PH 预期波动历史 Parker-Hannifin Corporation
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43
收盘价处于区间内95%
|实际值| 低于预期值95%
平均预期波动幅度±4.6%
平均|实际|波动幅度1.6%
平均绝对误差3.1pt
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 | Nov 20 | 32 | 966.26 | ±7.9% | 889.56–1,042.96 | em-1.0 |
| Oct 16 | Nov 20 | 35 | 963.34 | ±8.2% | 884.04–1,042.64 | em-1.0 |
| Oct 14 | Nov 20 | 37 | 959.13 | ±8.8% | 874.98–1,043.28 | em-1.0 |
| Oct 13 | Nov 20 | 38 | 957.90 | ±8.6% | 875.50–1,040.30 | em-1.0 |
| Oct 09 | Nov 20 | 42 | 962.47 | ±8.8% | 878.12–1,046.82 | em-1.0 |
| Oct 08 | Nov 20 | 43 | 946.96 | ±8.9% | 862.66–1,031.26 | em-1.0 |
| Oct 07 | Nov 20 | 44 | 952.79 | ±9.0% | 867.04–1,038.54 | em-1.0 |
| Oct 06 | Nov 20 | 45 | 986.67 | ±9.1% | 896.87–1,076.47 | em-1.0 |
| Oct 05 | Nov 20 | 46 | 979.15 | ±9.1% | 890.15–1,068.15 | em-1.0 |
| Oct 02 | Nov 20 | 49 | 972.55 | ±9.2% | 882.60–1,062.50 | em-1.0 |
| Oct 01 | Nov 20 | 50 | 965.39 | ±9.9% | 869.84–1,060.94 | em-1.0 |
| Sep 23 | Nov 20 | 58 | 964.96 | ±9.8% | 870.61–1,059.31 | em-1.0 |
| Sep 22 | Nov 20 | 59 | 964.96 | ±9.8% | 870.61–1,059.31 | em-1.0 |
| Sep 21 | Nov 20 | 60 | 952.00 | ±9.8% | 858.35–1,045.65 | em-1.0 |
| Sep 18 | Nov 20 | 63 | 925.29 | ±10.0% | 832.44–1,018.14 | em-1.0 |
| Sep 17 | Nov 20 | 64 | 934.96 | ±9.9% | 841.96–1,027.96 | em-1.0 |
| Sep 16 | Nov 20 | 65 | 925.00 | ±10.4% | 829.20–1,020.80 | em-1.0 |
| Sep 15 | Nov 20 | 66 | 928.83 | ±10.4% | 832.03–1,025.63 | em-1.0 |
| Sep 14 | Nov 20 | 67 | 941.00 | ±10.6% | 841.55–1,040.45 | em-1.0 |
| Sep 11 | Nov 20 | 70 | 934.34 | ±10.7% | 833.99–1,034.69 | em-1.0 |
| Sep 10 | Nov 20 | 71 | 932.40 | ±10.7% | 832.20–1,032.60 | em-1.0 |
| Sep 09 | Nov 20 | 72 | 958.00 | ±11.3% | 849.45–1,066.55 | em-1.0 |
| Sep 08 | Nov 20 | 73 | 962.59 | ±11.2% | 854.79–1,070.39 | em-1.0 |
| Sep 07 | Nov 20 | 74 | 962.59 | ±11.2% | 854.79–1,070.39 | em-1.0 |
| Sep 04 | Nov 20 | 77 | 964.52 | ±11.1% | 857.87–1,071.17 | em-1.0 |
| Sep 03 | Nov 20 | 78 | 949.38 | ±11.2% | 842.73–1,056.03 | em-1.0 |
| Sep 02 | Nov 20 | 79 | 948.39 | ±11.2% | 842.29–1,054.49 | em-1.0 |
| Sep 01 | Nov 20 | 80 | 968.00 | ±11.4% | 857.20–1,078.80 | em-1.0 |
| Aug 31 | Nov 20 | 81 | 995.02 | ±11.4% | 881.72–1,108.32 | em-1.0 |
| Oct 19 | Dec 18 | 60 | 966.26 | ±9.9% | 870.96–1,061.56 | 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 | ±0.7% | +0.0% | 区间内 | 963.34 → 963.34 |
| Oct 14, 2026 | Oct 16 | ±1.9% | +0.4% | 区间内 | 959.13 → 963.34 |
| Oct 13, 2026 | Oct 16 | ±2.4% | +0.6% | 区间内 | 957.90 → 963.34 |
| Oct 09, 2026 | Oct 16 | ±2.7% | +0.1% | 区间内 | 962.47 → 963.34 |
| Oct 08, 2026 | Oct 16 | ±2.9% | +1.7% | 区间内 | 946.96 → 963.34 |
| Oct 07, 2026 | Oct 16 | ±3.1% | +1.1% | 区间内 | 952.79 → 963.34 |
| Oct 06, 2026 | Oct 16 | ±3.5% | -2.4% | 区间内 | 986.67 → 963.34 |
| Oct 05, 2026 | Oct 16 | ±3.4% | -1.6% | 区间内 | 979.15 → 963.34 |
| Oct 02, 2026 | Oct 16 | ±4.1% | -0.9% | 区间内 | 972.55 → 963.34 |
| Oct 01, 2026 | Oct 16 | ±4.2% | -0.2% | 区间内 | 965.39 → 963.34 |
| Sep 23, 2026 | Oct 16 | ±5.3% | -0.2% | 区间内 | 964.96 → 963.34 |
| Sep 22, 2026 | Oct 16 | ±5.3% | -0.2% | 区间内 | 964.96 → 963.34 |
| Sep 21, 2026 | Oct 16 | ±5.4% | +1.2% | 区间内 | 952.00 → 963.34 |
| Sep 18, 2026 | Oct 16 | ±6.0% | +4.1% | 区间内 | 925.29 → 963.34 |
| Sep 17, 2026 | Oct 16 | ±5.9% | +3.0% | 区间内 | 934.96 → 963.34 |
| Sep 16, 2026 | Oct 16 | ±6.0% | +4.1% | 区间内 | 925.00 → 963.34 |
| Sep 15, 2026 | Oct 16 | ±6.1% | +3.7% | 区间内 | 928.83 → 963.34 |
| Sep 14, 2026 | Oct 16 | ±6.4% | +2.4% | 区间内 | 941.00 → 963.34 |
| Sep 11, 2026 | Oct 16 | ±6.7% | +3.1% | 区间内 | 934.34 → 963.34 |
| Sep 10, 2026 | Oct 16 | ±6.6% | +3.3% | 区间内 | 932.40 → 963.34 |
| Sep 09, 2026 | Oct 16 | ±7.3% | +0.6% | 区间内 | 958.00 → 963.34 |
| Sep 08, 2026 | Oct 16 | ±7.2% | +0.1% | 区间内 | 962.59 → 963.34 |
| Sep 07, 2026 | Oct 16 | ±7.2% | +0.1% | 区间内 | 962.59 → 963.34 |
| Sep 04, 2026 | Oct 16 | ±7.1% | -0.1% | 区间内 | 964.52 → 963.34 |
| Sep 03, 2026 | Oct 16 | ±7.4% | +1.5% | 区间内 | 949.38 → 963.34 |
| Sep 02, 2026 | Oct 16 | ±7.3% | +1.6% | 区间内 | 948.39 → 963.34 |
| Sep 01, 2026 | Oct 16 | ±7.7% | -0.5% | 区间内 | 968.00 → 963.34 |
| Aug 31, 2026 | Oct 16 | ±7.7% | -3.2% | 区间内 | 995.02 → 963.34 |
| Sep 18, 2026 | Sep 18 | ±1.3% | +2.0% | 区间外 | 925.29 → 943.54 |
| Sep 17, 2026 | Sep 18 | ±2.2% | +0.9% | 区间内 | 934.96 → 943.54 |
| Sep 16, 2026 | Sep 18 | ±2.4% | +2.0% | 区间内 | 925.00 → 943.54 |
| Sep 15, 2026 | Sep 18 | ±2.4% | +1.6% | 区间内 | 928.83 → 943.54 |
| Sep 14, 2026 | Sep 18 | ±2.9% | +0.3% | 区间内 | 941.00 → 943.54 |
| Sep 11, 2026 | Sep 18 | ±3.4% | +1.0% | 区间内 | 934.34 → 943.54 |
| Sep 10, 2026 | Sep 18 | ±3.2% | +1.2% | 区间内 | 932.40 → 943.54 |
| Sep 09, 2026 | Sep 18 | ±3.7% | -1.5% | 区间内 | 958.00 → 943.54 |
| Sep 08, 2026 | Sep 18 | ±3.8% | -2.0% | 区间内 | 962.59 → 943.54 |
| Sep 07, 2026 | Sep 18 | ±3.8% | -2.0% | 区间内 | 962.59 → 943.54 |
| Sep 04, 2026 | Sep 18 | ±4.1% | -2.2% | 区间内 | 964.52 → 943.54 |
| Sep 03, 2026 | Sep 18 | ±4.3% | -0.6% | 区间内 | 949.38 → 943.54 |
| Sep 02, 2026 | Sep 18 | ±4.2% | -0.5% | 区间内 | 948.39 → 943.54 |
| Sep 01, 2026 | Sep 18 | ±4.7% | -2.5% | 区间内 | 968.00 → 943.54 |
| Aug 31, 2026 | Sep 18 | ±4.9% | -5.2% | 区间外 | 995.02 → 943.54 |
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.