SPG 预期波动历史 Simon Property Group, 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43
收盘价处于区间内81%
|实际值| 低于预期值81%
平均预期波动幅度±4.1%
平均|实际|波动幅度1.8%
平均绝对误差2.5pt
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 | Nov 20 | 32 | 202.49 | ±5.1% | 192.09–212.89 | em-1.0 |
| Oct 16 | Nov 20 | 35 | 205.44 | ±5.7% | 193.74–217.14 | em-1.0 |
| Oct 14 | Nov 20 | 37 | 198.70 | ±5.7% | 187.35–210.05 | em-1.0 |
| Oct 13 | Nov 20 | 38 | 200.65 | ±5.3% | 189.95–211.35 | em-1.0 |
| Oct 09 | Nov 20 | 42 | 199.42 | ±5.9% | 187.67–211.17 | em-1.0 |
| Oct 08 | Nov 20 | 43 | 199.61 | ±6.2% | 187.21–212.01 | em-1.0 |
| Oct 07 | Nov 20 | 44 | 197.59 | ±6.3% | 185.09–210.09 | em-1.0 |
| Oct 06 | Nov 20 | 45 | 201.01 | ±6.5% | 188.01–214.01 | em-1.0 |
| Oct 05 | Nov 20 | 46 | 201.40 | ±6.8% | 187.75–215.05 | em-1.0 |
| Oct 02 | Nov 20 | 49 | 200.91 | ±6.9% | 187.01–214.81 | em-1.0 |
| Oct 01 | Nov 20 | 50 | 200.81 | ±6.7% | 187.41–214.21 | em-1.0 |
| Sep 23 | Nov 20 | 58 | 205.95 | ±7.6% | 190.25–221.65 | em-1.0 |
| Sep 22 | Nov 20 | 59 | 204.98 | ±8.1% | 188.38–221.58 | em-1.0 |
| Sep 21 | Nov 20 | 60 | 205.30 | ±7.8% | 189.20–221.40 | em-1.0 |
| Sep 18 | Nov 20 | 63 | 204.47 | ±8.3% | 187.52–221.42 | em-1.0 |
| Sep 17 | Nov 20 | 64 | 205.19 | ±8.0% | 188.84–221.54 | em-1.0 |
| Sep 16 | Nov 20 | 65 | 200.97 | ±8.0% | 184.82–217.12 | em-1.0 |
| Sep 15 | Nov 20 | 66 | 203.19 | ±8.1% | 186.69–219.69 | em-1.0 |
| Sep 14 | Nov 20 | 67 | 204.88 | ±8.7% | 187.07–222.68 | em-1.0 |
| Sep 11 | Nov 20 | 70 | 204.74 | ±8.4% | 187.54–221.94 | em-1.0 |
| Sep 10 | Nov 20 | 71 | 204.53 | ±9.2% | 185.68–223.38 | em-1.0 |
| Sep 09 | Nov 20 | 72 | 211.88 | ±8.2% | 194.43–229.33 | em-1.0 |
| Sep 08 | Nov 20 | 73 | 208.41 | ±8.2% | 191.26–225.56 | em-1.0 |
| Sep 07 | Nov 20 | 74 | 209.44 | ±8.4% | 191.89–226.99 | em-1.0 |
| Sep 04 | Nov 20 | 77 | 211.52 | ±8.4% | 193.82–229.22 | em-1.0 |
| Sep 03 | Nov 20 | 78 | 210.20 | ±8.4% | 192.50–227.90 | em-1.0 |
| Sep 02 | Nov 20 | 79 | 210.38 | ±8.3% | 192.88–227.88 | em-1.0 |
| Oct 19 | Dec 18 | 60 | 202.49 | ±7.4% | 187.54–217.44 | em-1.0 |
| Oct 16 | Dec 18 | 63 | 205.44 | ±7.4% | 190.29–220.59 | em-1.0 |
| Oct 14 | Dec 18 | 65 | 198.70 | ±7.7% | 183.40–214.00 | 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 | ±2.6% | +0.0% | 区间内 | 205.44 → 205.44 |
| Oct 14, 2026 | Oct 16 | ±1.6% | +3.4% | 区间外 | 198.70 → 205.44 |
| Oct 13, 2026 | Oct 16 | ±1.7% | +2.4% | 区间外 | 200.65 → 205.44 |
| Oct 09, 2026 | Oct 16 | ±2.3% | +3.0% | 区间外 | 199.42 → 205.44 |
| Oct 08, 2026 | Oct 16 | ±2.0% | +2.9% | 区间外 | 199.61 → 205.44 |
| Oct 07, 2026 | Oct 16 | ±2.8% | +4.0% | 区间外 | 197.59 → 205.44 |
| Oct 06, 2026 | Oct 16 | ±2.8% | +2.2% | 区间内 | 201.01 → 205.44 |
| Oct 05, 2026 | Oct 16 | ±2.9% | +2.0% | 区间内 | 201.40 → 205.44 |
| Oct 02, 2026 | Oct 16 | ±3.3% | +2.3% | 区间内 | 200.91 → 205.44 |
| Oct 01, 2026 | Oct 16 | ±3.3% | +2.3% | 区间内 | 200.81 → 205.44 |
| Sep 23, 2026 | Oct 16 | ±4.8% | -0.2% | 区间内 | 205.95 → 205.44 |
| Sep 22, 2026 | Oct 16 | ±5.0% | +0.2% | 区间内 | 204.98 → 205.44 |
| Sep 21, 2026 | Oct 16 | ±4.9% | +0.1% | 区间内 | 205.30 → 205.44 |
| Sep 18, 2026 | Oct 16 | ±5.4% | +0.5% | 区间内 | 204.47 → 205.44 |
| Sep 17, 2026 | Oct 16 | ±5.2% | +0.1% | 区间内 | 205.19 → 205.44 |
| Sep 16, 2026 | Oct 16 | ±5.2% | +2.2% | 区间内 | 200.97 → 205.44 |
| Sep 15, 2026 | Oct 16 | ±5.7% | +1.1% | 区间内 | 203.19 → 205.44 |
| Sep 14, 2026 | Oct 16 | ±6.0% | +0.3% | 区间内 | 204.88 → 205.44 |
| Sep 11, 2026 | Oct 16 | ±5.8% | +0.3% | 区间内 | 204.74 → 205.44 |
| Sep 10, 2026 | Oct 16 | ±6.0% | +0.4% | 区间内 | 204.53 → 205.44 |
| Sep 09, 2026 | Oct 16 | ±5.5% | -3.0% | 区间内 | 211.88 → 205.44 |
| Sep 08, 2026 | Oct 16 | ±5.7% | -1.4% | 区间内 | 208.41 → 205.44 |
| Sep 07, 2026 | Oct 16 | ±5.4% | -1.9% | 区间内 | 209.44 → 205.44 |
| Sep 04, 2026 | Oct 16 | ±5.8% | -2.9% | 区间内 | 211.52 → 205.44 |
| Sep 03, 2026 | Oct 16 | ±5.8% | -2.3% | 区间内 | 210.20 → 205.44 |
| Sep 02, 2026 | Oct 16 | ±6.0% | -2.3% | 区间内 | 210.38 → 205.44 |
| Sep 01, 2026 | Oct 16 | ±5.9% | -3.2% | 区间内 | 212.32 → 205.44 |
| Aug 31, 2026 | Oct 16 | ±5.9% | -4.3% | 区间内 | 214.56 → 205.44 |
| Sep 18, 2026 | Sep 18 | ±2.6% | +0.4% | 区间内 | 204.47 → 205.32 |
| Sep 17, 2026 | Sep 18 | ±2.5% | +0.1% | 区间内 | 205.19 → 205.32 |
| Sep 16, 2026 | Sep 18 | ±1.9% | +2.2% | 区间外 | 200.97 → 205.32 |
| Sep 15, 2026 | Sep 18 | ±2.8% | +1.0% | 区间内 | 203.19 → 205.32 |
| Sep 14, 2026 | Sep 18 | ±3.4% | +0.2% | 区间内 | 204.88 → 205.32 |
| Sep 11, 2026 | Sep 18 | ±3.4% | +0.3% | 区间内 | 204.74 → 205.32 |
| Sep 10, 2026 | Sep 18 | ±3.8% | +0.4% | 区间内 | 204.53 → 205.32 |
| Sep 09, 2026 | Sep 18 | ±2.9% | -3.1% | 区间外 | 211.88 → 205.32 |
| Sep 08, 2026 | Sep 18 | ±3.6% | -1.5% | 区间内 | 208.41 → 205.32 |
| Sep 07, 2026 | Sep 18 | ±3.1% | -2.0% | 区间内 | 209.44 → 205.32 |
| Sep 04, 2026 | Sep 18 | ±3.4% | -2.9% | 区间内 | 211.52 → 205.32 |
| Sep 03, 2026 | Sep 18 | ±3.6% | -2.3% | 区间内 | 210.20 → 205.32 |
| Sep 02, 2026 | Sep 18 | ±3.7% | -2.4% | 区间内 | 210.38 → 205.32 |
| Sep 01, 2026 | Sep 18 | ±3.9% | -3.3% | 区间内 | 212.32 → 205.32 |
| Aug 31, 2026 | Sep 18 | ±4.3% | -4.3% | 区间外 | 214.56 → 205.32 |
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.