VXX 预期波动历史 iPath Series B S&P 500 VIX Short-Term Futures ETN
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121
收盘价处于区间内90%
|实际值| 低于预期值90%
平均预期波动幅度±8.0%
平均|实际|波动幅度3.4%
平均绝对误差5.1pt
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 23 | 4 | 17.78 | ±6.5% | 16.62–18.93 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 18.68 | ±10.6% | 16.70–20.66 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 17.25 | ±5.7% | 16.27–18.23 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 16.67 | ±4.2% | 15.98–17.37 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 16.98 | ±6.4% | 15.90–18.07 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 17.12 | ±6.8% | 15.96–18.28 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 17.07 | ±7.3% | 15.82–18.32 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 16.80 | ±7.1% | 15.61–17.98 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 17.20 | ±7.7% | 15.88–18.52 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 17.45 | ±9.4% | 15.81–19.10 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 17.86 | ±10.4% | 16.01–19.71 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 17.16 | ±11.9% | 15.12–19.21 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 17.16 | ±11.9% | 15.12–19.21 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 17.72 | ±12.5% | 15.51–19.93 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 17.79 | ±13.9% | 15.31–20.27 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 17.73 | ±13.6% | 15.32–20.15 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 18.52 | ±15.9% | 15.57–21.47 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 18.22 | ±15.2% | 15.45–21.00 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 18.21 | ±16.1% | 15.27–21.15 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 18.09 | ±15.9% | 15.22–20.96 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 18.87 | ±18.0% | 15.47–22.27 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 18.25 | ±17.3% | 15.11–21.41 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 18.04 | ±17.0% | 14.97–21.12 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 17.74 | ±17.2% | 14.69–20.80 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 17.69 | ±17.3% | 14.64–20.75 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 17.68 | ±27.6% | 12.80–22.55 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 17.78 | ±10.2% | 15.96–19.59 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 18.68 | ±15.7% | 15.74–21.62 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 17.25 | ±7.4% | 15.96–18.54 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 16.67 | ±7.8% | 15.38–17.97 | 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 16, 2026 | Oct 16 | ±1.6% | -1.6% | 区间外 | 18.68 → 18.38 |
| Oct 14, 2026 | Oct 16 | ±3.2% | +6.6% | 区间外 | 17.25 → 18.38 |
| Oct 13, 2026 | Oct 16 | ±2.7% | +10.2% | 区间外 | 16.67 → 18.38 |
| Oct 09, 2026 | Oct 16 | ±3.9% | +8.2% | 区间外 | 16.98 → 18.38 |
| Oct 08, 2026 | Oct 16 | ±4.5% | +7.4% | 区间外 | 17.12 → 18.38 |
| Oct 07, 2026 | Oct 16 | ±4.8% | +7.7% | 区间外 | 17.07 → 18.38 |
| Oct 06, 2026 | Oct 16 | ±4.7% | +9.4% | 区间外 | 16.80 → 18.38 |
| Oct 05, 2026 | Oct 16 | ±5.4% | +6.9% | 区间外 | 17.20 → 18.38 |
| Oct 02, 2026 | Oct 16 | ±6.6% | +5.3% | 区间内 | 17.45 → 18.38 |
| Oct 01, 2026 | Oct 16 | ±8.3% | +2.9% | 区间内 | 17.86 → 18.38 |
| Sep 23, 2026 | Oct 16 | ±9.8% | +7.1% | 区间内 | 17.16 → 18.38 |
| Sep 22, 2026 | Oct 16 | ±9.8% | +7.1% | 区间内 | 17.16 → 18.38 |
| Sep 21, 2026 | Oct 16 | ±10.9% | +3.7% | 区间内 | 17.72 → 18.38 |
| Sep 18, 2026 | Oct 16 | ±12.0% | +3.3% | 区间内 | 17.79 → 18.38 |
| Sep 17, 2026 | Oct 16 | ±12.7% | +3.6% | 区间内 | 17.73 → 18.38 |
| Sep 16, 2026 | Oct 16 | ±14.3% | -0.8% | 区间内 | 18.52 → 18.38 |
| Sep 15, 2026 | Oct 16 | ±13.4% | +0.9% | 区间内 | 18.22 → 18.38 |
| Sep 14, 2026 | Oct 16 | ±13.9% | +0.9% | 区间内 | 18.21 → 18.38 |
| Sep 11, 2026 | Oct 16 | ±13.8% | +1.6% | 区间内 | 18.09 → 18.38 |
| Sep 10, 2026 | Oct 16 | ±15.6% | -2.6% | 区间内 | 18.87 → 18.38 |
| Sep 09, 2026 | Oct 16 | ±14.6% | +0.7% | 区间内 | 18.25 → 18.38 |
| Sep 08, 2026 | Oct 16 | ±15.0% | +1.9% | 区间内 | 18.04 → 18.38 |
| Sep 07, 2026 | Oct 16 | ±15.8% | +3.6% | 区间内 | 17.74 → 18.38 |
| Sep 04, 2026 | Oct 16 | ±15.9% | +3.9% | 区间内 | 17.69 → 18.38 |
| Sep 03, 2026 | Oct 16 | ±16.1% | +4.0% | 区间内 | 17.68 → 18.38 |
| Sep 02, 2026 | Oct 16 | ±16.0% | +1.7% | 区间内 | 18.08 → 18.38 |
| Sep 01, 2026 | Oct 16 | ±17.6% | -0.8% | 区间内 | 18.53 → 18.38 |
| Aug 31, 2026 | Oct 16 | ±15.9% | +1.7% | 区间内 | 18.07 → 18.38 |
| Oct 09, 2026 | Oct 09 | ±0.9% | +0.0% | 区间内 | 16.98 → 16.99 |
| Oct 08, 2026 | Oct 09 | ±2.2% | -0.8% | 区间内 | 17.12 → 16.99 |
| Oct 07, 2026 | Oct 09 | ±2.4% | -0.5% | 区间内 | 17.07 → 16.99 |
| Oct 06, 2026 | Oct 09 | ±2.5% | +1.2% | 区间内 | 16.80 → 16.99 |
| Oct 05, 2026 | Oct 09 | ±2.7% | -1.2% | 区间内 | 17.20 → 16.99 |
| Oct 02, 2026 | Oct 09 | ±3.4% | -2.6% | 区间内 | 17.45 → 16.99 |
| Oct 01, 2026 | Oct 09 | ±5.0% | -4.9% | 区间内 | 17.86 → 16.99 |
| Sep 23, 2026 | Oct 09 | ±7.5% | -1.0% | 区间内 | 17.16 → 16.99 |
| Sep 22, 2026 | Oct 09 | ±7.5% | -1.0% | 区间内 | 17.16 → 16.99 |
| Sep 21, 2026 | Oct 09 | ±8.6% | -4.1% | 区间内 | 17.72 → 16.99 |
| Sep 18, 2026 | Oct 09 | ±9.7% | -4.5% | 区间内 | 17.79 → 16.99 |
| Sep 17, 2026 | Oct 09 | ±10.1% | -4.2% | 区间内 | 17.73 → 16.99 |
| Sep 16, 2026 | Oct 09 | ±15.4% | -8.3% | 区间内 | 18.52 → 16.99 |
| Sep 15, 2026 | Oct 09 | ±11.4% | -6.8% | 区间内 | 18.22 → 16.99 |
| Sep 14, 2026 | Oct 09 | ±11.6% | -6.7% | 区间内 | 18.21 → 16.99 |
| Sep 11, 2026 | Oct 09 | ±12.0% | -6.1% | 区间内 | 18.09 → 16.99 |
| Sep 10, 2026 | Oct 09 | ±13.9% | -10.0% | 区间内 | 18.87 → 16.99 |
| Sep 09, 2026 | Oct 09 | ±13.6% | -6.9% | 区间内 | 18.25 → 16.99 |
| Sep 08, 2026 | Oct 09 | ±13.3% | -5.8% | 区间内 | 18.04 → 16.99 |
| Sep 07, 2026 | Oct 09 | ±13.0% | -4.2% | 区间内 | 17.74 → 16.99 |
| Sep 04, 2026 | Oct 09 | ±13.0% | -4.0% | 区间内 | 17.69 → 16.99 |
| Sep 03, 2026 | Oct 09 | ±13.6% | -3.9% | 区间内 | 17.68 → 16.99 |
| Sep 02, 2026 | Oct 09 | ±14.2% | -6.0% | 区间内 | 18.08 → 16.99 |
| Sep 01, 2026 | Oct 09 | ±14.7% | -8.3% | 区间内 | 18.53 → 16.99 |
| Aug 31, 2026 | Oct 09 | ±13.9% | -6.0% | 区间内 | 18.07 → 16.99 |
| Oct 02, 2026 | Oct 02 | ±0.5% | -0.3% | 区间内 | 17.45 → 17.40 |
| Oct 01, 2026 | Oct 02 | ±2.5% | -2.6% | 区间外 | 17.86 → 17.40 |
| Sep 23, 2026 | Oct 02 | ±4.9% | +1.4% | 区间内 | 17.16 → 17.40 |
| Sep 22, 2026 | Oct 02 | ±4.9% | +1.4% | 区间内 | 17.16 → 17.40 |
| Sep 21, 2026 | Oct 02 | ±6.1% | -1.8% | 区间内 | 17.72 → 17.40 |
| Sep 18, 2026 | Oct 02 | ±7.4% | -2.2% | 区间内 | 17.79 → 17.40 |
| Sep 17, 2026 | Oct 02 | ±7.3% | -1.9% | 区间内 | 17.73 → 17.40 |
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.