VIX 预期波动历史 Cboe Volatility Index
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94
收盘价处于区间内74%
|实际值| 低于预期值74%
平均预期波动幅度±14.0%
平均|实际|波动幅度7.9%
平均绝对误差8.1pt
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 21 | 2 | 18.44 | ±7.4% | 17.07–19.80 | em-1.0 |
| Oct 16 | Oct 21 | 5 | 19.99 | ±12.4% | 17.52–22.46 | em-1.0 |
| Oct 14 | Oct 21 | 7 | 16.87 | ±8.3% | 15.47–18.27 | em-1.0 |
| Oct 13 | Oct 21 | 8 | 15.27 | ±10.1% | 13.73–16.80 | em-1.0 |
| Oct 09 | Oct 21 | 12 | 14.84 | ±14.9% | 12.63–17.05 | em-1.0 |
| Oct 08 | Oct 21 | 13 | 15.41 | ±14.4% | 13.20–17.62 | em-1.0 |
| Oct 07 | Oct 21 | 14 | 15.08 | ±15.8% | 12.70–17.46 | em-1.0 |
| Oct 06 | Oct 21 | 15 | 15.01 | ±14.5% | 12.84–17.18 | em-1.0 |
| Oct 05 | Oct 21 | 16 | 15.52 | ±13.7% | 13.39–17.64 | em-1.0 |
| Oct 02 | Oct 21 | 19 | 15.31 | ±15.7% | 12.90–17.71 | em-1.0 |
| Oct 01 | Oct 21 | 20 | 16.39 | ±14.2% | 14.06–18.72 | em-1.0 |
| Sep 23 | Oct 21 | 28 | 14.21 | ±24.0% | 10.80–17.61 | em-1.0 |
| Sep 22 | Oct 21 | 29 | 14.21 | ±24.8% | 10.69–17.73 | em-1.0 |
| Sep 21 | Oct 21 | 30 | 14.87 | ±20.7% | 11.79–17.95 | em-1.0 |
| Sep 18 | Oct 21 | 33 | 14.81 | ±21.7% | 11.60–18.02 | em-1.0 |
| Sep 17 | Oct 21 | 34 | 15.44 | ±18.8% | 12.53–18.35 | em-1.0 |
| Sep 16 | Oct 21 | 35 | 17.71 | ±18.9% | 14.36–21.06 | em-1.0 |
| Sep 15 | Oct 21 | 36 | 17.20 | ±18.5% | 14.03–20.38 | em-1.0 |
| Sep 14 | Oct 21 | 37 | 17.10 | ±19.1% | 13.83–20.37 | em-1.0 |
| Sep 11 | Oct 21 | 40 | 15.84 | ±20.4% | 12.61–19.07 | em-1.0 |
| Sep 10 | Oct 21 | 41 | 17.84 | ±21.7% | 13.97–21.71 | em-1.0 |
| Sep 09 | Oct 21 | 42 | 16.46 | ±20.9% | 13.02–19.90 | em-1.0 |
| Sep 08 | Oct 21 | 43 | 15.72 | ±22.4% | 12.20–19.24 | em-1.0 |
| Sep 07 | Oct 21 | 44 | 15.30 | ±28.7% | 10.91–19.68 | em-1.0 |
| Sep 04 | Oct 21 | 47 | 14.53 | ±26.5% | 10.68–18.38 | em-1.0 |
| Sep 03 | Oct 21 | 48 | 14.32 | ±27.0% | 10.45–18.19 | em-1.0 |
| Sep 02 | Oct 21 | 49 | 15.20 | ±25.3% | 11.36–19.05 | em-1.0 |
| Sep 01 | Oct 21 | 50 | 16.34 | ±23.0% | 12.57–20.11 | em-1.0 |
| Aug 31 | Oct 21 | 51 | 14.92 | ±26.3% | 10.99–18.85 | em-1.0 |
| Oct 19 | Oct 28 | 9 | 18.44 | ±13.0% | 16.04–20.84 | 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 13, 2026 | Oct 14 | ±3.9% | +10.5% | 区间外 | 15.27 → 16.87 |
| Oct 09, 2026 | Oct 14 | ±7.4% | +13.7% | 区间外 | 14.84 → 16.87 |
| Oct 08, 2026 | Oct 14 | ±10.6% | +9.5% | 区间内 | 15.41 → 16.87 |
| Oct 07, 2026 | Oct 14 | ±9.9% | +11.9% | 区间外 | 15.08 → 16.87 |
| Oct 06, 2026 | Oct 14 | ±10.1% | +12.4% | 区间外 | 15.01 → 16.87 |
| Oct 05, 2026 | Oct 14 | ±9.4% | +8.7% | 区间内 | 15.52 → 16.87 |
| Oct 02, 2026 | Oct 14 | ±16.1% | +10.2% | 区间内 | 15.31 → 16.87 |
| Oct 01, 2026 | Oct 14 | ±13.3% | +2.9% | 区间内 | 16.39 → 16.87 |
| Sep 23, 2026 | Oct 14 | ±23.2% | +18.7% | 区间内 | 14.21 → 16.87 |
| Sep 22, 2026 | Oct 14 | ±26.9% | +18.7% | 区间内 | 14.21 → 16.87 |
| Sep 21, 2026 | Oct 14 | ±19.2% | +13.4% | 区间内 | 14.87 → 16.87 |
| Sep 18, 2026 | Oct 14 | ±20.7% | +13.9% | 区间内 | 14.81 → 16.87 |
| Sep 17, 2026 | Oct 14 | ±19.8% | +9.3% | 区间内 | 15.44 → 16.87 |
| Sep 16, 2026 | Oct 14 | ±20.2% | -4.7% | 区间内 | 17.71 → 16.87 |
| Sep 15, 2026 | Oct 14 | ±17.8% | -1.9% | 区间内 | 17.20 → 16.87 |
| Sep 14, 2026 | Oct 14 | ±18.3% | -1.3% | 区间内 | 17.10 → 16.87 |
| Sep 11, 2026 | Oct 14 | ±18.8% | +6.5% | 区间内 | 15.84 → 16.87 |
| Sep 10, 2026 | Oct 14 | ±19.7% | -5.4% | 区间内 | 17.84 → 16.87 |
| Oct 06, 2026 | Oct 07 | ±2.9% | +0.5% | 区间内 | 15.01 → 15.08 |
| Oct 05, 2026 | Oct 07 | ±4.3% | -2.8% | 区间内 | 15.52 → 15.08 |
| Oct 02, 2026 | Oct 07 | ±10.1% | -1.5% | 区间内 | 15.31 → 15.08 |
| Oct 01, 2026 | Oct 07 | ±10.1% | -8.0% | 区间内 | 16.39 → 15.08 |
| Sep 23, 2026 | Oct 07 | ±20.2% | +6.1% | 区间内 | 14.21 → 15.08 |
| Sep 22, 2026 | Oct 07 | ±26.0% | +6.1% | 区间内 | 14.21 → 15.08 |
| Sep 21, 2026 | Oct 07 | ±16.3% | +1.4% | 区间内 | 14.87 → 15.08 |
| Sep 18, 2026 | Oct 07 | ±19.0% | +1.8% | 区间内 | 14.81 → 15.08 |
| Sep 17, 2026 | Oct 07 | ±18.9% | -2.3% | 区间内 | 15.44 → 15.08 |
| Sep 16, 2026 | Oct 07 | ±15.6% | -14.8% | 区间内 | 17.71 → 15.08 |
| Sep 15, 2026 | Oct 07 | ±16.2% | -12.3% | 区间内 | 17.20 → 15.08 |
| Sep 14, 2026 | Oct 07 | ±16.5% | -11.8% | 区间内 | 17.10 → 15.08 |
| Sep 11, 2026 | Oct 07 | ±17.9% | -4.8% | 区间内 | 15.84 → 15.08 |
| Sep 10, 2026 | Oct 07 | ±18.3% | -15.5% | 区间内 | 17.84 → 15.08 |
| Sep 09, 2026 | Oct 07 | ±21.0% | -8.4% | 区间内 | 16.46 → 15.08 |
| Sep 08, 2026 | Oct 07 | ±18.4% | -4.1% | 区间内 | 15.72 → 15.08 |
| Sep 07, 2026 | Oct 07 | ±29.6% | -1.4% | 区间内 | 15.30 → 15.08 |
| Sep 04, 2026 | Oct 07 | ±25.6% | +3.8% | 区间内 | 14.53 → 15.08 |
| Sep 03, 2026 | Oct 07 | ±26.5% | +5.3% | 区间内 | 14.32 → 15.08 |
| Sep 23, 2026 | Sep 30 | ±12.5% | +15.0% | 区间外 | 14.21 → 16.34 |
| Sep 22, 2026 | Sep 30 | ±14.3% | +15.0% | 区间外 | 14.21 → 16.34 |
| Sep 21, 2026 | Sep 30 | ±11.9% | +9.9% | 区间内 | 14.87 → 16.34 |
| Sep 18, 2026 | Sep 30 | ±14.2% | +10.3% | 区间内 | 14.81 → 16.34 |
| Sep 17, 2026 | Sep 30 | ±16.2% | +5.8% | 区间内 | 15.44 → 16.34 |
| Sep 16, 2026 | Sep 30 | ±13.6% | -7.7% | 区间内 | 17.71 → 16.34 |
| Sep 15, 2026 | Sep 30 | ±13.2% | -5.0% | 区间内 | 17.20 → 16.34 |
| Sep 14, 2026 | Sep 30 | ±14.1% | -4.4% | 区间内 | 17.10 → 16.34 |
| Sep 11, 2026 | Sep 30 | ±15.8% | +3.2% | 区间内 | 15.84 → 16.34 |
| Sep 10, 2026 | Sep 30 | ±17.2% | -8.4% | 区间内 | 17.84 → 16.34 |
| Sep 09, 2026 | Sep 30 | ±17.0% | -0.7% | 区间内 | 16.46 → 16.34 |
| Sep 08, 2026 | Sep 30 | ±16.5% | +3.9% | 区间内 | 15.72 → 16.34 |
| Sep 07, 2026 | Sep 30 | ±18.3% | +6.8% | 区间内 | 15.30 → 16.34 |
| Sep 04, 2026 | Sep 30 | ±22.7% | +12.5% | 区间内 | 14.53 → 16.34 |
| Sep 03, 2026 | Sep 30 | ±23.0% | +14.1% | 区间内 | 14.32 → 16.34 |
| Sep 02, 2026 | Sep 30 | ±20.9% | +7.5% | 区间内 | 15.20 → 16.34 |
| Sep 01, 2026 | Sep 30 | ±19.1% | +0.0% | 区间内 | 16.34 → 16.34 |
| Aug 31, 2026 | Sep 30 | ±21.6% | +9.5% | 区间内 | 14.92 → 16.34 |
| Sep 23, 2026 | Sep 23 | ±3.7% | +6.8% | 区间外 | 14.21 → 15.18 |
| Sep 22, 2026 | Sep 23 | ±3.7% | +6.8% | 区间外 | 14.21 → 15.18 |
| Sep 21, 2026 | Sep 23 | ±4.1% | +2.1% | 区间内 | 14.87 → 15.18 |
| Sep 18, 2026 | Sep 23 | ±7.0% | +2.5% | 区间内 | 14.81 → 15.18 |
| Sep 17, 2026 | Sep 23 | ±9.2% | -1.7% | 区间内 | 15.44 → 15.18 |
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.