SPY 预期波动历史 State Street SPDR S&P 500 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3
收盘价处于区间内67%
|实际值| 低于预期值67%
平均预期波动幅度±0.2%
平均|实际|波动幅度0.3%
平均绝对误差0.1pt
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 |
|---|---|---|---|---|---|---|
| Sep 02 | Sep 02 | 0 | 764.95 | ±0.1% | 763.83–766.07 | em-1.0 |
| Sep 01 | Sep 02 | 1 | 761.77 | ±0.5% | 757.74–765.80 | em-1.0 |
| Aug 31 | Sep 02 | 2 | 767.40 | ±0.6% | 762.72–772.08 | em-1.0 |
| Sep 02 | Sep 03 | 1 | 764.95 | ±0.5% | 761.04–768.86 | em-1.0 |
| Sep 01 | Sep 03 | 2 | 761.77 | ±0.8% | 755.95–767.60 | em-1.0 |
| Aug 31 | Sep 03 | 3 | 767.40 | ±0.8% | 761.47–773.33 | em-1.0 |
| Sep 02 | Sep 04 | 2 | 764.95 | ±0.7% | 759.40–770.50 | em-1.0 |
| Sep 01 | Sep 04 | 3 | 761.77 | ±1.0% | 754.22–769.33 | em-1.0 |
| Aug 31 | Sep 04 | 4 | 767.40 | ±1.0% | 760.05–774.75 | em-1.0 |
| Sep 02 | Sep 08 | 6 | 764.95 | ±1.0% | 757.30–772.60 | em-1.0 |
| Sep 01 | Sep 08 | 7 | 761.77 | ±1.2% | 752.54–771.00 | em-1.0 |
| Aug 31 | Sep 08 | 8 | 767.40 | ±1.1% | 758.74–776.05 | em-1.0 |
| Sep 02 | Sep 09 | 7 | 764.95 | ±1.1% | 756.22–773.68 | em-1.0 |
| Sep 01 | Sep 09 | 8 | 761.77 | ±1.3% | 751.56–771.98 | em-1.0 |
| Aug 31 | Sep 09 | 9 | 767.40 | ±1.2% | 757.92–776.88 | em-1.0 |
| Sep 02 | Sep 10 | 8 | 764.95 | ±1.3% | 755.25–774.65 | em-1.0 |
| Sep 01 | Sep 10 | 9 | 761.77 | ±1.5% | 750.57–772.97 | em-1.0 |
| Aug 31 | Sep 10 | 10 | 767.40 | ±1.3% | 757.08–777.72 | em-1.0 |
| Sep 02 | Sep 11 | 9 | 764.95 | ±1.4% | 754.61–775.29 | em-1.0 |
| Sep 01 | Sep 11 | 10 | 761.77 | ±1.6% | 749.28–774.25 | em-1.0 |
| Aug 31 | Sep 11 | 11 | 767.40 | ±1.5% | 755.88–778.92 | em-1.0 |
| Sep 02 | Sep 14 | 12 | 764.95 | ±1.5% | 753.67–776.23 | em-1.0 |
| Sep 01 | Sep 14 | 13 | 761.77 | ±1.8% | 747.78–775.76 | em-1.0 |
| Aug 31 | Sep 14 | 14 | 767.40 | ±1.7% | 754.38–780.41 | em-1.0 |
| Sep 02 | Sep 15 | 13 | 764.95 | ±1.5% | 753.68–776.22 | em-1.0 |
| Sep 01 | Sep 15 | 14 | 761.77 | ±1.9% | 747.07–776.48 | em-1.0 |
| Sep 02 | Sep 16 | 14 | 764.95 | ±1.9% | 750.63–779.27 | em-1.0 |
| Sep 02 | Sep 18 | 16 | 764.95 | ±2.1% | 748.99–780.91 | em-1.0 |
| Sep 01 | Sep 18 | 17 | 761.77 | ±2.3% | 744.26–779.28 | em-1.0 |
| Aug 31 | Sep 18 | 18 | 767.40 | ±2.1% | 750.99–783.80 | 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 |
|---|---|---|---|---|---|
| Sep 01, 2026 | Sep 01 | ±0.1% | +0.0% | 区间内 | 761.77 → 761.78 |
| Aug 31, 2026 | Sep 01 | ±0.4% | -0.7% | 区间外 | 767.40 → 761.78 |
| Aug 31, 2026 | Aug 31 | ±0.1% | -0.0% | 区间内 | 767.40 → 767.05 |
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.