SVXY 预期波动历史 ProShares - Short VIX Short-Term Futures 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15
收盘价处于区间内93%
|实际值| 低于预期值93%
平均预期波动幅度±3.5%
平均|实际|波动幅度1.0%
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 16 | Oct 16 | 0 | 62.12 | ±1.4% | 61.27–62.97 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 64.41 | ±2.1% | 63.09–65.73 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 65.56 | ±1.3% | 64.71–66.41 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 64.92 | ±2.4% | 63.37–66.47 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 64.40 | ±4.0% | 61.80–67.00 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 65.11 | ±2.4% | 63.53–66.69 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 65.32 | ±2.3% | 63.84–66.80 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 64.35 | ±8.0% | 59.17–69.53 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 64.11 | ±3.5% | 61.84–66.39 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 63.33 | ±4.2% | 60.66–66.00 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 64.28 | ±5.4% | 60.78–67.78 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 64.28 | ±5.4% | 60.78–67.78 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 63.68 | ±5.6% | 60.10–67.25 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 63.49 | ±7.2% | 58.94–68.04 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 63.45 | ±6.9% | 59.05–67.85 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 62.82 | ±7.8% | 57.90–67.75 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 62.40 | ±7.7% | 57.60–67.20 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 61.93 | ±7.7% | 57.18–66.68 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 62.89 | ±8.0% | 57.89–67.89 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 61.54 | ±7.2% | 57.09–65.99 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 62.66 | ±5.9% | 58.96–66.36 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 63.19 | ±7.8% | 58.24–68.14 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 63.53 | ±8.3% | 58.26–68.81 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 63.97 | ±8.1% | 58.82–69.12 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 63.07 | ±7.4% | 58.42–67.72 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 63.05 | ±7.8% | 58.15–67.95 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 62.65 | ±8.2% | 57.50–67.80 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 62.87 | ±7.6% | 58.12–67.62 | em-1.0 |
| Oct 16 | Nov 20 | 35 | 62.12 | ±10.0% | 55.90–68.35 | em-1.0 |
| Oct 14 | Nov 20 | 37 | 64.41 | ±6.8% | 60.01–68.81 | 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 18, 2026 | Sep 18 | ±2.0% | -0.1% | 区间内 | 63.49 → 63.42 |
| Sep 17, 2026 | Sep 18 | ±2.2% | -0.0% | 区间内 | 63.45 → 63.42 |
| Sep 16, 2026 | Sep 18 | ±5.0% | +1.0% | 区间内 | 62.82 → 63.42 |
| Sep 15, 2026 | Sep 18 | ±2.0% | +1.6% | 区间内 | 62.40 → 63.42 |
| Sep 14, 2026 | Sep 18 | ±2.9% | +2.4% | 区间内 | 61.93 → 63.42 |
| Sep 11, 2026 | Sep 18 | ±2.6% | +0.8% | 区间内 | 62.89 → 63.42 |
| Sep 10, 2026 | Sep 18 | ±2.9% | +3.1% | 区间外 | 61.54 → 63.42 |
| Sep 09, 2026 | Sep 18 | ±5.7% | +1.2% | 区间内 | 62.66 → 63.42 |
| Sep 08, 2026 | Sep 18 | ±3.6% | +0.4% | 区间内 | 63.19 → 63.42 |
| Sep 07, 2026 | Sep 18 | ±2.9% | -0.2% | 区间内 | 63.53 → 63.42 |
| Sep 04, 2026 | Sep 18 | ±3.3% | -0.9% | 区间内 | 63.97 → 63.42 |
| Sep 03, 2026 | Sep 18 | ±4.2% | +0.6% | 区间内 | 63.07 → 63.42 |
| Sep 02, 2026 | Sep 18 | ±4.4% | +0.6% | 区间内 | 63.05 → 63.42 |
| Sep 01, 2026 | Sep 18 | ±4.3% | +1.2% | 区间内 | 62.65 → 63.42 |
| Aug 31, 2026 | Sep 18 | ±4.2% | +0.9% | 区间内 | 62.87 → 63.42 |
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.