XLB 预期波动历史 State Street Materials Select Sector SPDR ETF
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56%
|实际值| 低于预期值56%
平均预期波动幅度±3.5%
平均|实际|波动幅度3.0%
平均绝对误差1.8pt
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 | 50.92 | ±1.6% | 50.08–51.76 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 49.66 | ±3.6% | 47.87–51.45 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 49.70 | ±2.3% | 48.53–50.87 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 49.38 | ±2.1% | 48.37–50.40 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 49.27 | ±1.7% | 48.42–50.12 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 48.90 | ±2.9% | 47.46–50.34 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 49.73 | ±6.9% | 46.28–53.17 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 49.50 | ±2.5% | 48.27–50.73 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 48.86 | ±3.4% | 47.20–50.52 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 48.53 | ±3.8% | 46.70–50.37 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 50.60 | ±3.5% | 48.83–52.38 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 50.60 | ±3.5% | 48.83–52.38 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 49.78 | ±3.9% | 47.86–51.71 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 50.05 | ±3.7% | 48.17–51.92 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 50.78 | ±4.1% | 48.72–52.85 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 50.21 | ±4.2% | 48.08–52.33 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 50.57 | ±4.2% | 48.47–52.68 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 50.52 | ±4.4% | 48.30–52.73 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 50.95 | ±4.7% | 48.56–53.33 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 50.74 | ±4.6% | 48.43–53.05 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 51.49 | ±5.0% | 48.94–54.05 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 51.98 | ±8.4% | 47.64–56.33 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 52.44 | ±7.6% | 48.47–56.41 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 52.48 | ±5.0% | 49.87–55.09 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 52.63 | ±4.8% | 50.11–55.16 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 53.09 | ±4.9% | 50.48–55.70 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 52.09 | ±4.9% | 49.56–54.63 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 52.65 | ±5.0% | 50.03–55.26 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 50.92 | ±3.9% | 48.92–52.91 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 49.66 | ±3.6% | 47.85–51.47 | 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 | ±7.5% | +0.1% | 区间内 | 49.38 → 49.43 |
| Oct 08, 2026 | Oct 09 | ±3.5% | +0.3% | 区间内 | 49.27 → 49.43 |
| Oct 07, 2026 | Oct 09 | ±1.0% | +1.1% | 区间外 | 48.90 → 49.43 |
| Oct 06, 2026 | Oct 09 | ±4.8% | -0.6% | 区间内 | 49.73 → 49.43 |
| Oct 05, 2026 | Oct 09 | ±3.9% | -0.1% | 区间内 | 49.50 → 49.43 |
| Oct 02, 2026 | Oct 09 | ±2.3% | +1.2% | 区间内 | 48.86 → 49.43 |
| Oct 01, 2026 | Oct 09 | ±3.0% | +1.9% | 区间内 | 48.53 → 49.43 |
| Sep 23, 2026 | Oct 09 | ±3.1% | -2.3% | 区间内 | 50.60 → 49.43 |
| Sep 22, 2026 | Oct 09 | ±3.1% | -2.3% | 区间内 | 50.60 → 49.43 |
| Sep 21, 2026 | Oct 09 | ±3.2% | -0.7% | 区间内 | 49.78 → 49.43 |
| Sep 18, 2026 | Oct 09 | ±9.9% | -1.2% | 区间内 | 50.05 → 49.43 |
| Sep 17, 2026 | Oct 09 | ±3.6% | -2.7% | 区间内 | 50.78 → 49.43 |
| Sep 16, 2026 | Oct 09 | ±3.6% | -1.5% | 区间内 | 50.21 → 49.43 |
| Sep 15, 2026 | Oct 09 | ±6.7% | -2.3% | 区间内 | 50.57 → 49.43 |
| Sep 14, 2026 | Oct 09 | ±3.8% | -2.1% | 区间内 | 50.52 → 49.43 |
| Sep 11, 2026 | Oct 09 | ±4.2% | -3.0% | 区间内 | 50.95 → 49.43 |
| Sep 10, 2026 | Oct 09 | ±4.1% | -2.6% | 区间内 | 50.74 → 49.43 |
| Sep 09, 2026 | Oct 09 | ±4.2% | -4.0% | 区间内 | 51.49 → 49.43 |
| Sep 08, 2026 | Oct 09 | ±6.9% | -4.9% | 区间内 | 51.98 → 49.43 |
| Sep 07, 2026 | Oct 09 | ±9.2% | -5.7% | 区间内 | 52.44 → 49.43 |
| Sep 04, 2026 | Oct 09 | ±4.4% | -5.8% | 区间外 | 52.48 → 49.43 |
| Sep 03, 2026 | Oct 09 | ±4.3% | -6.1% | 区间外 | 52.63 → 49.43 |
| Sep 02, 2026 | Oct 09 | ±4.4% | -6.9% | 区间外 | 53.09 → 49.43 |
| Sep 01, 2026 | Oct 09 | ±4.7% | -5.1% | 区间外 | 52.09 → 49.43 |
| Aug 31, 2026 | Oct 09 | ±4.7% | -6.1% | 区间外 | 52.65 → 49.43 |
| Oct 02, 2026 | Oct 02 | ±0.5% | +0.0% | 区间内 | 48.86 → 48.86 |
| Oct 01, 2026 | Oct 02 | ±2.6% | +0.7% | 区间内 | 48.53 → 48.86 |
| Sep 23, 2026 | Oct 02 | ±2.3% | -3.4% | 区间外 | 50.60 → 48.86 |
| Sep 22, 2026 | Oct 02 | ±2.3% | -3.4% | 区间外 | 50.60 → 48.86 |
| Sep 21, 2026 | Oct 02 | ±2.2% | -1.9% | 区间内 | 49.78 → 48.86 |
| Sep 18, 2026 | Oct 02 | ±10.1% | -2.4% | 区间内 | 50.05 → 48.86 |
| Sep 17, 2026 | Oct 02 | ±2.9% | -3.8% | 区间外 | 50.78 → 48.86 |
| Sep 16, 2026 | Oct 02 | ±3.1% | -2.7% | 区间内 | 50.21 → 48.86 |
| Sep 15, 2026 | Oct 02 | ±6.8% | -3.4% | 区间内 | 50.57 → 48.86 |
| Sep 14, 2026 | Oct 02 | ±3.1% | -3.3% | 区间外 | 50.52 → 48.86 |
| Sep 11, 2026 | Oct 02 | ±3.4% | -4.1% | 区间外 | 50.95 → 48.86 |
| Sep 10, 2026 | Oct 02 | ±3.5% | -3.7% | 区间外 | 50.74 → 48.86 |
| Sep 09, 2026 | Oct 02 | ±3.6% | -5.1% | 区间外 | 51.49 → 48.86 |
| Sep 08, 2026 | Oct 02 | ±4.2% | -6.0% | 区间外 | 51.98 → 48.86 |
| Sep 07, 2026 | Oct 02 | ±7.4% | -6.8% | 区间内 | 52.44 → 48.86 |
| Sep 04, 2026 | Oct 02 | ±3.8% | -6.9% | 区间外 | 52.48 → 48.86 |
| Sep 03, 2026 | Oct 02 | ±3.8% | -7.2% | 区间外 | 52.63 → 48.86 |
| Sep 02, 2026 | Oct 02 | ±3.9% | -8.0% | 区间外 | 53.09 → 48.86 |
| Sep 01, 2026 | Oct 02 | ±4.2% | -6.2% | 区间外 | 52.09 → 48.86 |
| Aug 31, 2026 | Oct 02 | ±4.1% | -7.2% | 区间外 | 52.65 → 48.86 |
| Sep 23, 2026 | Sep 25 | ±1.3% | -1.6% | 区间外 | 50.60 → 49.80 |
| Sep 22, 2026 | Sep 25 | ±1.3% | -1.6% | 区间外 | 50.60 → 49.80 |
| Sep 21, 2026 | Sep 25 | ±1.6% | +0.0% | 区间内 | 49.78 → 49.80 |
| Sep 18, 2026 | Sep 25 | ±1.8% | -0.5% | 区间内 | 50.05 → 49.80 |
| Sep 17, 2026 | Sep 25 | ±2.5% | -1.9% | 区间内 | 50.78 → 49.80 |
| Sep 16, 2026 | Sep 25 | ±2.5% | -0.8% | 区间内 | 50.21 → 49.80 |
| Sep 15, 2026 | Sep 25 | ±6.7% | -1.5% | 区间内 | 50.57 → 49.80 |
| Sep 14, 2026 | Sep 25 | ±2.5% | -1.4% | 区间内 | 50.52 → 49.80 |
| Sep 11, 2026 | Sep 25 | ±3.1% | -2.2% | 区间内 | 50.95 → 49.80 |
| Sep 10, 2026 | Sep 25 | ±3.0% | -1.9% | 区间内 | 50.74 → 49.80 |
| Sep 09, 2026 | Sep 25 | ±3.1% | -3.3% | 区间外 | 51.49 → 49.80 |
| Sep 08, 2026 | Sep 25 | ±9.5% | -4.2% | 区间内 | 51.98 → 49.80 |
| Sep 07, 2026 | Sep 25 | ±5.7% | -5.0% | 区间内 | 52.44 → 49.80 |
| Sep 04, 2026 | Sep 25 | ±3.4% | -5.1% | 区间外 | 52.48 → 49.80 |
| Sep 03, 2026 | Sep 25 | ±3.4% | -5.4% | 区间外 | 52.63 → 49.80 |
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.