PEP 预期波动历史 PepsiCo, Inc.
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27%
|实际值| 低于预期值27%
平均预期波动幅度±3.2%
平均|实际|波动幅度5.0%
平均绝对误差2.4pt
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 | 131.08 | ±0.5% | 130.44–131.71 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 129.27 | ±1.5% | 127.36–131.18 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 127.20 | ±1.7% | 125.07–129.33 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 126.05 | ±2.1% | 123.43–128.67 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 128.23 | ±2.9% | 124.57–131.89 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 123.75 | ±4.0% | 118.75–128.75 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 125.71 | ±4.1% | 120.51–130.91 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 125.80 | ±4.6% | 120.07–131.53 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 125.80 | ±4.4% | 120.33–131.28 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 125.84 | ±4.6% | 120.03–131.65 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 131.35 | ±5.2% | 124.53–138.18 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 131.30 | ±5.2% | 124.47–138.12 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 129.75 | ±5.3% | 122.90–136.60 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 129.93 | ±5.3% | 123.03–136.83 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 133.72 | ±5.4% | 126.55–140.90 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 134.47 | ±5.7% | 126.84–142.09 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 135.74 | ±5.7% | 127.99–143.49 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 136.26 | ±5.8% | 128.37–144.15 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 136.51 | ±5.8% | 128.53–144.49 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 137.04 | ±6.2% | 128.51–145.57 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 136.86 | ±6.1% | 128.53–145.19 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 138.62 | ±6.3% | 129.94–147.29 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 137.75 | ±6.3% | 129.03–146.47 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 137.87 | ±6.3% | 129.25–146.50 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 140.19 | ±6.3% | 131.39–148.99 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 140.52 | ±6.4% | 131.59–149.44 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 139.56 | ±6.6% | 130.39–148.74 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 140.48 | ±6.6% | 131.21–149.75 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 131.08 | ±2.4% | 127.92–134.23 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 129.27 | ±2.6% | 125.88–132.66 | 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 | 126.05 → 125.97 |
| Oct 08, 2026 | Oct 09 | ±1.2% | -1.8% | 区间外 | 128.23 → 125.97 |
| Oct 07, 2026 | Oct 09 | ±3.4% | +1.8% | 区间内 | 123.75 → 125.97 |
| Oct 06, 2026 | Oct 09 | ±3.5% | +0.2% | 区间内 | 125.71 → 125.97 |
| Oct 05, 2026 | Oct 09 | ±3.8% | +0.1% | 区间内 | 125.80 → 125.97 |
| Oct 02, 2026 | Oct 09 | ±3.7% | +0.1% | 区间内 | 125.80 → 125.97 |
| Oct 01, 2026 | Oct 09 | ±3.9% | +0.1% | 区间内 | 125.84 → 125.97 |
| Sep 23, 2026 | Oct 09 | ±4.6% | -4.1% | 区间内 | 131.35 → 125.97 |
| Sep 22, 2026 | Oct 09 | ±4.7% | -4.1% | 区间内 | 131.30 → 125.97 |
| Sep 21, 2026 | Oct 09 | ±4.9% | -2.9% | 区间内 | 129.75 → 125.97 |
| Sep 18, 2026 | Oct 09 | ±4.9% | -3.0% | 区间内 | 129.93 → 125.97 |
| Sep 17, 2026 | Oct 09 | ±4.9% | -5.8% | 区间外 | 133.72 → 125.97 |
| Sep 16, 2026 | Oct 09 | ±5.6% | -6.3% | 区间外 | 134.47 → 125.97 |
| Sep 15, 2026 | Oct 09 | ±5.5% | -7.2% | 区间外 | 135.74 → 125.97 |
| Sep 14, 2026 | Oct 09 | ±5.7% | -7.6% | 区间外 | 136.26 → 125.97 |
| Sep 11, 2026 | Oct 09 | ±5.8% | -7.7% | 区间外 | 136.51 → 125.97 |
| Sep 10, 2026 | Oct 09 | ±5.6% | -8.1% | 区间外 | 137.04 → 125.97 |
| Sep 09, 2026 | Oct 09 | ±5.2% | -8.0% | 区间外 | 136.86 → 125.97 |
| Sep 08, 2026 | Oct 09 | ±5.5% | -9.1% | 区间外 | 138.62 → 125.97 |
| Sep 07, 2026 | Oct 09 | ±5.3% | -8.6% | 区间外 | 137.75 → 125.97 |
| Sep 04, 2026 | Oct 09 | ±5.8% | -8.6% | 区间外 | 137.87 → 125.97 |
| Sep 03, 2026 | Oct 09 | ±5.6% | -10.1% | 区间外 | 140.19 → 125.97 |
| Sep 02, 2026 | Oct 09 | ±5.9% | -10.4% | 区间外 | 140.52 → 125.97 |
| Sep 01, 2026 | Oct 09 | ±6.0% | -9.7% | 区间外 | 139.56 → 125.97 |
| Aug 31, 2026 | Oct 09 | ±5.7% | -10.3% | 区间外 | 140.48 → 125.97 |
| Oct 02, 2026 | Oct 02 | ±0.3% | +0.1% | 区间内 | 125.80 → 125.89 |
| Oct 01, 2026 | Oct 02 | ±0.9% | +0.0% | 区间内 | 125.84 → 125.89 |
| Sep 23, 2026 | Oct 02 | ±2.8% | -4.2% | 区间外 | 131.35 → 125.89 |
| Sep 22, 2026 | Oct 02 | ±2.8% | -4.1% | 区间外 | 131.30 → 125.89 |
| Sep 21, 2026 | Oct 02 | ±2.8% | -3.0% | 区间外 | 129.75 → 125.89 |
| Sep 18, 2026 | Oct 02 | ±3.0% | -3.1% | 区间外 | 129.93 → 125.89 |
| Sep 17, 2026 | Oct 02 | ±3.2% | -5.9% | 区间外 | 133.72 → 125.89 |
| Sep 16, 2026 | Oct 02 | ±3.9% | -6.4% | 区间外 | 134.47 → 125.89 |
| Sep 15, 2026 | Oct 02 | ±3.5% | -7.3% | 区间外 | 135.74 → 125.89 |
| Sep 14, 2026 | Oct 02 | ±3.7% | -7.6% | 区间外 | 136.26 → 125.89 |
| Sep 11, 2026 | Oct 02 | ±3.8% | -7.8% | 区间外 | 136.51 → 125.89 |
| Sep 10, 2026 | Oct 02 | ±4.2% | -8.1% | 区间外 | 137.04 → 125.89 |
| Sep 09, 2026 | Oct 02 | ±3.5% | -8.0% | 区间外 | 136.86 → 125.89 |
| Sep 08, 2026 | Oct 02 | ±4.5% | -9.2% | 区间外 | 138.62 → 125.89 |
| Sep 07, 2026 | Oct 02 | ±3.4% | -8.6% | 区间外 | 137.75 → 125.89 |
| Sep 04, 2026 | Oct 02 | ±4.5% | -8.7% | 区间外 | 137.87 → 125.89 |
| Sep 03, 2026 | Oct 02 | ±4.0% | -10.2% | 区间外 | 140.19 → 125.89 |
| Sep 02, 2026 | Oct 02 | ±4.6% | -10.4% | 区间外 | 140.52 → 125.89 |
| Sep 01, 2026 | Oct 02 | ±4.7% | -9.8% | 区间外 | 139.56 → 125.89 |
| Aug 31, 2026 | Oct 02 | ±3.9% | -10.4% | 区间外 | 140.48 → 125.89 |
| Sep 23, 2026 | Sep 25 | ±1.6% | -2.1% | 区间外 | 131.35 → 128.63 |
| Sep 22, 2026 | Sep 25 | ±1.6% | -2.0% | 区间外 | 131.30 → 128.63 |
| Sep 21, 2026 | Sep 25 | ±1.7% | -0.9% | 区间内 | 129.75 → 128.63 |
| Sep 18, 2026 | Sep 25 | ±2.0% | -1.0% | 区间内 | 129.93 → 128.63 |
| Sep 17, 2026 | Sep 25 | ±2.3% | -3.8% | 区间外 | 133.72 → 128.63 |
| Sep 16, 2026 | Sep 25 | ±2.5% | -4.3% | 区间外 | 134.47 → 128.63 |
| Sep 15, 2026 | Sep 25 | ±2.7% | -5.2% | 区间外 | 135.74 → 128.63 |
| Sep 14, 2026 | Sep 25 | ±2.9% | -5.6% | 区间外 | 136.26 → 128.63 |
| Sep 11, 2026 | Sep 25 | ±3.2% | -5.8% | 区间外 | 136.51 → 128.63 |
| Sep 10, 2026 | Sep 25 | ±3.3% | -6.1% | 区间外 | 137.04 → 128.63 |
| Sep 09, 2026 | Sep 25 | ±3.4% | -6.0% | 区间外 | 136.86 → 128.63 |
| Sep 08, 2026 | Sep 25 | ±3.7% | -7.2% | 区间外 | 138.62 → 128.63 |
| Sep 07, 2026 | Sep 25 | ±3.5% | -6.6% | 区间外 | 137.75 → 128.63 |
| Sep 04, 2026 | Sep 25 | ±3.6% | -6.7% | 区间外 | 137.87 → 128.63 |
| Sep 03, 2026 | Sep 25 | ±3.5% | -8.2% | 区间外 | 140.19 → 128.63 |
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.