ROKU 预期波动历史 Roku, 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90%
|实际值| 低于预期值90%
平均预期波动幅度±2.6%
平均|实际|波动幅度1.4%
平均绝对误差1.3pt
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 |
|---|---|---|---|---|---|---|
| Oct 16 | Oct 16 | 0 | 154.54 | ±0.7% | 153.53–155.56 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 152.22 | ±1.6% | 149.84–154.60 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 152.73 | ±1.6% | 150.31–155.15 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 152.85 | ±1.2% | 151.01–154.69 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 153.81 | ±2.4% | 150.16–157.47 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 153.40 | ±2.1% | 150.12–156.68 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 152.06 | ±2.5% | 148.28–155.84 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 153.41 | ±2.7% | 149.31–157.51 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 152.39 | ±3.0% | 147.90–156.88 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 151.02 | ±2.7% | 146.88–155.16 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 154.32 | ±3.1% | 149.59–159.06 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 154.32 | ±3.1% | 149.59–159.06 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 154.33 | ±2.9% | 149.91–158.75 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 153.63 | ±2.8% | 149.34–157.94 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 154.08 | ±3.3% | 148.94–159.22 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 155.04 | ±4.1% | 148.68–161.41 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 157.42 | ±3.7% | 151.52–163.32 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 157.45 | ±3.9% | 151.35–163.55 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 154.93 | ±4.5% | 147.98–161.88 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 154.12 | ±4.0% | 147.90–160.34 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 151.47 | ±4.9% | 144.11–158.84 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 155.06 | ±5.0% | 147.24–162.88 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 155.59 | ±5.0% | 147.76–163.41 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 155.59 | ±5.0% | 147.76–163.41 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 157.87 | ±4.9% | 150.15–165.59 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 157.70 | ±5.0% | 149.76–165.64 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 155.53 | ±4.9% | 147.84–163.22 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 156.93 | ±4.8% | 149.44–164.41 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 154.54 | ±1.7% | 151.91–157.16 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 152.22 | ±2.2% | 148.79–155.65 | 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 | ±0.4% | +0.0% | 区间内 | 152.85 → 152.85 |
| Oct 08, 2026 | Oct 09 | ±1.4% | -0.6% | 区间内 | 153.81 → 152.85 |
| Oct 07, 2026 | Oct 09 | ±1.2% | -0.4% | 区间内 | 153.40 → 152.85 |
| Oct 06, 2026 | Oct 09 | ±1.3% | +0.5% | 区间内 | 152.06 → 152.85 |
| Oct 05, 2026 | Oct 09 | ±1.5% | -0.4% | 区间内 | 153.41 → 152.85 |
| Oct 02, 2026 | Oct 09 | ±1.9% | +0.3% | 区间内 | 152.39 → 152.85 |
| Oct 01, 2026 | Oct 09 | ±2.3% | +1.2% | 区间内 | 151.02 → 152.85 |
| Sep 23, 2026 | Oct 09 | ±2.9% | -1.0% | 区间内 | 154.32 → 152.85 |
| Sep 22, 2026 | Oct 09 | ±2.9% | -1.0% | 区间内 | 154.32 → 152.85 |
| Sep 21, 2026 | Oct 09 | ±3.2% | -1.0% | 区间内 | 154.33 → 152.85 |
| Sep 18, 2026 | Oct 09 | ±3.1% | -0.5% | 区间内 | 153.63 → 152.85 |
| Sep 17, 2026 | Oct 09 | ±3.2% | -0.8% | 区间内 | 154.08 → 152.85 |
| Sep 16, 2026 | Oct 09 | ±3.1% | -1.4% | 区间内 | 155.04 → 152.85 |
| Sep 15, 2026 | Oct 09 | ±3.0% | -2.9% | 区间内 | 157.42 → 152.85 |
| Sep 14, 2026 | Oct 09 | ±2.9% | -2.9% | 区间内 | 157.45 → 152.85 |
| Sep 11, 2026 | Oct 09 | ±3.5% | -1.3% | 区间内 | 154.93 → 152.85 |
| Sep 10, 2026 | Oct 09 | ±3.4% | -0.8% | 区间内 | 154.12 → 152.85 |
| Sep 09, 2026 | Oct 09 | ±4.1% | +0.9% | 区间内 | 151.47 → 152.85 |
| Sep 08, 2026 | Oct 09 | ±4.9% | -1.4% | 区间内 | 155.06 → 152.85 |
| Sep 07, 2026 | Oct 09 | ±4.9% | -1.8% | 区间内 | 155.59 → 152.85 |
| Sep 04, 2026 | Oct 09 | ±4.9% | -1.8% | 区间内 | 155.59 → 152.85 |
| Sep 03, 2026 | Oct 09 | ±4.5% | -3.2% | 区间内 | 157.87 → 152.85 |
| Sep 02, 2026 | Oct 09 | ±4.6% | -3.1% | 区间内 | 157.70 → 152.85 |
| Sep 01, 2026 | Oct 09 | ±4.6% | -1.7% | 区间内 | 155.53 → 152.85 |
| Aug 31, 2026 | Oct 09 | ±4.5% | -2.6% | 区间内 | 156.93 → 152.85 |
| Oct 02, 2026 | Oct 02 | ±0.3% | +0.0% | 区间内 | 152.39 → 152.39 |
| Oct 01, 2026 | Oct 02 | ±1.4% | +0.9% | 区间内 | 151.02 → 152.39 |
| Sep 23, 2026 | Oct 02 | ±2.0% | -1.3% | 区间内 | 154.32 → 152.39 |
| Sep 22, 2026 | Oct 02 | ±2.0% | -1.3% | 区间内 | 154.32 → 152.39 |
| Sep 21, 2026 | Oct 02 | ±2.2% | -1.3% | 区间内 | 154.33 → 152.39 |
| Sep 18, 2026 | Oct 02 | ±1.9% | -0.8% | 区间内 | 153.63 → 152.39 |
| Sep 17, 2026 | Oct 02 | ±2.8% | -1.1% | 区间内 | 154.08 → 152.39 |
| Sep 16, 2026 | Oct 02 | ±2.7% | -1.7% | 区间内 | 155.04 → 152.39 |
| Sep 15, 2026 | Oct 02 | ±2.3% | -3.2% | 区间外 | 157.42 → 152.39 |
| Sep 14, 2026 | Oct 02 | ±2.7% | -3.2% | 区间外 | 157.45 → 152.39 |
| Sep 11, 2026 | Oct 02 | ±3.1% | -1.6% | 区间内 | 154.93 → 152.39 |
| Sep 10, 2026 | Oct 02 | ±2.9% | -1.1% | 区间内 | 154.12 → 152.39 |
| Sep 09, 2026 | Oct 02 | ±3.9% | +0.6% | 区间内 | 151.47 → 152.39 |
| Sep 08, 2026 | Oct 02 | ±4.4% | -1.7% | 区间内 | 155.06 → 152.39 |
| Sep 07, 2026 | Oct 02 | ±4.4% | -2.1% | 区间内 | 155.59 → 152.39 |
| Sep 04, 2026 | Oct 02 | ±4.4% | -2.1% | 区间内 | 155.59 → 152.39 |
| Sep 03, 2026 | Oct 02 | ±3.6% | -3.5% | 区间内 | 157.87 → 152.39 |
| Sep 02, 2026 | Oct 02 | ±4.3% | -3.4% | 区间内 | 157.70 → 152.39 |
| Sep 01, 2026 | Oct 02 | ±4.4% | -2.0% | 区间内 | 155.53 → 152.39 |
| Aug 31, 2026 | Oct 02 | ±4.0% | -2.9% | 区间内 | 156.93 → 152.39 |
| Sep 23, 2026 | Sep 25 | ±1.5% | -1.1% | 区间内 | 154.32 → 152.68 |
| Sep 22, 2026 | Sep 25 | ±1.5% | -1.1% | 区间内 | 154.32 → 152.68 |
| Sep 21, 2026 | Sep 25 | ±1.5% | -1.1% | 区间内 | 154.33 → 152.68 |
| Sep 18, 2026 | Sep 25 | ±1.8% | -0.6% | 区间内 | 153.63 → 152.68 |
| Sep 17, 2026 | Sep 25 | ±1.9% | -0.9% | 区间内 | 154.08 → 152.68 |
| Sep 16, 2026 | Sep 25 | ±1.9% | -1.5% | 区间内 | 155.04 → 152.68 |
| Sep 15, 2026 | Sep 25 | ±2.6% | -3.0% | 区间外 | 157.42 → 152.68 |
| Sep 14, 2026 | Sep 25 | ±1.9% | -3.0% | 区间外 | 157.45 → 152.68 |
| Sep 11, 2026 | Sep 25 | ±2.3% | -1.5% | 区间内 | 154.93 → 152.68 |
| Sep 10, 2026 | Sep 25 | ±2.2% | -0.9% | 区间内 | 154.12 → 152.68 |
| Sep 09, 2026 | Sep 25 | ±2.9% | +0.8% | 区间内 | 151.47 → 152.68 |
| Sep 08, 2026 | Sep 25 | ±3.5% | -1.5% | 区间内 | 155.06 → 152.68 |
| Sep 07, 2026 | Sep 25 | ±3.5% | -1.9% | 区间内 | 155.59 → 152.68 |
| Sep 04, 2026 | Sep 25 | ±3.5% | -1.9% | 区间内 | 155.59 → 152.68 |
| Sep 03, 2026 | Sep 25 | ±3.5% | -3.3% | 区间内 | 157.87 → 152.68 |
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.