PSX 预期波动历史 Phillips 66
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69%
|实际值| 低于预期值69%
平均预期波动幅度±6.3%
平均|实际|波动幅度5.2%
平均绝对误差2.8pt
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 | 290.55 | ±4.2% | 278.40–302.70 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 293.17 | ±4.9% | 278.67–307.67 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 297.29 | ±5.6% | 280.69–313.89 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 292.73 | ±5.6% | 276.43–309.03 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 278.18 | ±5.9% | 261.63–294.73 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 281.60 | ±6.5% | 263.40–299.80 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 271.26 | ±6.7% | 253.01–289.51 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 269.79 | ±7.1% | 250.54–289.04 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 269.72 | ±7.3% | 250.12–289.32 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 264.58 | ±7.8% | 243.83–285.33 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 264.23 | ±8.2% | 242.68–285.78 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 262.49 | ±9.7% | 236.94–288.04 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 262.49 | ±9.7% | 236.94–288.04 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 265.24 | ±9.8% | 239.34–291.14 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 273.92 | ±10.1% | 246.37–301.47 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 273.13 | ±10.5% | 244.58–301.68 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 266.39 | ±11.2% | 236.44–296.34 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 265.69 | ±11.1% | 236.19–295.19 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 255.67 | ±10.6% | 228.52–282.82 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 258.57 | ±10.9% | 230.37–286.77 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 261.79 | ±10.8% | 233.39–290.19 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 261.26 | ±11.1% | 232.16–290.36 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 260.00 | ±11.2% | 230.95–289.05 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 256.19 | ±11.3% | 227.19–285.19 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 256.19 | ±11.3% | 227.19–285.19 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 256.18 | ±11.6% | 226.43–285.93 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 290.55 | ±6.8% | 270.75–310.35 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 293.17 | ±7.2% | 271.97–314.37 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 297.29 | ±7.8% | 274.09–320.49 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 292.73 | ±7.8% | 269.93–315.53 | 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 | ±0.6% | +0.0% | 区间内 | 293.17 → 293.17 |
| Oct 14, 2026 | Oct 16 | ±2.7% | -1.4% | 区间内 | 297.29 → 293.17 |
| Oct 13, 2026 | Oct 16 | ±3.3% | +0.1% | 区间内 | 292.73 → 293.17 |
| Oct 09, 2026 | Oct 16 | ±3.9% | +5.4% | 区间外 | 278.18 → 293.17 |
| Oct 08, 2026 | Oct 16 | ±4.6% | +4.1% | 区间内 | 281.60 → 293.17 |
| Oct 07, 2026 | Oct 16 | ±4.8% | +8.1% | 区间外 | 271.26 → 293.17 |
| Oct 06, 2026 | Oct 16 | ±5.3% | +8.7% | 区间外 | 269.79 → 293.17 |
| Oct 05, 2026 | Oct 16 | ±5.9% | +8.7% | 区间外 | 269.72 → 293.17 |
| Oct 02, 2026 | Oct 16 | ±6.1% | +10.8% | 区间外 | 264.58 → 293.17 |
| Oct 01, 2026 | Oct 16 | ±6.6% | +11.0% | 区间外 | 264.23 → 293.17 |
| Sep 23, 2026 | Oct 16 | ±8.7% | +11.7% | 区间外 | 262.49 → 293.17 |
| Sep 22, 2026 | Oct 16 | ±8.7% | +11.7% | 区间外 | 262.49 → 293.17 |
| Sep 21, 2026 | Oct 16 | ±8.9% | +10.5% | 区间外 | 265.24 → 293.17 |
| Sep 18, 2026 | Oct 16 | ±9.0% | +7.0% | 区间内 | 273.92 → 293.17 |
| Sep 17, 2026 | Oct 16 | ±9.2% | +7.3% | 区间内 | 273.13 → 293.17 |
| Sep 16, 2026 | Oct 16 | ±10.4% | +10.1% | 区间内 | 266.39 → 293.17 |
| Sep 15, 2026 | Oct 16 | ±10.2% | +10.3% | 区间外 | 265.69 → 293.17 |
| Sep 14, 2026 | Oct 16 | ±9.7% | +14.7% | 区间外 | 255.67 → 293.17 |
| Sep 11, 2026 | Oct 16 | ±9.9% | +13.4% | 区间外 | 258.57 → 293.17 |
| Sep 10, 2026 | Oct 16 | ±9.9% | +12.0% | 区间外 | 261.79 → 293.17 |
| Sep 09, 2026 | Oct 16 | ±10.4% | +12.2% | 区间外 | 261.26 → 293.17 |
| Sep 08, 2026 | Oct 16 | ±10.5% | +12.8% | 区间外 | 260.00 → 293.17 |
| Sep 07, 2026 | Oct 16 | ±10.7% | +14.4% | 区间外 | 256.19 → 293.17 |
| Sep 04, 2026 | Oct 16 | ±10.7% | +14.4% | 区间外 | 256.19 → 293.17 |
| Sep 03, 2026 | Oct 16 | ±10.8% | +14.4% | 区间外 | 256.18 → 293.17 |
| Sep 02, 2026 | Oct 16 | ±10.9% | +14.4% | 区间外 | 256.30 → 293.17 |
| Sep 01, 2026 | Oct 16 | ±10.6% | +17.5% | 区间外 | 249.58 → 293.17 |
| Aug 31, 2026 | Oct 16 | ±10.7% | +19.5% | 区间外 | 245.31 → 293.17 |
| Oct 09, 2026 | Oct 09 | ±0.9% | +0.0% | 区间内 | 278.18 → 278.18 |
| Oct 08, 2026 | Oct 09 | ±1.9% | -1.2% | 区间内 | 281.60 → 278.18 |
| Oct 07, 2026 | Oct 09 | ±2.6% | +2.5% | 区间内 | 271.26 → 278.18 |
| Oct 06, 2026 | Oct 09 | ±3.2% | +3.1% | 区间内 | 269.79 → 278.18 |
| Oct 05, 2026 | Oct 09 | ±3.7% | +3.1% | 区间内 | 269.72 → 278.18 |
| Oct 02, 2026 | Oct 09 | ±4.4% | +5.1% | 区间外 | 264.58 → 278.18 |
| Oct 01, 2026 | Oct 09 | ±4.8% | +5.3% | 区间外 | 264.23 → 278.18 |
| Sep 23, 2026 | Oct 09 | ±7.3% | +6.0% | 区间内 | 262.49 → 278.18 |
| Sep 22, 2026 | Oct 09 | ±7.3% | +6.0% | 区间内 | 262.49 → 278.18 |
| Sep 21, 2026 | Oct 09 | ±7.4% | +4.9% | 区间内 | 265.24 → 278.18 |
| Sep 18, 2026 | Oct 09 | ±7.8% | +1.6% | 区间内 | 273.92 → 278.18 |
| Sep 17, 2026 | Oct 09 | ±8.0% | +1.8% | 区间内 | 273.13 → 278.18 |
| Sep 16, 2026 | Oct 09 | ±9.0% | +4.4% | 区间内 | 266.39 → 278.18 |
| Sep 15, 2026 | Oct 09 | ±8.9% | +4.7% | 区间内 | 265.69 → 278.18 |
| Sep 14, 2026 | Oct 09 | ±8.6% | +8.8% | 区间外 | 255.67 → 278.18 |
| Sep 11, 2026 | Oct 09 | ±9.0% | +7.6% | 区间内 | 258.57 → 278.18 |
| Sep 10, 2026 | Oct 09 | ±8.9% | +6.3% | 区间内 | 261.79 → 278.18 |
| Sep 09, 2026 | Oct 09 | ±9.2% | +6.5% | 区间内 | 261.26 → 278.18 |
| Sep 08, 2026 | Oct 09 | ±9.1% | +7.0% | 区间内 | 260.00 → 278.18 |
| Sep 07, 2026 | Oct 09 | ±9.3% | +8.6% | 区间内 | 256.19 → 278.18 |
| Sep 04, 2026 | Oct 09 | ±9.3% | +8.6% | 区间内 | 256.19 → 278.18 |
| Sep 03, 2026 | Oct 09 | ±9.4% | +8.6% | 区间内 | 256.18 → 278.18 |
| Sep 02, 2026 | Oct 09 | ±9.9% | +8.5% | 区间内 | 256.30 → 278.18 |
| Sep 01, 2026 | Oct 09 | ±9.6% | +11.5% | 区间外 | 249.58 → 278.18 |
| Aug 31, 2026 | Oct 09 | ±9.6% | +13.4% | 区间外 | 245.31 → 278.18 |
| Oct 02, 2026 | Oct 02 | ±0.7% | +0.0% | 区间内 | 264.58 → 264.58 |
| Oct 01, 2026 | Oct 02 | ±2.0% | +0.1% | 区间内 | 264.23 → 264.58 |
| Sep 23, 2026 | Oct 02 | ±5.9% | +0.8% | 区间内 | 262.49 → 264.58 |
| Sep 22, 2026 | Oct 02 | ±5.9% | +0.8% | 区间内 | 262.49 → 264.58 |
| Sep 21, 2026 | Oct 02 | ±6.1% | -0.2% | 区间内 | 265.24 → 264.58 |
| Sep 18, 2026 | Oct 02 | ±6.4% | -3.4% | 区间内 | 273.92 → 264.58 |
| Sep 17, 2026 | Oct 02 | ±6.6% | -3.1% | 区间内 | 273.13 → 264.58 |
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.