SCHW 预期波动历史 The Charles Schwab Corporation
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33%
|实际值| 低于预期值33%
平均预期波动幅度±4.1%
平均|实际|波动幅度6.8%
平均绝对误差3.3pt
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 19 | Oct 23 | 4 | 89.50 | ±2.4% | 87.34–91.66 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 91.96 | ±2.9% | 89.31–94.61 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 96.80 | ±4.8% | 92.18–101.42 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 96.18 | ±5.0% | 91.40–100.96 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 96.85 | ±5.2% | 91.77–101.94 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 96.52 | ±5.3% | 91.37–101.66 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 95.37 | ±5.7% | 89.97–100.77 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 96.93 | ±5.5% | 91.60–102.26 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 98.00 | ±5.5% | 92.58–103.42 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 96.85 | ±6.2% | 90.86–102.84 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 98.37 | ±6.1% | 92.36–104.38 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 100.64 | ±7.3% | 93.29–107.99 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 100.55 | ±7.3% | 93.20–107.90 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 106.88 | ±6.9% | 99.53–114.23 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 105.73 | ±6.8% | 98.53–112.93 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 104.63 | ±7.2% | 97.13–112.13 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 105.35 | ±7.4% | 97.60–113.10 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 108.02 | ±7.3% | 100.15–115.90 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 107.30 | ±7.5% | 99.20–115.40 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 107.00 | ±7.4% | 99.07–114.93 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 106.94 | ±7.5% | 98.89–114.99 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 106.71 | ±7.8% | 98.41–115.01 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 107.49 | ±8.0% | 98.89–116.09 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 109.29 | ±7.9% | 100.61–117.97 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 109.28 | ±7.8% | 100.70–117.86 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 110.16 | ±7.6% | 101.78–118.53 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 89.50 | ±3.7% | 86.19–92.81 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 91.96 | ±3.9% | 88.36–95.56 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 96.80 | ±5.5% | 91.44–102.16 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 96.18 | ±5.7% | 90.67–101.69 | 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 | ±0.3% | +0.0% | 区间内 | 91.96 → 91.96 |
| Oct 14, 2026 | Oct 16 | ±4.1% | -5.0% | 区间外 | 96.80 → 91.96 |
| Oct 13, 2026 | Oct 16 | ±4.1% | -4.4% | 区间外 | 96.18 → 91.96 |
| Oct 09, 2026 | Oct 16 | ±4.4% | -5.0% | 区间外 | 96.85 → 91.96 |
| Oct 08, 2026 | Oct 16 | ±4.6% | -4.7% | 区间外 | 96.52 → 91.96 |
| Oct 07, 2026 | Oct 16 | ±4.9% | -3.6% | 区间内 | 95.37 → 91.96 |
| Oct 06, 2026 | Oct 16 | ±4.7% | -5.1% | 区间外 | 96.93 → 91.96 |
| Oct 05, 2026 | Oct 16 | ±4.9% | -6.2% | 区间外 | 98.00 → 91.96 |
| Oct 02, 2026 | Oct 16 | ±5.4% | -5.0% | 区间内 | 96.85 → 91.96 |
| Oct 01, 2026 | Oct 16 | ±5.5% | -6.5% | 区间外 | 98.37 → 91.96 |
| Sep 23, 2026 | Oct 16 | ±6.5% | -8.6% | 区间外 | 100.64 → 91.96 |
| Sep 22, 2026 | Oct 16 | ±6.5% | -8.5% | 区间外 | 100.55 → 91.96 |
| Sep 21, 2026 | Oct 16 | ±6.0% | -14.0% | 区间外 | 106.88 → 91.96 |
| Sep 18, 2026 | Oct 16 | ±6.3% | -13.0% | 区间外 | 105.73 → 91.96 |
| Sep 17, 2026 | Oct 16 | ±6.5% | -12.1% | 区间外 | 104.63 → 91.96 |
| Sep 16, 2026 | Oct 16 | ±6.2% | -12.7% | 区间外 | 105.35 → 91.96 |
| Sep 15, 2026 | Oct 16 | ±6.4% | -14.9% | 区间外 | 108.02 → 91.96 |
| Sep 14, 2026 | Oct 16 | ±6.9% | -14.3% | 区间外 | 107.30 → 91.96 |
| Sep 11, 2026 | Oct 16 | ±6.8% | -14.1% | 区间外 | 107.00 → 91.96 |
| Sep 10, 2026 | Oct 16 | ±6.9% | -14.0% | 区间外 | 106.94 → 91.96 |
| Sep 09, 2026 | Oct 16 | ±6.8% | -13.8% | 区间外 | 106.71 → 91.96 |
| Sep 08, 2026 | Oct 16 | ±7.0% | -14.4% | 区间外 | 107.49 → 91.96 |
| Sep 07, 2026 | Oct 16 | ±6.9% | -15.9% | 区间外 | 109.29 → 91.96 |
| Sep 04, 2026 | Oct 16 | ±6.8% | -15.8% | 区间外 | 109.28 → 91.96 |
| Sep 03, 2026 | Oct 16 | ±6.8% | -16.5% | 区间外 | 110.16 → 91.96 |
| Sep 02, 2026 | Oct 16 | ±7.0% | -15.1% | 区间外 | 108.36 → 91.96 |
| Sep 01, 2026 | Oct 16 | ±7.1% | -15.2% | 区间外 | 108.39 → 91.96 |
| Aug 31, 2026 | Oct 16 | ±7.1% | -16.4% | 区间外 | 109.95 → 91.96 |
| Oct 09, 2026 | Oct 09 | ±0.4% | -0.2% | 区间内 | 96.85 → 96.70 |
| Oct 08, 2026 | Oct 09 | ±1.1% | +0.2% | 区间内 | 96.52 → 96.70 |
| Oct 07, 2026 | Oct 09 | ±1.7% | +1.4% | 区间内 | 95.37 → 96.70 |
| Oct 06, 2026 | Oct 09 | ±1.8% | -0.2% | 区间内 | 96.93 → 96.70 |
| Oct 05, 2026 | Oct 09 | ±2.1% | -1.3% | 区间内 | 98.00 → 96.70 |
| Oct 02, 2026 | Oct 09 | ±2.6% | -0.2% | 区间内 | 96.85 → 96.70 |
| Oct 01, 2026 | Oct 09 | ±3.1% | -1.7% | 区间内 | 98.37 → 96.70 |
| Sep 23, 2026 | Oct 09 | ±4.7% | -3.9% | 区间内 | 100.64 → 96.70 |
| Sep 22, 2026 | Oct 09 | ±4.7% | -3.8% | 区间内 | 100.55 → 96.70 |
| Sep 21, 2026 | Oct 09 | ±4.2% | -9.5% | 区间外 | 106.88 → 96.70 |
| Sep 18, 2026 | Oct 09 | ±4.4% | -8.5% | 区间外 | 105.73 → 96.70 |
| Sep 17, 2026 | Oct 09 | ±4.8% | -7.6% | 区间外 | 104.63 → 96.70 |
| Sep 16, 2026 | Oct 09 | ±5.3% | -8.2% | 区间外 | 105.35 → 96.70 |
| Sep 15, 2026 | Oct 09 | ±5.2% | -10.5% | 区间外 | 108.02 → 96.70 |
| Sep 14, 2026 | Oct 09 | ±5.3% | -9.9% | 区间外 | 107.30 → 96.70 |
| Sep 11, 2026 | Oct 09 | ±5.5% | -9.6% | 区间外 | 107.00 → 96.70 |
| Sep 10, 2026 | Oct 09 | ±5.7% | -9.6% | 区间外 | 106.94 → 96.70 |
| Sep 09, 2026 | Oct 09 | ±5.7% | -9.4% | 区间外 | 106.71 → 96.70 |
| Sep 08, 2026 | Oct 09 | ±5.7% | -10.0% | 区间外 | 107.49 → 96.70 |
| Sep 07, 2026 | Oct 09 | ±6.0% | -11.5% | 区间外 | 109.29 → 96.70 |
| Sep 04, 2026 | Oct 09 | ±5.9% | -11.5% | 区间外 | 109.28 → 96.70 |
| Sep 03, 2026 | Oct 09 | ±5.8% | -12.2% | 区间外 | 110.16 → 96.70 |
| Sep 02, 2026 | Oct 09 | ±6.4% | -10.8% | 区间外 | 108.36 → 96.70 |
| Sep 01, 2026 | Oct 09 | ±6.3% | -10.8% | 区间外 | 108.39 → 96.70 |
| Aug 31, 2026 | Oct 09 | ±6.3% | -12.1% | 区间外 | 109.95 → 96.70 |
| Oct 02, 2026 | Oct 02 | ±0.4% | -0.2% | 区间内 | 96.85 → 96.70 |
| Oct 01, 2026 | Oct 02 | ±1.8% | -1.7% | 区间内 | 98.37 → 96.70 |
| Sep 23, 2026 | Oct 02 | ±3.7% | -3.9% | 区间外 | 100.64 → 96.70 |
| Sep 22, 2026 | Oct 02 | ±3.7% | -3.8% | 区间外 | 100.55 → 96.70 |
| Sep 21, 2026 | Oct 02 | ±3.3% | -9.5% | 区间外 | 106.88 → 96.70 |
| Sep 18, 2026 | Oct 02 | ±3.5% | -8.5% | 区间外 | 105.73 → 96.70 |
| Sep 17, 2026 | Oct 02 | ±3.9% | -7.6% | 区间外 | 104.63 → 96.70 |
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.