TQQQ 预期波动历史 ProShares UltraPro QQQ
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200
收盘价处于区间内50%
|实际值| 低于预期值50%
平均预期波动幅度±7.1%
平均|实际|波动幅度7.1%
平均绝对误差4.1pt
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 |
|---|---|---|---|---|---|---|
| Oct 19 | Oct 19 | 0 | 70.88 | ±0.6% | 70.46–71.30 | em-1.0 |
| Oct 16 | Oct 19 | 3 | 68.25 | ±4.1% | 65.48–71.01 | em-1.0 |
| Oct 14 | Oct 19 | 5 | 73.60 | ±4.9% | 69.99–77.21 | em-1.0 |
| Oct 13 | Oct 19 | 6 | 78.95 | ±4.6% | 75.28–82.61 | em-1.0 |
| Oct 09 | Oct 19 | 10 | 81.33 | ±5.6% | 76.77–85.89 | em-1.0 |
| Oct 08 | Oct 19 | 11 | 80.40 | ±6.9% | 74.83–85.97 | em-1.0 |
| Oct 07 | Oct 19 | 12 | 83.61 | ±6.5% | 78.21–89.01 | em-1.0 |
| Oct 06 | Oct 19 | 13 | 84.39 | ±7.2% | 78.33–90.45 | em-1.0 |
| Oct 05 | Oct 19 | 14 | 83.20 | ±7.4% | 77.06–89.34 | em-1.0 |
| Oct 19 | Oct 21 | 2 | 70.88 | ±4.0% | 68.02–73.75 | em-1.0 |
| Oct 16 | Oct 21 | 5 | 68.25 | ±6.3% | 63.93–72.56 | em-1.0 |
| Oct 14 | Oct 21 | 7 | 73.60 | ±6.4% | 68.89–78.31 | em-1.0 |
| Oct 13 | Oct 21 | 8 | 78.95 | ±5.5% | 74.63–83.27 | em-1.0 |
| Oct 09 | Oct 21 | 12 | 81.33 | ±6.8% | 75.79–86.86 | em-1.0 |
| Oct 08 | Oct 21 | 13 | 80.40 | ±7.4% | 74.45–86.34 | em-1.0 |
| Oct 07 | Oct 21 | 14 | 83.61 | ±7.2% | 77.57–89.65 | em-1.0 |
| Oct 06 | Oct 21 | 15 | 84.39 | ±7.8% | 77.81–90.97 | em-1.0 |
| Oct 19 | Oct 23 | 4 | 70.88 | ±5.8% | 66.73–75.03 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 68.25 | ±7.8% | 62.94–73.55 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 73.60 | ±7.5% | 68.08–79.12 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 78.95 | ±6.5% | 73.80–84.11 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 81.33 | ±7.1% | 75.52–87.13 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 80.40 | ±8.3% | 73.75–87.05 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 83.61 | ±8.0% | 76.96–90.26 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 84.39 | ±8.5% | 77.19–91.59 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 83.20 | ±9.1% | 75.62–90.78 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 80.93 | ±9.5% | 73.20–88.65 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 78.65 | ±11.0% | 70.03–87.28 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 81.13 | ±12.0% | 71.41–90.86 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 80.61 | ±12.1% | 70.89–90.33 | 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 | ±0.5% | -0.1% | 区间内 | 68.25 → 68.21 |
| Oct 14, 2026 | Oct 16 | ±4.2% | -7.3% | 区间外 | 73.60 → 68.21 |
| Oct 13, 2026 | Oct 16 | ±4.1% | -13.6% | 区间外 | 78.95 → 68.21 |
| Oct 09, 2026 | Oct 16 | ±4.9% | -16.1% | 区间外 | 81.33 → 68.21 |
| Oct 08, 2026 | Oct 16 | ±6.0% | -15.2% | 区间外 | 80.40 → 68.21 |
| Oct 07, 2026 | Oct 16 | ±6.0% | -18.4% | 区间外 | 83.61 → 68.21 |
| Oct 06, 2026 | Oct 16 | ±6.4% | -19.2% | 区间外 | 84.39 → 68.21 |
| Oct 05, 2026 | Oct 16 | ±7.0% | -18.0% | 区间外 | 83.20 → 68.21 |
| Oct 02, 2026 | Oct 16 | ±7.8% | -15.7% | 区间外 | 80.93 → 68.21 |
| Oct 01, 2026 | Oct 16 | ±9.0% | -13.3% | 区间外 | 78.65 → 68.21 |
| Sep 23, 2026 | Oct 16 | ±10.5% | -15.9% | 区间外 | 81.13 → 68.21 |
| Sep 22, 2026 | Oct 16 | ±10.6% | -15.4% | 区间外 | 80.61 → 68.21 |
| Sep 21, 2026 | Oct 16 | ±10.8% | -13.5% | 区间外 | 78.89 → 68.21 |
| Sep 18, 2026 | Oct 16 | ±10.5% | -6.5% | 区间内 | 72.97 → 68.21 |
| Sep 17, 2026 | Oct 16 | ±11.2% | -4.3% | 区间内 | 71.28 → 68.21 |
| Sep 16, 2026 | Oct 16 | ±12.6% | +0.2% | 区间内 | 68.06 → 68.21 |
| Sep 15, 2026 | Oct 16 | ±13.2% | +0.3% | 区间内 | 68.01 → 68.21 |
| Sep 14, 2026 | Oct 16 | ±12.8% | -1.8% | 区间内 | 69.44 → 68.21 |
| Sep 11, 2026 | Oct 16 | ±13.0% | -3.9% | 区间内 | 71.00 → 68.21 |
| Sep 10, 2026 | Oct 16 | ±14.8% | -1.5% | 区间内 | 69.28 → 68.21 |
| Sep 09, 2026 | Oct 16 | ±14.7% | -4.5% | 区间内 | 71.46 → 68.21 |
| Sep 08, 2026 | Oct 16 | ±13.8% | -5.4% | 区间内 | 72.08 → 68.21 |
| Sep 07, 2026 | Oct 16 | ±14.2% | -5.3% | 区间内 | 72.04 → 68.21 |
| Sep 04, 2026 | Oct 16 | ±14.1% | -5.4% | 区间内 | 72.10 → 68.21 |
| Sep 03, 2026 | Oct 16 | ±13.9% | -5.2% | 区间内 | 71.92 → 68.21 |
| Sep 02, 2026 | Oct 16 | ±14.7% | -1.9% | 区间内 | 69.51 → 68.21 |
| Sep 01, 2026 | Oct 16 | ±15.1% | -1.3% | 区间内 | 69.08 → 68.21 |
| Aug 31, 2026 | Oct 16 | ±14.5% | -5.1% | 区间内 | 71.91 → 68.21 |
| Oct 09, 2026 | Oct 12 | ±2.0% | -2.1% | 区间外 | 81.33 → 79.61 |
| Oct 08, 2026 | Oct 12 | ±3.4% | -1.0% | 区间内 | 80.40 → 79.61 |
| Oct 07, 2026 | Oct 12 | ±3.5% | -4.8% | 区间外 | 83.61 → 79.61 |
| Oct 06, 2026 | Oct 12 | ±4.1% | -5.7% | 区间外 | 84.39 → 79.61 |
| Oct 05, 2026 | Oct 12 | ±4.8% | -4.3% | 区间内 | 83.20 → 79.61 |
| Oct 02, 2026 | Oct 12 | ±5.8% | -1.6% | 区间内 | 80.93 → 79.61 |
| Oct 01, 2026 | Oct 12 | ±7.1% | +1.2% | 区间内 | 78.65 → 79.61 |
| Oct 09, 2026 | Oct 09 | ±0.4% | -0.1% | 区间内 | 81.33 → 81.28 |
| Oct 08, 2026 | Oct 09 | ±2.3% | +1.1% | 区间内 | 80.40 → 81.28 |
| Oct 07, 2026 | Oct 09 | ±2.6% | -2.8% | 区间外 | 83.61 → 81.28 |
| Oct 06, 2026 | Oct 09 | ±3.3% | -3.7% | 区间外 | 84.39 → 81.28 |
| Oct 05, 2026 | Oct 09 | ±4.1% | -2.3% | 区间内 | 83.20 → 81.28 |
| Oct 02, 2026 | Oct 09 | ±5.1% | +0.4% | 区间内 | 80.93 → 81.28 |
| Oct 01, 2026 | Oct 09 | ±6.6% | +3.3% | 区间内 | 78.65 → 81.28 |
| Sep 23, 2026 | Oct 09 | ±8.8% | +0.2% | 区间内 | 81.13 → 81.28 |
| Sep 22, 2026 | Oct 09 | ±8.8% | +0.8% | 区间内 | 80.61 → 81.28 |
| Sep 21, 2026 | Oct 09 | ±8.8% | +3.0% | 区间内 | 78.89 → 81.28 |
| Sep 18, 2026 | Oct 09 | ±8.2% | +11.4% | 区间外 | 72.97 → 81.28 |
| Sep 17, 2026 | Oct 09 | ±10.2% | +14.0% | 区间外 | 71.28 → 81.28 |
| Sep 16, 2026 | Oct 09 | ±11.5% | +19.4% | 区间外 | 68.06 → 81.28 |
| Sep 15, 2026 | Oct 09 | ±11.6% | +19.5% | 区间外 | 68.01 → 81.28 |
| Sep 14, 2026 | Oct 09 | ±12.0% | +17.1% | 区间外 | 69.44 → 81.28 |
| Sep 11, 2026 | Oct 09 | ±11.2% | +14.5% | 区间外 | 71.00 → 81.28 |
| Sep 10, 2026 | Oct 09 | ±13.0% | +17.3% | 区间外 | 69.28 → 81.28 |
| Sep 09, 2026 | Oct 09 | ±12.9% | +13.7% | 区间外 | 71.46 → 81.28 |
| Sep 08, 2026 | Oct 09 | ±11.2% | +12.8% | 区间外 | 72.08 → 81.28 |
| Sep 07, 2026 | Oct 09 | ±12.3% | +12.8% | 区间外 | 72.04 → 81.28 |
| Sep 04, 2026 | Oct 09 | ±12.3% | +12.7% | 区间外 | 72.10 → 81.28 |
| Sep 03, 2026 | Oct 09 | ±13.0% | +13.0% | 区间内 | 71.92 → 81.28 |
| Sep 02, 2026 | Oct 09 | ±14.1% | +16.9% | 区间外 | 69.51 → 81.28 |
| Sep 01, 2026 | Oct 09 | ±14.1% | +17.7% | 区间外 | 69.08 → 81.28 |
| Aug 31, 2026 | Oct 09 | ±13.3% | +13.0% | 区间内 | 71.91 → 81.28 |
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.