MMM 预期波动历史 3M Company
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121
收盘价处于区间内82%
|实际值| 低于预期值82%
平均预期波动幅度±4.0%
平均|实际|波动幅度2.2%
平均绝对误差2.0pt
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 | 162.02 | ±5.7% | 152.77–171.27 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 164.75 | ±6.1% | 154.78–174.72 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 164.52 | ±7.0% | 153.00–176.04 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 162.77 | ±5.9% | 153.25–172.29 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 159.95 | ±6.0% | 150.43–169.47 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 163.67 | ±6.5% | 153.04–174.29 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 162.30 | ±6.1% | 152.35–172.25 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 163.64 | ±6.4% | 153.19–174.09 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 163.19 | ±5.5% | 154.26–172.12 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 161.64 | ±6.0% | 151.96–171.31 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 163.02 | ±5.9% | 153.42–172.62 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 169.30 | ±6.4% | 158.45–180.15 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 168.09 | ±6.6% | 156.94–179.24 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 165.72 | ±6.9% | 154.34–177.09 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 165.65 | ±7.0% | 154.07–177.22 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 163.46 | ±7.1% | 151.86–175.06 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 164.67 | ±7.5% | 152.27–177.07 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 160.92 | ±7.4% | 149.02–172.82 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 164.50 | ±7.4% | 152.38–176.62 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 165.29 | ±7.4% | 153.01–177.56 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 162.19 | ±7.7% | 149.76–174.62 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 164.77 | ±7.8% | 151.84–177.69 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 167.66 | ±7.6% | 154.88–180.43 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 168.56 | ±8.0% | 155.03–182.09 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 168.63 | ±8.1% | 154.93–182.33 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 166.78 | ±8.5% | 152.69–180.88 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 162.02 | ±6.6% | 151.27–172.77 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 164.75 | ±6.8% | 153.50–176.00 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 164.52 | ±8.1% | 151.19–177.84 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 162.77 | ±6.4% | 152.32–173.22 | 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 | ±0.5% | +0.0% | 区间内 | 164.75 → 164.75 |
| Oct 14, 2026 | Oct 16 | ±2.3% | +0.1% | 区间内 | 164.52 → 164.75 |
| Oct 13, 2026 | Oct 16 | ±2.0% | +1.2% | 区间内 | 162.77 → 164.75 |
| Oct 09, 2026 | Oct 16 | ±2.7% | +3.0% | 区间外 | 159.95 → 164.75 |
| Oct 08, 2026 | Oct 16 | ±3.1% | +0.7% | 区间内 | 163.67 → 164.75 |
| Oct 07, 2026 | Oct 16 | ±3.1% | +1.5% | 区间内 | 162.30 → 164.75 |
| Oct 06, 2026 | Oct 16 | ±3.3% | +0.7% | 区间内 | 163.64 → 164.75 |
| Oct 05, 2026 | Oct 16 | ±3.5% | +1.0% | 区间内 | 163.19 → 164.75 |
| Oct 02, 2026 | Oct 16 | ±3.9% | +1.9% | 区间内 | 161.64 → 164.75 |
| Oct 01, 2026 | Oct 16 | ±4.2% | +1.1% | 区间内 | 163.02 → 164.75 |
| Sep 23, 2026 | Oct 16 | ±5.1% | -2.7% | 区间内 | 169.30 → 164.75 |
| Sep 22, 2026 | Oct 16 | ±5.2% | -2.0% | 区间内 | 168.09 → 164.75 |
| Sep 21, 2026 | Oct 16 | ±5.2% | -0.6% | 区间内 | 165.72 → 164.75 |
| Sep 18, 2026 | Oct 16 | ±5.1% | -0.5% | 区间内 | 165.65 → 164.75 |
| Sep 17, 2026 | Oct 16 | ±6.3% | +0.8% | 区间内 | 163.46 → 164.75 |
| Sep 16, 2026 | Oct 16 | ±6.0% | +0.0% | 区间内 | 164.67 → 164.75 |
| Sep 15, 2026 | Oct 16 | ±6.0% | +2.4% | 区间内 | 160.92 → 164.75 |
| Sep 14, 2026 | Oct 16 | ±6.0% | +0.2% | 区间内 | 164.50 → 164.75 |
| Sep 11, 2026 | Oct 16 | ±5.8% | -0.3% | 区间内 | 165.29 → 164.75 |
| Sep 10, 2026 | Oct 16 | ±6.4% | +1.6% | 区间内 | 162.19 → 164.75 |
| Sep 09, 2026 | Oct 16 | ±6.3% | -0.0% | 区间内 | 164.77 → 164.75 |
| Sep 08, 2026 | Oct 16 | ±6.3% | -1.7% | 区间内 | 167.66 → 164.75 |
| Sep 07, 2026 | Oct 16 | ±6.5% | -2.3% | 区间内 | 168.56 → 164.75 |
| Sep 04, 2026 | Oct 16 | ±6.6% | -2.3% | 区间内 | 168.63 → 164.75 |
| Sep 03, 2026 | Oct 16 | ±6.7% | -1.2% | 区间内 | 166.78 → 164.75 |
| Sep 02, 2026 | Oct 16 | ±6.5% | -3.2% | 区间内 | 170.24 → 164.75 |
| Sep 01, 2026 | Oct 16 | ±6.7% | -4.1% | 区间内 | 171.83 → 164.75 |
| Aug 31, 2026 | Oct 16 | ±6.6% | -4.9% | 区间内 | 173.29 → 164.75 |
| Oct 09, 2026 | Oct 09 | ±0.2% | +0.0% | 区间内 | 159.95 → 159.96 |
| Oct 08, 2026 | Oct 09 | ±1.3% | -2.3% | 区间外 | 163.67 → 159.96 |
| Oct 07, 2026 | Oct 09 | ±1.6% | -1.4% | 区间内 | 162.30 → 159.96 |
| Oct 06, 2026 | Oct 09 | ±2.0% | -2.2% | 区间外 | 163.64 → 159.96 |
| Oct 05, 2026 | Oct 09 | ±2.4% | -2.0% | 区间内 | 163.19 → 159.96 |
| Oct 02, 2026 | Oct 09 | ±2.7% | -1.0% | 区间内 | 161.64 → 159.96 |
| Oct 01, 2026 | Oct 09 | ±3.2% | -1.9% | 区间内 | 163.02 → 159.96 |
| Sep 23, 2026 | Oct 09 | ±4.3% | -5.5% | 区间外 | 169.30 → 159.96 |
| Sep 22, 2026 | Oct 09 | ±4.4% | -4.8% | 区间外 | 168.09 → 159.96 |
| Sep 21, 2026 | Oct 09 | ±4.6% | -3.5% | 区间内 | 165.72 → 159.96 |
| Sep 18, 2026 | Oct 09 | ±4.6% | -3.4% | 区间内 | 165.65 → 159.96 |
| Sep 17, 2026 | Oct 09 | ±5.3% | -2.1% | 区间内 | 163.46 → 159.96 |
| Sep 16, 2026 | Oct 09 | ±5.3% | -2.9% | 区间内 | 164.67 → 159.96 |
| Sep 15, 2026 | Oct 09 | ±5.3% | -0.6% | 区间内 | 160.92 → 159.96 |
| Sep 14, 2026 | Oct 09 | ±5.6% | -2.8% | 区间内 | 164.50 → 159.96 |
| Sep 11, 2026 | Oct 09 | ±5.2% | -3.2% | 区间内 | 165.29 → 159.96 |
| Sep 10, 2026 | Oct 09 | ±5.6% | -1.4% | 区间内 | 162.19 → 159.96 |
| Sep 09, 2026 | Oct 09 | ±5.7% | -2.9% | 区间内 | 164.77 → 159.96 |
| Sep 08, 2026 | Oct 09 | ±5.8% | -4.6% | 区间内 | 167.66 → 159.96 |
| Sep 07, 2026 | Oct 09 | ±5.8% | -5.1% | 区间内 | 168.56 → 159.96 |
| Sep 04, 2026 | Oct 09 | ±5.9% | -5.1% | 区间内 | 168.63 → 159.96 |
| Sep 03, 2026 | Oct 09 | ±5.9% | -4.1% | 区间内 | 166.78 → 159.96 |
| Sep 02, 2026 | Oct 09 | ±6.0% | -6.0% | 区间外 | 170.24 → 159.96 |
| Sep 01, 2026 | Oct 09 | ±6.8% | -6.9% | 区间外 | 171.83 → 159.96 |
| Aug 31, 2026 | Oct 09 | ±6.2% | -7.7% | 区间外 | 173.29 → 159.96 |
| Oct 02, 2026 | Oct 02 | ±0.6% | +0.2% | 区间内 | 161.64 → 161.89 |
| Oct 01, 2026 | Oct 02 | ±1.3% | -0.7% | 区间内 | 163.02 → 161.89 |
| Sep 23, 2026 | Oct 02 | ±3.3% | -4.4% | 区间外 | 169.30 → 161.89 |
| Sep 22, 2026 | Oct 02 | ±3.4% | -3.7% | 区间外 | 168.09 → 161.89 |
| Sep 21, 2026 | Oct 02 | ±3.5% | -2.3% | 区间内 | 165.72 → 161.89 |
| Sep 18, 2026 | Oct 02 | ±3.8% | -2.3% | 区间内 | 165.65 → 161.89 |
| Sep 17, 2026 | Oct 02 | ±4.3% | -1.0% | 区间内 | 163.46 → 161.89 |
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.