XLE 预期波动历史 State Street Energy 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200
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±3.9%
平均|实际|波动幅度2.8%
平均绝对误差1.9pt
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 19 | 0 | 67.93 | ±0.7% | 67.47–68.39 | em-1.0 |
| Oct 16 | Oct 19 | 3 | 68.19 | ±1.6% | 67.07–69.31 | em-1.0 |
| Oct 14 | Oct 19 | 5 | 67.64 | ±1.9% | 66.33–68.94 | em-1.0 |
| Oct 13 | Oct 19 | 6 | 67.11 | ±2.4% | 65.49–68.73 | em-1.0 |
| Oct 09 | Oct 19 | 10 | 65.13 | ±3.3% | 62.98–67.28 | em-1.0 |
| Oct 08 | Oct 19 | 11 | 65.15 | ±3.1% | 63.13–67.17 | em-1.0 |
| Oct 07 | Oct 19 | 12 | 63.35 | ±3.2% | 61.34–65.36 | em-1.0 |
| Oct 06 | Oct 19 | 13 | 63.85 | ±3.5% | 61.59–66.11 | em-1.0 |
| Oct 05 | Oct 19 | 14 | 63.48 | ±4.8% | 60.43–66.53 | em-1.0 |
| Oct 19 | Oct 21 | 2 | 67.93 | ±2.1% | 66.48–69.38 | em-1.0 |
| Oct 16 | Oct 21 | 5 | 68.19 | ±4.8% | 64.92–71.45 | em-1.0 |
| Oct 14 | Oct 21 | 7 | 67.64 | ±2.7% | 65.80–69.48 | em-1.0 |
| Oct 13 | Oct 21 | 8 | 67.11 | ±3.1% | 65.03–69.19 | em-1.0 |
| Oct 09 | Oct 21 | 12 | 65.13 | ±4.2% | 62.42–67.83 | em-1.0 |
| Oct 08 | Oct 21 | 13 | 65.15 | ±3.6% | 62.83–67.47 | em-1.0 |
| Oct 07 | Oct 21 | 14 | 63.35 | ±4.0% | 60.79–65.91 | em-1.0 |
| Oct 06 | Oct 21 | 15 | 63.85 | ±3.9% | 61.34–66.36 | em-1.0 |
| Oct 19 | Oct 23 | 4 | 67.93 | ±2.6% | 66.14–69.72 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 68.19 | ±2.6% | 66.44–69.94 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 67.64 | ±3.4% | 65.34–69.94 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 67.11 | ±3.4% | 64.80–69.42 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 65.13 | ±3.6% | 62.76–67.50 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 65.15 | ±3.9% | 62.61–67.69 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 63.35 | ±4.2% | 60.70–66.00 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 63.85 | ±4.2% | 61.14–66.56 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 63.48 | ±4.7% | 60.49–66.47 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 62.82 | ±4.8% | 59.80–65.83 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 62.70 | ±5.0% | 59.59–65.81 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 61.78 | ±5.7% | 58.25–65.31 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 61.91 | ±5.7% | 58.38–65.44 | 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 | ±0.7% | +0.1% | 区间内 | 68.19 → 68.24 |
| Oct 14, 2026 | Oct 16 | ±1.3% | +0.9% | 区间内 | 67.64 → 68.24 |
| Oct 13, 2026 | Oct 16 | ±2.0% | +1.7% | 区间内 | 67.11 → 68.24 |
| Oct 09, 2026 | Oct 16 | ±2.4% | +4.8% | 区间外 | 65.13 → 68.24 |
| Oct 08, 2026 | Oct 16 | ±2.9% | +4.7% | 区间外 | 65.15 → 68.24 |
| Oct 07, 2026 | Oct 16 | ±3.0% | +7.7% | 区间外 | 63.35 → 68.24 |
| Oct 06, 2026 | Oct 16 | ±3.3% | +6.9% | 区间外 | 63.85 → 68.24 |
| Oct 05, 2026 | Oct 16 | ±3.5% | +7.5% | 区间外 | 63.48 → 68.24 |
| Oct 02, 2026 | Oct 16 | ±3.9% | +8.6% | 区间外 | 62.82 → 68.24 |
| Oct 01, 2026 | Oct 16 | ±4.0% | +8.8% | 区间外 | 62.70 → 68.24 |
| Sep 23, 2026 | Oct 16 | ±5.6% | +10.5% | 区间外 | 61.78 → 68.24 |
| Sep 22, 2026 | Oct 16 | ±5.5% | +10.2% | 区间外 | 61.91 → 68.24 |
| Sep 21, 2026 | Oct 16 | ±5.4% | +9.0% | 区间外 | 62.58 → 68.24 |
| Sep 18, 2026 | Oct 16 | ±6.2% | +6.2% | 区间内 | 64.24 → 68.24 |
| Sep 17, 2026 | Oct 16 | ±6.0% | +5.6% | 区间内 | 64.61 → 68.24 |
| Sep 16, 2026 | Oct 16 | ±6.1% | +6.6% | 区间外 | 64.03 → 68.24 |
| Sep 15, 2026 | Oct 16 | ±6.3% | +3.4% | 区间内 | 65.97 → 68.24 |
| Sep 14, 2026 | Oct 16 | ±6.5% | +5.7% | 区间内 | 64.57 → 68.24 |
| Sep 11, 2026 | Oct 16 | ±6.4% | +4.9% | 区间内 | 65.06 → 68.24 |
| Sep 10, 2026 | Oct 16 | ±6.9% | +5.3% | 区间内 | 64.83 → 68.24 |
| Sep 09, 2026 | Oct 16 | ±6.8% | +4.4% | 区间内 | 65.35 → 68.24 |
| Sep 08, 2026 | Oct 16 | ±6.6% | +5.1% | 区间内 | 64.95 → 68.24 |
| Sep 07, 2026 | Oct 16 | ±6.5% | +6.5% | 区间内 | 64.06 → 68.24 |
| Sep 04, 2026 | Oct 16 | ±6.5% | +6.5% | 区间内 | 64.05 → 68.24 |
| Sep 03, 2026 | Oct 16 | ±6.8% | +5.5% | 区间内 | 64.69 → 68.24 |
| Sep 02, 2026 | Oct 16 | ±7.0% | +4.9% | 区间内 | 65.05 → 68.24 |
| Sep 01, 2026 | Oct 16 | ±7.3% | +5.3% | 区间内 | 64.80 → 68.24 |
| Aug 31, 2026 | Oct 16 | ±7.1% | +6.3% | 区间内 | 64.20 → 68.24 |
| Oct 09, 2026 | Oct 12 | ±1.2% | +1.4% | 区间外 | 65.13 → 66.01 |
| Oct 08, 2026 | Oct 12 | ±1.6% | +1.3% | 区间内 | 65.15 → 66.01 |
| Oct 07, 2026 | Oct 12 | ±2.0% | +4.2% | 区间外 | 63.35 → 66.01 |
| Oct 06, 2026 | Oct 12 | ±2.2% | +3.4% | 区间外 | 63.85 → 66.01 |
| Oct 05, 2026 | Oct 12 | ±2.5% | +4.0% | 区间外 | 63.48 → 66.01 |
| Oct 02, 2026 | Oct 12 | ±2.9% | +5.1% | 区间外 | 62.82 → 66.01 |
| Oct 01, 2026 | Oct 12 | ±3.1% | +5.3% | 区间外 | 62.70 → 66.01 |
| Oct 09, 2026 | Oct 09 | ±1.1% | -0.1% | 区间内 | 65.13 → 65.08 |
| Oct 08, 2026 | Oct 09 | ±1.2% | -0.1% | 区间内 | 65.15 → 65.08 |
| Oct 07, 2026 | Oct 09 | ±1.5% | +2.7% | 区间外 | 63.35 → 65.08 |
| Oct 06, 2026 | Oct 09 | ±1.8% | +1.9% | 区间外 | 63.85 → 65.08 |
| Oct 05, 2026 | Oct 09 | ±2.0% | +2.5% | 区间外 | 63.48 → 65.08 |
| Oct 02, 2026 | Oct 09 | ±2.7% | +3.6% | 区间外 | 62.82 → 65.08 |
| Oct 01, 2026 | Oct 09 | ±2.9% | +3.8% | 区间外 | 62.70 → 65.08 |
| Sep 23, 2026 | Oct 09 | ±5.3% | +5.3% | 区间外 | 61.78 → 65.08 |
| Sep 22, 2026 | Oct 09 | ±5.3% | +5.1% | 区间内 | 61.91 → 65.08 |
| Sep 21, 2026 | Oct 09 | ±4.6% | +4.0% | 区间内 | 62.58 → 65.08 |
| Sep 18, 2026 | Oct 09 | ±6.0% | +1.3% | 区间内 | 64.24 → 65.08 |
| Sep 17, 2026 | Oct 09 | ±5.0% | +0.7% | 区间内 | 64.61 → 65.08 |
| Sep 16, 2026 | Oct 09 | ±5.5% | +1.6% | 区间内 | 64.03 → 65.08 |
| Sep 15, 2026 | Oct 09 | ±5.4% | -1.3% | 区间内 | 65.97 → 65.08 |
| Sep 14, 2026 | Oct 09 | ±5.6% | +0.8% | 区间内 | 64.57 → 65.08 |
| Sep 11, 2026 | Oct 09 | ±5.8% | +0.0% | 区间内 | 65.06 → 65.08 |
| Sep 10, 2026 | Oct 09 | ±5.7% | +0.4% | 区间内 | 64.83 → 65.08 |
| Sep 09, 2026 | Oct 09 | ±6.3% | -0.4% | 区间内 | 65.35 → 65.08 |
| Sep 08, 2026 | Oct 09 | ±5.8% | +0.2% | 区间内 | 64.95 → 65.08 |
| Sep 07, 2026 | Oct 09 | ±6.1% | +1.6% | 区间内 | 64.06 → 65.08 |
| Sep 04, 2026 | Oct 09 | ±6.1% | +1.6% | 区间内 | 64.05 → 65.08 |
| Sep 03, 2026 | Oct 09 | ±6.1% | +0.6% | 区间内 | 64.69 → 65.08 |
| Sep 02, 2026 | Oct 09 | ±6.3% | +0.0% | 区间内 | 65.05 → 65.08 |
| Sep 01, 2026 | Oct 09 | ±6.2% | +0.4% | 区间内 | 64.80 → 65.08 |
| Aug 31, 2026 | Oct 09 | ±6.3% | +1.4% | 区间内 | 64.20 → 65.08 |
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.