TRV historial de movimiento esperado The Travelers Companies, Inc.
Cada día de negociación, tras el cierre, registramos lo que el mercado de opciones estaba descontando — por vencimiento, antes de conocerse el resultado. Cuando un vencimiento finaliza, el resultado se anota junto a la estimación original. Las estimaciones nunca se revisan a posteriori. Cómo interpretar estas estadísticas · registrando desde Aug 31, 2026
Comparaciones resueltas43
Cierre dentro del rango74%
|Real| por debajo de lo esperado74%
Movimiento esperado promedio±4.4%
Movimiento |real| promedio3.8%
Error medio abs.1.7pt
Implícita vs realizada, por vencimiento
Para cada vencimiento: el contorno ámbar es el movimiento esperado registrado más cerca del vencimiento; la barra sólida es lo que la acción hizo realmente. Los valores con signo aparecen bajo las barras.
esperado (registrado)real
Registrado actualmente (pendiente de resultado)
| Instantánea | Vence | DTE | Precio entonces | Movimiento esperado | Rango | Método |
|---|---|---|---|---|---|---|
| Oct 19 | Nov 20 | 32 | 385.45 | ±5.4% | 364.60–406.30 | em-1.0 |
| Oct 16 | Nov 20 | 35 | 389.54 | ±5.6% | 367.69–411.39 | em-1.0 |
| Oct 14 | Nov 20 | 37 | 377.82 | ±6.4% | 353.62–402.02 | em-1.0 |
| Oct 13 | Nov 20 | 38 | 373.28 | ±6.4% | 349.28–397.28 | em-1.0 |
| Oct 09 | Nov 20 | 42 | 368.52 | ±6.8% | 343.52–393.52 | em-1.0 |
| Oct 08 | Nov 20 | 43 | 370.95 | ±6.8% | 345.65–396.25 | em-1.0 |
| Oct 07 | Nov 20 | 44 | 360.61 | ±6.8% | 336.16–385.06 | em-1.0 |
| Oct 06 | Nov 20 | 45 | 360.64 | ±6.8% | 336.14–385.14 | em-1.0 |
| Oct 05 | Nov 20 | 46 | 360.70 | ±6.9% | 335.85–385.55 | em-1.0 |
| Oct 02 | Nov 20 | 49 | 360.94 | ±7.2% | 334.79–387.09 | em-1.0 |
| Oct 01 | Nov 20 | 50 | 361.34 | ±7.5% | 334.24–388.44 | em-1.0 |
| Sep 23 | Nov 20 | 58 | 371.13 | ±8.1% | 341.18–401.08 | em-1.0 |
| Sep 22 | Nov 20 | 59 | 371.13 | ±8.1% | 341.18–401.08 | em-1.0 |
| Sep 21 | Nov 20 | 60 | 374.62 | ±8.2% | 344.07–405.17 | em-1.0 |
| Sep 18 | Nov 20 | 63 | 375.07 | ±8.1% | 344.82–405.32 | em-1.0 |
| Oct 19 | Dec 18 | 60 | 385.45 | ±7.1% | 357.95–412.95 | em-1.0 |
| Oct 16 | Dec 18 | 63 | 389.54 | ±7.5% | 360.44–418.64 | em-1.0 |
| Oct 19 | Jan 15 | 88 | 385.45 | ±8.5% | 352.80–418.10 | em-1.0 |
| Oct 16 | Jan 15 | 91 | 389.54 | ±8.6% | 355.94–423.14 | em-1.0 |
| Oct 14 | Jan 15 | 93 | 377.82 | ±9.2% | 343.02–412.62 | em-1.0 |
| Oct 13 | Jan 15 | 94 | 373.28 | ±9.3% | 338.73–407.83 | em-1.0 |
| Oct 09 | Jan 15 | 98 | 368.52 | ±9.5% | 333.62–403.42 | em-1.0 |
| Oct 08 | Jan 15 | 99 | 370.95 | ±9.7% | 334.90–407.00 | em-1.0 |
| Oct 07 | Jan 15 | 100 | 360.61 | ±9.7% | 325.66–395.56 | em-1.0 |
| Oct 06 | Jan 15 | 101 | 360.64 | ±9.6% | 325.94–395.34 | em-1.0 |
| Oct 05 | Jan 15 | 102 | 360.70 | ±9.7% | 325.75–395.65 | em-1.0 |
| Oct 02 | Jan 15 | 105 | 360.94 | ±10.1% | 324.64–397.24 | em-1.0 |
| Oct 01 | Jan 15 | 106 | 361.34 | ±10.1% | 324.89–397.79 | em-1.0 |
| Sep 23 | Jan 15 | 114 | 371.13 | ±10.9% | 330.83–411.43 | em-1.0 |
| Sep 22 | Jan 15 | 115 | 371.13 | ±10.9% | 330.83–411.43 | em-1.0 |
Instantáneas resueltas
| Instantánea | Vencido | Esperado | Real | ¿Dentro del rango? | Precio → cierre |
|---|---|---|---|---|---|
| Oct 16, 2026 | Oct 16 | ±0.5% | +0.0% | dentro | 389.54 → 389.54 |
| Oct 14, 2026 | Oct 16 | ±3.2% | +3.1% | dentro | 377.82 → 389.54 |
| Oct 13, 2026 | Oct 16 | ±3.5% | +4.4% | fuera | 373.28 → 389.54 |
| Oct 09, 2026 | Oct 16 | ±3.6% | +5.7% | fuera | 368.52 → 389.54 |
| Oct 08, 2026 | Oct 16 | ±3.9% | +5.0% | fuera | 370.95 → 389.54 |
| Oct 07, 2026 | Oct 16 | ±3.9% | +8.0% | fuera | 360.61 → 389.54 |
| Oct 06, 2026 | Oct 16 | ±4.1% | +8.0% | fuera | 360.64 → 389.54 |
| Oct 05, 2026 | Oct 16 | ±3.8% | +8.0% | fuera | 360.70 → 389.54 |
| Oct 02, 2026 | Oct 16 | ±4.5% | +7.9% | fuera | 360.94 → 389.54 |
| Oct 01, 2026 | Oct 16 | ±4.8% | +7.8% | fuera | 361.34 → 389.54 |
| Sep 23, 2026 | Oct 16 | ±5.5% | +5.0% | dentro | 371.13 → 389.54 |
| Sep 22, 2026 | Oct 16 | ±5.5% | +5.0% | dentro | 371.13 → 389.54 |
| Sep 21, 2026 | Oct 16 | ±5.8% | +4.0% | dentro | 374.62 → 389.54 |
| Sep 18, 2026 | Oct 16 | ±5.7% | +3.9% | dentro | 375.07 → 389.54 |
| Sep 17, 2026 | Oct 16 | ±5.9% | +2.3% | dentro | 380.91 → 389.54 |
| Sep 16, 2026 | Oct 16 | ±6.2% | +3.1% | dentro | 377.97 → 389.54 |
| Sep 15, 2026 | Oct 16 | ±5.8% | +3.8% | dentro | 375.20 → 389.54 |
| Sep 14, 2026 | Oct 16 | ±5.8% | +3.8% | dentro | 375.20 → 389.54 |
| Sep 11, 2026 | Oct 16 | ±6.2% | +6.0% | dentro | 367.56 → 389.54 |
| Sep 10, 2026 | Oct 16 | ±6.2% | +6.2% | dentro | 366.85 → 389.54 |
| Sep 09, 2026 | Oct 16 | ±6.3% | +6.2% | dentro | 366.77 → 389.54 |
| Sep 08, 2026 | Oct 16 | ±6.3% | +6.4% | fuera | 366.25 → 389.54 |
| Sep 07, 2026 | Oct 16 | ±6.2% | +5.5% | dentro | 369.35 → 389.54 |
| Sep 04, 2026 | Oct 16 | ±6.5% | +4.1% | dentro | 374.34 → 389.54 |
| Sep 03, 2026 | Oct 16 | ±6.4% | +3.6% | dentro | 375.94 → 389.54 |
| Sep 02, 2026 | Oct 16 | ±6.5% | +7.0% | fuera | 363.92 → 389.54 |
| Sep 01, 2026 | Oct 16 | ±7.1% | +5.7% | dentro | 368.40 → 389.54 |
| Aug 31, 2026 | Oct 16 | ±7.1% | +5.7% | dentro | 368.40 → 389.54 |
| Sep 18, 2026 | Sep 18 | ±1.6% | -0.1% | dentro | 375.07 → 374.62 |
| Sep 17, 2026 | Sep 18 | ±1.5% | -1.7% | fuera | 380.91 → 374.62 |
| Sep 16, 2026 | Sep 18 | ±1.9% | -0.9% | dentro | 377.97 → 374.62 |
| Sep 15, 2026 | Sep 18 | ±2.6% | -0.2% | dentro | 375.20 → 374.62 |
| Sep 14, 2026 | Sep 18 | ±2.6% | -0.2% | dentro | 375.20 → 374.62 |
| Sep 11, 2026 | Sep 18 | ±2.5% | +1.9% | dentro | 367.56 → 374.62 |
| Sep 10, 2026 | Sep 18 | ±2.9% | +2.1% | dentro | 366.85 → 374.62 |
| Sep 09, 2026 | Sep 18 | ±3.1% | +2.1% | dentro | 366.77 → 374.62 |
| Sep 08, 2026 | Sep 18 | ±3.3% | +2.3% | dentro | 366.25 → 374.62 |
| Sep 07, 2026 | Sep 18 | ±3.1% | +1.4% | dentro | 369.35 → 374.62 |
| Sep 04, 2026 | Sep 18 | ±3.6% | +0.1% | dentro | 374.34 → 374.62 |
| Sep 03, 2026 | Sep 18 | ±3.6% | -0.4% | dentro | 375.94 → 374.62 |
| Sep 02, 2026 | Sep 18 | ±3.8% | +2.9% | dentro | 363.92 → 374.62 |
| Sep 01, 2026 | Sep 18 | ±4.0% | +1.7% | dentro | 368.40 → 374.62 |
| Aug 31, 2026 | Sep 18 | ±4.0% | +1.7% | dentro | 368.40 → 374.62 |
Los resultados comparan el rango registrado con el precio de cierre en el día de expiración. La versión del método se muestra por fila cuando difiere; actual: em-1.0.