VALE 预期波动历史 Vale S.A.
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45%
|实际值| 低于预期值45%
平均预期波动幅度±5.2%
平均|实际|波动幅度5.9%
平均绝对误差2.3pt
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 | 13.06 | ±0.5% | 13.00–13.12 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 13.25 | ±2.6% | 12.91–13.59 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 13.40 | ±2.9% | 13.02–13.79 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 13.64 | ±3.8% | 13.12–14.16 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 13.48 | ±4.2% | 12.92–14.04 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 13.65 | ±4.4% | 13.05–14.25 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 14.10 | ±4.5% | 13.46–14.73 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 14.24 | ±4.9% | 13.54–14.94 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 13.74 | ±7.0% | 12.78–14.70 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 13.45 | ±6.8% | 12.54–14.36 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 14.20 | ±7.3% | 13.17–15.23 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 14.22 | ±7.2% | 13.19–15.25 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 14.15 | ±7.4% | 13.11–15.20 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 14.23 | ±7.6% | 13.15–15.30 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 14.49 | ±8.1% | 13.31–15.67 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 14.18 | ±8.1% | 13.03–15.34 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 14.47 | ±8.7% | 13.21–15.73 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 14.64 | ±8.8% | 13.36–15.93 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 15.12 | ±8.7% | 13.81–16.43 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 15.22 | ±9.2% | 13.82–16.62 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 15.44 | ±9.2% | 14.02–16.86 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 15.55 | ±9.5% | 14.08–17.03 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 15.30 | ±9.4% | 13.87–16.73 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 15.32 | ±9.4% | 13.89–16.76 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 15.36 | ±9.6% | 13.89–16.83 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 15.74 | ±9.8% | 14.20–17.29 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 15.12 | ±9.4% | 13.70–16.54 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 15.01 | ±9.6% | 13.58–16.45 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 13.06 | ±3.9% | 12.55–13.57 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 13.25 | ±4.6% | 12.64–13.86 | 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% | -0.1% | 区间内 | 13.64 → 13.62 |
| Oct 08, 2026 | Oct 09 | ±2.0% | +1.0% | 区间内 | 13.48 → 13.62 |
| Oct 07, 2026 | Oct 09 | ±2.7% | -0.2% | 区间内 | 13.65 → 13.62 |
| Oct 06, 2026 | Oct 09 | ±2.9% | -3.4% | 区间外 | 14.10 → 13.62 |
| Oct 05, 2026 | Oct 09 | ±3.4% | -4.4% | 区间外 | 14.24 → 13.62 |
| Oct 02, 2026 | Oct 09 | ±5.9% | -0.9% | 区间内 | 13.74 → 13.62 |
| Oct 01, 2026 | Oct 09 | ±5.7% | +1.3% | 区间内 | 13.45 → 13.62 |
| Sep 23, 2026 | Oct 09 | ±6.0% | -4.1% | 区间内 | 14.20 → 13.62 |
| Sep 22, 2026 | Oct 09 | ±6.0% | -4.2% | 区间内 | 14.22 → 13.62 |
| Sep 21, 2026 | Oct 09 | ±6.4% | -3.7% | 区间内 | 14.15 → 13.62 |
| Sep 18, 2026 | Oct 09 | ±6.6% | -4.3% | 区间内 | 14.23 → 13.62 |
| Sep 17, 2026 | Oct 09 | ±6.7% | -6.0% | 区间内 | 14.49 → 13.62 |
| Sep 16, 2026 | Oct 09 | ±7.6% | -3.9% | 区间内 | 14.18 → 13.62 |
| Sep 15, 2026 | Oct 09 | ±7.3% | -5.9% | 区间内 | 14.47 → 13.62 |
| Sep 14, 2026 | Oct 09 | ±8.0% | -7.0% | 区间内 | 14.64 → 13.62 |
| Sep 11, 2026 | Oct 09 | ±8.7% | -9.9% | 区间外 | 15.12 → 13.62 |
| Sep 10, 2026 | Oct 09 | ±8.0% | -10.5% | 区间外 | 15.22 → 13.62 |
| Sep 09, 2026 | Oct 09 | ±7.5% | -11.8% | 区间外 | 15.44 → 13.62 |
| Sep 08, 2026 | Oct 09 | ±9.4% | -12.4% | 区间外 | 15.55 → 13.62 |
| Sep 07, 2026 | Oct 09 | ±8.8% | -11.0% | 区间外 | 15.30 → 13.62 |
| Sep 04, 2026 | Oct 09 | ±8.8% | -11.1% | 区间外 | 15.32 → 13.62 |
| Sep 03, 2026 | Oct 09 | ±9.2% | -11.3% | 区间外 | 15.36 → 13.62 |
| Sep 02, 2026 | Oct 09 | ±10.6% | -13.5% | 区间外 | 15.74 → 13.62 |
| Sep 01, 2026 | Oct 09 | ±9.0% | -9.9% | 区间外 | 15.12 → 13.62 |
| Aug 31, 2026 | Oct 09 | ±9.0% | -9.3% | 区间外 | 15.01 → 13.62 |
| Oct 02, 2026 | Oct 02 | ±1.6% | +0.1% | 区间内 | 13.74 → 13.76 |
| Oct 01, 2026 | Oct 02 | ±1.7% | +2.3% | 区间外 | 13.45 → 13.76 |
| Sep 23, 2026 | Oct 02 | ±4.6% | -3.1% | 区间内 | 14.20 → 13.76 |
| Sep 22, 2026 | Oct 02 | ±4.6% | -3.2% | 区间内 | 14.22 → 13.76 |
| Sep 21, 2026 | Oct 02 | ±4.7% | -2.8% | 区间内 | 14.15 → 13.76 |
| Sep 18, 2026 | Oct 02 | ±5.2% | -3.3% | 区间内 | 14.23 → 13.76 |
| Sep 17, 2026 | Oct 02 | ±5.2% | -5.0% | 区间内 | 14.49 → 13.76 |
| Sep 16, 2026 | Oct 02 | ±5.5% | -3.0% | 区间内 | 14.18 → 13.76 |
| Sep 15, 2026 | Oct 02 | ±5.9% | -4.9% | 区间内 | 14.47 → 13.76 |
| Sep 14, 2026 | Oct 02 | ±6.5% | -6.0% | 区间内 | 14.64 → 13.76 |
| Sep 11, 2026 | Oct 02 | ±6.7% | -9.0% | 区间外 | 15.12 → 13.76 |
| Sep 10, 2026 | Oct 02 | ±7.3% | -9.6% | 区间外 | 15.22 → 13.76 |
| Sep 09, 2026 | Oct 02 | ±6.5% | -10.9% | 区间外 | 15.44 → 13.76 |
| Sep 08, 2026 | Oct 02 | ±5.8% | -11.5% | 区间外 | 15.55 → 13.76 |
| Sep 07, 2026 | Oct 02 | ±6.5% | -10.1% | 区间外 | 15.30 → 13.76 |
| Sep 04, 2026 | Oct 02 | ±6.5% | -10.2% | 区间外 | 15.32 → 13.76 |
| Sep 03, 2026 | Oct 02 | ±7.9% | -10.4% | 区间外 | 15.36 → 13.76 |
| Sep 02, 2026 | Oct 02 | ±7.7% | -12.6% | 区间外 | 15.74 → 13.76 |
| Sep 01, 2026 | Oct 02 | ±8.5% | -9.0% | 区间外 | 15.12 → 13.76 |
| Aug 31, 2026 | Oct 02 | ±6.4% | -8.4% | 区间外 | 15.01 → 13.76 |
| Sep 23, 2026 | Sep 25 | ±2.9% | -4.2% | 区间外 | 14.20 → 13.61 |
| Sep 22, 2026 | Sep 25 | ±2.8% | -4.3% | 区间外 | 14.22 → 13.61 |
| Sep 21, 2026 | Sep 25 | ±3.1% | -3.8% | 区间外 | 14.15 → 13.61 |
| Sep 18, 2026 | Sep 25 | ±3.6% | -4.4% | 区间外 | 14.23 → 13.61 |
| Sep 17, 2026 | Sep 25 | ±3.8% | -6.1% | 区间外 | 14.49 → 13.61 |
| Sep 16, 2026 | Sep 25 | ±4.5% | -4.0% | 区间内 | 14.18 → 13.61 |
| Sep 15, 2026 | Sep 25 | ±4.5% | -5.9% | 区间外 | 14.47 → 13.61 |
| Sep 14, 2026 | Sep 25 | ±4.8% | -7.0% | 区间外 | 14.64 → 13.61 |
| Sep 11, 2026 | Sep 25 | ±5.3% | -10.0% | 区间外 | 15.12 → 13.61 |
| Sep 10, 2026 | Sep 25 | ±5.8% | -10.6% | 区间外 | 15.22 → 13.61 |
| Sep 09, 2026 | Sep 25 | ±5.5% | -11.9% | 区间外 | 15.44 → 13.61 |
| Sep 08, 2026 | Sep 25 | ±5.2% | -12.5% | 区间外 | 15.55 → 13.61 |
| Sep 07, 2026 | Sep 25 | ±6.2% | -11.0% | 区间外 | 15.30 → 13.61 |
| Sep 04, 2026 | Sep 25 | ±6.2% | -11.2% | 区间外 | 15.32 → 13.61 |
| Sep 03, 2026 | Sep 25 | ±6.0% | -11.4% | 区间外 | 15.36 → 13.61 |
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.