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 intervalo76%
|Real| abaixo do esperado76%
Movimento esperado médio±1.5%
Movimento |real| médio0.9%
Erro médio absoluto0.8pt
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 16 | Oct 16 | 0 | 762.66 | ±0.1% | 761.95–763.37 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 768.71 | ±0.9% | 762.11–775.31 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 778.13 | ±0.8% | 771.60–784.66 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 778.31 | ±1.1% | 769.98–786.64 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 773.99 | ±1.3% | 764.04–783.93 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 777.10 | ±1.4% | 766.52–787.67 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 779.72 | ±1.4% | 768.62–790.82 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 774.95 | ±1.6% | 762.83–787.08 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 769.35 | ±1.8% | 755.43–783.26 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 763.79 | ±2.1% | 747.44–780.14 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 773.38 | ±2.4% | 754.95–791.81 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 773.38 | ±2.4% | 754.95–791.81 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 773.44 | ±2.5% | 753.73–793.15 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 762.88 | ±2.7% | 742.56–783.20 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 762.33 | ±2.8% | 740.88–783.78 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 754.14 | ±3.3% | 729.42–778.86 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 757.87 | ±3.2% | 733.37–782.38 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 761.00 | ±3.2% | 736.51–785.49 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 764.09 | ±3.2% | 739.76–788.41 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 758.22 | ±3.7% | 730.48–785.97 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 762.60 | ±3.4% | 736.36–788.85 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 765.75 | ±3.4% | 740.01–791.49 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 770.19 | ±3.3% | 744.42–795.96 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 769.60 | ±3.3% | 743.84–795.37 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 772.59 | ±3.4% | 746.44–798.74 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 764.95 | ±3.6% | 737.74–792.16 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 761.77 | ±3.8% | 732.89–790.64 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 767.40 | ±3.6% | 739.78–795.02 | em-1.0 |
| Oct 16 | Oct 19 | 3 | 762.66 | ±0.8% | 756.42–768.90 | em-1.0 |
| Oct 14 | Oct 19 | 5 | 768.71 | ±1.0% | 760.82–776.61 | em-1.0 |
Snapshots encerrados
| Snapshot | Expirado | Esperado | Real | Dentro do intervalo? | Spot → fechamento |
|---|---|---|---|---|---|
| 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 |
| Oct 05, 2026 | Oct 13 | ±1.2% | +0.4% | dentro | 774.95 → 778.01 |
| Oct 02, 2026 | Oct 13 | ±1.4% | +1.1% | dentro | 769.35 → 778.01 |
| Oct 01, 2026 | Oct 13 | ±1.8% | +1.9% | fora | 763.79 → 778.01 |
| Oct 09, 2026 | Oct 12 | ±0.4% | -0.0% | dentro | 778.31 → 778.10 |
| Oct 08, 2026 | Oct 12 | ±0.7% | +0.5% | dentro | 773.99 → 778.10 |
| Oct 07, 2026 | Oct 12 | ±0.8% | +0.1% | dentro | 777.10 → 778.10 |
| Oct 06, 2026 | Oct 12 | ±0.9% | -0.2% | dentro | 779.72 → 778.10 |
| Oct 05, 2026 | Oct 12 | ±1.1% | +0.4% | dentro | 774.95 → 778.10 |
| Oct 02, 2026 | Oct 12 | ±1.3% | +1.1% | dentro | 769.35 → 778.10 |
| Oct 01, 2026 | Oct 12 | ±1.7% | +1.9% | fora | 763.79 → 778.10 |
| Oct 09, 2026 | Oct 09 | ±0.1% | +0.0% | dentro | 778.31 → 778.57 |
| Oct 08, 2026 | Oct 09 | ±0.5% | +0.6% | fora | 773.99 → 778.57 |
| Oct 07, 2026 | Oct 09 | ±0.6% | +0.2% | dentro | 777.10 → 778.57 |
| Oct 06, 2026 | Oct 09 | ±0.8% | -0.1% | dentro | 779.72 → 778.57 |
| Oct 05, 2026 | Oct 09 | ±0.9% | +0.5% | dentro | 774.95 → 778.57 |
| Oct 02, 2026 | Oct 09 | ±1.2% | +1.2% | fora | 769.35 → 778.57 |
| Oct 01, 2026 | Oct 09 | ±1.5% | +1.9% | fora | 763.79 → 778.57 |
| Sep 23, 2026 | Oct 09 | ±1.9% | +0.7% | dentro | 773.38 → 778.57 |
| Sep 22, 2026 | Oct 09 | ±1.9% | +0.7% | dentro | 773.38 → 778.57 |
| Sep 21, 2026 | Oct 09 | ±2.1% | +0.7% | dentro | 773.44 → 778.57 |
| Sep 18, 2026 | Oct 09 | ±2.2% | +2.1% | dentro | 762.88 → 778.57 |
| Sep 17, 2026 | Oct 09 | ±2.4% | +2.1% | dentro | 762.33 → 778.57 |
| Sep 16, 2026 | Oct 09 | ±2.9% | +3.2% | fora | 754.14 → 778.57 |
| Sep 15, 2026 | Oct 09 | ±2.8% | +2.7% | dentro | 757.87 → 778.57 |
| Sep 14, 2026 | Oct 09 | ±2.8% | +2.3% | dentro | 761.00 → 778.57 |
| Sep 11, 2026 | Oct 09 | ±2.8% | +1.9% | dentro | 764.09 → 778.57 |
| Sep 10, 2026 | Oct 09 | ±3.3% | +2.7% | dentro | 758.22 → 778.57 |
| Sep 09, 2026 | Oct 09 | ±3.1% | +2.1% | dentro | 762.60 → 778.57 |
| Sep 08, 2026 | Oct 09 | ±3.0% | +1.7% | dentro | 765.75 → 778.57 |
| Sep 07, 2026 | Oct 09 | ±3.0% | +1.1% | dentro | 770.19 → 778.57 |
| Sep 04, 2026 | Oct 09 | ±3.0% | +1.2% | dentro | 769.60 → 778.57 |
| Sep 03, 2026 | Oct 09 | ±3.0% | +0.8% | dentro | 772.59 → 778.57 |
| Sep 02, 2026 | Oct 09 | ±3.2% | +1.8% | dentro | 764.95 → 778.57 |
| Sep 01, 2026 | Oct 09 | ±3.4% | +2.2% | dentro | 761.77 → 778.57 |
| Aug 31, 2026 | Oct 09 | ±3.3% | +1.5% | dentro | 767.40 → 778.57 |
| Oct 08, 2026 | Oct 08 | ±0.1% | -0.0% | dentro | 773.99 → 773.93 |
| Oct 07, 2026 | Oct 08 | ±0.4% | -0.4% | dentro | 777.10 → 773.93 |
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.