SMH 预期波动历史 VanEck Semiconductor ETF
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200
收盘价处于区间内38%
|实际值| 低于预期值38%
平均预期波动幅度±4.3%
平均|实际|波动幅度6.2%
平均绝对误差3.5pt
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 19 | 0 | 550.13 | ±0.5% | 547.43–552.84 | em-1.0 |
| Oct 16 | Oct 19 | 3 | 542.00 | ±2.4% | 528.90–555.10 | em-1.0 |
| Oct 14 | Oct 19 | 5 | 563.32 | ±3.5% | 543.54–583.10 | em-1.0 |
| Oct 13 | Oct 19 | 6 | 589.75 | ±3.3% | 570.08–609.42 | em-1.0 |
| Oct 09 | Oct 19 | 10 | 603.51 | ±3.7% | 581.11–625.91 | em-1.0 |
| Oct 08 | Oct 19 | 11 | 607.80 | ±4.3% | 581.90–633.70 | em-1.0 |
| Oct 07 | Oct 19 | 12 | 625.30 | ±3.9% | 600.73–649.88 | em-1.0 |
| Oct 06 | Oct 19 | 13 | 632.25 | ±4.0% | 606.90–657.60 | em-1.0 |
| Oct 05 | Oct 19 | 14 | 634.50 | ±4.3% | 607.25–661.75 | 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 |
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 | ±0.5% | -0.4% | 区间内 | 542.00 → 539.79 |
| Oct 14, 2026 | Oct 16 | ±3.2% | -4.2% | 区间外 | 563.32 → 539.79 |
| Oct 13, 2026 | Oct 16 | ±3.0% | -8.5% | 区间外 | 589.75 → 539.79 |
| Oct 09, 2026 | Oct 16 | ±3.5% | -10.6% | 区间外 | 603.51 → 539.79 |
| Oct 08, 2026 | Oct 16 | ±3.8% | -11.2% | 区间外 | 607.80 → 539.79 |
| Oct 07, 2026 | Oct 16 | ±3.6% | -13.7% | 区间外 | 625.30 → 539.79 |
| Oct 06, 2026 | Oct 16 | ±3.6% | -14.6% | 区间外 | 632.25 → 539.79 |
| Oct 05, 2026 | Oct 16 | ±3.8% | -14.9% | 区间外 | 634.50 → 539.79 |
| Oct 02, 2026 | Oct 16 | ±4.5% | -14.3% | 区间外 | 630.20 → 539.79 |
| Oct 01, 2026 | Oct 16 | ±5.1% | -12.6% | 区间外 | 617.89 → 539.79 |
| Sep 23, 2026 | Oct 16 | ±6.9% | -11.0% | 区间外 | 606.48 → 539.79 |
| Sep 22, 2026 | Oct 16 | ±6.9% | -10.9% | 区间外 | 606.00 → 539.79 |
| Sep 21, 2026 | Oct 16 | ±7.1% | -9.5% | 区间外 | 596.33 → 539.79 |
| Sep 18, 2026 | Oct 16 | ±6.9% | -5.6% | 区间内 | 571.95 → 539.79 |
| Sep 17, 2026 | Oct 16 | ±7.2% | -3.7% | 区间内 | 560.40 → 539.79 |
| Sep 16, 2026 | Oct 16 | ±8.0% | -1.0% | 区间内 | 545.50 → 539.79 |
| Sep 15, 2026 | Oct 16 | ±7.5% | -0.5% | 区间内 | 542.63 → 539.79 |
| Sep 14, 2026 | Oct 16 | ±7.8% | -0.8% | 区间内 | 543.97 → 539.79 |
| Sep 11, 2026 | Oct 16 | ±7.9% | -5.0% | 区间内 | 568.02 → 539.79 |
| Sep 10, 2026 | Oct 16 | ±8.7% | -3.7% | 区间内 | 560.80 → 539.79 |
| Sep 09, 2026 | Oct 16 | ±8.8% | -5.9% | 区间内 | 573.72 → 539.79 |
| Sep 08, 2026 | Oct 16 | ±9.5% | -5.9% | 区间内 | 573.60 → 539.79 |
| Sep 07, 2026 | Oct 16 | ±9.2% | -4.6% | 区间内 | 565.59 → 539.79 |
| Sep 04, 2026 | Oct 16 | ±9.2% | -4.7% | 区间内 | 566.38 → 539.79 |
| Sep 03, 2026 | Oct 16 | ±8.7% | -2.3% | 区间内 | 552.60 → 539.79 |
| Sep 02, 2026 | Oct 16 | ±9.0% | -1.9% | 区间内 | 550.50 → 539.79 |
| Sep 01, 2026 | Oct 16 | ±9.2% | -1.1% | 区间内 | 546.00 → 539.79 |
| Aug 31, 2026 | Oct 16 | ±9.3% | -3.1% | 区间内 | 556.80 → 539.79 |
| Oct 14, 2026 | Oct 15 | ±2.4% | -0.8% | 区间内 | 563.32 → 558.84 |
| Oct 13, 2026 | Oct 15 | ±2.6% | -5.2% | 区间外 | 589.75 → 558.84 |
| Oct 09, 2026 | Oct 15 | ±3.0% | -7.4% | 区间外 | 603.51 → 558.84 |
| Oct 08, 2026 | Oct 15 | ±3.5% | -8.1% | 区间外 | 607.80 → 558.84 |
| Oct 07, 2026 | Oct 15 | ±3.3% | -10.6% | 区间外 | 625.30 → 558.84 |
| Oct 06, 2026 | Oct 15 | ±3.4% | -11.6% | 区间外 | 632.25 → 558.84 |
| Oct 05, 2026 | Oct 15 | ±3.7% | -11.9% | 区间外 | 634.50 → 558.84 |
| Oct 02, 2026 | Oct 15 | ±4.2% | -11.3% | 区间外 | 630.20 → 558.84 |
| Oct 01, 2026 | Oct 15 | ±4.8% | -9.6% | 区间外 | 617.89 → 558.84 |
| Oct 14, 2026 | Oct 14 | ±0.6% | +0.3% | 区间内 | 563.32 → 564.74 |
| Oct 13, 2026 | Oct 14 | ±1.9% | -4.2% | 区间外 | 589.75 → 564.74 |
| Oct 09, 2026 | Oct 14 | ±2.5% | -6.4% | 区间外 | 603.51 → 564.74 |
| Oct 08, 2026 | Oct 14 | ±3.1% | -7.1% | 区间外 | 607.80 → 564.74 |
| Oct 07, 2026 | Oct 14 | ±3.0% | -9.7% | 区间外 | 625.30 → 564.74 |
| Oct 06, 2026 | Oct 14 | ±3.1% | -10.7% | 区间外 | 632.25 → 564.74 |
| Oct 05, 2026 | Oct 14 | ±3.5% | -11.0% | 区间外 | 634.50 → 564.74 |
| Oct 02, 2026 | Oct 14 | ±3.9% | -10.4% | 区间外 | 630.20 → 564.74 |
| Oct 01, 2026 | Oct 14 | ±4.7% | -8.6% | 区间外 | 617.89 → 564.74 |
| Oct 13, 2026 | Oct 13 | ±0.6% | -0.3% | 区间内 | 589.75 → 588.12 |
| Oct 09, 2026 | Oct 13 | ±1.8% | -2.5% | 区间外 | 603.51 → 588.12 |
| Oct 08, 2026 | Oct 13 | ±2.7% | -3.2% | 区间外 | 607.80 → 588.12 |
| Oct 07, 2026 | Oct 13 | ±2.6% | -5.9% | 区间外 | 625.30 → 588.12 |
| Oct 06, 2026 | Oct 13 | ±2.7% | -7.0% | 区间外 | 632.25 → 588.12 |
| Oct 05, 2026 | Oct 13 | ±2.8% | -7.3% | 区间外 | 634.50 → 588.12 |
| Oct 02, 2026 | Oct 13 | ±3.5% | -6.7% | 区间外 | 630.20 → 588.12 |
| Oct 01, 2026 | Oct 13 | ±4.1% | -4.8% | 区间外 | 617.89 → 588.12 |
| Oct 09, 2026 | Oct 12 | ±1.4% | -2.1% | 区间外 | 603.51 → 590.99 |
| Oct 08, 2026 | Oct 12 | ±2.1% | -2.8% | 区间外 | 607.80 → 590.99 |
| Oct 07, 2026 | Oct 12 | ±2.3% | -5.5% | 区间外 | 625.30 → 590.99 |
| Oct 06, 2026 | Oct 12 | ±2.4% | -6.5% | 区间外 | 632.25 → 590.99 |
| Oct 05, 2026 | Oct 12 | ±2.7% | -6.9% | 区间外 | 634.50 → 590.99 |
| Oct 02, 2026 | Oct 12 | ±3.0% | -6.2% | 区间外 | 630.20 → 590.99 |
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.