XLU 预期波动历史 State Street Utilities 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50%
|实际值| 低于预期值50%
平均预期波动幅度±3.0%
平均|实际|波动幅度3.2%
平均绝对误差2.0pt
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 | 41.40 | ±1.6% | 40.73–42.08 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 42.21 | ±1.9% | 41.40–43.02 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 41.78 | ±2.1% | 40.90–42.67 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 41.87 | ±2.5% | 40.83–42.90 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 41.40 | ±2.8% | 40.24–42.56 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 41.10 | ±3.1% | 39.84–42.37 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 41.19 | ±3.0% | 39.94–42.45 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 41.10 | ±3.2% | 39.80–42.40 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 40.01 | ±3.3% | 38.68–41.34 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 39.91 | ±3.8% | 38.40–41.42 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 39.68 | ±4.0% | 38.09–41.27 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 40.53 | ±3.4% | 39.14–41.92 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 40.58 | ±3.7% | 39.08–42.07 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 40.71 | ±3.5% | 39.27–42.16 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 41.18 | ±4.0% | 39.54–42.83 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 41.70 | ±3.6% | 40.19–43.21 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 41.39 | ±7.5% | 38.30–44.48 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 41.41 | ±4.3% | 39.62–43.20 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 41.80 | ±3.9% | 40.18–43.42 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 42.37 | ±3.8% | 40.76–43.97 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 42.65 | ±4.2% | 40.86–44.44 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 43.02 | ±4.4% | 41.12–44.91 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 43.50 | ±4.4% | 41.59–45.41 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 43.08 | ±11.1% | 38.28–47.88 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 43.02 | ±11.2% | 38.22–47.82 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 42.95 | ±3.9% | 41.29–44.61 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 41.40 | ±2.5% | 40.35–42.45 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 42.21 | ±2.9% | 40.98–43.44 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 41.78 | ±3.2% | 40.45–43.12 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 41.87 | ±3.0% | 40.60–43.14 | 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 | ±0.5% | +0.0% | 区间内 | 42.21 → 42.21 |
| Oct 14, 2026 | Oct 16 | ±1.4% | +1.0% | 区间内 | 41.78 → 42.21 |
| Oct 13, 2026 | Oct 16 | ±1.2% | +0.8% | 区间内 | 41.87 → 42.21 |
| Oct 09, 2026 | Oct 16 | ±1.7% | +2.0% | 区间外 | 41.40 → 42.21 |
| Oct 08, 2026 | Oct 16 | ±2.1% | +2.7% | 区间外 | 41.10 → 42.21 |
| Oct 07, 2026 | Oct 16 | ±2.2% | +2.5% | 区间外 | 41.19 → 42.21 |
| Oct 06, 2026 | Oct 16 | ±2.6% | +2.7% | 区间外 | 41.10 → 42.21 |
| Oct 05, 2026 | Oct 16 | ±2.3% | +5.5% | 区间外 | 40.01 → 42.21 |
| Oct 02, 2026 | Oct 16 | ±2.9% | +5.8% | 区间外 | 39.91 → 42.21 |
| Oct 01, 2026 | Oct 16 | ±3.4% | +6.4% | 区间外 | 39.68 → 42.21 |
| Sep 23, 2026 | Oct 16 | ±3.6% | +4.1% | 区间外 | 40.53 → 42.21 |
| Sep 22, 2026 | Oct 16 | ±3.1% | +4.0% | 区间外 | 40.58 → 42.21 |
| Sep 21, 2026 | Oct 16 | ±3.3% | +3.7% | 区间外 | 40.71 → 42.21 |
| Sep 18, 2026 | Oct 16 | ±3.4% | +2.5% | 区间内 | 41.18 → 42.21 |
| Sep 17, 2026 | Oct 16 | ±3.3% | +1.2% | 区间内 | 41.70 → 42.21 |
| Sep 16, 2026 | Oct 16 | ±4.9% | +2.0% | 区间内 | 41.39 → 42.21 |
| Sep 15, 2026 | Oct 16 | ±7.5% | +1.9% | 区间内 | 41.41 → 42.21 |
| Sep 14, 2026 | Oct 16 | ±3.8% | +1.0% | 区间内 | 41.80 → 42.21 |
| Sep 11, 2026 | Oct 16 | ±3.7% | -0.4% | 区间内 | 42.37 → 42.21 |
| Sep 10, 2026 | Oct 16 | ±4.1% | -1.0% | 区间内 | 42.65 → 42.21 |
| Sep 09, 2026 | Oct 16 | ±4.0% | -1.9% | 区间内 | 43.02 → 42.21 |
| Sep 08, 2026 | Oct 16 | ±4.4% | -3.0% | 区间内 | 43.50 → 42.21 |
| Sep 07, 2026 | Oct 16 | ±4.1% | -2.0% | 区间内 | 43.08 → 42.21 |
| Sep 04, 2026 | Oct 16 | ±4.1% | -1.9% | 区间内 | 43.02 → 42.21 |
| Sep 03, 2026 | Oct 16 | ±4.0% | -1.7% | 区间内 | 42.95 → 42.21 |
| Sep 02, 2026 | Oct 16 | ±4.5% | -0.9% | 区间内 | 42.61 → 42.21 |
| Sep 01, 2026 | Oct 16 | ±4.9% | -0.8% | 区间内 | 42.55 → 42.21 |
| Aug 31, 2026 | Oct 16 | ±4.5% | +0.1% | 区间内 | 42.18 → 42.21 |
| Oct 09, 2026 | Oct 09 | ±0.3% | +0.0% | 区间内 | 41.40 → 41.41 |
| Oct 08, 2026 | Oct 09 | ±0.9% | +0.8% | 区间内 | 41.10 → 41.41 |
| Oct 07, 2026 | Oct 09 | ±1.4% | +0.5% | 区间内 | 41.19 → 41.41 |
| Oct 06, 2026 | Oct 09 | ±1.6% | +0.8% | 区间内 | 41.10 → 41.41 |
| Oct 05, 2026 | Oct 09 | ±1.7% | +3.5% | 区间外 | 40.01 → 41.41 |
| Oct 02, 2026 | Oct 09 | ±2.2% | +3.8% | 区间外 | 39.91 → 41.41 |
| Oct 01, 2026 | Oct 09 | ±2.6% | +4.4% | 区间外 | 39.68 → 41.41 |
| Sep 23, 2026 | Oct 09 | ±2.9% | +2.2% | 区间内 | 40.53 → 41.41 |
| Sep 22, 2026 | Oct 09 | ±2.8% | +2.1% | 区间内 | 40.58 → 41.41 |
| Sep 21, 2026 | Oct 09 | ±3.1% | +1.7% | 区间内 | 40.71 → 41.41 |
| Sep 18, 2026 | Oct 09 | ±3.1% | +0.6% | 区间内 | 41.18 → 41.41 |
| Sep 17, 2026 | Oct 09 | ±3.1% | -0.7% | 区间内 | 41.70 → 41.41 |
| Sep 16, 2026 | Oct 09 | ±12.0% | +0.0% | 区间内 | 41.39 → 41.41 |
| Sep 15, 2026 | Oct 09 | ±8.5% | +0.0% | 区间内 | 41.41 → 41.41 |
| Sep 14, 2026 | Oct 09 | ±3.5% | -0.9% | 区间内 | 41.80 → 41.41 |
| Sep 11, 2026 | Oct 09 | ±3.3% | -2.3% | 区间内 | 42.37 → 41.41 |
| Sep 10, 2026 | Oct 09 | ±3.4% | -2.9% | 区间内 | 42.65 → 41.41 |
| Sep 09, 2026 | Oct 09 | ±3.6% | -3.7% | 区间外 | 43.02 → 41.41 |
| Sep 08, 2026 | Oct 09 | ±3.9% | -4.8% | 区间外 | 43.50 → 41.41 |
| Sep 07, 2026 | Oct 09 | ±7.2% | -3.9% | 区间内 | 43.08 → 41.41 |
| Sep 04, 2026 | Oct 09 | ±7.5% | -3.7% | 区间内 | 43.02 → 41.41 |
| Sep 03, 2026 | Oct 09 | ±3.6% | -3.6% | 区间外 | 42.95 → 41.41 |
| Sep 02, 2026 | Oct 09 | ±4.1% | -2.8% | 区间内 | 42.61 → 41.41 |
| Sep 01, 2026 | Oct 09 | ±4.3% | -2.7% | 区间内 | 42.55 → 41.41 |
| Aug 31, 2026 | Oct 09 | ±4.2% | -1.8% | 区间内 | 42.18 → 41.41 |
| Oct 02, 2026 | Oct 02 | ±0.6% | -0.2% | 区间内 | 39.91 → 39.83 |
| Oct 01, 2026 | Oct 02 | ±1.2% | +0.4% | 区间内 | 39.68 → 39.83 |
| Sep 23, 2026 | Oct 02 | ±2.0% | -1.7% | 区间内 | 40.53 → 39.83 |
| Sep 22, 2026 | Oct 02 | ±2.3% | -1.8% | 区间内 | 40.58 → 39.83 |
| Sep 21, 2026 | Oct 02 | ±2.3% | -2.2% | 区间内 | 40.71 → 39.83 |
| Sep 18, 2026 | Oct 02 | ±2.5% | -3.3% | 区间外 | 41.18 → 39.83 |
| Sep 17, 2026 | Oct 02 | ±2.5% | -4.5% | 区间外 | 41.70 → 39.83 |
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.