SPY histórico de movimento esperado State Street SPDR S&P 500 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 intervalo80%
|Real| abaixo do esperado80%
Movimento esperado médio±1.7%
Movimento |real| médio0.8%
Erro médio absoluto1.0pt
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 20 | 0 | 771.48 | ±0.2% | 770.12–772.85 | em-1.0 |
| Oct 19 | Oct 20 | 1 | 767.00 | ±0.5% | 762.80–771.20 | em-1.0 |
| Oct 16 | Oct 20 | 4 | 762.66 | ±1.1% | 754.62–770.71 | em-1.0 |
| Oct 14 | Oct 20 | 6 | 768.71 | ±1.2% | 759.80–777.62 | em-1.0 |
| Oct 13 | Oct 20 | 7 | 778.13 | ±1.1% | 769.84–786.42 | em-1.0 |
| Oct 09 | Oct 20 | 11 | 778.31 | ±1.3% | 768.36–788.26 | em-1.0 |
| Oct 08 | Oct 20 | 12 | 773.99 | ±1.5% | 762.43–785.54 | em-1.0 |
| Oct 07 | Oct 20 | 13 | 777.10 | ±1.6% | 764.98–789.23 | em-1.0 |
| Oct 06 | Oct 20 | 14 | 779.72 | ±1.6% | 767.08–792.37 | em-1.0 |
| Oct 20 | Oct 21 | 1 | 771.48 | ±0.6% | 767.20–775.76 | em-1.0 |
| Oct 19 | Oct 21 | 2 | 767.00 | ±0.8% | 760.73–773.27 | em-1.0 |
| Oct 16 | Oct 21 | 5 | 762.66 | ±1.2% | 753.13–772.19 | em-1.0 |
| Oct 14 | Oct 21 | 7 | 768.71 | ±1.3% | 758.73–778.70 | em-1.0 |
| Oct 13 | Oct 21 | 8 | 778.13 | ±1.2% | 768.91–787.35 | em-1.0 |
| Oct 09 | Oct 21 | 12 | 778.31 | ±1.4% | 767.59–789.03 | em-1.0 |
| Oct 08 | Oct 21 | 13 | 773.99 | ±1.6% | 761.67–786.31 | em-1.0 |
| Oct 07 | Oct 21 | 14 | 777.10 | ±1.7% | 763.80–790.40 | em-1.0 |
| Oct 20 | Oct 22 | 2 | 771.48 | ±0.8% | 765.53–777.43 | em-1.0 |
| Oct 19 | Oct 22 | 3 | 767.00 | ±1.0% | 759.18–774.82 | em-1.0 |
| Oct 16 | Oct 22 | 6 | 762.66 | ±1.4% | 751.88–773.44 | em-1.0 |
| Oct 14 | Oct 22 | 8 | 768.71 | ±1.4% | 757.74–779.68 | em-1.0 |
| Oct 13 | Oct 22 | 9 | 778.13 | ±1.3% | 768.11–788.15 | em-1.0 |
| Oct 09 | Oct 22 | 13 | 778.31 | ±1.5% | 766.90–789.72 | em-1.0 |
| Oct 08 | Oct 22 | 14 | 773.99 | ±1.7% | 761.16–786.82 | em-1.0 |
| Oct 20 | Oct 23 | 3 | 771.48 | ±1.0% | 764.09–778.88 | em-1.0 |
| Oct 19 | Oct 23 | 4 | 767.00 | ±1.2% | 757.77–776.23 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 762.66 | ±1.6% | 750.65–774.66 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 768.71 | ±1.6% | 756.79–780.62 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 778.13 | ±1.4% | 767.27–788.99 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 778.31 | ±1.6% | 766.12–790.50 | em-1.0 |
Snapshots encerrados
| Snapshot | Expirado | Esperado | Real | Dentro do intervalo? | Spot → fechamento |
|---|---|---|---|---|---|
| Oct 19, 2026 | Oct 19 | ±0.0% | -0.1% | fora | 767.00 → 766.48 |
| Oct 16, 2026 | Oct 19 | ±0.8% | +0.5% | dentro | 762.66 → 766.48 |
| Oct 14, 2026 | Oct 19 | ±1.0% | -0.3% | dentro | 768.71 → 766.48 |
| Oct 13, 2026 | Oct 19 | ±1.0% | -1.5% | fora | 778.13 → 766.48 |
| Oct 09, 2026 | Oct 19 | ±1.2% | -1.5% | fora | 778.31 → 766.48 |
| Oct 08, 2026 | Oct 19 | ±1.4% | -1.0% | dentro | 773.99 → 766.48 |
| Oct 07, 2026 | Oct 19 | ±1.5% | -1.4% | dentro | 777.10 → 766.48 |
| Oct 06, 2026 | Oct 19 | ±1.5% | -1.7% | fora | 779.72 → 766.48 |
| Oct 05, 2026 | Oct 19 | ±1.7% | -1.1% | dentro | 774.95 → 766.48 |
| Oct 16, 2026 | Oct 16 | ±0.1% | +0.1% | dentro | 762.66 → 763.25 |
| Oct 14, 2026 | Oct 16 | ±0.9% | -0.7% | dentro | 768.71 → 763.25 |
| Oct 13, 2026 | Oct 16 | ±0.8% | -1.9% | fora | 778.13 → 763.25 |
| Oct 09, 2026 | Oct 16 | ±1.1% | -1.9% | fora | 778.31 → 763.25 |
| Oct 08, 2026 | Oct 16 | ±1.3% | -1.4% | fora | 773.99 → 763.25 |
| Oct 07, 2026 | Oct 16 | ±1.4% | -1.8% | fora | 777.10 → 763.25 |
| Oct 06, 2026 | Oct 16 | ±1.4% | -2.1% | fora | 779.72 → 763.25 |
| Oct 05, 2026 | Oct 16 | ±1.6% | -1.5% | dentro | 774.95 → 763.25 |
| Oct 02, 2026 | Oct 16 | ±1.8% | -0.8% | dentro | 769.35 → 763.25 |
| Oct 01, 2026 | Oct 16 | ±2.1% | -0.1% | dentro | 763.79 → 763.25 |
| Sep 23, 2026 | Oct 16 | ±2.4% | -1.3% | dentro | 773.38 → 763.25 |
| Sep 22, 2026 | Oct 16 | ±2.4% | -1.3% | dentro | 773.38 → 763.25 |
| Sep 21, 2026 | Oct 16 | ±2.5% | -1.3% | dentro | 773.44 → 763.25 |
| Sep 18, 2026 | Oct 16 | ±2.7% | +0.0% | dentro | 762.88 → 763.25 |
| Sep 17, 2026 | Oct 16 | ±2.8% | +0.1% | dentro | 762.33 → 763.25 |
| Sep 16, 2026 | Oct 16 | ±3.3% | +1.2% | dentro | 754.14 → 763.25 |
| Sep 15, 2026 | Oct 16 | ±3.2% | +0.7% | dentro | 757.87 → 763.25 |
| Sep 14, 2026 | Oct 16 | ±3.2% | +0.3% | dentro | 761.00 → 763.25 |
| Sep 11, 2026 | Oct 16 | ±3.2% | -0.1% | dentro | 764.09 → 763.25 |
| Sep 10, 2026 | Oct 16 | ±3.7% | +0.7% | dentro | 758.22 → 763.25 |
| Sep 09, 2026 | Oct 16 | ±3.4% | +0.1% | dentro | 762.60 → 763.25 |
| Sep 08, 2026 | Oct 16 | ±3.4% | -0.3% | dentro | 765.75 → 763.25 |
| Sep 07, 2026 | Oct 16 | ±3.3% | -0.9% | dentro | 770.19 → 763.25 |
| Sep 04, 2026 | Oct 16 | ±3.3% | -0.8% | dentro | 769.60 → 763.25 |
| Sep 03, 2026 | Oct 16 | ±3.4% | -1.2% | dentro | 772.59 → 763.25 |
| Sep 02, 2026 | Oct 16 | ±3.6% | -0.2% | dentro | 764.95 → 763.25 |
| Sep 01, 2026 | Oct 16 | ±3.8% | +0.2% | dentro | 761.77 → 763.25 |
| Aug 31, 2026 | Oct 16 | ±3.6% | -0.5% | dentro | 767.40 → 763.25 |
| Oct 14, 2026 | Oct 15 | ±0.6% | +0.4% | dentro | 768.71 → 771.79 |
| Oct 13, 2026 | Oct 15 | ±0.7% | -0.8% | fora | 778.13 → 771.79 |
| Oct 09, 2026 | Oct 15 | ±0.9% | -0.8% | dentro | 778.31 → 771.79 |
| Oct 08, 2026 | Oct 15 | ±1.1% | -0.3% | dentro | 773.99 → 771.79 |
| Oct 07, 2026 | Oct 15 | ±1.2% | -0.7% | dentro | 777.10 → 771.79 |
| Oct 06, 2026 | Oct 15 | ±1.3% | -1.0% | dentro | 779.72 → 771.79 |
| Oct 05, 2026 | Oct 15 | ±1.4% | -0.4% | dentro | 774.95 → 771.79 |
| Oct 02, 2026 | Oct 15 | ±1.7% | +0.3% | dentro | 769.35 → 771.79 |
| Oct 01, 2026 | Oct 15 | ±2.0% | +1.0% | dentro | 763.79 → 771.79 |
| Oct 14, 2026 | Oct 14 | ±0.1% | +0.1% | dentro | 768.71 → 769.60 |
| Oct 13, 2026 | Oct 14 | ±0.5% | -1.1% | fora | 778.13 → 769.60 |
| Oct 09, 2026 | Oct 14 | ±0.8% | -1.1% | fora | 778.31 → 769.60 |
| Oct 08, 2026 | Oct 14 | ±1.0% | -0.6% | dentro | 773.99 → 769.60 |
| Oct 07, 2026 | Oct 14 | ±1.1% | -1.0% | dentro | 777.10 → 769.60 |
| Oct 06, 2026 | Oct 14 | ±1.2% | -1.3% | fora | 779.72 → 769.60 |
| Oct 05, 2026 | Oct 14 | ±1.3% | -0.7% | dentro | 774.95 → 769.60 |
| Oct 02, 2026 | Oct 14 | ±1.6% | +0.0% | dentro | 769.35 → 769.60 |
| Oct 01, 2026 | Oct 14 | ±1.9% | +0.8% | dentro | 763.79 → 769.60 |
| Oct 13, 2026 | Oct 13 | ±0.0% | -0.0% | dentro | 778.13 → 778.01 |
| Oct 09, 2026 | Oct 13 | ±0.6% | -0.0% | dentro | 778.31 → 778.01 |
| Oct 08, 2026 | Oct 13 | ±0.8% | +0.5% | dentro | 773.99 → 778.01 |
| Oct 07, 2026 | Oct 13 | ±0.9% | +0.1% | dentro | 777.10 → 778.01 |
| Oct 06, 2026 | Oct 13 | ±1.0% | -0.2% | dentro | 779.72 → 778.01 |
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.