SNAP 预期波动历史 Snap Inc.
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82%
|实际值| 低于预期值82%
平均预期波动幅度±9.3%
平均|实际|波动幅度5.5%
平均绝对误差4.4pt
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 | 6.29 | ±6.8% | 5.86–6.71 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 6.13 | ±6.9% | 5.71–6.55 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 6.08 | ±7.7% | 5.61–6.55 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 6.46 | ±8.0% | 5.94–6.98 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 6.24 | ±8.5% | 5.71–6.77 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 5.87 | ±8.9% | 5.35–6.39 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 5.82 | ±11.7% | 5.14–6.50 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 5.77 | ±10.8% | 5.14–6.39 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 5.60 | ±9.5% | 5.07–6.13 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 5.60 | ±9.4% | 5.08–6.12 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 5.64 | ±10.0% | 5.07–6.20 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 5.64 | ±12.5% | 4.93–6.34 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 5.63 | ±12.5% | 4.92–6.33 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 5.70 | ±15.4% | 4.82–6.58 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 5.56 | ±12.9% | 4.84–6.28 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 5.66 | ±11.3% | 5.02–6.30 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 5.74 | ±16.0% | 4.82–6.66 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 5.84 | ±15.0% | 4.96–6.71 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 5.83 | ±14.9% | 4.96–6.70 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 5.66 | ±14.9% | 4.82–6.51 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 5.50 | ±16.0% | 4.62–6.38 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 5.31 | ±16.6% | 4.43–6.19 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 5.43 | ±16.0% | 4.56–6.30 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 5.47 | ±16.5% | 4.57–6.38 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 5.47 | ±16.5% | 4.57–6.38 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 5.71 | ±31.2% | 3.92–7.49 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 6.29 | ±9.9% | 5.66–6.91 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 6.13 | ±10.3% | 5.50–6.76 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 6.08 | ±10.4% | 5.45–6.71 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 6.46 | ±10.9% | 5.76–7.17 | 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 | ±2.2% | +0.0% | 区间内 | 6.13 → 6.13 |
| Oct 14, 2026 | Oct 16 | ±4.4% | +0.8% | 区间内 | 6.08 → 6.13 |
| Oct 13, 2026 | Oct 16 | ±5.0% | -5.1% | 区间外 | 6.46 → 6.13 |
| Oct 09, 2026 | Oct 16 | ±6.4% | -1.8% | 区间内 | 6.24 → 6.13 |
| Oct 08, 2026 | Oct 16 | ±6.0% | +4.4% | 区间内 | 5.87 → 6.13 |
| Oct 07, 2026 | Oct 16 | ±7.5% | +5.3% | 区间内 | 5.82 → 6.13 |
| Oct 06, 2026 | Oct 16 | ±8.0% | +6.2% | 区间内 | 5.77 → 6.13 |
| Oct 05, 2026 | Oct 16 | ±7.4% | +9.5% | 区间外 | 5.60 → 6.13 |
| Oct 02, 2026 | Oct 16 | ±7.9% | +9.5% | 区间外 | 5.60 → 6.13 |
| Oct 01, 2026 | Oct 16 | ±9.0% | +8.7% | 区间内 | 5.64 → 6.13 |
| Sep 23, 2026 | Oct 16 | ±11.1% | +8.7% | 区间内 | 5.64 → 6.13 |
| Sep 22, 2026 | Oct 16 | ±11.1% | +8.9% | 区间内 | 5.63 → 6.13 |
| Sep 21, 2026 | Oct 16 | ±12.5% | +7.5% | 区间内 | 5.70 → 6.13 |
| Sep 18, 2026 | Oct 16 | ±14.7% | +10.3% | 区间内 | 5.56 → 6.13 |
| Sep 17, 2026 | Oct 16 | ±13.9% | +8.3% | 区间内 | 5.66 → 6.13 |
| Sep 16, 2026 | Oct 16 | ±14.2% | +6.8% | 区间内 | 5.74 → 6.13 |
| Sep 15, 2026 | Oct 16 | ±14.0% | +5.0% | 区间内 | 5.84 → 6.13 |
| Sep 14, 2026 | Oct 16 | ±13.9% | +5.1% | 区间内 | 5.83 → 6.13 |
| Sep 11, 2026 | Oct 16 | ±15.2% | +8.3% | 区间内 | 5.66 → 6.13 |
| Sep 10, 2026 | Oct 16 | ±16.9% | +11.4% | 区间内 | 5.50 → 6.13 |
| Sep 09, 2026 | Oct 16 | ±13.7% | +15.4% | 区间外 | 5.31 → 6.13 |
| Sep 08, 2026 | Oct 16 | ±15.5% | +12.9% | 区间内 | 5.43 → 6.13 |
| Sep 07, 2026 | Oct 16 | ±15.7% | +12.1% | 区间内 | 5.47 → 6.13 |
| Sep 04, 2026 | Oct 16 | ±15.7% | +12.0% | 区间内 | 5.47 → 6.13 |
| Sep 03, 2026 | Oct 16 | ±16.4% | +7.5% | 区间内 | 5.71 → 6.13 |
| Sep 02, 2026 | Oct 16 | ±16.7% | +9.7% | 区间内 | 5.59 → 6.13 |
| Sep 01, 2026 | Oct 16 | ±15.7% | +14.8% | 区间内 | 5.34 → 6.13 |
| Aug 31, 2026 | Oct 16 | ±18.1% | +10.2% | 区间内 | 5.57 → 6.13 |
| Oct 09, 2026 | Oct 09 | ±4.2% | -0.2% | 区间内 | 6.24 → 6.23 |
| Oct 08, 2026 | Oct 09 | ±3.1% | +6.1% | 区间外 | 5.87 → 6.23 |
| Oct 07, 2026 | Oct 09 | ±5.4% | +7.0% | 区间外 | 5.82 → 6.23 |
| Oct 06, 2026 | Oct 09 | ±5.6% | +8.0% | 区间外 | 5.77 → 6.23 |
| Oct 05, 2026 | Oct 09 | ±5.0% | +11.2% | 区间外 | 5.60 → 6.23 |
| Oct 02, 2026 | Oct 09 | ±5.4% | +11.2% | 区间外 | 5.60 → 6.23 |
| Oct 01, 2026 | Oct 09 | ±6.7% | +10.5% | 区间外 | 5.64 → 6.23 |
| Sep 23, 2026 | Oct 09 | ±9.8% | +10.5% | 区间外 | 5.64 → 6.23 |
| Sep 22, 2026 | Oct 09 | ±9.8% | +10.7% | 区间外 | 5.63 → 6.23 |
| Sep 21, 2026 | Oct 09 | ±10.1% | +9.3% | 区间内 | 5.70 → 6.23 |
| Sep 18, 2026 | Oct 09 | ±9.8% | +12.1% | 区间外 | 5.56 → 6.23 |
| Sep 17, 2026 | Oct 09 | ±11.3% | +10.1% | 区间内 | 5.66 → 6.23 |
| Sep 16, 2026 | Oct 09 | ±12.4% | +8.5% | 区间内 | 5.74 → 6.23 |
| Sep 15, 2026 | Oct 09 | ±12.8% | +6.7% | 区间内 | 5.84 → 6.23 |
| Sep 14, 2026 | Oct 09 | ±12.0% | +6.9% | 区间内 | 5.83 → 6.23 |
| Sep 11, 2026 | Oct 09 | ±12.5% | +10.1% | 区间内 | 5.66 → 6.23 |
| Sep 10, 2026 | Oct 09 | ±13.0% | +13.2% | 区间外 | 5.50 → 6.23 |
| Sep 09, 2026 | Oct 09 | ±14.2% | +17.3% | 区间外 | 5.31 → 6.23 |
| Sep 08, 2026 | Oct 09 | ±12.8% | +14.7% | 区间外 | 5.43 → 6.23 |
| Sep 07, 2026 | Oct 09 | ±13.1% | +13.9% | 区间外 | 5.47 → 6.23 |
| Sep 04, 2026 | Oct 09 | ±13.1% | +13.8% | 区间外 | 5.47 → 6.23 |
| Sep 03, 2026 | Oct 09 | ±13.6% | +9.2% | 区间内 | 5.71 → 6.23 |
| Sep 02, 2026 | Oct 09 | ±12.2% | +11.4% | 区间内 | 5.59 → 6.23 |
| Sep 01, 2026 | Oct 09 | ±15.3% | +16.7% | 区间外 | 5.34 → 6.23 |
| Aug 31, 2026 | Oct 09 | ±15.0% | +11.9% | 区间内 | 5.57 → 6.23 |
| Oct 02, 2026 | Oct 02 | ±2.0% | -0.4% | 区间内 | 5.60 → 5.58 |
| Oct 01, 2026 | Oct 02 | ±3.5% | -1.0% | 区间内 | 5.64 → 5.58 |
| Sep 23, 2026 | Oct 02 | ±7.5% | -1.1% | 区间内 | 5.64 → 5.58 |
| Sep 22, 2026 | Oct 02 | ±7.5% | -0.9% | 区间内 | 5.63 → 5.58 |
| Sep 21, 2026 | Oct 02 | ±8.0% | -2.1% | 区间内 | 5.70 → 5.58 |
| Sep 18, 2026 | Oct 02 | ±8.1% | +0.4% | 区间内 | 5.56 → 5.58 |
| Sep 17, 2026 | Oct 02 | ±8.6% | -1.4% | 区间内 | 5.66 → 5.58 |
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.