TTD 预期波动历史 The Trade Desk, Inc.
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93
收盘价处于区间内42%
|实际值| 低于预期值42%
平均预期波动幅度±8.1%
平均|实际|波动幅度9.0%
平均绝对误差3.5pt
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 16 | Oct 16 | 0 | 12.23 | ±1.9% | 11.99–12.46 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 12.14 | ±3.7% | 11.69–12.59 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 12.19 | ±4.2% | 11.68–12.70 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 12.12 | ±4.7% | 11.55–12.68 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 12.32 | ±6.2% | 11.56–13.08 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 12.08 | ±5.9% | 11.37–12.79 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 11.92 | ±6.4% | 11.15–12.68 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 11.97 | ±6.9% | 11.14–12.79 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 11.95 | ±7.7% | 11.03–12.87 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 12.10 | ±8.1% | 11.12–13.08 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 13.24 | ±11.2% | 11.76–14.72 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 13.22 | ±11.2% | 11.74–14.70 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 13.94 | ±11.1% | 12.39–15.48 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 13.97 | ±14.0% | 12.01–15.92 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 14.26 | ±13.3% | 12.36–16.16 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 14.50 | ±13.5% | 12.54–16.46 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 14.98 | ±13.5% | 12.96–17.00 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 14.94 | ±13.4% | 12.94–16.94 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 14.31 | ±14.3% | 12.27–16.36 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 13.90 | ±16.0% | 11.68–16.13 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 13.90 | ±16.4% | 11.62–16.18 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 14.00 | ±16.3% | 11.71–16.29 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 14.43 | ±15.6% | 12.18–16.69 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 14.40 | ±15.7% | 12.15–16.66 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 15.16 | ±15.5% | 12.81–17.51 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 14.54 | ±16.1% | 12.21–16.88 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 13.79 | ±18.0% | 11.30–16.27 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 13.73 | ±17.2% | 11.38–16.09 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 12.23 | ±5.8% | 11.52–12.94 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 12.14 | ±5.9% | 11.43–12.86 | 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 09, 2026 | Oct 09 | ±1.0% | -0.3% | 区间内 | 12.12 → 12.08 |
| Oct 08, 2026 | Oct 09 | ±2.8% | -1.9% | 区间内 | 12.32 → 12.08 |
| Oct 07, 2026 | Oct 09 | ±3.1% | +0.0% | 区间内 | 12.08 → 12.08 |
| Oct 06, 2026 | Oct 09 | ±3.8% | +1.4% | 区间内 | 11.92 → 12.08 |
| Oct 05, 2026 | Oct 09 | ±4.7% | +0.9% | 区间内 | 11.97 → 12.08 |
| Oct 02, 2026 | Oct 09 | ±5.1% | +1.1% | 区间内 | 11.95 → 12.08 |
| Oct 01, 2026 | Oct 09 | ±6.0% | -0.2% | 区间内 | 12.10 → 12.08 |
| Sep 23, 2026 | Oct 09 | ±9.3% | -8.8% | 区间内 | 13.24 → 12.08 |
| Sep 22, 2026 | Oct 09 | ±9.3% | -8.6% | 区间内 | 13.22 → 12.08 |
| Sep 21, 2026 | Oct 09 | ±9.9% | -13.3% | 区间外 | 13.94 → 12.08 |
| Sep 18, 2026 | Oct 09 | ±10.0% | -13.5% | 区间外 | 13.97 → 12.08 |
| Sep 17, 2026 | Oct 09 | ±10.7% | -15.3% | 区间外 | 14.26 → 12.08 |
| Sep 16, 2026 | Oct 09 | ±11.7% | -16.7% | 区间外 | 14.50 → 12.08 |
| Sep 15, 2026 | Oct 09 | ±11.9% | -19.4% | 区间外 | 14.98 → 12.08 |
| Sep 14, 2026 | Oct 09 | ±12.1% | -19.1% | 区间外 | 14.94 → 12.08 |
| Sep 11, 2026 | Oct 09 | ±11.9% | -15.6% | 区间外 | 14.31 → 12.08 |
| Sep 10, 2026 | Oct 09 | ±12.8% | -13.1% | 区间外 | 13.90 → 12.08 |
| Sep 09, 2026 | Oct 09 | ±12.9% | -13.1% | 区间外 | 13.90 → 12.08 |
| Sep 08, 2026 | Oct 09 | ±13.5% | -13.7% | 区间外 | 14.00 → 12.08 |
| Sep 07, 2026 | Oct 09 | ±13.7% | -16.3% | 区间外 | 14.43 → 12.08 |
| Sep 04, 2026 | Oct 09 | ±13.7% | -16.1% | 区间外 | 14.40 → 12.08 |
| Sep 03, 2026 | Oct 09 | ±13.7% | -20.3% | 区间外 | 15.16 → 12.08 |
| Sep 02, 2026 | Oct 09 | ±19.1% | -16.9% | 区间内 | 14.54 → 12.08 |
| Sep 01, 2026 | Oct 09 | ±14.9% | -12.4% | 区间内 | 13.79 → 12.08 |
| Aug 31, 2026 | Oct 09 | ±13.9% | -12.0% | 区间内 | 13.73 → 12.08 |
| Oct 02, 2026 | Oct 02 | ±0.7% | +0.0% | 区间内 | 11.95 → 11.95 |
| Oct 01, 2026 | Oct 02 | ±2.3% | -1.2% | 区间内 | 12.10 → 11.95 |
| Sep 23, 2026 | Oct 02 | ±7.1% | -9.7% | 区间外 | 13.24 → 11.95 |
| Sep 22, 2026 | Oct 02 | ±7.1% | -9.6% | 区间外 | 13.22 → 11.95 |
| Sep 21, 2026 | Oct 02 | ±7.5% | -14.3% | 区间外 | 13.94 → 11.95 |
| Sep 18, 2026 | Oct 02 | ±7.9% | -14.5% | 区间外 | 13.97 → 11.95 |
| Sep 17, 2026 | Oct 02 | ±8.6% | -16.2% | 区间外 | 14.26 → 11.95 |
| Sep 16, 2026 | Oct 02 | ±9.3% | -17.6% | 区间外 | 14.50 → 11.95 |
| Sep 15, 2026 | Oct 02 | ±9.9% | -20.2% | 区间外 | 14.98 → 11.95 |
| Sep 14, 2026 | Oct 02 | ±10.1% | -20.0% | 区间外 | 14.94 → 11.95 |
| Sep 11, 2026 | Oct 02 | ±10.3% | -16.5% | 区间外 | 14.31 → 11.95 |
| Sep 10, 2026 | Oct 02 | ±10.6% | -14.0% | 区间外 | 13.90 → 11.95 |
| Sep 09, 2026 | Oct 02 | ±10.9% | -14.0% | 区间外 | 13.90 → 11.95 |
| Sep 08, 2026 | Oct 02 | ±11.7% | -14.6% | 区间外 | 14.00 → 11.95 |
| Sep 07, 2026 | Oct 02 | ±12.7% | -17.2% | 区间外 | 14.43 → 11.95 |
| Sep 04, 2026 | Oct 02 | ±12.8% | -17.0% | 区间外 | 14.40 → 11.95 |
| Sep 03, 2026 | Oct 02 | ±13.0% | -21.2% | 区间外 | 15.16 → 11.95 |
| Sep 02, 2026 | Oct 02 | ±12.4% | -17.8% | 区间外 | 14.54 → 11.95 |
| Sep 01, 2026 | Oct 02 | ±12.3% | -13.3% | 区间外 | 13.79 → 11.95 |
| Aug 31, 2026 | Oct 02 | ±12.9% | -13.0% | 区间外 | 13.73 → 11.95 |
| Sep 23, 2026 | Sep 25 | ±4.2% | -4.8% | 区间外 | 13.24 → 12.60 |
| Sep 22, 2026 | Sep 25 | ±4.2% | -4.7% | 区间外 | 13.22 → 12.60 |
| Sep 21, 2026 | Sep 25 | ±5.1% | -9.6% | 区间外 | 13.94 → 12.60 |
| Sep 18, 2026 | Sep 25 | ±5.5% | -9.8% | 区间外 | 13.97 → 12.60 |
| Sep 17, 2026 | Sep 25 | ±6.8% | -11.6% | 区间外 | 14.26 → 12.60 |
| Sep 16, 2026 | Sep 25 | ±7.2% | -13.1% | 区间外 | 14.50 → 12.60 |
| Sep 15, 2026 | Sep 25 | ±7.8% | -15.9% | 区间外 | 14.98 → 12.60 |
| Sep 14, 2026 | Sep 25 | ±8.1% | -15.7% | 区间外 | 14.94 → 12.60 |
| Sep 11, 2026 | Sep 25 | ±8.4% | -11.9% | 区间外 | 14.31 → 12.60 |
| Sep 10, 2026 | Sep 25 | ±9.1% | -9.4% | 区间外 | 13.90 → 12.60 |
| Sep 09, 2026 | Sep 25 | ±9.2% | -9.4% | 区间外 | 13.90 → 12.60 |
| Sep 08, 2026 | Sep 25 | ±9.8% | -10.0% | 区间外 | 14.00 → 12.60 |
| Sep 07, 2026 | Sep 25 | ±10.3% | -12.7% | 区间外 | 14.43 → 12.60 |
| Sep 04, 2026 | Sep 25 | ±10.3% | -12.5% | 区间外 | 14.40 → 12.60 |
| Sep 03, 2026 | Sep 25 | ±11.2% | -16.9% | 区间外 | 15.16 → 12.60 |
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.