QQQ 预期波动历史 Invesco QQQ Trust, Series 1
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6
收盘价处于区间内67%
|实际值| 低于预期值67%
平均预期波动幅度±0.4%
平均|实际|波动幅度0.4%
平均绝对误差0.3pt
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 |
|---|---|---|---|---|---|---|
| Sep 03 | Sep 03 | 0 | 717.08 | ±0.1% | 716.62–717.53 | em-1.0 |
| Sep 02 | Sep 03 | 1 | 709.20 | ±0.7% | 703.97–714.43 | em-1.0 |
| Sep 01 | Sep 03 | 2 | 707.67 | ±1.1% | 700.15–715.18 | em-1.0 |
| Aug 31 | Sep 03 | 3 | 716.65 | ±1.1% | 708.63–724.66 | em-1.0 |
| Sep 03 | Sep 04 | 1 | 717.08 | ±0.7% | 712.11–722.05 | em-1.0 |
| Sep 02 | Sep 04 | 2 | 709.20 | ±1.0% | 701.76–716.63 | em-1.0 |
| Sep 01 | Sep 04 | 3 | 707.67 | ±1.4% | 698.04–717.29 | em-1.0 |
| Aug 31 | Sep 04 | 4 | 716.65 | ±1.4% | 706.92–726.38 | em-1.0 |
| Sep 03 | Sep 08 | 5 | 717.08 | ±1.1% | 709.52–724.64 | em-1.0 |
| Sep 02 | Sep 08 | 6 | 709.20 | ±1.4% | 699.17–719.23 | em-1.0 |
| Sep 01 | Sep 08 | 7 | 707.67 | ±1.7% | 695.62–719.72 | em-1.0 |
| Aug 31 | Sep 08 | 8 | 716.65 | ±1.6% | 705.09–728.22 | em-1.0 |
| Sep 03 | Sep 09 | 6 | 717.08 | ±1.3% | 708.06–726.10 | em-1.0 |
| Sep 02 | Sep 09 | 7 | 709.20 | ±1.7% | 696.79–721.61 | em-1.0 |
| Sep 01 | Sep 09 | 8 | 707.67 | ±1.9% | 694.30–721.04 | em-1.0 |
| Aug 31 | Sep 09 | 9 | 716.65 | ±1.8% | 703.99–729.31 | em-1.0 |
| Sep 03 | Sep 10 | 7 | 717.08 | ±1.5% | 706.60–727.57 | em-1.0 |
| Sep 02 | Sep 10 | 8 | 709.20 | ±1.8% | 696.60–721.80 | em-1.0 |
| Sep 01 | Sep 10 | 9 | 707.67 | ±2.1% | 692.99–722.35 | em-1.0 |
| Aug 31 | Sep 10 | 10 | 716.65 | ±1.9% | 702.87–730.43 | em-1.0 |
| Sep 03 | Sep 11 | 8 | 717.08 | ±1.7% | 704.68–729.48 | em-1.0 |
| Sep 02 | Sep 11 | 9 | 709.20 | ±2.0% | 695.12–723.28 | em-1.0 |
| Sep 01 | Sep 11 | 10 | 707.67 | ±2.3% | 691.37–723.98 | em-1.0 |
| Aug 31 | Sep 11 | 11 | 716.65 | ±2.1% | 701.33–731.98 | em-1.0 |
| Sep 03 | Sep 14 | 11 | 717.08 | ±2.0% | 702.92–731.24 | em-1.0 |
| Sep 02 | Sep 14 | 12 | 709.20 | ±2.3% | 692.57–725.83 | em-1.0 |
| Sep 01 | Sep 14 | 13 | 707.67 | ±2.5% | 690.29–725.04 | em-1.0 |
| Aug 31 | Sep 14 | 14 | 716.65 | ±2.4% | 699.78–733.52 | em-1.0 |
| Sep 03 | Sep 15 | 12 | 717.08 | ±2.1% | 701.87–732.29 | em-1.0 |
| Sep 02 | Sep 15 | 13 | 709.20 | ±2.2% | 693.57–724.84 | 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 |
|---|---|---|---|---|---|
| Sep 02, 2026 | Sep 02 | ±0.2% | +0.0% | 区间内 | 709.20 → 709.24 |
| Sep 01, 2026 | Sep 02 | ±0.7% | +0.2% | 区间内 | 707.67 → 709.24 |
| Aug 31, 2026 | Sep 02 | ±0.9% | -1.0% | 区间外 | 716.65 → 709.24 |
| Sep 01, 2026 | Sep 01 | ±0.1% | -0.0% | 区间内 | 707.67 → 707.64 |
| Aug 31, 2026 | Sep 01 | ±0.6% | -1.3% | 区间外 | 716.65 → 707.64 |
| Aug 31, 2026 | Aug 31 | ±0.1% | +0.0% | 区间内 | 716.65 → 716.76 |
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.