.40 |
| Oct 08, 2026 | Oct 16 | ±1.6% | +0.9% | внутри | 102.50 → 103.40 |
| Oct 07, 2026 | Oct 16 | ±1.1% | +1.3% | за пределами | 102.09 → 103.40 |
| Oct 06, 2026 | Oct 16 | ±1.1% | +1.3% | за пределами | 102.12 → 103.40 |
| Oct 05, 2026 | Oct 16 | ±3.3% | +1.5% | внутри | 101.83 → 103.40 |
| Oct 02, 2026 | Oct 16 | ±3.3% | +1.5% | внутри | 101.90 → 103.40 |
| Oct 01, 2026 | Oct 16 | ±1.5% | +1.4% | внутри | 102.02 → 103.40 |
| Sep 23, 2026 | Oct 16 | ±1.5% | -1.6% | за пределами | 105.09 → 103.40 |
| Sep 22, 2026 | Oct 16 | ±1.8% | -1.6% | внутри | 105.09 → 103.40 |
| Sep 21, 2026 | Oct 16 | ±1.8% | -1.6% | внутри | 105.06 → 103.40 |
| Sep 18, 2026 | Oct 16 | ±3.0% | -1.3% | внутри | 104.77 → 103.40 |
| Sep 17, 2026 | Oct 16 | ±1.4% | -1.6% | за пределами | 105.12 → 103.40 |
| Sep 16, 2026 | Oct 16 | ±1.3% | -0.9% | внутри | 104.33 → 103.40 |
| Sep 15, 2026 | Oct 16 | ±1.7% | -0.9% | внутри | 104.30 → 103.40 |
| Sep 14, 2026 | Oct 16 | ±2.5% | -0.9% | внутри | 104.30 → 103.40 |
| Sep 11, 2026 | Oct 16 | ±1.8% | -1.1% | внутри | 104.52 → 103.40 |
| Sep 10, 2026 | Oct 16 | ±2.6% | -1.0% | внутри | 104.40 → 103.40 |
| Sep 09, 2026 | Oct 16 | ±1.7% | -2.0% | за пределами | 105.48 → 103.40 |
| Sep 08, 2026 | Oct 16 | ±1.7% | -1.9% | за пределами | 105.45 → 103.40 |
| Sep 07, 2026 | Oct 16 | ±1.7% | -2.0% | за пределами | 105.48 → 103.40 |
| Sep 04, 2026 | Oct 16 | ±2.1% | -2.1% | за пределами | 105.59 → 103.40 |
| Sep 03, 2026 | Oct 16 | ±1.7% | -2.0% | за пределами | 105.47 → 103.40 |
| Sep 02, 2026 | Oct 16 | ±1.8% | -1.8% | внутри | 105.28 → 103.40 |
| Sep 01, 2026 | Oct 16 | ±4.5% | -2.6% | внутри | 106.21 → 103.40 |
| Aug 31, 2026 | Oct 16 | ±4.5% | -2.5% | внутри | 106.07 → 103.40 |
| Oct 09, 2026 | Oct 09 | ±0.3% | +0.1% | внутри | 102.28 → 102.41 |
| Oct 08, 2026 | Oct 09 | ±0.4% | -0.1% | внутри | 102.50 → 102.41 |
| Oct 07, 2026 | Oct 09 | ±0.4% | +0.3% | внутри | 102.09 → 102.41 |
| Oct 06, 2026 | Oct 09 | ±0.6% | +0.3% | внутри | 102.12 → 102.41 |
| Oct 05, 2026 | Oct 09 | ±3.2% | +0.6% | внутри | 101.83 → 102.41 |
| Oct 02, 2026 | Oct 09 | ±3.2% | +0.5% | внутри | 101.90 → 102.41 |
| Oct 01, 2026 | Oct 09 | ±1.4% | +0.4% | внутри | 102.02 → 102.41 |
| Sep 23, 2026 | Oct 09 | ±1.1% | -2.5% | за пределами | 105.09 → 102.41 |
| Sep 22, 2026 | Oct 09 | ±1.1% | -2.5% | за пределами | 105.09 → 102.41 |
| Sep 21, 2026 | Oct 09 | ±1.1% | -2.5% | за пределами | 105.06 → 102.41 |
| Sep 18, 2026 | Oct 09 | ±4.6% | -2.3% | внутри | 104.77 → 102.41 |
| Sep 17, 2026 | Oct 09 | ±1.6% | -2.6% | за пределами | 105.12 → 102.41 |
| Sep 16, 2026 | Oct 09 | ±1.4% | -1.8% | за пределами | 104.33 → 102.41 |
| Sep 15, 2026 | Oct 09 | ±1.8% | -1.8% | внутри | 104.30 → 102.41 |
| Sep 14, 2026 | Oct 09 | ±2.0% | -1.8% | внутри | 104.30 → 102.41 |
| Sep 11, 2026 | Oct 09 | ±1.6% | -2.0% | за пределами | 104.52 → 102.41 |
| Sep 10, 2026 | Oct 09 | ±2.3% | -1.9% | внутри | 104.40 → 102.41 |
| Sep 09, 2026 | Oct 09 | ±2.7% | -2.9% | за пределами | 105.48 → 102.41 |
| Sep 08, 2026 | Oct 09 | ±2.7% | -2.9% | за пределами | 105.45 → 102.41 |
| Sep 07, 2026 | Oct 09 | ±2.3% | -2.9% | за пределами | 105.48 → 102.41 |
| Sep 04, 2026 | Oct 09 | ±2.3% | -3.0% | за пределами | 105.59 → 102.41 |
| Sep 03, 2026 | Oct 09 | ±1.9% | -2.9% | за пределами | 105.47 → 102.41 |
| Sep 02, 2026 | Oct 09 | ±1.6% | -2.7% | за пределами | 105.28 → 102.41 |
| Sep 01, 2026 | Oct 09 | ±4.5% | -3.6% | внутри | 106.21 → 102.41 |
| Aug 31, 2026 | Oct 09 | ±4.5% | -3.5% | внутри | 106.07 → 102.41 |
| Oct 02, 2026 | Oct 02 | ±4.8% | -0.1% | внутри | 101.90 → 101.83 |
| Oct 01, 2026 | Oct 02 | ±1.3% | -0.2% | внутри | 102.02 → 101.83 |
| Sep 23, 2026 | Oct 02 | ±1.0% | -3.1% | за пределами | 105.09 → 101.83 |
| Sep 22, 2026 | Oct 02 | ±1.0% | -3.1% | за пределами | 105.09 → 101.83 |
| Sep 21, 2026 | Oct 02 | ±1.0% | -3.1% | за пределами | 105.06 → 101.83 |
| Sep 18, 2026 | Oct 02 | ±4.6% | -2.8% | внутри | 104.77 → 101.83 |
| Sep 17, 2026 | Oct 02 | ±1.1% | -3.1% | за пределами | 105.12 → 101.83 |
Результаты сравнивают зафиксированный диапазон с ценой закрытия на день экспирации. Версия метода указана в каждой строке, если она отличается; текущая: em-1.0.