VST 预期波动历史 Vistra Corp.
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69%
|实际值| 低于预期值69%
平均预期波动幅度±6.3%
平均|实际|波动幅度5.3%
平均绝对误差3.5pt
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 | 151.72 | ±0.7% | 150.71–152.73 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 151.37 | ±3.4% | 146.17–156.57 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 162.02 | ±4.1% | 155.39–168.64 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 161.08 | ±5.1% | 152.85–169.31 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 156.64 | ±5.6% | 147.89–165.39 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 166.25 | ±6.2% | 155.97–176.53 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 159.91 | ±6.3% | 149.84–169.99 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 145.86 | ±6.2% | 136.86–154.86 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 140.30 | ±6.8% | 130.75–149.85 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 139.78 | ±6.7% | 130.41–149.16 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 140.41 | ±8.5% | 128.51–152.31 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 141.03 | ±8.7% | 128.81–153.26 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 141.20 | ±8.9% | 128.57–153.82 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 141.45 | ±9.2% | 128.38–154.53 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 143.95 | ±9.6% | 130.18–157.72 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 140.40 | ±9.8% | 126.58–154.22 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 141.47 | ±10.1% | 127.17–155.77 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 141.38 | ±10.3% | 126.83–155.94 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 148.63 | ±10.9% | 132.41–164.85 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 147.53 | ±11.5% | 130.53–164.53 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 151.21 | ±11.2% | 134.26–168.16 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 152.05 | ±11.6% | 134.38–169.72 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 149.79 | ±11.7% | 132.34–167.24 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 149.11 | ±11.7% | 131.66–166.56 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 144.34 | ±11.6% | 127.54–161.14 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 143.40 | ±11.8% | 126.45–160.35 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 138.08 | ±11.8% | 121.75–154.41 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 138.25 | ±11.5% | 122.38–154.12 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 151.72 | ±5.5% | 143.44–160.00 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 151.37 | ±6.2% | 142.04–160.69 | 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% | +0.2% | 区间内 | 161.08 → 161.48 |
| Oct 08, 2026 | Oct 09 | ±2.5% | +3.1% | 区间外 | 156.64 → 161.48 |
| Oct 07, 2026 | Oct 09 | ±3.4% | -2.9% | 区间内 | 166.25 → 161.48 |
| Oct 06, 2026 | Oct 09 | ±4.0% | +1.0% | 区间内 | 159.91 → 161.48 |
| Oct 05, 2026 | Oct 09 | ±4.0% | +10.7% | 区间外 | 145.86 → 161.48 |
| Oct 02, 2026 | Oct 09 | ±4.9% | +15.1% | 区间外 | 140.30 → 161.48 |
| Oct 01, 2026 | Oct 09 | ±5.0% | +15.5% | 区间外 | 139.78 → 161.48 |
| Sep 23, 2026 | Oct 09 | ±7.2% | +15.0% | 区间外 | 140.41 → 161.48 |
| Sep 22, 2026 | Oct 09 | ±7.3% | +14.5% | 区间外 | 141.03 → 161.48 |
| Sep 21, 2026 | Oct 09 | ±7.8% | +14.4% | 区间外 | 141.20 → 161.48 |
| Sep 18, 2026 | Oct 09 | ±7.9% | +14.2% | 区间外 | 141.45 → 161.48 |
| Sep 17, 2026 | Oct 09 | ±8.4% | +12.2% | 区间外 | 143.95 → 161.48 |
| Sep 16, 2026 | Oct 09 | ±8.4% | +15.0% | 区间外 | 140.40 → 161.48 |
| Sep 15, 2026 | Oct 09 | ±8.9% | +14.1% | 区间外 | 141.47 → 161.48 |
| Sep 14, 2026 | Oct 09 | ±9.1% | +14.2% | 区间外 | 141.38 → 161.48 |
| Sep 11, 2026 | Oct 09 | ±9.8% | +8.6% | 区间内 | 148.63 → 161.48 |
| Sep 10, 2026 | Oct 09 | ±10.6% | +9.5% | 区间内 | 147.53 → 161.48 |
| Sep 09, 2026 | Oct 09 | ±10.1% | +6.8% | 区间内 | 151.21 → 161.48 |
| Sep 08, 2026 | Oct 09 | ±10.8% | +6.2% | 区间内 | 152.05 → 161.48 |
| Sep 07, 2026 | Oct 09 | ±10.8% | +7.8% | 区间内 | 149.79 → 161.48 |
| Sep 04, 2026 | Oct 09 | ±10.9% | +8.3% | 区间内 | 149.11 → 161.48 |
| Sep 03, 2026 | Oct 09 | ±10.8% | +11.9% | 区间外 | 144.34 → 161.48 |
| Sep 02, 2026 | Oct 09 | ±10.8% | +12.6% | 区间外 | 143.40 → 161.48 |
| Sep 01, 2026 | Oct 09 | ±10.7% | +16.9% | 区间外 | 138.08 → 161.48 |
| Aug 31, 2026 | Oct 09 | ±10.6% | +16.8% | 区间外 | 138.25 → 161.48 |
| Oct 02, 2026 | Oct 02 | ±1.1% | -0.2% | 区间内 | 140.30 → 140.02 |
| Oct 01, 2026 | Oct 02 | ±2.2% | +0.2% | 区间内 | 139.78 → 140.02 |
| Sep 23, 2026 | Oct 02 | ±5.6% | -0.3% | 区间内 | 140.41 → 140.02 |
| Sep 22, 2026 | Oct 02 | ±5.7% | -0.7% | 区间内 | 141.03 → 140.02 |
| Sep 21, 2026 | Oct 02 | ±6.0% | -0.8% | 区间内 | 141.20 → 140.02 |
| Sep 18, 2026 | Oct 02 | ±6.6% | -1.0% | 区间内 | 141.45 → 140.02 |
| Sep 17, 2026 | Oct 02 | ±6.9% | -2.7% | 区间内 | 143.95 → 140.02 |
| Sep 16, 2026 | Oct 02 | ±7.4% | -0.3% | 区间内 | 140.40 → 140.02 |
| Sep 15, 2026 | Oct 02 | ±7.7% | -1.0% | 区间内 | 141.47 → 140.02 |
| Sep 14, 2026 | Oct 02 | ±8.1% | -1.0% | 区间内 | 141.38 → 140.02 |
| Sep 11, 2026 | Oct 02 | ±8.3% | -5.8% | 区间内 | 148.63 → 140.02 |
| Sep 10, 2026 | Oct 02 | ±8.7% | -5.1% | 区间内 | 147.53 → 140.02 |
| Sep 09, 2026 | Oct 02 | ±8.7% | -7.4% | 区间内 | 151.21 → 140.02 |
| Sep 08, 2026 | Oct 02 | ±9.2% | -7.9% | 区间内 | 152.05 → 140.02 |
| Sep 07, 2026 | Oct 02 | ±9.5% | -6.5% | 区间内 | 149.79 → 140.02 |
| Sep 04, 2026 | Oct 02 | ±9.6% | -6.1% | 区间内 | 149.11 → 140.02 |
| Sep 03, 2026 | Oct 02 | ±9.0% | -3.0% | 区间内 | 144.34 → 140.02 |
| Sep 02, 2026 | Oct 02 | ±9.8% | -2.4% | 区间内 | 143.40 → 140.02 |
| Sep 01, 2026 | Oct 02 | ±9.8% | +1.4% | 区间内 | 138.08 → 140.02 |
| Aug 31, 2026 | Oct 02 | ±9.6% | +1.3% | 区间内 | 138.25 → 140.02 |
| Sep 23, 2026 | Sep 25 | ±3.3% | -1.4% | 区间内 | 140.41 → 138.46 |
| Sep 22, 2026 | Sep 25 | ±3.3% | -1.8% | 区间内 | 141.03 → 138.46 |
| Sep 21, 2026 | Sep 25 | ±3.8% | -1.9% | 区间内 | 141.20 → 138.46 |
| Sep 18, 2026 | Sep 25 | ±4.5% | -2.1% | 区间内 | 141.45 → 138.46 |
| Sep 17, 2026 | Sep 25 | ±5.2% | -3.8% | 区间内 | 143.95 → 138.46 |
| Sep 16, 2026 | Sep 25 | ±5.6% | -1.4% | 区间内 | 140.40 → 138.46 |
| Sep 15, 2026 | Sep 25 | ±6.0% | -2.1% | 区间内 | 141.47 → 138.46 |
| Sep 14, 2026 | Sep 25 | ±6.3% | -2.1% | 区间内 | 141.38 → 138.46 |
| Sep 11, 2026 | Sep 25 | ±7.0% | -6.8% | 区间内 | 148.63 → 138.46 |
| Sep 10, 2026 | Sep 25 | ±7.2% | -6.1% | 区间内 | 147.53 → 138.46 |
| Sep 09, 2026 | Sep 25 | ±7.4% | -8.4% | 区间外 | 151.21 → 138.46 |
| Sep 08, 2026 | Sep 25 | ±7.9% | -8.9% | 区间外 | 152.05 → 138.46 |
| Sep 07, 2026 | Sep 25 | ±8.2% | -7.6% | 区间内 | 149.79 → 138.46 |
| Sep 04, 2026 | Sep 25 | ±8.2% | -7.1% | 区间内 | 149.11 → 138.46 |
| Sep 03, 2026 | Sep 25 | ±8.1% | -4.1% | 区间内 | 144.34 → 138.46 |
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.