RUT 预期波动历史 Russell 2000 Index
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3
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±0.2%
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 02 | Sep 02 | 0 | 2,953.17 | ±0.1% | 2,951.14–2,955.19 | em-1.0 |
| Sep 01 | Sep 02 | 1 | 2,920.13 | ±0.7% | 2,900.03–2,940.23 | em-1.0 |
| Aug 31 | Sep 02 | 2 | 2,956.45 | ±0.8% | 2,931.90–2,981.00 | em-1.0 |
| Sep 02 | Sep 03 | 1 | 2,953.17 | ±0.7% | 2,933.87–2,972.47 | em-1.0 |
| Sep 01 | Sep 03 | 2 | 2,920.13 | ±1.1% | 2,889.28–2,950.98 | em-1.0 |
| Aug 31 | Sep 03 | 3 | 2,956.45 | ±1.1% | 2,925.10–2,987.80 | em-1.0 |
| Sep 02 | Sep 04 | 2 | 2,953.17 | ±1.1% | 2,921.92–2,984.42 | em-1.0 |
| Sep 01 | Sep 04 | 3 | 2,920.13 | ±1.5% | 2,876.98–2,963.28 | em-1.0 |
| Aug 31 | Sep 04 | 4 | 2,956.45 | ±1.4% | 2,915.75–2,997.15 | em-1.0 |
| Sep 02 | Sep 08 | 6 | 2,953.17 | ±1.4% | 2,912.92–2,993.42 | em-1.0 |
| Sep 01 | Sep 08 | 7 | 2,920.13 | ±1.8% | 2,868.08–2,972.18 | em-1.0 |
| Aug 31 | Sep 08 | 8 | 2,956.45 | ±1.6% | 2,908.60–3,004.30 | em-1.0 |
| Sep 02 | Sep 09 | 7 | 2,953.17 | ±1.5% | 2,907.87–2,998.47 | em-1.0 |
| Sep 01 | Sep 09 | 8 | 2,920.13 | ±1.9% | 2,863.23–2,977.03 | em-1.0 |
| Aug 31 | Sep 09 | 9 | 2,956.45 | ±1.8% | 2,904.40–3,008.50 | em-1.0 |
| Sep 02 | Sep 10 | 8 | 2,953.17 | ±1.7% | 2,902.77–3,003.57 | em-1.0 |
| Sep 01 | Sep 10 | 9 | 2,920.13 | ±2.1% | 2,858.43–2,981.83 | em-1.0 |
| Aug 31 | Sep 10 | 10 | 2,956.45 | ±1.9% | 2,900.15–3,012.75 | em-1.0 |
| Sep 02 | Sep 11 | 9 | 2,953.17 | ±2.0% | 2,894.32–3,012.02 | em-1.0 |
| Sep 01 | Sep 11 | 10 | 2,920.13 | ±2.4% | 2,850.83–2,989.43 | em-1.0 |
| Aug 31 | Sep 11 | 11 | 2,956.45 | ±2.1% | 2,893.25–3,019.65 | em-1.0 |
| Sep 02 | Sep 14 | 12 | 2,953.17 | ±2.2% | 2,889.42–3,016.92 | em-1.0 |
| Sep 01 | Sep 14 | 13 | 2,920.13 | ±2.5% | 2,846.08–2,994.18 | em-1.0 |
| Aug 31 | Sep 14 | 14 | 2,956.45 | ±2.3% | 2,888.70–3,024.20 | em-1.0 |
| Sep 02 | Sep 15 | 13 | 2,953.17 | ±2.3% | 2,885.82–3,020.52 | em-1.0 |
| Sep 01 | Sep 15 | 14 | 2,920.13 | ±2.7% | 2,842.58–2,997.68 | em-1.0 |
| Aug 31 | Sep 15 | 15 | 2,956.45 | ±2.4% | 2,885.75–3,027.15 | em-1.0 |
| Sep 02 | Sep 16 | 14 | 2,953.17 | ±2.6% | 2,875.97–3,030.37 | em-1.0 |
| Sep 01 | Sep 16 | 15 | 2,920.13 | ±3.0% | 2,833.68–3,006.58 | em-1.0 |
| Sep 02 | Sep 17 | 15 | 2,953.17 | ±2.8% | 2,871.27–3,035.07 | 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 01, 2026 | Sep 01 | ±0.0% | +0.0% | 区间内 | 2,920.13 → 2,920.13 |
| Aug 31, 2026 | Sep 01 | ±0.6% | -1.2% | 区间外 | 2,956.45 → 2,920.13 |
| Aug 31, 2026 | Aug 31 | ±0.1% | +0.0% | 区间内 | 2,956.45 → 2,956.45 |
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.