XLP 预期波动历史 State Street Consumer Staples 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121
收盘价处于区间内58%
|实际值| 低于预期值58%
平均预期波动幅度±2.8%
平均|实际|波动幅度2.7%
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 19 | Oct 23 | 4 | 87.22 | ±3.2% | 84.44–90.02 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 87.55 | ±2.0% | 85.80–89.30 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 86.03 | ±1.8% | 84.44–87.62 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 84.01 | ±2.3% | 82.10–85.92 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 83.43 | ±2.2% | 81.62–85.23 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 83.57 | ±2.7% | 81.33–85.81 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 81.70 | ±3.5% | 78.86–84.54 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 81.78 | ±3.2% | 79.17–84.41 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 80.86 | ±3.4% | 78.11–83.61 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 80.53 | ±3.6% | 77.66–83.39 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 80.39 | ±3.0% | 77.97–82.81 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 82.85 | ±3.3% | 80.11–85.58 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 82.85 | ±3.3% | 80.11–85.58 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 82.03 | ±3.5% | 79.13–84.93 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 82.98 | ±3.5% | 80.11–85.86 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 83.45 | ±3.6% | 80.41–86.50 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 83.36 | ±6.4% | 78.06–88.66 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 83.80 | ±3.9% | 80.55–87.05 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 84.30 | ±4.0% | 80.96–87.64 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 83.41 | ±4.1% | 80.01–86.80 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 83.11 | ±4.4% | 79.44–86.79 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 82.95 | ±4.4% | 79.34–86.57 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 84.00 | ±4.2% | 80.43–87.57 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 84.58 | ±6.1% | 79.39–89.78 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 84.74 | ±4.3% | 81.06–88.42 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 85.17 | ±6.1% | 79.97–90.37 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 87.22 | ±2.1% | 85.38–89.08 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 87.55 | ±2.7% | 85.18–89.92 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 86.03 | ±2.8% | 83.61–88.44 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 84.01 | ±2.4% | 81.95–86.06 | 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 | ±2.5% | +0.1% | 区间内 | 87.55 → 87.62 |
| Oct 14, 2026 | Oct 16 | ±1.0% | +1.8% | 区间外 | 86.03 → 87.62 |
| Oct 13, 2026 | Oct 16 | ±1.5% | +4.3% | 区间外 | 84.01 → 87.62 |
| Oct 09, 2026 | Oct 16 | ±1.6% | +5.0% | 区间外 | 83.43 → 87.62 |
| Oct 08, 2026 | Oct 16 | ±2.1% | +4.8% | 区间外 | 83.57 → 87.62 |
| Oct 07, 2026 | Oct 16 | ±2.6% | +7.2% | 区间外 | 81.70 → 87.62 |
| Oct 06, 2026 | Oct 16 | ±2.8% | +7.1% | 区间外 | 81.78 → 87.62 |
| Oct 05, 2026 | Oct 16 | ±2.5% | +8.4% | 区间外 | 80.86 → 87.62 |
| Oct 02, 2026 | Oct 16 | ±1.9% | +8.8% | 区间外 | 80.53 → 87.62 |
| Oct 01, 2026 | Oct 16 | ±2.5% | +9.0% | 区间外 | 80.39 → 87.62 |
| Sep 23, 2026 | Oct 16 | ±2.8% | +5.8% | 区间外 | 82.85 → 87.62 |
| Sep 22, 2026 | Oct 16 | ±2.8% | +5.8% | 区间外 | 82.85 → 87.62 |
| Sep 21, 2026 | Oct 16 | ±3.1% | +6.8% | 区间外 | 82.03 → 87.62 |
| Sep 18, 2026 | Oct 16 | ±3.0% | +5.6% | 区间外 | 82.98 → 87.62 |
| Sep 17, 2026 | Oct 16 | ±3.2% | +5.0% | 区间外 | 83.45 → 87.62 |
| Sep 16, 2026 | Oct 16 | ±4.9% | +5.1% | 区间外 | 83.36 → 87.62 |
| Sep 15, 2026 | Oct 16 | ±3.5% | +4.6% | 区间外 | 83.80 → 87.62 |
| Sep 14, 2026 | Oct 16 | ±4.0% | +3.9% | 区间内 | 84.30 → 87.62 |
| Sep 11, 2026 | Oct 16 | ±3.8% | +5.1% | 区间外 | 83.41 → 87.62 |
| Sep 10, 2026 | Oct 16 | ±4.0% | +5.4% | 区间外 | 83.11 → 87.62 |
| Sep 09, 2026 | Oct 16 | ±4.0% | +5.6% | 区间外 | 82.95 → 87.62 |
| Sep 08, 2026 | Oct 16 | ±3.9% | +4.3% | 区间外 | 84.00 → 87.62 |
| Sep 07, 2026 | Oct 16 | ±3.8% | +3.6% | 区间内 | 84.58 → 87.62 |
| Sep 04, 2026 | Oct 16 | ±3.9% | +3.4% | 区间内 | 84.74 → 87.62 |
| Sep 03, 2026 | Oct 16 | ±4.1% | +2.9% | 区间内 | 85.17 → 87.62 |
| Sep 02, 2026 | Oct 16 | ±4.2% | +2.4% | 区间内 | 85.59 → 87.62 |
| Sep 01, 2026 | Oct 16 | ±4.0% | +2.7% | 区间内 | 85.35 → 87.62 |
| Aug 31, 2026 | Oct 16 | ±4.3% | +3.0% | 区间内 | 85.05 → 87.62 |
| Oct 09, 2026 | Oct 09 | ±0.4% | +0.0% | 区间内 | 83.43 → 83.43 |
| Oct 08, 2026 | Oct 09 | ±2.3% | -0.2% | 区间内 | 83.57 → 83.43 |
| Oct 07, 2026 | Oct 09 | ±2.3% | +2.1% | 区间内 | 81.70 → 83.43 |
| Oct 06, 2026 | Oct 09 | ±1.7% | +2.0% | 区间外 | 81.78 → 83.43 |
| Oct 05, 2026 | Oct 09 | ±3.3% | +3.2% | 区间内 | 80.86 → 83.43 |
| Oct 02, 2026 | Oct 09 | ±2.3% | +3.6% | 区间外 | 80.53 → 83.43 |
| Oct 01, 2026 | Oct 09 | ±1.8% | +3.8% | 区间外 | 80.39 → 83.43 |
| Sep 23, 2026 | Oct 09 | ±2.4% | +0.7% | 区间内 | 82.85 → 83.43 |
| Sep 22, 2026 | Oct 09 | ±2.4% | +0.7% | 区间内 | 82.85 → 83.43 |
| Sep 21, 2026 | Oct 09 | ±2.6% | +1.7% | 区间内 | 82.03 → 83.43 |
| Sep 18, 2026 | Oct 09 | ±2.7% | +0.5% | 区间内 | 82.98 → 83.43 |
| Sep 17, 2026 | Oct 09 | ±2.9% | -0.0% | 区间内 | 83.45 → 83.43 |
| Sep 16, 2026 | Oct 09 | ±4.9% | +0.1% | 区间内 | 83.36 → 83.43 |
| Sep 15, 2026 | Oct 09 | ±3.3% | -0.4% | 区间内 | 83.80 → 83.43 |
| Sep 14, 2026 | Oct 09 | ±5.6% | -1.0% | 区间内 | 84.30 → 83.43 |
| Sep 11, 2026 | Oct 09 | ±3.3% | +0.0% | 区间内 | 83.41 → 83.43 |
| Sep 10, 2026 | Oct 09 | ±3.6% | +0.4% | 区间内 | 83.11 → 83.43 |
| Sep 09, 2026 | Oct 09 | ±3.7% | +0.6% | 区间内 | 82.95 → 83.43 |
| Sep 08, 2026 | Oct 09 | ±3.6% | -0.7% | 区间内 | 84.00 → 83.43 |
| Sep 07, 2026 | Oct 09 | ±3.5% | -1.4% | 区间内 | 84.58 → 83.43 |
| Sep 04, 2026 | Oct 09 | ±3.6% | -1.5% | 区间内 | 84.74 → 83.43 |
| Sep 03, 2026 | Oct 09 | ±5.9% | -2.0% | 区间内 | 85.17 → 83.43 |
| Sep 02, 2026 | Oct 09 | ±3.8% | -2.5% | 区间内 | 85.59 → 83.43 |
| Sep 01, 2026 | Oct 09 | ±5.7% | -2.2% | 区间内 | 85.35 → 83.43 |
| Aug 31, 2026 | Oct 09 | ±3.9% | -1.9% | 区间内 | 85.05 → 83.43 |
| Oct 02, 2026 | Oct 02 | ±6.1% | +0.0% | 区间内 | 80.53 → 80.53 |
| Oct 01, 2026 | Oct 02 | ±0.7% | +0.2% | 区间内 | 80.39 → 80.53 |
| Sep 23, 2026 | Oct 02 | ±1.9% | -2.8% | 区间外 | 82.85 → 80.53 |
| Sep 22, 2026 | Oct 02 | ±1.9% | -2.8% | 区间外 | 82.85 → 80.53 |
| Sep 21, 2026 | Oct 02 | ±2.0% | -1.8% | 区间内 | 82.03 → 80.53 |
| Sep 18, 2026 | Oct 02 | ±2.2% | -3.0% | 区间外 | 82.98 → 80.53 |
| Sep 17, 2026 | Oct 02 | ±2.4% | -3.5% | 区间外 | 83.45 → 80.53 |
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.