NDX 预期波动历史 Nasdaq-100 Index
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50%
|实际值| 低于预期值50%
平均预期波动幅度±3.1%
平均|实际|波动幅度3.1%
平均绝对误差1.7pt
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 19 | 0 | 29,529.34 | ±0.0% | 29,517.19–29,541.49 | em-1.0 |
| Oct 16 | Oct 19 | 3 | 29,187.55 | ±1.4% | 28,784.95–29,590.15 | em-1.0 |
| Oct 14 | Oct 19 | 5 | 29,950.82 | ±1.7% | 29,451.32–30,450.32 | em-1.0 |
| Oct 13 | Oct 19 | 6 | 30,569.48 | ±1.6% | 30,091.18–31,047.78 | em-1.0 |
| Oct 09 | Oct 19 | 10 | 30,883.15 | ±1.8% | 30,322.60–31,443.70 | em-1.0 |
| Oct 08 | Oct 19 | 11 | 30,725.81 | ±2.2% | 30,050.06–31,401.56 | em-1.0 |
| Oct 07 | Oct 19 | 12 | 31,160.08 | ±2.2% | 30,483.83–31,836.33 | em-1.0 |
| Oct 06 | Oct 19 | 13 | 31,224.47 | ±2.3% | 30,495.97–31,952.97 | em-1.0 |
| Oct 05 | Oct 19 | 14 | 31,076.44 | ±2.5% | 30,288.44–31,864.44 | em-1.0 |
| Oct 02 | Oct 19 | 17 | 30,807.93 | ±2.8% | 29,943.18–31,672.68 | em-1.0 |
| Oct 01 | Oct 19 | 18 | 30,501.56 | ±3.2% | 29,531.41–31,471.71 | em-1.0 |
| Sep 23 | Oct 19 | 26 | 30,732.40 | ±3.7% | 29,607.20–31,857.60 | em-1.0 |
| Sep 22 | Oct 19 | 27 | 30,732.40 | ±3.7% | 29,607.20–31,857.60 | em-1.0 |
| Sep 21 | Oct 19 | 28 | 30,482.35 | ±3.8% | 29,328.45–31,636.25 | em-1.0 |
| Sep 18 | Oct 19 | 31 | 29,644.17 | ±3.8% | 28,521.47–30,766.87 | em-1.0 |
| Sep 17 | Oct 19 | 32 | 29,446.98 | ±4.0% | 28,283.78–30,610.18 | em-1.0 |
| Sep 16 | Oct 19 | 33 | 28,945.06 | ±4.5% | 27,645.71–30,244.41 | em-1.0 |
| Sep 15 | Oct 19 | 34 | 28,937.84 | ±4.5% | 27,622.19–30,253.49 | em-1.0 |
| Sep 14 | Oct 19 | 35 | 29,127.16 | ±4.5% | 27,801.96–30,452.36 | em-1.0 |
| Sep 11 | Oct 19 | 38 | 29,368.44 | ±4.6% | 28,030.14–30,706.74 | em-1.0 |
| Oct 19 | Oct 20 | 1 | 29,529.34 | ±0.9% | 29,261.14–29,797.54 | em-1.0 |
| Oct 16 | Oct 20 | 4 | 29,187.55 | ±1.8% | 28,665.20–29,709.90 | em-1.0 |
| Oct 14 | Oct 20 | 6 | 29,950.82 | ±1.9% | 29,387.22–30,514.42 | em-1.0 |
| Oct 13 | Oct 20 | 7 | 30,569.48 | ±1.7% | 30,042.88–31,096.08 | em-1.0 |
| Oct 09 | Oct 20 | 11 | 30,883.15 | ±2.0% | 30,279.70–31,486.60 | em-1.0 |
| Oct 08 | Oct 20 | 12 | 30,725.81 | ±2.3% | 30,005.96–31,445.66 | em-1.0 |
| Oct 07 | Oct 20 | 13 | 31,160.08 | ±2.3% | 30,442.48–31,877.68 | em-1.0 |
| Oct 06 | Oct 20 | 14 | 31,224.47 | ±2.5% | 30,456.07–31,992.87 | em-1.0 |
| Oct 05 | Oct 20 | 15 | 31,076.44 | ±2.7% | 30,249.74–31,903.14 | em-1.0 |
| Oct 02 | Oct 20 | 18 | 30,807.93 | ±2.9% | 29,902.28–31,713.58 | 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 | ±0.0% | +0.0% | 区间内 | 29,187.55 → 29,187.55 |
| Oct 14, 2026 | Oct 16 | ±1.4% | -2.5% | 区间外 | 29,950.82 → 29,187.55 |
| Oct 13, 2026 | Oct 16 | ±1.4% | -4.5% | 区间外 | 30,569.48 → 29,187.55 |
| Oct 09, 2026 | Oct 16 | ±1.6% | -5.5% | 区间外 | 30,883.15 → 29,187.55 |
| Oct 08, 2026 | Oct 16 | ±2.0% | -5.0% | 区间外 | 30,725.81 → 29,187.55 |
| Oct 07, 2026 | Oct 16 | ±2.0% | -6.3% | 区间外 | 31,160.08 → 29,187.55 |
| Oct 06, 2026 | Oct 16 | ±2.1% | -6.5% | 区间外 | 31,224.47 → 29,187.55 |
| Oct 05, 2026 | Oct 16 | ±2.4% | -6.1% | 区间外 | 31,076.44 → 29,187.55 |
| Oct 02, 2026 | Oct 16 | ±2.6% | -5.3% | 区间外 | 30,807.93 → 29,187.55 |
| Oct 01, 2026 | Oct 16 | ±3.0% | -4.3% | 区间外 | 30,501.56 → 29,187.55 |
| Sep 23, 2026 | Oct 16 | ±3.5% | -5.0% | 区间外 | 30,732.40 → 29,187.55 |
| Sep 22, 2026 | Oct 16 | ±3.5% | -5.0% | 区间外 | 30,732.40 → 29,187.55 |
| Sep 21, 2026 | Oct 16 | ±3.6% | -4.2% | 区间外 | 30,482.35 → 29,187.55 |
| Sep 18, 2026 | Oct 16 | ±3.7% | -1.5% | 区间内 | 29,644.17 → 29,187.55 |
| Sep 17, 2026 | Oct 16 | ±3.8% | -0.9% | 区间内 | 29,446.98 → 29,187.55 |
| Sep 16, 2026 | Oct 16 | ±4.4% | +0.8% | 区间内 | 28,945.06 → 29,187.55 |
| Sep 15, 2026 | Oct 16 | ±4.4% | +0.9% | 区间内 | 28,937.84 → 29,187.55 |
| Sep 14, 2026 | Oct 16 | ±4.4% | +0.2% | 区间内 | 29,127.16 → 29,187.55 |
| Sep 11, 2026 | Oct 16 | ±4.4% | -0.6% | 区间内 | 29,368.44 → 29,187.55 |
| Sep 10, 2026 | Oct 16 | ±5.1% | +0.3% | 区间内 | 29,103.51 → 29,187.55 |
| Sep 09, 2026 | Oct 16 | ±4.9% | -0.8% | 区间内 | 29,421.55 → 29,187.55 |
| Sep 08, 2026 | Oct 16 | ±4.9% | -1.1% | 区间内 | 29,507.70 → 29,187.55 |
| Sep 07, 2026 | Oct 16 | ±4.8% | -1.2% | 区间内 | 29,544.15 → 29,187.55 |
| Sep 04, 2026 | Oct 16 | ±4.8% | -1.2% | 区间内 | 29,544.15 → 29,187.55 |
| Sep 03, 2026 | Oct 16 | ±4.8% | -1.0% | 区间内 | 29,482.32 → 29,187.55 |
| Sep 02, 2026 | Oct 16 | ±5.1% | +0.2% | 区间内 | 29,143.33 → 29,187.55 |
| Sep 01, 2026 | Oct 16 | ±5.2% | +0.4% | 区间内 | 29,077.22 → 29,187.55 |
| Aug 31, 2026 | Oct 16 | ±5.0% | -0.9% | 区间内 | 29,456.97 → 29,187.55 |
| Oct 14, 2026 | Oct 15 | ±1.1% | -0.1% | 区间内 | 29,950.82 → 29,935.59 |
| Oct 13, 2026 | Oct 15 | ±1.1% | -2.1% | 区间外 | 30,569.48 → 29,935.59 |
| Oct 09, 2026 | Oct 15 | ±1.4% | -3.1% | 区间外 | 30,883.15 → 29,935.59 |
| Oct 08, 2026 | Oct 15 | ±1.8% | -2.6% | 区间外 | 30,725.81 → 29,935.59 |
| Oct 07, 2026 | Oct 15 | ±1.8% | -3.9% | 区间外 | 31,160.08 → 29,935.59 |
| Oct 06, 2026 | Oct 15 | ±2.0% | -4.1% | 区间外 | 31,224.47 → 29,935.59 |
| Oct 05, 2026 | Oct 15 | ±2.2% | -3.7% | 区间外 | 31,076.44 → 29,935.59 |
| Oct 02, 2026 | Oct 15 | ±2.5% | -2.8% | 区间外 | 30,807.93 → 29,935.59 |
| Oct 01, 2026 | Oct 15 | ±2.9% | -1.9% | 区间内 | 30,501.56 → 29,935.59 |
| Sep 23, 2026 | Oct 15 | ±3.4% | -2.6% | 区间内 | 30,732.40 → 29,935.59 |
| Sep 22, 2026 | Oct 15 | ±3.4% | -2.6% | 区间内 | 30,732.40 → 29,935.59 |
| Sep 21, 2026 | Oct 15 | ±3.5% | -1.8% | 区间内 | 30,482.35 → 29,935.59 |
| Sep 18, 2026 | Oct 15 | ±3.5% | +1.0% | 区间内 | 29,644.17 → 29,935.59 |
| Sep 17, 2026 | Oct 15 | ±3.7% | +1.7% | 区间内 | 29,446.98 → 29,935.59 |
| Sep 16, 2026 | Oct 15 | ±4.2% | +3.4% | 区间内 | 28,945.06 → 29,935.59 |
| Sep 15, 2026 | Oct 15 | ±4.3% | +3.4% | 区间内 | 28,937.84 → 29,935.59 |
| Sep 14, 2026 | Oct 15 | ±4.3% | +2.8% | 区间内 | 29,127.16 → 29,935.59 |
| Sep 11, 2026 | Oct 15 | ±4.4% | +1.9% | 区间内 | 29,368.44 → 29,935.59 |
| Sep 10, 2026 | Oct 15 | ±5.0% | +2.9% | 区间内 | 29,103.51 → 29,935.59 |
| Sep 09, 2026 | Oct 15 | ±4.8% | +1.7% | 区间内 | 29,421.55 → 29,935.59 |
| Oct 14, 2026 | Oct 14 | ±0.0% | +0.0% | 区间内 | 29,950.82 → 29,950.82 |
| Oct 13, 2026 | Oct 14 | ±0.8% | -2.0% | 区间外 | 30,569.48 → 29,950.82 |
| Oct 09, 2026 | Oct 14 | ±1.2% | -3.0% | 区间外 | 30,883.15 → 29,950.82 |
| Oct 08, 2026 | Oct 14 | ±1.6% | -2.5% | 区间外 | 30,725.81 → 29,950.82 |
| Oct 07, 2026 | Oct 14 | ±1.6% | -3.9% | 区间外 | 31,160.08 → 29,950.82 |
| Oct 06, 2026 | Oct 14 | ±1.8% | -4.1% | 区间外 | 31,224.47 → 29,950.82 |
| Oct 05, 2026 | Oct 14 | ±2.0% | -3.6% | 区间外 | 31,076.44 → 29,950.82 |
| Oct 02, 2026 | Oct 14 | ±2.3% | -2.8% | 区间外 | 30,807.93 → 29,950.82 |
| Oct 01, 2026 | Oct 14 | ±2.7% | -1.8% | 区间内 | 30,501.56 → 29,950.82 |
| Sep 23, 2026 | Oct 14 | ±3.3% | -2.5% | 区间内 | 30,732.40 → 29,950.82 |
| Sep 22, 2026 | Oct 14 | ±3.3% | -2.5% | 区间内 | 30,732.40 → 29,950.82 |
| Sep 21, 2026 | Oct 14 | ±3.4% | -1.7% | 区间内 | 30,482.35 → 29,950.82 |
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.