XLRE 预期波动历史 State Street Real Estate 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43
收盘价处于区间内58%
|实际值| 低于预期值56%
平均预期波动幅度±2.9%
平均|实际|波动幅度2.5%
平均绝对误差1.2pt
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 20 | Nov 20 | 31 | 42.38 | ±4.7% | 40.38–44.38 | em-1.0 |
| Oct 19 | Nov 20 | 32 | 41.61 | ±3.1% | 40.31–42.91 | em-1.0 |
| Oct 16 | Nov 20 | 35 | 42.16 | ±3.7% | 40.61–43.71 | em-1.0 |
| Oct 14 | Nov 20 | 37 | 41.50 | ±4.0% | 39.85–43.15 | em-1.0 |
| Oct 13 | Nov 20 | 38 | 41.83 | ±3.8% | 40.26–43.41 | em-1.0 |
| Oct 09 | Nov 20 | 42 | 41.63 | ±4.1% | 39.93–43.33 | em-1.0 |
| Oct 08 | Nov 20 | 43 | 40.84 | ±4.2% | 39.13–42.53 | em-1.0 |
| Oct 07 | Nov 20 | 44 | 40.57 | ±4.4% | 38.80–42.34 | em-1.0 |
| Oct 06 | Nov 20 | 45 | 41.10 | ±4.4% | 39.27–42.92 | em-1.0 |
| Oct 05 | Nov 20 | 46 | 40.67 | ±3.9% | 39.07–42.27 | em-1.0 |
| Oct 02 | Nov 20 | 49 | 40.81 | ±4.5% | 38.96–42.66 | em-1.0 |
| Oct 01 | Nov 20 | 50 | 40.68 | ±6.8% | 37.93–43.43 | em-1.0 |
| Sep 23 | Nov 20 | 58 | 42.48 | ±4.7% | 40.48–44.48 | em-1.0 |
| Sep 22 | Nov 20 | 59 | 42.48 | ±4.7% | 40.48–44.48 | em-1.0 |
| Sep 21 | Nov 20 | 60 | 42.49 | ±4.5% | 40.57–44.42 | em-1.0 |
| Sep 18 | Nov 20 | 63 | 42.70 | ±5.0% | 40.55–44.85 | em-1.0 |
| Sep 17 | Nov 20 | 64 | 42.97 | ±5.4% | 40.67–45.27 | em-1.0 |
| Sep 16 | Nov 20 | 65 | 42.86 | ±8.7% | 39.11–46.61 | em-1.0 |
| Sep 15 | Nov 20 | 66 | 42.98 | ±5.5% | 40.61–45.36 | em-1.0 |
| Sep 14 | Nov 20 | 67 | 43.12 | ±8.5% | 39.47–46.77 | em-1.0 |
| Sep 11 | Nov 20 | 70 | 43.42 | ±5.6% | 41.00–45.85 | em-1.0 |
| Sep 10 | Nov 20 | 71 | 43.35 | ±4.7% | 41.30–45.41 | em-1.0 |
| Sep 09 | Nov 20 | 72 | 43.45 | ±5.1% | 41.23–45.67 | em-1.0 |
| Sep 08 | Nov 20 | 73 | 44.03 | ±7.9% | 40.53–47.53 | em-1.0 |
| Sep 07 | Nov 20 | 74 | 43.93 | ±8.9% | 40.03–47.83 | em-1.0 |
| Sep 04 | Nov 20 | 77 | 44.01 | ±4.8% | 41.88–46.13 | em-1.0 |
| Sep 03 | Nov 20 | 78 | 44.20 | ±6.1% | 41.51–46.91 | em-1.0 |
| Sep 02 | Nov 20 | 79 | 43.70 | ±5.5% | 41.30–46.10 | em-1.0 |
| Sep 01 | Nov 20 | 80 | 43.91 | ±8.5% | 40.16–47.66 | em-1.0 |
| Aug 31 | Nov 20 | 81 | 43.91 | ±5.1% | 41.66–46.16 | 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 | ±0.8% | +0.0% | 区间内 | 42.16 → 42.16 |
| Oct 14, 2026 | Oct 16 | ±2.5% | +1.6% | 区间内 | 41.50 → 42.16 |
| Oct 13, 2026 | Oct 16 | ±1.6% | +0.8% | 区间内 | 41.83 → 42.16 |
| Oct 09, 2026 | Oct 16 | ±2.4% | +1.3% | 区间内 | 41.63 → 42.16 |
| Oct 08, 2026 | Oct 16 | ±2.3% | +3.2% | 区间外 | 40.84 → 42.16 |
| Oct 07, 2026 | Oct 16 | ±2.8% | +3.9% | 区间外 | 40.57 → 42.16 |
| Oct 06, 2026 | Oct 16 | ±2.2% | +2.6% | 区间外 | 41.10 → 42.16 |
| Oct 05, 2026 | Oct 16 | ±2.2% | +3.7% | 区间外 | 40.67 → 42.16 |
| Oct 02, 2026 | Oct 16 | ±2.3% | +3.3% | 区间外 | 40.81 → 42.16 |
| Oct 01, 2026 | Oct 16 | ±2.2% | +3.6% | 区间外 | 40.68 → 42.16 |
| Sep 23, 2026 | Oct 16 | ±3.2% | -0.7% | 区间内 | 42.48 → 42.16 |
| Sep 22, 2026 | Oct 16 | ±3.2% | -0.7% | 区间内 | 42.48 → 42.16 |
| Sep 21, 2026 | Oct 16 | ±2.8% | -0.8% | 区间内 | 42.49 → 42.16 |
| Sep 18, 2026 | Oct 16 | ±2.9% | -1.3% | 区间内 | 42.70 → 42.16 |
| Sep 17, 2026 | Oct 16 | ±3.1% | -1.9% | 区间内 | 42.97 → 42.16 |
| Sep 16, 2026 | Oct 16 | ±4.6% | -1.6% | 区间内 | 42.86 → 42.16 |
| Sep 15, 2026 | Oct 16 | ±3.3% | -1.9% | 区间内 | 42.98 → 42.16 |
| Sep 14, 2026 | Oct 16 | ±3.9% | -2.2% | 区间内 | 43.12 → 42.16 |
| Sep 11, 2026 | Oct 16 | ±3.2% | -2.9% | 区间内 | 43.42 → 42.16 |
| Sep 10, 2026 | Oct 16 | ±3.6% | -2.8% | 区间内 | 43.35 → 42.16 |
| Sep 09, 2026 | Oct 16 | ±3.8% | -3.0% | 区间内 | 43.45 → 42.16 |
| Sep 08, 2026 | Oct 16 | ±2.6% | -4.3% | 区间外 | 44.03 → 42.16 |
| Sep 07, 2026 | Oct 16 | ±7.8% | -4.0% | 区间内 | 43.93 → 42.16 |
| Sep 04, 2026 | Oct 16 | ±3.6% | -4.2% | 区间外 | 44.01 → 42.16 |
| Sep 03, 2026 | Oct 16 | ±7.2% | -4.6% | 区间内 | 44.20 → 42.16 |
| Sep 02, 2026 | Oct 16 | ±4.1% | -3.5% | 区间内 | 43.70 → 42.16 |
| Sep 01, 2026 | Oct 16 | ±6.3% | -4.0% | 区间内 | 43.91 → 42.16 |
| Aug 31, 2026 | Oct 16 | ±4.0% | -4.0% | 区间外 | 43.91 → 42.16 |
| Sep 18, 2026 | Sep 18 | ±0.8% | -0.4% | 区间内 | 42.70 → 42.53 |
| Sep 17, 2026 | Sep 18 | ±0.8% | -1.0% | 区间外 | 42.97 → 42.53 |
| Sep 16, 2026 | Sep 18 | ±1.1% | -0.8% | 区间内 | 42.86 → 42.53 |
| Sep 15, 2026 | Sep 18 | ±1.3% | -1.1% | 区间内 | 42.98 → 42.53 |
| Sep 14, 2026 | Sep 18 | ±1.4% | -1.4% | 区间内 | 43.12 → 42.53 |
| Sep 11, 2026 | Sep 18 | ±1.7% | -2.1% | 区间外 | 43.42 → 42.53 |
| Sep 10, 2026 | Sep 18 | ±1.9% | -1.9% | 区间内 | 43.35 → 42.53 |
| Sep 09, 2026 | Sep 18 | ±1.9% | -2.1% | 区间外 | 43.45 → 42.53 |
| Sep 08, 2026 | Sep 18 | ±2.7% | -3.4% | 区间外 | 44.03 → 42.53 |
| Sep 07, 2026 | Sep 18 | ±6.8% | -3.2% | 区间内 | 43.93 → 42.53 |
| Sep 04, 2026 | Sep 18 | ±1.8% | -3.4% | 区间外 | 44.01 → 42.53 |
| Sep 03, 2026 | Sep 18 | ±2.1% | -3.8% | 区间外 | 44.20 → 42.53 |
| Sep 02, 2026 | Sep 18 | ±2.1% | -2.7% | 区间外 | 43.70 → 42.53 |
| Sep 01, 2026 | Sep 18 | ±2.7% | -3.2% | 区间外 | 43.91 → 42.53 |
| Aug 31, 2026 | Sep 18 | ±2.3% | -3.2% | 区间外 | 43.91 → 42.53 |
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.