SOXS 预期波动历史 Direxion Daily Semiconductor Bear 3X 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121
收盘价处于区间内42%
|实际值| 低于预期值42%
平均预期波动幅度±17.3%
平均|实际|波动幅度21.4%
平均绝对误差12.4pt
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 | 46.29 | ±12.4% | 40.54–52.04 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 48.97 | ±15.0% | 41.65–56.30 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 43.06 | ±15.9% | 36.23–49.90 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 37.22 | ±14.8% | 31.70–42.73 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 34.41 | ±17.3% | 28.45–40.38 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 33.68 | ±17.7% | 27.72–39.63 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 30.60 | ±17.2% | 25.35–35.86 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 29.54 | ±17.0% | 24.52–34.56 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 29.54 | ±18.0% | 24.22–34.86 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 29.68 | ±20.3% | 23.66–35.70 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 31.76 | ±21.3% | 24.98–38.53 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 32.42 | ±28.8% | 23.09–41.74 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 32.66 | ±28.6% | 23.34–41.99 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 34.77 | ±27.0% | 25.40–44.15 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 41.58 | ±26.9% | 30.41–52.76 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 44.91 | ±27.7% | 32.48–57.33 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 50.37 | ±29.5% | 35.49–65.25 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 51.00 | ±27.5% | 36.98–65.03 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 50.97 | ±28.6% | 36.37–65.57 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 43.48 | ±30.8% | 30.08–56.88 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 46.73 | ±32.1% | 31.73–61.73 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 43.27 | ±33.9% | 28.59–57.94 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 43.90 | ±33.5% | 29.20–58.60 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 46.34 | ±33.4% | 30.84–61.84 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 46.61 | ±33.3% | 31.11–62.11 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 51.78 | ±32.0% | 35.23–68.33 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 46.29 | ±19.6% | 37.22–55.37 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 48.97 | ±22.3% | 38.07–59.87 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 43.06 | ±21.0% | 34.03–52.09 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 37.22 | ±19.3% | 30.02–44.42 | 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 | ±1.0% | +0.5% | 区间内 | 48.97 → 49.23 |
| Oct 14, 2026 | Oct 16 | ±9.4% | +14.3% | 区间外 | 43.06 → 49.23 |
| Oct 13, 2026 | Oct 16 | ±9.8% | +32.3% | 区间外 | 37.22 → 49.23 |
| Oct 09, 2026 | Oct 16 | ±10.7% | +43.1% | 区间外 | 34.41 → 49.23 |
| Oct 08, 2026 | Oct 16 | ±12.7% | +46.2% | 区间外 | 33.68 → 49.23 |
| Oct 07, 2026 | Oct 16 | ±12.8% | +60.9% | 区间外 | 30.60 → 49.23 |
| Oct 06, 2026 | Oct 16 | ±13.1% | +66.7% | 区间外 | 29.54 → 49.23 |
| Oct 05, 2026 | Oct 16 | ±12.7% | +66.7% | 区间外 | 29.54 → 49.23 |
| Oct 02, 2026 | Oct 16 | ±15.3% | +65.9% | 区间外 | 29.68 → 49.23 |
| Oct 01, 2026 | Oct 16 | ±17.0% | +55.0% | 区间外 | 31.76 → 49.23 |
| Sep 23, 2026 | Oct 16 | ±21.7% | +51.9% | 区间外 | 32.42 → 49.23 |
| Sep 22, 2026 | Oct 16 | ±23.0% | +50.7% | 区间外 | 32.66 → 49.23 |
| Sep 21, 2026 | Oct 16 | ±23.0% | +41.6% | 区间外 | 34.77 → 49.23 |
| Sep 18, 2026 | Oct 16 | ±23.0% | +18.4% | 区间内 | 41.58 → 49.23 |
| Sep 17, 2026 | Oct 16 | ±23.8% | +9.6% | 区间内 | 44.91 → 49.23 |
| Sep 16, 2026 | Oct 16 | ±25.0% | -2.3% | 区间内 | 50.37 → 49.23 |
| Sep 15, 2026 | Oct 16 | ±25.3% | -3.5% | 区间内 | 51.00 → 49.23 |
| Sep 14, 2026 | Oct 16 | ±26.1% | -3.4% | 区间内 | 50.97 → 49.23 |
| Sep 11, 2026 | Oct 16 | ±27.4% | +13.2% | 区间内 | 43.48 → 49.23 |
| Sep 10, 2026 | Oct 16 | ±30.4% | +5.3% | 区间内 | 46.73 → 49.23 |
| Sep 09, 2026 | Oct 16 | ±31.3% | +13.8% | 区间内 | 43.27 → 49.23 |
| Sep 08, 2026 | Oct 16 | ±32.3% | +12.1% | 区间内 | 43.90 → 49.23 |
| Sep 07, 2026 | Oct 16 | ±30.5% | +6.2% | 区间内 | 46.34 → 49.23 |
| Sep 04, 2026 | Oct 16 | ±29.4% | +5.6% | 区间内 | 46.61 → 49.23 |
| Sep 03, 2026 | Oct 16 | ±28.0% | -4.9% | 区间内 | 51.78 → 49.23 |
| Sep 02, 2026 | Oct 16 | ±30.0% | -6.4% | 区间内 | 52.62 → 49.23 |
| Sep 01, 2026 | Oct 16 | ±31.7% | -6.2% | 区间内 | 52.46 → 49.23 |
| Aug 31, 2026 | Oct 16 | ±32.9% | +0.4% | 区间内 | 49.03 → 49.23 |
| Oct 09, 2026 | Oct 09 | ±0.7% | -0.1% | 区间内 | 34.41 → 34.39 |
| Oct 08, 2026 | Oct 09 | ±4.9% | +2.1% | 区间内 | 33.68 → 34.39 |
| Oct 07, 2026 | Oct 09 | ±5.9% | +12.4% | 区间外 | 30.60 → 34.39 |
| Oct 06, 2026 | Oct 09 | ±6.6% | +16.4% | 区间外 | 29.54 → 34.39 |
| Oct 05, 2026 | Oct 09 | ±7.5% | +16.4% | 区间外 | 29.54 → 34.39 |
| Oct 02, 2026 | Oct 09 | ±9.1% | +15.9% | 区间外 | 29.68 → 34.39 |
| Oct 01, 2026 | Oct 09 | ±11.7% | +8.3% | 区间内 | 31.76 → 34.39 |
| Sep 23, 2026 | Oct 09 | ±20.3% | +6.1% | 区间内 | 32.42 → 34.39 |
| Sep 22, 2026 | Oct 09 | ±19.1% | +5.3% | 区间内 | 32.66 → 34.39 |
| Sep 21, 2026 | Oct 09 | ±19.0% | -1.1% | 区间内 | 34.77 → 34.39 |
| Sep 18, 2026 | Oct 09 | ±19.4% | -17.3% | 区间内 | 41.58 → 34.39 |
| Sep 17, 2026 | Oct 09 | ±20.8% | -23.4% | 区间外 | 44.91 → 34.39 |
| Sep 16, 2026 | Oct 09 | ±23.6% | -31.7% | 区间外 | 50.37 → 34.39 |
| Sep 15, 2026 | Oct 09 | ±22.8% | -32.6% | 区间外 | 51.00 → 34.39 |
| Sep 14, 2026 | Oct 09 | ±22.3% | -32.5% | 区间外 | 50.97 → 34.39 |
| Sep 11, 2026 | Oct 09 | ±24.9% | -20.9% | 区间内 | 43.48 → 34.39 |
| Sep 10, 2026 | Oct 09 | ±25.6% | -26.4% | 区间外 | 46.73 → 34.39 |
| Sep 09, 2026 | Oct 09 | ±28.4% | -20.5% | 区间内 | 43.27 → 34.39 |
| Sep 08, 2026 | Oct 09 | ±29.0% | -21.7% | 区间内 | 43.90 → 34.39 |
| Sep 07, 2026 | Oct 09 | ±27.4% | -25.8% | 区间内 | 46.34 → 34.39 |
| Sep 04, 2026 | Oct 09 | ±27.2% | -26.2% | 区间内 | 46.61 → 34.39 |
| Sep 03, 2026 | Oct 09 | ±25.5% | -33.6% | 区间外 | 51.78 → 34.39 |
| Sep 02, 2026 | Oct 09 | ±28.7% | -34.6% | 区间外 | 52.62 → 34.39 |
| Sep 01, 2026 | Oct 09 | ±28.5% | -34.4% | 区间外 | 52.46 → 34.39 |
| Aug 31, 2026 | Oct 09 | ±29.8% | -29.9% | 区间外 | 49.03 → 34.39 |
| Oct 02, 2026 | Oct 02 | ±1.2% | +0.1% | 区间内 | 29.68 → 29.71 |
| Oct 01, 2026 | Oct 02 | ±4.8% | -6.5% | 区间外 | 31.76 → 29.71 |
| Sep 23, 2026 | Oct 02 | ±14.4% | -8.4% | 区间内 | 32.42 → 29.71 |
| Sep 22, 2026 | Oct 02 | ±14.3% | -9.0% | 区间内 | 32.66 → 29.71 |
| Sep 21, 2026 | Oct 02 | ±14.9% | -14.6% | 区间内 | 34.77 → 29.71 |
| Sep 18, 2026 | Oct 02 | ±14.9% | -28.5% | 区间外 | 41.58 → 29.71 |
| Sep 17, 2026 | Oct 02 | ±16.5% | -33.8% | 区间外 | 44.91 → 29.71 |
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.