RUT история ожидаемого движения Russell 2000 Index
Каждый торговый день после закрытия рынка мы фиксируем, что опционный рынок закладывал в цены — по каждой экспирации, до того как исход стал известен. Когда экспирация наступает, фактический результат записывается рядом с исходной оценкой. Оценки никогда не пересматриваются задним числом. Как читать эту статистику · запись ведётся с Aug 31, 2026
Сравнения разрешены200
Закрытие внутри диапазона51%
|Фактическое| ниже ожидаемого51%
Среднее ожидаемое движение±2.5%
Среднее |фактическое| движение2.6%
Средняя абс. ошибка1.0pt
Подразумеваемая vs реализованная, по экспирации
Для каждой экспирации: янтарный контур — ожидаемое движение, зафиксированное ближе всего к дате экспирации; сплошная полоса — фактическое движение акции. Под полосами указаны значения со знаком.
ожидаемое (зафиксировано)фактический
Зафиксировано в данный момент (ожидается исход)
| Снимок | Истекает | DTE | Спот на тот момент | Ожидаемое движение | Диапазон | Метод |
|---|---|---|---|---|---|---|
| Oct 16 | Oct 19 | 3 | 2,721.37 | ±1.0% | 2,693.12–2,749.62 | em-1.0 |
| Oct 14 | Oct 19 | 5 | 2,729.53 | ±1.5% | 2,688.43–2,770.63 | em-1.0 |
| Oct 13 | Oct 19 | 6 | 2,783.37 | ±1.6% | 2,737.87–2,828.87 | em-1.0 |
| Oct 09 | Oct 19 | 10 | 2,806.98 | ±1.9% | 2,754.08–2,859.88 | em-1.0 |
| Oct 08 | Oct 19 | 11 | 2,794.13 | ±2.3% | 2,731.23–2,857.03 | em-1.0 |
| Oct 07 | Oct 19 | 12 | 2,793.20 | ±2.4% | 2,727.10–2,859.30 | em-1.0 |
| Oct 06 | Oct 19 | 13 | 2,830.30 | ±2.5% | 2,760.95–2,899.65 | em-1.0 |
| Oct 05 | Oct 19 | 14 | 2,847.14 | ±2.6% | 2,773.64–2,920.64 | em-1.0 |
| Oct 02 | Oct 19 | 17 | 2,832.89 | ±2.8% | 2,753.99–2,911.79 | em-1.0 |
| Oct 19 | Oct 20 | 1 | 2,728.30 | ±0.8% | 2,707.55–2,749.05 | em-1.0 |
| Oct 16 | Oct 20 | 4 | 2,721.37 | ±1.4% | 2,684.57–2,758.17 | em-1.0 |
| Oct 14 | Oct 20 | 6 | 2,729.53 | ±1.7% | 2,683.03–2,776.03 | em-1.0 |
| Oct 13 | Oct 20 | 7 | 2,783.37 | ±1.8% | 2,733.82–2,832.92 | em-1.0 |
| Oct 09 | Oct 20 | 11 | 2,806.98 | ±2.0% | 2,750.18–2,863.78 | em-1.0 |
| Oct 08 | Oct 20 | 12 | 2,794.13 | ±2.4% | 2,727.48–2,860.78 | em-1.0 |
| Oct 07 | Oct 20 | 13 | 2,793.20 | ±2.5% | 2,723.35–2,863.05 | em-1.0 |
| Oct 06 | Oct 20 | 14 | 2,830.30 | ±2.6% | 2,757.50–2,903.10 | em-1.0 |
| Oct 05 | Oct 20 | 15 | 2,847.14 | ±2.7% | 2,770.09–2,924.19 | em-1.0 |
| Oct 19 | Oct 21 | 2 | 2,728.30 | ±1.1% | 2,698.35–2,758.25 | em-1.0 |
| Oct 16 | Oct 21 | 5 | 2,721.37 | ±1.6% | 2,677.57–2,765.17 | em-1.0 |
| Oct 14 | Oct 21 | 7 | 2,729.53 | ±1.9% | 2,678.08–2,780.98 | em-1.0 |
| Oct 13 | Oct 21 | 8 | 2,783.37 | ±1.9% | 2,730.07–2,836.67 | em-1.0 |
| Oct 09 | Oct 21 | 12 | 2,806.98 | ±2.1% | 2,746.68–2,867.28 | em-1.0 |
| Oct 08 | Oct 21 | 13 | 2,794.13 | ±2.5% | 2,723.98–2,864.28 | em-1.0 |
| Oct 07 | Oct 21 | 14 | 2,793.20 | ±2.6% | 2,719.60–2,866.80 | em-1.0 |
| Oct 06 | Oct 21 | 15 | 2,830.30 | ±2.7% | 2,753.85–2,906.75 | em-1.0 |
| Oct 19 | Oct 22 | 3 | 2,728.30 | ±1.4% | 2,690.65–2,765.95 | em-1.0 |
| Oct 16 | Oct 22 | 6 | 2,721.37 | ±1.8% | 2,671.17–2,771.57 | em-1.0 |
| Oct 14 | Oct 22 | 8 | 2,729.53 | ±2.1% | 2,673.13–2,785.93 | em-1.0 |
| Oct 13 | Oct 22 | 9 | 2,783.37 | ±2.1% | 2,726.07–2,840.67 | em-1.0 |
Сохранённые снимки
| Снимок | Истёкшие | Ожидаемое | Фактический | Внутри диапазона? | Спот → закрытие |
|---|---|---|---|---|---|
| Oct 16, 2026 | Oct 16 | ±0.1% | +0.0% | внутри | 2,721.37 → 2,721.37 |
| Oct 14, 2026 | Oct 16 | ±1.3% | -0.3% | внутри | 2,729.53 → 2,721.37 |
| Oct 13, 2026 | Oct 16 | ±1.5% | -2.2% | за пределами | 2,783.37 → 2,721.37 |
| Oct 09, 2026 | Oct 16 | ±1.7% | -3.0% | за пределами | 2,806.98 → 2,721.37 |
| Oct 08, 2026 | Oct 16 | ±2.1% | -2.6% | за пределами | 2,794.13 → 2,721.37 |
| Oct 07, 2026 | Oct 16 | ±2.2% | -2.6% | за пределами | 2,793.20 → 2,721.37 |
| Oct 06, 2026 | Oct 16 | ±2.3% | -3.8% | за пределами | 2,830.30 → 2,721.37 |
| Oct 05, 2026 | Oct 16 | ±2.4% | -4.4% | за пределами | 2,847.14 → 2,721.37 |
| Oct 02, 2026 | Oct 16 | ±2.6% | -3.9% | за пределами | 2,832.89 → 2,721.37 |
| Oct 01, 2026 | Oct 16 | ±3.2% | -3.0% | внутри | 2,806.62 → 2,721.37 |
| Sep 23, 2026 | Oct 16 | ±3.4% | -5.8% | за пределами | 2,889.92 → 2,721.37 |
| Sep 22, 2026 | Oct 16 | ±3.4% | -5.8% | за пределами | 2,889.92 → 2,721.37 |
| Sep 21, 2026 | Oct 16 | ±3.5% | -5.4% | за пределами | 2,875.36 → 2,721.37 |
| Sep 18, 2026 | Oct 16 | ±3.7% | -4.9% | за пределами | 2,860.40 → 2,721.37 |
| Sep 17, 2026 | Oct 16 | ±3.8% | -5.3% | за пределами | 2,874.63 → 2,721.37 |
| Sep 16, 2026 | Oct 16 | ±4.3% | -4.8% | за пределами | 2,858.81 → 2,721.37 |
| Sep 15, 2026 | Oct 16 | ±4.4% | -5.2% | за пределами | 2,870.29 → 2,721.37 |
| Sep 14, 2026 | Oct 16 | ±4.4% | -5.9% | за пределами | 2,892.24 → 2,721.37 |
| Sep 11, 2026 | Oct 16 | ±4.4% | -6.3% | за пределами | 2,903.94 → 2,721.37 |
| Sep 10, 2026 | Oct 16 | ±5.0% | -5.9% | за пределами | 2,890.95 → 2,721.37 |
| Sep 09, 2026 | Oct 16 | ±4.7% | -6.8% | за пределами | 2,921.23 → 2,721.37 |
| Sep 08, 2026 | Oct 16 | ±4.5% | -8.1% | за пределами | 2,960.20 → 2,721.37 |
| Sep 07, 2026 | Oct 16 | ±4.5% | -8.5% | за пределами | 2,975.65 → 2,721.37 |
| Sep 04, 2026 | Oct 16 | ±4.5% | -8.5% | за пределами | 2,975.65 → 2,721.37 |
| Sep 03, 2026 | Oct 16 | ±4.6% | -8.3% | за пределами | 2,968.27 → 2,721.37 |
| Sep 02, 2026 | Oct 16 | ±4.9% | -7.8% | за пределами | 2,953.17 → 2,721.37 |
| Sep 01, 2026 | Oct 16 | ±5.1% | -6.8% | за пределами | 2,920.13 → 2,721.37 |
| Aug 31, 2026 | Oct 16 | ±4.8% | -8.0% | за пределами | 2,956.45 → 2,721.37 |
| Oct 14, 2026 | Oct 15 | ±0.9% | +1.4% | за пределами | 2,729.53 → 2,767.27 |
| Oct 13, 2026 | Oct 15 | ±1.2% | -0.6% | внутри | 2,783.37 → 2,767.27 |
| Oct 09, 2026 | Oct 15 | ±1.5% | -1.4% | внутри | 2,806.98 → 2,767.27 |
| Oct 08, 2026 | Oct 15 | ±1.9% | -1.0% | внутри | 2,794.13 → 2,767.27 |
| Oct 07, 2026 | Oct 15 | ±2.0% | -0.9% | внутри | 2,793.20 → 2,767.27 |
| Oct 06, 2026 | Oct 15 | ±2.1% | -2.2% | за пределами | 2,830.30 → 2,767.27 |
| Oct 05, 2026 | Oct 15 | ±2.2% | -2.8% | за пределами | 2,847.14 → 2,767.27 |
| Oct 02, 2026 | Oct 15 | ±2.5% | -2.3% | внутри | 2,832.89 → 2,767.27 |
| Oct 01, 2026 | Oct 15 | ±3.0% | -1.4% | внутри | 2,806.62 → 2,767.27 |
| Oct 14, 2026 | Oct 14 | ±0.1% | +0.0% | внутри | 2,729.53 → 2,729.53 |
| Oct 13, 2026 | Oct 14 | ±1.0% | -1.9% | за пределами | 2,783.37 → 2,729.53 |
| Oct 09, 2026 | Oct 14 | ±1.3% | -2.8% | за пределами | 2,806.98 → 2,729.53 |
| Oct 08, 2026 | Oct 14 | ±1.7% | -2.3% | за пределами | 2,794.13 → 2,729.53 |
| Oct 07, 2026 | Oct 14 | ±1.8% | -2.3% | за пределами | 2,793.20 → 2,729.53 |
| Oct 06, 2026 | Oct 14 | ±2.0% | -3.6% | за пределами | 2,830.30 → 2,729.53 |
| Oct 05, 2026 | Oct 14 | ±2.1% | -4.1% | за пределами | 2,847.14 → 2,729.53 |
| Oct 02, 2026 | Oct 14 | ±2.3% | -3.6% | за пределами | 2,832.89 → 2,729.53 |
| Oct 01, 2026 | Oct 14 | ±2.9% | -2.7% | внутри | 2,806.62 → 2,729.53 |
| Oct 13, 2026 | Oct 13 | ±0.0% | +0.0% | внутри | 2,783.37 → 2,783.37 |
| Oct 09, 2026 | Oct 13 | ±0.9% | -0.8% | внутри | 2,806.98 → 2,783.37 |
| Oct 08, 2026 | Oct 13 | ±1.4% | -0.4% | внутри | 2,794.13 → 2,783.37 |
| Oct 07, 2026 | Oct 13 | ±1.5% | -0.4% | внутри | 2,793.20 → 2,783.37 |
| Oct 06, 2026 | Oct 13 | ±1.7% | -1.7% | за пределами | 2,830.30 → 2,783.37 |
| Oct 05, 2026 | Oct 13 | ±1.8% | -2.2% | за пределами | 2,847.14 → 2,783.37 |
| Oct 02, 2026 | Oct 13 | ±2.1% | -1.7% | внутри | 2,832.89 → 2,783.37 |
| Oct 01, 2026 | Oct 13 | ±2.6% | -0.8% | внутри | 2,806.62 → 2,783.37 |
| Oct 09, 2026 | Oct 12 | ±0.7% | -0.4% | внутри | 2,806.98 → 2,794.48 |
| Oct 08, 2026 | Oct 12 | ±1.1% | +0.0% | внутри | 2,794.13 → 2,794.48 |
| Oct 07, 2026 | Oct 12 | ±1.3% | +0.0% | внутри | 2,793.20 → 2,794.48 |
| Oct 06, 2026 | Oct 12 | ±1.5% | -1.3% | внутри | 2,830.30 → 2,794.48 |
| Oct 05, 2026 | Oct 12 | ±1.6% | -1.8% | за пределами | 2,847.14 → 2,794.48 |
| Oct 02, 2026 | Oct 12 | ±1.9% | -1.4% | внутри | 2,832.89 → 2,794.48 |
Результаты сравнивают зафиксированный диапазон с ценой закрытия на день экспирации. Версия метода указана в каждой строке, если она отличается; текущая: em-1.0.