VRTX 预期波动历史 Vertex Pharmaceuticals Incorporated
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74%
|实际值| 低于预期值74%
平均预期波动幅度±4.5%
平均|实际|波动幅度3.1%
平均绝对误差2.2pt
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 | 499.74 | ±0.4% | 497.54–501.94 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 499.50 | ±1.9% | 490.15–508.85 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 485.22 | ±2.1% | 474.89–495.55 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 510.00 | ±3.1% | 494.15–525.85 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 505.50 | ±3.2% | 489.30–521.70 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 505.64 | ±3.0% | 490.34–520.94 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 502.31 | ±3.3% | 485.91–518.71 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 503.50 | ±3.8% | 484.45–522.55 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 504.73 | ±4.0% | 484.53–524.93 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 507.01 | ±4.0% | 486.71–527.31 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 510.72 | ±5.8% | 481.02–540.42 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 510.72 | ±5.8% | 481.02–540.42 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 508.30 | ±6.2% | 476.60–540.00 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 506.07 | ±6.1% | 475.07–537.08 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 511.00 | ±7.0% | 475.25–546.75 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 514.63 | ±7.2% | 477.43–551.83 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 519.51 | ±7.0% | 483.01–556.01 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 514.51 | ±7.4% | 476.51–552.51 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 516.21 | ±7.6% | 476.81–555.61 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 517.93 | ±7.4% | 479.74–556.13 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 528.80 | ±7.7% | 488.30–569.30 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 528.80 | ±7.7% | 488.30–569.30 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 546.12 | ±7.7% | 503.82–588.42 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 548.51 | ±7.9% | 504.91–592.11 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 548.51 | ±7.9% | 504.91–592.11 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 548.51 | ±7.9% | 504.91–592.11 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 545.81 | ±8.1% | 501.81–589.81 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 545.81 | ±8.1% | 501.81–589.81 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 499.74 | ±2.9% | 485.19–514.29 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 499.50 | ±3.6% | 481.65–517.35 | 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% | +0.0% | 区间内 | 510.00 → 510.08 |
| Oct 08, 2026 | Oct 09 | ±1.8% | +0.9% | 区间内 | 505.50 → 510.08 |
| Oct 07, 2026 | Oct 09 | ±2.1% | +0.9% | 区间内 | 505.64 → 510.08 |
| Oct 06, 2026 | Oct 09 | ±2.1% | +1.5% | 区间内 | 502.31 → 510.08 |
| Oct 05, 2026 | Oct 09 | ±2.1% | +1.3% | 区间内 | 503.50 → 510.08 |
| Oct 02, 2026 | Oct 09 | ±3.1% | +1.1% | 区间内 | 504.73 → 510.08 |
| Oct 01, 2026 | Oct 09 | ±3.0% | +0.6% | 区间内 | 507.01 → 510.08 |
| Sep 23, 2026 | Oct 09 | ±4.9% | -0.1% | 区间内 | 510.72 → 510.08 |
| Sep 22, 2026 | Oct 09 | ±4.9% | -0.1% | 区间内 | 510.72 → 510.08 |
| Sep 21, 2026 | Oct 09 | ±5.5% | +0.3% | 区间内 | 508.30 → 510.08 |
| Sep 18, 2026 | Oct 09 | ±5.6% | +0.8% | 区间内 | 506.07 → 510.08 |
| Sep 17, 2026 | Oct 09 | ±5.9% | -0.2% | 区间内 | 511.00 → 510.08 |
| Sep 16, 2026 | Oct 09 | ±6.1% | -0.9% | 区间内 | 514.63 → 510.08 |
| Sep 15, 2026 | Oct 09 | ±6.2% | -1.8% | 区间内 | 519.51 → 510.08 |
| Sep 14, 2026 | Oct 09 | ±6.3% | -0.9% | 区间内 | 514.51 → 510.08 |
| Sep 11, 2026 | Oct 09 | ±6.6% | -1.2% | 区间内 | 516.21 → 510.08 |
| Sep 10, 2026 | Oct 09 | ±6.7% | -1.5% | 区间内 | 517.93 → 510.08 |
| Sep 09, 2026 | Oct 09 | ±7.0% | -3.5% | 区间内 | 528.80 → 510.08 |
| Sep 08, 2026 | Oct 09 | ±7.0% | -3.5% | 区间内 | 528.80 → 510.08 |
| Sep 07, 2026 | Oct 09 | ±7.1% | -6.6% | 区间内 | 546.12 → 510.08 |
| Sep 04, 2026 | Oct 09 | ±7.2% | -7.0% | 区间内 | 548.51 → 510.08 |
| Sep 03, 2026 | Oct 09 | ±7.2% | -7.0% | 区间内 | 548.51 → 510.08 |
| Sep 02, 2026 | Oct 09 | ±7.2% | -7.0% | 区间内 | 548.51 → 510.08 |
| Sep 01, 2026 | Oct 09 | ±7.6% | -6.5% | 区间内 | 545.81 → 510.08 |
| Aug 31, 2026 | Oct 09 | ±7.6% | -6.5% | 区间内 | 545.81 → 510.08 |
| Oct 02, 2026 | Oct 02 | ±1.2% | +0.0% | 区间内 | 504.73 → 504.73 |
| Oct 01, 2026 | Oct 02 | ±1.7% | -0.5% | 区间内 | 507.01 → 504.73 |
| Sep 23, 2026 | Oct 02 | ±4.0% | -1.2% | 区间内 | 510.72 → 504.73 |
| Sep 22, 2026 | Oct 02 | ±4.0% | -1.2% | 区间内 | 510.72 → 504.73 |
| Sep 21, 2026 | Oct 02 | ±4.4% | -0.7% | 区间内 | 508.30 → 504.73 |
| Sep 18, 2026 | Oct 02 | ±4.5% | -0.3% | 区间内 | 506.07 → 504.73 |
| Sep 17, 2026 | Oct 02 | ±5.0% | -1.2% | 区间内 | 511.00 → 504.73 |
| Sep 16, 2026 | Oct 02 | ±5.4% | -1.9% | 区间内 | 514.63 → 504.73 |
| Sep 15, 2026 | Oct 02 | ±5.3% | -2.8% | 区间内 | 519.51 → 504.73 |
| Sep 14, 2026 | Oct 02 | ±5.5% | -1.9% | 区间内 | 514.51 → 504.73 |
| Sep 11, 2026 | Oct 02 | ±5.8% | -2.2% | 区间内 | 516.21 → 504.73 |
| Sep 10, 2026 | Oct 02 | ±5.9% | -2.5% | 区间内 | 517.93 → 504.73 |
| Sep 09, 2026 | Oct 02 | ±6.2% | -4.6% | 区间内 | 528.80 → 504.73 |
| Sep 08, 2026 | Oct 02 | ±6.2% | -4.6% | 区间内 | 528.80 → 504.73 |
| Sep 07, 2026 | Oct 02 | ±6.4% | -7.6% | 区间外 | 546.12 → 504.73 |
| Sep 04, 2026 | Oct 02 | ±6.4% | -8.0% | 区间外 | 548.51 → 504.73 |
| Sep 03, 2026 | Oct 02 | ±6.4% | -8.0% | 区间外 | 548.51 → 504.73 |
| Sep 02, 2026 | Oct 02 | ±6.4% | -8.0% | 区间外 | 548.51 → 504.73 |
| Sep 01, 2026 | Oct 02 | ±6.8% | -7.5% | 区间外 | 545.81 → 504.73 |
| Aug 31, 2026 | Oct 02 | ±6.8% | -7.5% | 区间外 | 545.81 → 504.73 |
| Sep 23, 2026 | Sep 25 | ±2.7% | +3.0% | 区间外 | 510.72 → 526.19 |
| Sep 22, 2026 | Sep 25 | ±2.7% | +3.0% | 区间外 | 510.72 → 526.19 |
| Sep 21, 2026 | Sep 25 | ±2.9% | +3.5% | 区间外 | 508.30 → 526.19 |
| Sep 18, 2026 | Sep 25 | ±3.3% | +4.0% | 区间外 | 506.07 → 526.19 |
| Sep 17, 2026 | Sep 25 | ±3.8% | +3.0% | 区间内 | 511.00 → 526.19 |
| Sep 16, 2026 | Sep 25 | ±4.0% | +2.2% | 区间内 | 514.63 → 526.19 |
| Sep 15, 2026 | Sep 25 | ±4.2% | +1.3% | 区间内 | 519.51 → 526.19 |
| Sep 14, 2026 | Sep 25 | ±4.7% | +2.3% | 区间内 | 514.51 → 526.19 |
| Sep 11, 2026 | Sep 25 | ±4.9% | +1.9% | 区间内 | 516.21 → 526.19 |
| Sep 10, 2026 | Sep 25 | ±5.1% | +1.6% | 区间内 | 517.93 → 526.19 |
| Sep 09, 2026 | Sep 25 | ±5.4% | -0.5% | 区间内 | 528.80 → 526.19 |
| Sep 08, 2026 | Sep 25 | ±5.4% | -0.5% | 区间内 | 528.80 → 526.19 |
| Sep 07, 2026 | Sep 25 | ±5.5% | -3.6% | 区间内 | 546.12 → 526.19 |
| Sep 04, 2026 | Sep 25 | ±5.8% | -4.1% | 区间内 | 548.51 → 526.19 |
| Sep 03, 2026 | Sep 25 | ±5.8% | -4.1% | 区间内 | 548.51 → 526.19 |
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.