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3
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±2.1%
平均|实际|波动幅度1.7%
平均绝对误差0.4pt
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 03 | Sep 04 | 1 | 10.57 | ±2.1% | 10.36–10.79 | em-1.0 |
| Sep 02 | Sep 04 | 2 | 10.64 | ±3.0% | 10.32–10.96 | em-1.0 |
| Sep 01 | Sep 04 | 3 | 10.57 | ±3.5% | 10.20–10.94 | em-1.0 |
| Aug 31 | Sep 04 | 4 | 10.52 | ±3.8% | 10.12–10.91 | em-1.0 |
| Sep 03 | Sep 09 | 6 | 10.57 | ±3.6% | 10.19–10.96 | em-1.0 |
| Sep 02 | Sep 09 | 7 | 10.64 | ±4.2% | 10.20–11.09 | em-1.0 |
| Sep 01 | Sep 09 | 8 | 10.57 | ±4.8% | 10.06–11.07 | em-1.0 |
| Aug 31 | Sep 09 | 9 | 10.52 | ±4.8% | 10.01–11.03 | em-1.0 |
| Sep 03 | Sep 11 | 8 | 10.57 | ±4.7% | 10.07–11.07 | em-1.0 |
| Sep 02 | Sep 11 | 9 | 10.64 | ±5.1% | 10.10–11.19 | em-1.0 |
| Sep 01 | Sep 11 | 10 | 10.57 | ±5.6% | 9.98–11.16 | em-1.0 |
| Aug 31 | Sep 11 | 11 | 10.52 | ±5.5% | 9.94–11.10 | em-1.0 |
| Sep 03 | Sep 16 | 13 | 10.57 | ±5.7% | 9.97–11.18 | em-1.0 |
| Sep 02 | Sep 16 | 14 | 10.64 | ±6.1% | 9.99–11.29 | em-1.0 |
| Sep 01 | Sep 16 | 15 | 10.57 | ±14.2% | 9.07–12.07 | em-1.0 |
| Sep 03 | Sep 18 | 15 | 10.57 | ±6.6% | 9.88–11.27 | em-1.0 |
| Sep 02 | Sep 18 | 16 | 10.64 | ±6.7% | 9.93–11.36 | em-1.0 |
| Sep 01 | Sep 18 | 17 | 10.57 | ±6.9% | 9.85–11.29 | em-1.0 |
| Aug 31 | Sep 18 | 18 | 10.52 | ±6.8% | 9.79–11.23 | em-1.0 |
| Sep 03 | Sep 25 | 22 | 10.57 | ±8.1% | 9.71–11.44 | em-1.0 |
| Sep 02 | Sep 25 | 23 | 10.64 | ±8.0% | 9.79–11.49 | em-1.0 |
| Sep 01 | Sep 25 | 24 | 10.57 | ±8.3% | 9.69–11.45 | em-1.0 |
| Aug 31 | Sep 25 | 25 | 10.52 | ±8.3% | 9.64–11.39 | em-1.0 |
| Sep 03 | Oct 02 | 29 | 10.57 | ±9.2% | 9.60–11.55 | em-1.0 |
| Sep 02 | Oct 02 | 30 | 10.64 | ±9.3% | 9.65–11.63 | em-1.0 |
| Sep 01 | Oct 02 | 31 | 10.57 | ±9.6% | 9.56–11.58 | em-1.0 |
| Aug 31 | Oct 02 | 32 | 10.52 | ±9.5% | 9.52–11.51 | em-1.0 |
| Sep 03 | Oct 09 | 36 | 10.57 | ±9.6% | 9.55–11.60 | em-1.0 |
| Sep 02 | Oct 09 | 37 | 10.64 | ±10.9% | 9.48–11.80 | em-1.0 |
| Sep 01 | Oct 09 | 38 | 10.57 | ±11.1% | 9.40–11.74 | 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 |
|---|---|---|---|---|---|
| Sep 02, 2026 | Sep 02 | ±1.3% | +1.0% | 区间内 | 10.64 → 10.75 |
| Sep 01, 2026 | Sep 02 | ±2.3% | +1.7% | 区间内 | 10.57 → 10.75 |
| Aug 31, 2026 | Sep 02 | ±2.6% | +2.2% | 区间内 | 10.52 → 10.75 |
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.