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15

收盘价处于区间内40%

|实际值| 低于预期值33%

平均预期波动幅度±2.1%

平均|实际|波动幅度2.2%

平均绝对误差0.7pt

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	42.16	±0.8%	41.84–42.48	em-1.0
Oct 14	Oct 16	2	41.50	±2.5%	40.48–42.52	em-1.0
Oct 13	Oct 16	3	41.83	±1.6%	41.16–42.51	em-1.0
Oct 09	Oct 16	7	41.63	±2.4%	40.63–42.63	em-1.0
Oct 08	Oct 16	8	40.84	±2.3%	39.88–41.78	em-1.0
Oct 07	Oct 16	9	40.57	±2.8%	39.42–41.72	em-1.0
Oct 06	Oct 16	10	41.10	±2.2%	40.20–42.00	em-1.0
Oct 05	Oct 16	11	40.67	±2.2%	39.80–41.55	em-1.0
Oct 02	Oct 16	14	40.81	±2.3%	39.86–41.76	em-1.0
Oct 01	Oct 16	15	40.68	±2.2%	39.78–41.58	em-1.0
Sep 23	Oct 16	23	42.48	±3.2%	41.10–43.85	em-1.0
Sep 22	Oct 16	24	42.48	±3.2%	41.10–43.85	em-1.0
Sep 21	Oct 16	25	42.49	±2.8%	41.30–43.70	em-1.0
Sep 18	Oct 16	28	42.70	±2.9%	41.45–43.95	em-1.0
Sep 17	Oct 16	29	42.97	±3.1%	41.62–44.32	em-1.0
Sep 16	Oct 16	30	42.86	±4.6%	40.88–44.84	em-1.0
Sep 15	Oct 16	31	42.98	±3.3%	41.59–44.38	em-1.0
Sep 14	Oct 16	32	43.12	±3.9%	41.42–44.82	em-1.0
Sep 11	Oct 16	35	43.42	±3.2%	42.02–44.83	em-1.0
Sep 10	Oct 16	36	43.35	±3.6%	41.80–44.91	em-1.0
Sep 09	Oct 16	37	43.45	±3.8%	41.80–45.10	em-1.0
Sep 08	Oct 16	38	44.03	±2.6%	42.88–45.19	em-1.0
Sep 07	Oct 16	39	43.93	±7.8%	40.51–47.35	em-1.0
Sep 04	Oct 16	42	44.01	±3.6%	42.43–45.58	em-1.0
Sep 03	Oct 16	43	44.20	±7.2%	41.03–47.38	em-1.0
Sep 02	Oct 16	44	43.70	±4.1%	41.90–45.50	em-1.0
Sep 01	Oct 16	45	43.91	±6.3%	41.14–46.69	em-1.0
Aug 31	Oct 16	46	43.91	±4.0%	42.16–45.66	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

快照	已到期	预期值	实际值	在区间内？	现货价 → 收盘价
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.