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1
收盘价处于区间内100%
|实际值| 低于预期值100%
平均预期波动幅度±0.3%
平均|实际|波动幅度0.0%
平均绝对误差0.3pt
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 | 69.51 | ±0.7% | 68.99–70.03 | em-1.0 |
| Sep 01 | Sep 02 | 1 | 69.08 | ±2.3% | 67.47–70.69 | em-1.0 |
| Aug 31 | Sep 02 | 2 | 71.91 | ±2.6% | 70.01–73.81 | em-1.0 |
| Sep 02 | Sep 04 | 2 | 69.51 | ±3.1% | 67.36–71.66 | em-1.0 |
| Sep 01 | Sep 04 | 3 | 69.08 | ±4.2% | 66.21–71.95 | em-1.0 |
| Aug 31 | Sep 04 | 4 | 71.91 | ±4.0% | 69.02–74.81 | em-1.0 |
| Sep 02 | Sep 09 | 7 | 69.51 | ±4.8% | 66.19–72.83 | em-1.0 |
| Sep 01 | Sep 09 | 8 | 69.08 | ±5.6% | 65.24–72.93 | em-1.0 |
| Aug 31 | Sep 09 | 9 | 71.91 | ±5.2% | 68.15–75.67 | em-1.0 |
| Sep 02 | Sep 11 | 9 | 69.51 | ±5.9% | 65.43–73.59 | em-1.0 |
| Sep 01 | Sep 11 | 10 | 69.08 | ±6.7% | 64.47–73.69 | em-1.0 |
| Aug 31 | Sep 11 | 11 | 71.91 | ±6.1% | 67.50–76.32 | em-1.0 |
| Sep 02 | Sep 14 | 12 | 69.51 | ±6.6% | 64.92–74.11 | em-1.0 |
| Sep 01 | Sep 14 | 13 | 69.08 | ±7.4% | 63.99–74.18 | em-1.0 |
| Aug 31 | Sep 14 | 14 | 71.91 | ±6.2% | 67.44–76.39 | em-1.0 |
| Sep 02 | Sep 16 | 14 | 69.51 | ±7.8% | 64.09–74.92 | em-1.0 |
| Sep 01 | Sep 16 | 15 | 69.08 | ±8.5% | 63.21–74.95 | em-1.0 |
| Sep 02 | Sep 18 | 16 | 69.51 | ±8.3% | 63.75–75.27 | em-1.0 |
| Sep 01 | Sep 18 | 17 | 69.08 | ±9.3% | 62.63–75.54 | em-1.0 |
| Aug 31 | Sep 18 | 18 | 71.91 | ±8.6% | 65.73–78.08 | em-1.0 |
| Sep 02 | Sep 25 | 23 | 69.51 | ±10.4% | 62.31–76.71 | em-1.0 |
| Sep 01 | Sep 25 | 24 | 69.08 | ±11.7% | 60.98–77.18 | em-1.0 |
| Aug 31 | Sep 25 | 25 | 71.91 | ±9.5% | 65.09–78.73 | em-1.0 |
| Sep 02 | Oct 02 | 30 | 69.51 | ±11.2% | 61.69–77.33 | em-1.0 |
| Sep 01 | Oct 02 | 31 | 69.08 | ±12.3% | 60.58–77.58 | em-1.0 |
| Aug 31 | Oct 02 | 32 | 71.91 | ±11.5% | 63.63–80.19 | em-1.0 |
| Sep 02 | Oct 09 | 37 | 69.51 | ±14.1% | 59.71–79.31 | em-1.0 |
| Sep 01 | Oct 09 | 38 | 69.08 | ±14.1% | 59.36–78.81 | em-1.0 |
| Aug 31 | Oct 09 | 39 | 71.91 | ±13.3% | 62.36–81.46 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 69.51 | ±14.7% | 59.31–79.71 | 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 |
|---|---|---|---|---|---|
| Aug 31, 2026 | Aug 31 | ±0.3% | +0.0% | 区间内 | 71.91 → 71.92 |
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.