XLF 预期波动历史 State Street Financial 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40%
|实际值| 低于预期值40%
平均预期波动幅度±2.3%
平均|实际|波动幅度3.0%
平均绝对误差1.5pt
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 | 55.53 | ±0.3% | 55.36–55.69 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 54.52 | ±1.0% | 53.98–55.05 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 54.70 | ±1.4% | 53.96–55.44 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 54.77 | ±2.0% | 53.67–55.86 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 54.28 | ±2.3% | 53.02–55.53 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 53.75 | ±2.2% | 52.57–54.94 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 54.07 | ±2.4% | 52.76–55.38 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 53.94 | ±2.5% | 52.59–55.29 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 53.50 | ±2.6% | 52.08–54.91 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 53.45 | ±2.9% | 51.92–54.98 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 54.80 | ±2.8% | 53.24–56.36 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 54.85 | ±2.8% | 53.29–56.41 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 55.88 | ±3.2% | 54.11–57.66 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 56.03 | ±3.3% | 54.19–57.87 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 55.91 | ±3.5% | 53.96–57.86 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 55.89 | ±3.7% | 53.80–57.98 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 56.83 | ±3.5% | 54.82–58.84 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 57.05 | ±3.8% | 54.87–59.23 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 57.25 | ±3.9% | 55.05–59.45 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 56.89 | ±4.1% | 54.57–59.21 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 57.07 | ±4.2% | 54.66–59.48 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 57.36 | ±4.1% | 55.01–59.72 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 58.10 | ±4.1% | 55.72–60.48 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 58.13 | ±4.1% | 55.75–60.51 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 58.48 | ±4.7% | 55.75–61.21 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 57.67 | ±4.1% | 55.32–60.02 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 57.27 | ±4.3% | 54.84–59.70 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 57.77 | ±4.1% | 55.42–60.12 | em-1.0 |
| Oct 16 | Oct 19 | 3 | 55.53 | ±0.9% | 55.02–56.04 | em-1.0 |
| Oct 14 | Oct 19 | 5 | 54.52 | ±1.4% | 53.78–55.26 | 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 14, 2026 | Oct 15 | ±0.7% | +1.4% | 区间外 | 54.52 → 55.27 |
| Oct 13, 2026 | Oct 15 | ±1.4% | +1.0% | 区间内 | 54.70 → 55.27 |
| Oct 09, 2026 | Oct 15 | ±1.8% | +0.9% | 区间内 | 54.77 → 55.27 |
| Oct 08, 2026 | Oct 15 | ±5.4% | +1.8% | 区间内 | 54.28 → 55.27 |
| Oct 07, 2026 | Oct 15 | ±2.0% | +2.8% | 区间外 | 53.75 → 55.27 |
| Oct 06, 2026 | Oct 15 | ±1.9% | +2.2% | 区间外 | 54.07 → 55.27 |
| Oct 05, 2026 | Oct 15 | ±2.1% | +2.5% | 区间外 | 53.94 → 55.27 |
| Oct 02, 2026 | Oct 15 | ±2.5% | +3.3% | 区间外 | 53.50 → 55.27 |
| Oct 01, 2026 | Oct 15 | ±2.7% | +3.4% | 区间外 | 53.45 → 55.27 |
| Oct 14, 2026 | Oct 14 | ±0.2% | +0.0% | 区间内 | 54.52 → 54.52 |
| Oct 13, 2026 | Oct 14 | ±1.0% | -0.3% | 区间内 | 54.70 → 54.52 |
| Oct 09, 2026 | Oct 14 | ±1.5% | -0.5% | 区间内 | 54.77 → 54.52 |
| Oct 08, 2026 | Oct 14 | ±1.7% | +0.4% | 区间内 | 54.28 → 54.52 |
| Oct 07, 2026 | Oct 14 | ±1.5% | +1.4% | 区间内 | 53.75 → 54.52 |
| Oct 06, 2026 | Oct 14 | ±1.7% | +0.8% | 区间内 | 54.07 → 54.52 |
| Oct 05, 2026 | Oct 14 | ±3.4% | +1.1% | 区间内 | 53.94 → 54.52 |
| Oct 02, 2026 | Oct 14 | ±2.6% | +1.9% | 区间内 | 53.50 → 54.52 |
| Oct 01, 2026 | Oct 14 | ±2.5% | +2.0% | 区间内 | 53.45 → 54.52 |
| Oct 13, 2026 | Oct 13 | ±0.6% | +0.2% | 区间内 | 54.70 → 54.82 |
| Oct 09, 2026 | Oct 13 | ±1.3% | +0.1% | 区间内 | 54.77 → 54.82 |
| Oct 08, 2026 | Oct 13 | ±1.5% | +1.0% | 区间内 | 54.28 → 54.82 |
| Oct 07, 2026 | Oct 13 | ±1.5% | +2.0% | 区间外 | 53.75 → 54.82 |
| Oct 06, 2026 | Oct 13 | ±1.8% | +1.4% | 区间内 | 54.07 → 54.82 |
| Oct 05, 2026 | Oct 13 | ±2.5% | +1.6% | 区间内 | 53.94 → 54.82 |
| Oct 02, 2026 | Oct 13 | ±2.4% | +2.5% | 区间外 | 53.50 → 54.82 |
| Oct 01, 2026 | Oct 13 | ±2.4% | +2.6% | 区间外 | 53.45 → 54.82 |
| Oct 09, 2026 | Oct 12 | ±1.0% | +0.5% | 区间内 | 54.77 → 55.05 |
| Oct 08, 2026 | Oct 12 | ±1.3% | +1.4% | 区间外 | 54.28 → 55.05 |
| Oct 07, 2026 | Oct 12 | ±1.2% | +2.4% | 区间外 | 53.75 → 55.05 |
| Oct 06, 2026 | Oct 12 | ±1.5% | +1.8% | 区间外 | 54.07 → 55.05 |
| Oct 05, 2026 | Oct 12 | ±1.5% | +2.1% | 区间外 | 53.94 → 55.05 |
| Oct 02, 2026 | Oct 12 | ±2.3% | +2.9% | 区间外 | 53.50 → 55.05 |
| Oct 01, 2026 | Oct 12 | ±2.2% | +3.0% | 区间外 | 53.45 → 55.05 |
| Oct 09, 2026 | Oct 09 | ±0.5% | -0.1% | 区间内 | 54.77 → 54.73 |
| Oct 08, 2026 | Oct 09 | ±0.8% | +0.8% | 区间外 | 54.28 → 54.73 |
| Oct 07, 2026 | Oct 09 | ±1.1% | +1.8% | 区间外 | 53.75 → 54.73 |
| Oct 06, 2026 | Oct 09 | ±1.3% | +1.2% | 区间内 | 54.07 → 54.73 |
| Oct 05, 2026 | Oct 09 | ±1.4% | +1.5% | 区间外 | 53.94 → 54.73 |
| Oct 02, 2026 | Oct 09 | ±1.6% | +2.3% | 区间外 | 53.50 → 54.73 |
| Oct 01, 2026 | Oct 09 | ±1.9% | +2.4% | 区间外 | 53.45 → 54.73 |
| Sep 23, 2026 | Oct 09 | ±4.7% | -0.1% | 区间内 | 54.80 → 54.73 |
| Sep 22, 2026 | Oct 09 | ±4.7% | -0.2% | 区间内 | 54.85 → 54.73 |
| Sep 21, 2026 | Oct 09 | ±2.5% | -2.1% | 区间内 | 55.88 → 54.73 |
| Sep 18, 2026 | Oct 09 | ±2.6% | -2.3% | 区间内 | 56.03 → 54.73 |
| Sep 17, 2026 | Oct 09 | ±2.9% | -2.1% | 区间内 | 55.91 → 54.73 |
| Sep 16, 2026 | Oct 09 | ±2.9% | -2.1% | 区间内 | 55.89 → 54.73 |
| Sep 15, 2026 | Oct 09 | ±3.0% | -3.7% | 区间外 | 56.83 → 54.73 |
| Sep 14, 2026 | Oct 09 | ±3.0% | -4.1% | 区间外 | 57.05 → 54.73 |
| Sep 11, 2026 | Oct 09 | ±3.2% | -4.4% | 区间外 | 57.25 → 54.73 |
| Sep 10, 2026 | Oct 09 | ±3.8% | -3.8% | 区间外 | 56.89 → 54.73 |
| Sep 09, 2026 | Oct 09 | ±3.4% | -4.1% | 区间外 | 57.07 → 54.73 |
| Sep 08, 2026 | Oct 09 | ±3.6% | -4.6% | 区间外 | 57.36 → 54.73 |
| Sep 07, 2026 | Oct 09 | ±4.1% | -5.8% | 区间外 | 58.10 → 54.73 |
| Sep 04, 2026 | Oct 09 | ±4.1% | -5.8% | 区间外 | 58.13 → 54.73 |
| Sep 03, 2026 | Oct 09 | ±3.1% | -6.4% | 区间外 | 58.48 → 54.73 |
| Sep 02, 2026 | Oct 09 | ±3.7% | -5.1% | 区间外 | 57.67 → 54.73 |
| Sep 01, 2026 | Oct 09 | ±3.5% | -4.4% | 区间外 | 57.27 → 54.73 |
| Aug 31, 2026 | Oct 09 | ±3.6% | -5.3% | 区间外 | 57.77 → 54.73 |
| Oct 08, 2026 | Oct 08 | ±0.3% | -0.1% | 区间内 | 54.28 → 54.23 |
| Oct 07, 2026 | Oct 08 | ±1.0% | +0.9% | 区间内 | 53.75 → 54.23 |
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.