SMH histórico de movimento esperado VanEck Semiconductor ETF
A cada dia útil, após o fechamento, registramos o que o mercado de opções estava precificando — por expiração, antes de o resultado ser conhecido. Quando uma expiração passa, o resultado é registrado ao lado da estimativa original. As estimativas nunca são revisadas após o fato. Como interpretar estas estatísticas · registrando desde Aug 31, 2026
Comparações resolvidas200
Fechar dentro do intervalo38%
|Real| abaixo do esperado38%
Movimento esperado médio±4.3%
Movimento |real| médio6.2%
Erro médio absoluto3.5pt
Implícita vs. realizada, por vencimento
Para cada expiração: o contorno âmbar é o movimento esperado registrado mais próximo do vencimento; a barra sólida é o que a ação realmente fez. Os valores com sinal aparecem abaixo das barras.
esperado (registrado)real
Atualmente registado (a aguardar resultado)
| Snapshot | Expira | DTE | Spot na época | Movimento esperado | Intervalo | Método |
|---|---|---|---|---|---|---|
| Oct 20 | Oct 23 | 3 | 556.00 | ±3.3% | 537.60–574.40 | em-1.0 |
| Oct 19 | Oct 23 | 4 | 550.13 | ±3.6% | 530.34–569.93 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 542.00 | ±4.5% | 517.52–566.48 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 563.32 | ±4.9% | 535.92–590.72 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 589.75 | ±4.6% | 562.60–616.90 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 603.51 | ±4.9% | 574.08–632.93 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 607.80 | ±5.2% | 576.15–639.45 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 625.30 | ±4.8% | 595.40–655.20 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 632.25 | ±4.8% | 601.83–662.67 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 634.50 | ±5.1% | 601.85–667.15 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 630.20 | ±6.1% | 592.00–668.40 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 617.89 | ±6.6% | 577.32–658.47 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 606.48 | ±7.8% | 559.13–653.83 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 606.00 | ±7.8% | 558.65–653.35 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 596.33 | ±8.1% | 548.21–644.46 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 571.95 | ±8.0% | 526.35–617.55 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 560.40 | ±8.2% | 514.62–606.17 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 545.50 | ±8.6% | 498.52–592.48 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 542.63 | ±8.5% | 496.50–588.75 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 543.97 | ±8.6% | 497.37–590.57 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 568.02 | ±8.9% | 517.62–618.42 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 560.80 | ±9.5% | 507.40–614.20 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 573.72 | ±9.8% | 517.75–629.70 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 573.60 | ±10.3% | 514.67–632.52 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 565.59 | ±10.1% | 508.29–622.89 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 566.38 | ±10.2% | 508.76–624.01 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 552.60 | ±9.5% | 500.07–605.12 | em-1.0 |
| Oct 20 | Oct 26 | 6 | 556.00 | ±3.8% | 534.92–577.08 | em-1.0 |
| Oct 19 | Oct 26 | 7 | 550.13 | ±3.9% | 528.41–571.86 | em-1.0 |
| Oct 16 | Oct 26 | 10 | 542.00 | ±4.9% | 515.55–568.45 | em-1.0 |
Snapshots encerrados
| Snapshot | Expirado | Esperado | Real | Dentro do intervalo? | Spot → fechamento |
|---|---|---|---|---|---|
| Oct 19, 2026 | Oct 19 | ±0.5% | -0.3% | dentro | 550.13 → 548.46 |
| Oct 16, 2026 | Oct 19 | ±2.4% | +1.2% | dentro | 542.00 → 548.46 |
| Oct 14, 2026 | Oct 19 | ±3.5% | -2.6% | dentro | 563.32 → 548.46 |
| Oct 13, 2026 | Oct 19 | ±3.3% | -7.0% | fora | 589.75 → 548.46 |
| Oct 09, 2026 | Oct 19 | ±3.7% | -9.1% | fora | 603.51 → 548.46 |
| Oct 08, 2026 | Oct 19 | ±4.3% | -9.8% | fora | 607.80 → 548.46 |
| Oct 07, 2026 | Oct 19 | ±3.9% | -12.3% | fora | 625.30 → 548.46 |
| Oct 06, 2026 | Oct 19 | ±4.0% | -13.3% | fora | 632.25 → 548.46 |
| Oct 05, 2026 | Oct 19 | ±4.3% | -13.6% | fora | 634.50 → 548.46 |
| Oct 16, 2026 | Oct 16 | ±0.5% | -0.4% | dentro | 542.00 → 539.79 |
| Oct 14, 2026 | Oct 16 | ±3.2% | -4.2% | fora | 563.32 → 539.79 |
| Oct 13, 2026 | Oct 16 | ±3.0% | -8.5% | fora | 589.75 → 539.79 |
| Oct 09, 2026 | Oct 16 | ±3.5% | -10.6% | fora | 603.51 → 539.79 |
| Oct 08, 2026 | Oct 16 | ±3.8% | -11.2% | fora | 607.80 → 539.79 |
| Oct 07, 2026 | Oct 16 | ±3.6% | -13.7% | fora | 625.30 → 539.79 |
| Oct 06, 2026 | Oct 16 | ±3.6% | -14.6% | fora | 632.25 → 539.79 |
| Oct 05, 2026 | Oct 16 | ±3.8% | -14.9% | fora | 634.50 → 539.79 |
| Oct 02, 2026 | Oct 16 | ±4.5% | -14.3% | fora | 630.20 → 539.79 |
| Oct 01, 2026 | Oct 16 | ±5.1% | -12.6% | fora | 617.89 → 539.79 |
| Sep 23, 2026 | Oct 16 | ±6.9% | -11.0% | fora | 606.48 → 539.79 |
| Sep 22, 2026 | Oct 16 | ±6.9% | -10.9% | fora | 606.00 → 539.79 |
| Sep 21, 2026 | Oct 16 | ±7.1% | -9.5% | fora | 596.33 → 539.79 |
| Sep 18, 2026 | Oct 16 | ±6.9% | -5.6% | dentro | 571.95 → 539.79 |
| Sep 17, 2026 | Oct 16 | ±7.2% | -3.7% | dentro | 560.40 → 539.79 |
| Sep 16, 2026 | Oct 16 | ±8.0% | -1.0% | dentro | 545.50 → 539.79 |
| Sep 15, 2026 | Oct 16 | ±7.5% | -0.5% | dentro | 542.63 → 539.79 |
| Sep 14, 2026 | Oct 16 | ±7.8% | -0.8% | dentro | 543.97 → 539.79 |
| Sep 11, 2026 | Oct 16 | ±7.9% | -5.0% | dentro | 568.02 → 539.79 |
| Sep 10, 2026 | Oct 16 | ±8.7% | -3.7% | dentro | 560.80 → 539.79 |
| Sep 09, 2026 | Oct 16 | ±8.8% | -5.9% | dentro | 573.72 → 539.79 |
| Sep 08, 2026 | Oct 16 | ±9.5% | -5.9% | dentro | 573.60 → 539.79 |
| Sep 07, 2026 | Oct 16 | ±9.2% | -4.6% | dentro | 565.59 → 539.79 |
| Sep 04, 2026 | Oct 16 | ±9.2% | -4.7% | dentro | 566.38 → 539.79 |
| Sep 03, 2026 | Oct 16 | ±8.7% | -2.3% | dentro | 552.60 → 539.79 |
| Sep 02, 2026 | Oct 16 | ±9.0% | -1.9% | dentro | 550.50 → 539.79 |
| Sep 01, 2026 | Oct 16 | ±9.2% | -1.1% | dentro | 546.00 → 539.79 |
| Aug 31, 2026 | Oct 16 | ±9.3% | -3.1% | dentro | 556.80 → 539.79 |
| Oct 14, 2026 | Oct 15 | ±2.4% | -0.8% | dentro | 563.32 → 558.84 |
| Oct 13, 2026 | Oct 15 | ±2.6% | -5.2% | fora | 589.75 → 558.84 |
| Oct 09, 2026 | Oct 15 | ±3.0% | -7.4% | fora | 603.51 → 558.84 |
| Oct 08, 2026 | Oct 15 | ±3.5% | -8.1% | fora | 607.80 → 558.84 |
| Oct 07, 2026 | Oct 15 | ±3.3% | -10.6% | fora | 625.30 → 558.84 |
| Oct 06, 2026 | Oct 15 | ±3.4% | -11.6% | fora | 632.25 → 558.84 |
| Oct 05, 2026 | Oct 15 | ±3.7% | -11.9% | fora | 634.50 → 558.84 |
| Oct 02, 2026 | Oct 15 | ±4.2% | -11.3% | fora | 630.20 → 558.84 |
| Oct 01, 2026 | Oct 15 | ±4.8% | -9.6% | fora | 617.89 → 558.84 |
| Oct 14, 2026 | Oct 14 | ±0.6% | +0.3% | dentro | 563.32 → 564.74 |
| Oct 13, 2026 | Oct 14 | ±1.9% | -4.2% | fora | 589.75 → 564.74 |
| Oct 09, 2026 | Oct 14 | ±2.5% | -6.4% | fora | 603.51 → 564.74 |
| Oct 08, 2026 | Oct 14 | ±3.1% | -7.1% | fora | 607.80 → 564.74 |
| Oct 07, 2026 | Oct 14 | ±3.0% | -9.7% | fora | 625.30 → 564.74 |
| Oct 06, 2026 | Oct 14 | ±3.1% | -10.7% | fora | 632.25 → 564.74 |
| Oct 05, 2026 | Oct 14 | ±3.5% | -11.0% | fora | 634.50 → 564.74 |
| Oct 02, 2026 | Oct 14 | ±3.9% | -10.4% | fora | 630.20 → 564.74 |
| Oct 01, 2026 | Oct 14 | ±4.7% | -8.6% | fora | 617.89 → 564.74 |
| Oct 13, 2026 | Oct 13 | ±0.6% | -0.3% | dentro | 589.75 → 588.12 |
| Oct 09, 2026 | Oct 13 | ±1.8% | -2.5% | fora | 603.51 → 588.12 |
| Oct 08, 2026 | Oct 13 | ±2.7% | -3.2% | fora | 607.80 → 588.12 |
| Oct 07, 2026 | Oct 13 | ±2.6% | -5.9% | fora | 625.30 → 588.12 |
| Oct 06, 2026 | Oct 13 | ±2.7% | -7.0% | fora | 632.25 → 588.12 |
Os resultados comparam o intervalo registado com o preço de fecho no dia de expiração. A versão do método é indicada por linha quando difere; atual: em-1.0.