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1

收盘价处于区间内100%

|实际值| 低于预期值100%

平均预期波动幅度±0.5%

平均|实际|波动幅度0.4%

平均绝对误差0.1pt

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
Sep 02	Sep 02	0	65.05	±0.3%	64.84–65.25	em-1.0
Sep 01	Sep 02	1	64.80	±1.1%	64.08–65.51	em-1.0
Aug 31	Sep 02	2	64.20	±1.4%	63.28–65.12	em-1.0
Sep 02	Sep 04	2	65.05	±1.6%	64.02–66.08	em-1.0
Sep 01	Sep 04	3	64.80	±1.9%	63.54–66.05	em-1.0
Aug 31	Sep 04	4	64.20	±2.2%	62.81–65.58	em-1.0
Sep 02	Sep 09	7	65.05	±2.4%	63.51–66.59	em-1.0
Sep 01	Sep 09	8	64.80	±2.4%	63.22–66.37	em-1.0
Aug 31	Sep 09	9	64.20	±2.8%	62.42–65.97	em-1.0
Sep 02	Sep 11	9	65.05	±2.7%	63.30–66.80	em-1.0
Sep 01	Sep 11	10	64.80	±3.5%	62.50–67.10	em-1.0
Aug 31	Sep 11	11	64.20	±3.2%	62.13–66.27	em-1.0
Sep 02	Sep 14	12	65.05	±3.0%	63.10–67.00	em-1.0
Sep 01	Sep 14	13	64.80	±3.6%	62.49–67.10	em-1.0
Aug 31	Sep 14	14	64.20	±3.6%	61.88–66.52	em-1.0
Sep 02	Sep 16	14	65.05	±3.5%	62.76–67.34	em-1.0
Sep 01	Sep 16	15	64.80	±4.7%	61.76–67.84	em-1.0
Sep 02	Sep 18	16	65.05	±4.1%	62.41–67.69	em-1.0
Sep 01	Sep 18	17	64.80	±4.7%	61.75–67.85	em-1.0
Aug 31	Sep 18	18	64.20	±4.0%	61.62–66.78	em-1.0
Sep 02	Sep 25	23	65.05	±4.9%	61.87–68.23	em-1.0
Sep 01	Sep 25	24	64.80	±4.6%	61.80–67.80	em-1.0
Aug 31	Sep 25	25	64.20	±5.1%	60.92–67.47	em-1.0
Sep 02	Sep 30	28	65.05	±5.3%	61.63–68.47	em-1.0
Sep 01	Sep 30	29	64.80	±5.3%	61.34–68.26	em-1.0
Aug 31	Sep 30	30	64.20	±5.7%	60.52–67.88	em-1.0
Sep 02	Oct 02	30	65.05	±5.6%	61.41–68.69	em-1.0
Sep 01	Oct 02	31	64.80	±6.2%	60.77–68.83	em-1.0
Aug 31	Oct 02	32	64.20	±5.7%	60.55–67.84	em-1.0
Sep 02	Oct 09	37	65.05	±6.3%	60.96–69.14	em-1.0

快照	已到期	预期值	实际值	在区间内？	现货价 → 收盘价
Aug 31, 2026	Aug 31	±0.5%	-0.4%	区间内	64.20 → 63.96

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.