TCOM 预期波动历史 Trip.com Group Limited
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91%
|实际值| 低于预期值91%
平均预期波动幅度±7.0%
平均|实际|波动幅度3.6%
平均绝对误差3.8pt
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 | 39.59 | ±8.5% | 36.22–42.97 | em-1.0 |
| Oct 16 | Nov 20 | 35 | 40.01 | ±9.7% | 36.11–43.91 | em-1.0 |
| Oct 14 | Nov 20 | 37 | 38.88 | ±8.6% | 35.53–42.23 | em-1.0 |
| Oct 13 | Nov 20 | 38 | 38.75 | ±8.1% | 35.62–41.88 | em-1.0 |
| Oct 09 | Nov 20 | 42 | 38.90 | ±8.7% | 35.50–42.30 | em-1.0 |
| Oct 08 | Nov 20 | 43 | 37.96 | ±10.9% | 33.84–42.09 | em-1.0 |
| Oct 07 | Nov 20 | 44 | 38.09 | ±10.6% | 34.04–42.14 | em-1.0 |
| Oct 06 | Nov 20 | 45 | 38.26 | ±10.1% | 34.41–42.11 | em-1.0 |
| Oct 05 | Nov 20 | 46 | 38.79 | ±9.8% | 34.99–42.59 | em-1.0 |
| Oct 02 | Nov 20 | 49 | 38.61 | ±10.6% | 34.53–42.69 | em-1.0 |
| Oct 01 | Nov 20 | 50 | 39.10 | ±10.9% | 34.83–43.38 | em-1.0 |
| Sep 23 | Nov 20 | 58 | 41.09 | ±11.1% | 36.52–45.66 | em-1.0 |
| Sep 22 | Nov 20 | 59 | 41.09 | ±11.1% | 36.52–45.66 | em-1.0 |
| Sep 21 | Nov 20 | 60 | 40.73 | ±10.7% | 36.38–45.08 | em-1.0 |
| Sep 18 | Nov 20 | 63 | 40.86 | ±12.0% | 35.96–45.76 | em-1.0 |
| Sep 17 | Nov 20 | 64 | 40.36 | ±12.8% | 35.19–45.53 | em-1.0 |
| Oct 19 | Dec 18 | 60 | 39.59 | ±10.8% | 35.31–43.87 | em-1.0 |
| Oct 16 | Dec 18 | 63 | 40.01 | ±10.9% | 35.63–44.38 | em-1.0 |
| Oct 14 | Dec 18 | 65 | 38.88 | ±11.6% | 34.38–43.38 | em-1.0 |
| Oct 13 | Dec 18 | 66 | 38.75 | ±11.7% | 34.23–43.27 | em-1.0 |
| Oct 09 | Dec 18 | 70 | 38.90 | ±12.0% | 34.25–43.55 | em-1.0 |
| Oct 08 | Dec 18 | 71 | 37.96 | ±12.6% | 33.19–42.73 | em-1.0 |
| Oct 07 | Dec 18 | 72 | 38.09 | ±12.5% | 33.34–42.84 | em-1.0 |
| Oct 06 | Dec 18 | 73 | 38.26 | ±12.3% | 33.53–42.98 | em-1.0 |
| Oct 05 | Dec 18 | 74 | 38.79 | ±12.0% | 34.14–43.44 | em-1.0 |
| Oct 02 | Dec 18 | 77 | 38.61 | ±13.0% | 33.59–43.63 | em-1.0 |
| Oct 01 | Dec 18 | 78 | 39.10 | ±12.4% | 34.25–43.95 | em-1.0 |
| Sep 23 | Dec 18 | 86 | 41.09 | ±13.0% | 35.77–46.41 | em-1.0 |
| Sep 22 | Dec 18 | 87 | 41.09 | ±13.0% | 35.77–46.41 | em-1.0 |
| Sep 21 | Dec 18 | 88 | 40.73 | ±13.1% | 35.41–46.05 | 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 | ±0.2% | +0.0% | 区间内 | 40.01 → 40.01 |
| Oct 14, 2026 | Oct 16 | ±4.6% | +2.9% | 区间内 | 38.88 → 40.01 |
| Oct 13, 2026 | Oct 16 | ±3.9% | +3.3% | 区间内 | 38.75 → 40.01 |
| Oct 09, 2026 | Oct 16 | ±4.6% | +2.9% | 区间内 | 38.90 → 40.01 |
| Oct 08, 2026 | Oct 16 | ±6.3% | +5.4% | 区间内 | 37.96 → 40.01 |
| Oct 07, 2026 | Oct 16 | ±5.5% | +5.0% | 区间内 | 38.09 → 40.01 |
| Oct 06, 2026 | Oct 16 | ±5.3% | +4.6% | 区间内 | 38.26 → 40.01 |
| Oct 05, 2026 | Oct 16 | ±5.4% | +3.1% | 区间内 | 38.79 → 40.01 |
| Oct 02, 2026 | Oct 16 | ±5.5% | +3.6% | 区间内 | 38.61 → 40.01 |
| Oct 01, 2026 | Oct 16 | ±5.3% | +2.3% | 区间内 | 39.10 → 40.01 |
| Sep 23, 2026 | Oct 16 | ±6.6% | -2.6% | 区间内 | 41.09 → 40.01 |
| Sep 22, 2026 | Oct 16 | ±6.6% | -2.6% | 区间内 | 41.09 → 40.01 |
| Sep 21, 2026 | Oct 16 | ±6.3% | -1.8% | 区间内 | 40.73 → 40.01 |
| Sep 18, 2026 | Oct 16 | ±6.9% | -2.1% | 区间内 | 40.86 → 40.01 |
| Sep 17, 2026 | Oct 16 | ±6.4% | -0.9% | 区间内 | 40.36 → 40.01 |
| Sep 16, 2026 | Oct 16 | ±6.4% | -1.9% | 区间内 | 40.80 → 40.01 |
| Sep 15, 2026 | Oct 16 | ±9.7% | +1.8% | 区间内 | 39.32 → 40.01 |
| Sep 14, 2026 | Oct 16 | ±8.8% | +2.5% | 区间内 | 39.02 → 40.01 |
| Sep 11, 2026 | Oct 16 | ±9.2% | +2.5% | 区间内 | 39.04 → 40.01 |
| Sep 10, 2026 | Oct 16 | ±9.9% | +3.4% | 区间内 | 38.70 → 40.01 |
| Sep 09, 2026 | Oct 16 | ±9.5% | +2.2% | 区间内 | 39.15 → 40.01 |
| Sep 08, 2026 | Oct 16 | ±9.1% | -3.3% | 区间内 | 41.37 → 40.01 |
| Sep 07, 2026 | Oct 16 | ±9.1% | -2.7% | 区间内 | 41.13 → 40.01 |
| Sep 04, 2026 | Oct 16 | ±10.0% | -2.5% | 区间内 | 41.04 → 40.01 |
| Sep 03, 2026 | Oct 16 | ±12.3% | -4.5% | 区间内 | 41.90 → 40.01 |
| Sep 02, 2026 | Oct 16 | ±10.0% | -8.6% | 区间内 | 43.77 → 40.01 |
| Sep 01, 2026 | Oct 16 | ±10.3% | -9.6% | 区间内 | 44.27 → 40.01 |
| Aug 31, 2026 | Oct 16 | ±9.1% | -12.1% | 区间外 | 45.50 → 40.01 |
| Sep 18, 2026 | Sep 18 | ±2.1% | -0.4% | 区间内 | 40.86 → 40.68 |
| Sep 17, 2026 | Sep 18 | ±1.8% | +0.8% | 区间内 | 40.36 → 40.68 |
| Sep 16, 2026 | Sep 18 | ±2.4% | -0.3% | 区间内 | 40.80 → 40.68 |
| Sep 15, 2026 | Sep 18 | ±7.4% | +3.5% | 区间内 | 39.32 → 40.68 |
| Sep 14, 2026 | Sep 18 | ±7.2% | +4.3% | 区间内 | 39.02 → 40.68 |
| Sep 11, 2026 | Sep 18 | ±7.1% | +4.2% | 区间内 | 39.04 → 40.68 |
| Sep 10, 2026 | Sep 18 | ±7.4% | +5.1% | 区间内 | 38.70 → 40.68 |
| Sep 09, 2026 | Sep 18 | ±7.3% | +3.9% | 区间内 | 39.15 → 40.68 |
| Sep 08, 2026 | Sep 18 | ±7.4% | -1.7% | 区间内 | 41.37 → 40.68 |
| Sep 07, 2026 | Sep 18 | ±7.5% | -1.1% | 区间内 | 41.13 → 40.68 |
| Sep 04, 2026 | Sep 18 | ±7.6% | -0.9% | 区间内 | 41.04 → 40.68 |
| Sep 03, 2026 | Sep 18 | ±11.3% | -2.9% | 区间内 | 41.90 → 40.68 |
| Sep 02, 2026 | Sep 18 | ±6.4% | -7.1% | 区间外 | 43.77 → 40.68 |
| Sep 01, 2026 | Sep 18 | ±6.3% | -8.1% | 区间外 | 44.27 → 40.68 |
| Aug 31, 2026 | Sep 18 | ±7.1% | -10.6% | 区间外 | 45.50 → 40.68 |
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.