UNG 预期波动历史 United States Natural Gas Fund LP
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151
收盘价处于区间内76%
|实际值| 低于预期值76%
平均预期波动幅度±5.4%
平均|实际|波动幅度3.3%
平均绝对误差2.9pt
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 | 10.64 | ±1.4% | 10.49–10.79 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 10.98 | ±3.7% | 10.57–11.38 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 11.30 | ±4.4% | 10.80–11.80 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 11.01 | ±5.0% | 10.46–11.55 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 10.80 | ±6.0% | 10.15–11.45 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 11.05 | ±6.1% | 10.38–11.72 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 10.75 | ±6.3% | 10.07–11.42 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 10.55 | ±6.5% | 9.86–11.24 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 10.44 | ±6.9% | 9.72–11.15 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 10.38 | ±7.0% | 9.65–11.12 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 10.88 | ±8.4% | 9.96–11.79 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 10.88 | ±8.4% | 9.96–11.79 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 10.24 | ±8.0% | 9.43–11.05 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 10.42 | ±9.1% | 9.47–11.37 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 10.44 | ±9.3% | 9.47–11.41 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 10.35 | ±9.2% | 9.39–11.29 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 10.53 | ±9.9% | 9.49–11.57 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 10.36 | ±9.9% | 9.33–11.39 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 10.16 | ±10.6% | 9.09–11.24 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 10.09 | ±11.2% | 8.96–11.22 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 10.09 | ±11.2% | 8.96–11.22 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 10.52 | ±12.0% | 9.26–11.78 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 10.56 | ±12.1% | 9.29–11.84 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 10.56 | ±12.1% | 9.29–11.84 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 10.57 | ±12.5% | 9.25–11.90 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 10.64 | ±12.8% | 9.28–12.01 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 10.57 | ±13.5% | 9.14–12.00 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 10.52 | ±13.2% | 9.13–11.90 | em-1.0 |
| Oct 16 | Oct 21 | 5 | 10.64 | ±4.0% | 10.21–11.06 | em-1.0 |
| Oct 14 | Oct 21 | 7 | 10.98 | ±5.1% | 10.41–11.54 | 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 14, 2026 | Oct 14 | ±1.5% | +2.2% | 区间外 | 10.98 → 11.22 |
| Oct 13, 2026 | Oct 14 | ±3.0% | -0.7% | 区间内 | 11.30 → 11.22 |
| Oct 09, 2026 | Oct 14 | ±4.2% | +1.9% | 区间内 | 11.01 → 11.22 |
| Oct 08, 2026 | Oct 14 | ±4.2% | +3.9% | 区间内 | 10.80 → 11.22 |
| Oct 07, 2026 | Oct 14 | ±5.0% | +1.6% | 区间内 | 11.05 → 11.22 |
| Oct 06, 2026 | Oct 14 | ±5.8% | +4.4% | 区间内 | 10.75 → 11.22 |
| Oct 05, 2026 | Oct 14 | ±5.8% | +6.4% | 区间外 | 10.55 → 11.22 |
| Oct 02, 2026 | Oct 14 | ±6.4% | +7.5% | 区间外 | 10.44 → 11.22 |
| Oct 01, 2026 | Oct 14 | ±6.3% | +8.0% | 区间外 | 10.38 → 11.22 |
| Oct 09, 2026 | Oct 09 | ±0.4% | +0.0% | 区间内 | 11.01 → 11.01 |
| Oct 08, 2026 | Oct 09 | ±2.7% | +2.0% | 区间内 | 10.80 → 11.01 |
| Oct 07, 2026 | Oct 09 | ±3.2% | -0.3% | 区间内 | 11.05 → 11.01 |
| Oct 06, 2026 | Oct 09 | ±4.1% | +2.4% | 区间内 | 10.75 → 11.01 |
| Oct 05, 2026 | Oct 09 | ±4.3% | +4.4% | 区间外 | 10.55 → 11.01 |
| Oct 02, 2026 | Oct 09 | ±5.2% | +5.5% | 区间外 | 10.44 → 11.01 |
| Oct 01, 2026 | Oct 09 | ±5.4% | +6.0% | 区间外 | 10.38 → 11.01 |
| Sep 23, 2026 | Oct 09 | ±6.7% | +1.2% | 区间内 | 10.88 → 11.01 |
| Sep 22, 2026 | Oct 09 | ±6.7% | +1.2% | 区间内 | 10.88 → 11.01 |
| Sep 21, 2026 | Oct 09 | ±7.5% | +7.5% | 区间外 | 10.24 → 11.01 |
| Sep 18, 2026 | Oct 09 | ±7.4% | +5.7% | 区间内 | 10.42 → 11.01 |
| Sep 17, 2026 | Oct 09 | ±7.6% | +5.5% | 区间内 | 10.44 → 11.01 |
| Sep 16, 2026 | Oct 09 | ±7.7% | +6.4% | 区间内 | 10.35 → 11.01 |
| Sep 15, 2026 | Oct 09 | ±7.9% | +4.6% | 区间内 | 10.53 → 11.01 |
| Sep 14, 2026 | Oct 09 | ±8.6% | +6.3% | 区间内 | 10.36 → 11.01 |
| Sep 11, 2026 | Oct 09 | ±8.9% | +8.3% | 区间内 | 10.16 → 11.01 |
| Sep 10, 2026 | Oct 09 | ±9.5% | +9.1% | 区间内 | 10.09 → 11.01 |
| Sep 09, 2026 | Oct 09 | ±9.5% | +9.1% | 区间内 | 10.09 → 11.01 |
| Sep 08, 2026 | Oct 09 | ±9.9% | +4.7% | 区间内 | 10.52 → 11.01 |
| Sep 07, 2026 | Oct 09 | ±9.8% | +4.3% | 区间内 | 10.56 → 11.01 |
| Sep 04, 2026 | Oct 09 | ±9.8% | +4.3% | 区间内 | 10.56 → 11.01 |
| Sep 03, 2026 | Oct 09 | ±9.6% | +4.1% | 区间内 | 10.57 → 11.01 |
| Sep 02, 2026 | Oct 09 | ±10.9% | +3.5% | 区间内 | 10.64 → 11.01 |
| Sep 01, 2026 | Oct 09 | ±11.1% | +4.2% | 区间内 | 10.57 → 11.01 |
| Aug 31, 2026 | Oct 09 | ±11.3% | +4.7% | 区间内 | 10.52 → 11.01 |
| Oct 07, 2026 | Oct 07 | ±0.5% | -0.2% | 区间内 | 11.05 → 11.03 |
| Oct 06, 2026 | Oct 07 | ±2.8% | +2.6% | 区间内 | 10.75 → 11.03 |
| Oct 05, 2026 | Oct 07 | ±3.1% | +4.6% | 区间外 | 10.55 → 11.03 |
| Oct 02, 2026 | Oct 07 | ±4.0% | +5.7% | 区间外 | 10.44 → 11.03 |
| Oct 01, 2026 | Oct 07 | ±4.1% | +6.2% | 区间外 | 10.38 → 11.03 |
| Sep 23, 2026 | Oct 07 | ±5.3% | +1.4% | 区间内 | 10.88 → 11.03 |
| Sep 22, 2026 | Oct 07 | ±5.3% | +1.4% | 区间内 | 10.88 → 11.03 |
| Oct 02, 2026 | Oct 02 | ±0.9% | +0.3% | 区间内 | 10.44 → 10.47 |
| Oct 01, 2026 | Oct 02 | ±3.0% | +0.8% | 区间内 | 10.38 → 10.47 |
| Sep 23, 2026 | Oct 02 | ±5.5% | -3.7% | 区间内 | 10.88 → 10.47 |
| Sep 22, 2026 | Oct 02 | ±5.5% | -3.7% | 区间内 | 10.88 → 10.47 |
| Sep 21, 2026 | Oct 02 | ±5.6% | +2.2% | 区间内 | 10.24 → 10.47 |
| Sep 18, 2026 | Oct 02 | ±6.0% | +0.5% | 区间内 | 10.42 → 10.47 |
| Sep 17, 2026 | Oct 02 | ±6.1% | +0.3% | 区间内 | 10.44 → 10.47 |
| Sep 16, 2026 | Oct 02 | ±6.4% | +1.2% | 区间内 | 10.35 → 10.47 |
| Sep 15, 2026 | Oct 02 | ±6.1% | -0.6% | 区间内 | 10.53 → 10.47 |
| Sep 14, 2026 | Oct 02 | ±6.9% | +1.1% | 区间内 | 10.36 → 10.47 |
| Sep 11, 2026 | Oct 02 | ±7.9% | +3.0% | 区间内 | 10.16 → 10.47 |
| Sep 10, 2026 | Oct 02 | ±7.9% | +3.8% | 区间内 | 10.09 → 10.47 |
| Sep 09, 2026 | Oct 02 | ±7.9% | +3.8% | 区间内 | 10.09 → 10.47 |
| Sep 08, 2026 | Oct 02 | ±8.5% | -0.5% | 区间内 | 10.52 → 10.47 |
| Sep 07, 2026 | Oct 02 | ±8.2% | -0.9% | 区间内 | 10.56 → 10.47 |
| Sep 04, 2026 | Oct 02 | ±8.2% | -0.9% | 区间内 | 10.56 → 10.47 |
| Sep 03, 2026 | Oct 02 | ±9.2% | -1.0% | 区间内 | 10.57 → 10.47 |
| Sep 02, 2026 | Oct 02 | ±9.3% | -1.6% | 区间内 | 10.64 → 10.47 |
| Sep 01, 2026 | Oct 02 | ±9.6% | -0.9% | 区间内 | 10.57 → 10.47 |
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.