TSM 预期波动历史 Taiwan Semiconductor Manufacturing Company 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121
收盘价处于区间内47%
|实际值| 低于预期值47%
平均预期波动幅度±5.1%
平均|实际|波动幅度5.4%
平均绝对误差3.0pt
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 23 | 4 | 420.95 | ±3.0% | 408.27–433.62 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 413.20 | ±3.8% | 397.70–428.70 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 428.85 | ±5.0% | 407.35–450.35 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 447.00 | ±5.1% | 424.25–469.75 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 453.15 | ±5.2% | 429.42–476.87 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 459.50 | ±5.6% | 433.98–485.02 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 473.50 | ±5.7% | 446.40–500.60 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 483.73 | ±5.7% | 456.28–511.18 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 486.21 | ±5.9% | 457.76–514.66 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 472.42 | ±6.3% | 442.82–502.02 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 458.69 | ±6.6% | 428.56–488.81 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 451.41 | ±7.8% | 416.36–486.46 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 449.52 | ±7.8% | 414.47–484.57 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 444.85 | ±7.8% | 410.07–479.62 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 433.44 | ±8.1% | 398.46–468.41 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 429.56 | ±8.2% | 394.31–464.81 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 417.75 | ±8.6% | 382.00–453.50 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 414.65 | ±8.6% | 378.93–450.38 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 419.86 | ±9.0% | 382.19–457.54 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 432.38 | ±9.3% | 392.23–472.53 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 428.00 | ±9.8% | 386.23–469.77 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 435.46 | ±10.0% | 392.01–478.91 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 438.20 | ±10.3% | 393.25–483.15 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 427.98 | ±10.1% | 384.95–471.00 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 427.94 | ±10.1% | 384.92–470.96 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 416.96 | ±9.9% | 375.86–458.06 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 420.95 | ±4.7% | 401.17–440.72 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 413.20 | ±5.3% | 391.12–435.27 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 428.85 | ±6.0% | 402.98–454.73 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 447.00 | ±5.9% | 420.43–473.57 | 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% | -0.1% | 区间内 | 413.20 → 412.61 |
| Oct 14, 2026 | Oct 16 | ±3.7% | -3.8% | 区间外 | 428.85 → 412.61 |
| Oct 13, 2026 | Oct 16 | ±4.1% | -7.7% | 区间外 | 447.00 → 412.61 |
| Oct 09, 2026 | Oct 16 | ±4.3% | -8.9% | 区间外 | 453.15 → 412.61 |
| Oct 08, 2026 | Oct 16 | ±4.6% | -10.2% | 区间外 | 459.50 → 412.61 |
| Oct 07, 2026 | Oct 16 | ±4.7% | -12.9% | 区间外 | 473.50 → 412.61 |
| Oct 06, 2026 | Oct 16 | ±4.8% | -14.7% | 区间外 | 483.73 → 412.61 |
| Oct 05, 2026 | Oct 16 | ±5.1% | -15.1% | 区间外 | 486.21 → 412.61 |
| Oct 02, 2026 | Oct 16 | ±5.4% | -12.7% | 区间外 | 472.42 → 412.61 |
| Oct 01, 2026 | Oct 16 | ±5.9% | -10.0% | 区间外 | 458.69 → 412.61 |
| Sep 23, 2026 | Oct 16 | ±7.0% | -8.6% | 区间外 | 451.41 → 412.61 |
| Sep 22, 2026 | Oct 16 | ±6.9% | -8.2% | 区间外 | 449.52 → 412.61 |
| Sep 21, 2026 | Oct 16 | ±7.0% | -7.2% | 区间外 | 444.85 → 412.61 |
| Sep 18, 2026 | Oct 16 | ±7.2% | -4.8% | 区间内 | 433.44 → 412.61 |
| Sep 17, 2026 | Oct 16 | ±7.3% | -3.9% | 区间内 | 429.56 → 412.61 |
| Sep 16, 2026 | Oct 16 | ±7.7% | -1.2% | 区间内 | 417.75 → 412.61 |
| Sep 15, 2026 | Oct 16 | ±7.7% | -0.5% | 区间内 | 414.65 → 412.61 |
| Sep 14, 2026 | Oct 16 | ±8.0% | -1.7% | 区间内 | 419.86 → 412.61 |
| Sep 11, 2026 | Oct 16 | ±8.3% | -4.6% | 区间内 | 432.38 → 412.61 |
| Sep 10, 2026 | Oct 16 | ±8.8% | -3.6% | 区间内 | 428.00 → 412.61 |
| Sep 09, 2026 | Oct 16 | ±9.1% | -5.2% | 区间内 | 435.46 → 412.61 |
| Sep 08, 2026 | Oct 16 | ±9.4% | -5.8% | 区间内 | 438.20 → 412.61 |
| Sep 07, 2026 | Oct 16 | ±9.3% | -3.6% | 区间内 | 427.98 → 412.61 |
| Sep 04, 2026 | Oct 16 | ±9.3% | -3.6% | 区间内 | 427.94 → 412.61 |
| Sep 03, 2026 | Oct 16 | ±9.1% | -1.0% | 区间内 | 416.96 → 412.61 |
| Sep 02, 2026 | Oct 16 | ±9.4% | -0.8% | 区间内 | 416.00 → 412.61 |
| Sep 01, 2026 | Oct 16 | ±9.6% | -0.5% | 区间内 | 414.50 → 412.61 |
| Aug 31, 2026 | Oct 16 | ±9.7% | -0.8% | 区间内 | 415.84 → 412.61 |
| Oct 09, 2026 | Oct 09 | ±0.2% | +0.0% | 区间内 | 453.15 → 453.31 |
| Oct 08, 2026 | Oct 09 | ±1.3% | -1.3% | 区间外 | 459.50 → 453.31 |
| Oct 07, 2026 | Oct 09 | ±2.0% | -4.3% | 区间外 | 473.50 → 453.31 |
| Oct 06, 2026 | Oct 09 | ±2.2% | -6.3% | 区间外 | 483.73 → 453.31 |
| Oct 05, 2026 | Oct 09 | ±2.7% | -6.8% | 区间外 | 486.21 → 453.31 |
| Oct 02, 2026 | Oct 09 | ±3.0% | -4.0% | 区间外 | 472.42 → 453.31 |
| Oct 01, 2026 | Oct 09 | ±3.5% | -1.2% | 区间内 | 458.69 → 453.31 |
| Sep 23, 2026 | Oct 09 | ±5.2% | +0.4% | 区间内 | 451.41 → 453.31 |
| Sep 22, 2026 | Oct 09 | ±5.4% | +0.8% | 区间内 | 449.52 → 453.31 |
| Sep 21, 2026 | Oct 09 | ±5.4% | +1.9% | 区间内 | 444.85 → 453.31 |
| Sep 18, 2026 | Oct 09 | ±5.6% | +4.6% | 区间内 | 433.44 → 453.31 |
| Sep 17, 2026 | Oct 09 | ±5.8% | +5.5% | 区间内 | 429.56 → 453.31 |
| Sep 16, 2026 | Oct 09 | ±6.2% | +8.5% | 区间外 | 417.75 → 453.31 |
| Sep 15, 2026 | Oct 09 | ±6.2% | +9.3% | 区间外 | 414.65 → 453.31 |
| Sep 14, 2026 | Oct 09 | ±6.5% | +8.0% | 区间外 | 419.86 → 453.31 |
| Sep 11, 2026 | Oct 09 | ±6.9% | +4.8% | 区间内 | 432.38 → 453.31 |
| Sep 10, 2026 | Oct 09 | ±7.4% | +5.9% | 区间内 | 428.00 → 453.31 |
| Sep 09, 2026 | Oct 09 | ±7.5% | +4.1% | 区间内 | 435.46 → 453.31 |
| Sep 08, 2026 | Oct 09 | ±8.0% | +3.4% | 区间内 | 438.20 → 453.31 |
| Sep 07, 2026 | Oct 09 | ±7.7% | +5.9% | 区间内 | 427.98 → 453.31 |
| Sep 04, 2026 | Oct 09 | ±7.7% | +5.9% | 区间内 | 427.94 → 453.31 |
| Sep 03, 2026 | Oct 09 | ±7.8% | +8.7% | 区间外 | 416.96 → 453.31 |
| Sep 02, 2026 | Oct 09 | ±7.9% | +9.0% | 区间外 | 416.00 → 453.31 |
| Sep 01, 2026 | Oct 09 | ±8.1% | +9.4% | 区间外 | 414.50 → 453.31 |
| Aug 31, 2026 | Oct 09 | ±8.4% | +9.0% | 区间外 | 415.84 → 453.31 |
| Oct 02, 2026 | Oct 02 | ±0.2% | +0.1% | 区间内 | 472.42 → 472.78 |
| Oct 01, 2026 | Oct 02 | ±1.4% | +3.1% | 区间外 | 458.69 → 472.78 |
| Sep 23, 2026 | Oct 02 | ±4.1% | +4.7% | 区间外 | 451.41 → 472.78 |
| Sep 22, 2026 | Oct 02 | ±4.0% | +5.2% | 区间外 | 449.52 → 472.78 |
| Sep 21, 2026 | Oct 02 | ±4.2% | +6.3% | 区间外 | 444.85 → 472.78 |
| Sep 18, 2026 | Oct 02 | ±4.4% | +9.1% | 区间外 | 433.44 → 472.78 |
| Sep 17, 2026 | Oct 02 | ±4.7% | +10.1% | 区间外 | 429.56 → 472.78 |
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.