XLV histórico de movimento esperado State Street Health Care Select Sector SPDR ETF
A cada dia útil, após o fechamento, registramos o que o mercado de opções estava precificando — por expiração, antes de o resultado ser conhecido. Quando uma expiração passa, o resultado é registrado ao lado da estimativa original. As estimativas nunca são revisadas após o fato. Como interpretar estas estatísticas · registrando desde Aug 31, 2026
Comparações resolvidas93
Fechar dentro do intervalo80%
|Real| abaixo do esperado80%
Movimento esperado médio±2.6%
Movimento |real| médio1.5%
Erro médio absoluto1.4pt
Implícita vs. realizada, por vencimento
Para cada expiração: o contorno âmbar é o movimento esperado registrado mais próximo do vencimento; a barra sólida é o que a ação realmente fez. Os valores com sinal aparecem abaixo das barras.
esperado (registrado)real
Atualmente registado (a aguardar resultado)
| Snapshot | Expira | DTE | Spot na época | Movimento esperado | Intervalo | Método |
|---|---|---|---|---|---|---|
| Oct 16 | Oct 16 | 0 | 176.71 | ±0.9% | 175.19–178.22 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 173.66 | ±1.1% | 171.81–175.51 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 169.74 | ±1.4% | 167.31–172.16 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 170.87 | ±1.8% | 167.73–174.01 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 168.00 | ±2.5% | 163.81–172.19 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 169.20 | ±2.3% | 165.26–173.14 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 167.05 | ±2.1% | 163.61–170.49 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 167.50 | ±2.3% | 163.67–171.32 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 166.05 | ±2.2% | 162.45–169.65 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 166.28 | ±3.0% | 161.23–171.33 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 170.33 | ±3.4% | 164.53–176.12 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 170.33 | ±3.4% | 164.53–176.12 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 168.93 | ±3.3% | 163.32–174.55 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 168.78 | ±3.5% | 162.91–174.63 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 168.66 | ±3.5% | 162.69–174.63 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 167.71 | ±4.0% | 161.07–174.35 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 167.42 | ±4.1% | 160.60–174.24 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 167.68 | ±3.9% | 161.19–174.18 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 165.53 | ±3.9% | 159.01–172.03 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 165.85 | ±4.1% | 159.12–172.57 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 166.57 | ±4.6% | 158.87–174.27 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 167.48 | ±4.4% | 160.19–174.78 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 171.45 | ±4.4% | 163.97–178.93 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 171.20 | ±4.2% | 164.09–178.30 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 172.75 | ±5.1% | 163.95–181.55 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 173.28 | ±4.4% | 165.68–180.88 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 171.90 | ±4.4% | 164.36–179.44 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 170.87 | ±4.6% | 162.94–178.79 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 176.71 | ±2.2% | 172.88–180.53 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 173.66 | ±2.4% | 169.51–177.81 | em-1.0 |
Snapshots encerrados
| Snapshot | Expirado | Esperado | Real | Dentro do intervalo? | Spot → fechamento |
|---|---|---|---|---|---|
| Oct 09, 2026 | Oct 09 | ±0.2% | -0.0% | dentro | 170.87 → 170.81 |
| Oct 08, 2026 | Oct 09 | ±2.0% | +1.7% | dentro | 168.00 → 170.81 |
| Oct 07, 2026 | Oct 09 | ±1.9% | +1.0% | dentro | 169.20 → 170.81 |
| Oct 06, 2026 | Oct 09 | ±1.7% | +2.3% | fora | 167.05 → 170.81 |
| Oct 05, 2026 | Oct 09 | ±2.1% | +2.0% | dentro | 167.50 → 170.81 |
| Oct 02, 2026 | Oct 09 | ±2.2% | +2.9% | fora | 166.05 → 170.81 |
| Oct 01, 2026 | Oct 09 | ±2.6% | +2.7% | fora | 166.28 → 170.81 |
| Sep 23, 2026 | Oct 09 | ±2.9% | +0.3% | dentro | 170.33 → 170.81 |
| Sep 22, 2026 | Oct 09 | ±2.9% | +0.3% | dentro | 170.33 → 170.81 |
| Sep 21, 2026 | Oct 09 | ±2.8% | +1.1% | dentro | 168.93 → 170.81 |
| Sep 18, 2026 | Oct 09 | ±2.9% | +1.2% | dentro | 168.78 → 170.81 |
| Sep 17, 2026 | Oct 09 | ±3.2% | +1.3% | dentro | 168.66 → 170.81 |
| Sep 16, 2026 | Oct 09 | ±3.4% | +1.8% | dentro | 167.71 → 170.81 |
| Sep 15, 2026 | Oct 09 | ±3.6% | +2.0% | dentro | 167.42 → 170.81 |
| Sep 14, 2026 | Oct 09 | ±4.3% | +1.9% | dentro | 167.68 → 170.81 |
| Sep 11, 2026 | Oct 09 | ±3.6% | +3.2% | dentro | 165.53 → 170.81 |
| Sep 10, 2026 | Oct 09 | ±3.6% | +3.0% | dentro | 165.85 → 170.81 |
| Sep 09, 2026 | Oct 09 | ±4.1% | +2.5% | dentro | 166.57 → 170.81 |
| Sep 08, 2026 | Oct 09 | ±3.9% | +2.0% | dentro | 167.48 → 170.81 |
| Sep 07, 2026 | Oct 09 | ±3.7% | -0.4% | dentro | 171.45 → 170.81 |
| Sep 04, 2026 | Oct 09 | ±3.7% | -0.2% | dentro | 171.20 → 170.81 |
| Sep 03, 2026 | Oct 09 | ±3.8% | -1.1% | dentro | 172.75 → 170.81 |
| Sep 02, 2026 | Oct 09 | ±3.4% | -1.4% | dentro | 173.28 → 170.81 |
| Sep 01, 2026 | Oct 09 | ±4.3% | -0.6% | dentro | 171.90 → 170.81 |
| Aug 31, 2026 | Oct 09 | ±4.4% | -0.0% | dentro | 170.87 → 170.81 |
| Oct 02, 2026 | Oct 02 | ±1.5% | +0.1% | dentro | 166.05 → 166.18 |
| Oct 01, 2026 | Oct 02 | ±1.2% | -0.1% | dentro | 166.28 → 166.18 |
| Sep 23, 2026 | Oct 02 | ±2.2% | -2.4% | fora | 170.33 → 166.18 |
| Sep 22, 2026 | Oct 02 | ±2.2% | -2.4% | fora | 170.33 → 166.18 |
| Sep 21, 2026 | Oct 02 | ±2.2% | -1.6% | dentro | 168.93 → 166.18 |
| Sep 18, 2026 | Oct 02 | ±2.3% | -1.5% | dentro | 168.78 → 166.18 |
| Sep 17, 2026 | Oct 02 | ±2.6% | -1.5% | dentro | 168.66 → 166.18 |
| Sep 16, 2026 | Oct 02 | ±3.0% | -0.9% | dentro | 167.71 → 166.18 |
| Sep 15, 2026 | Oct 02 | ±3.2% | -0.7% | dentro | 167.42 → 166.18 |
| Sep 14, 2026 | Oct 02 | ±3.0% | -0.9% | dentro | 167.68 → 166.18 |
| Sep 11, 2026 | Oct 02 | ±2.9% | +0.4% | dentro | 165.53 → 166.18 |
| Sep 10, 2026 | Oct 02 | ±3.1% | +0.2% | dentro | 165.85 → 166.18 |
| Sep 09, 2026 | Oct 02 | ±3.6% | -0.2% | dentro | 166.57 → 166.18 |
| Sep 08, 2026 | Oct 02 | ±3.6% | -0.8% | dentro | 167.48 → 166.18 |
| Sep 07, 2026 | Oct 02 | ±3.3% | -3.1% | dentro | 171.45 → 166.18 |
| Sep 04, 2026 | Oct 02 | ±3.4% | -2.9% | dentro | 171.20 → 166.18 |
| Sep 03, 2026 | Oct 02 | ±3.6% | -3.8% | fora | 172.75 → 166.18 |
| Sep 02, 2026 | Oct 02 | ±3.7% | -4.1% | fora | 173.28 → 166.18 |
| Sep 01, 2026 | Oct 02 | ±2.6% | -3.3% | fora | 171.90 → 166.18 |
| Aug 31, 2026 | Oct 02 | ±3.9% | -2.7% | dentro | 170.87 → 166.18 |
| Sep 23, 2026 | Sep 25 | ±1.3% | +0.2% | dentro | 170.33 → 170.70 |
| Sep 22, 2026 | Sep 25 | ±1.3% | +0.2% | dentro | 170.33 → 170.70 |
| Sep 21, 2026 | Sep 25 | ±1.4% | +1.0% | dentro | 168.93 → 170.70 |
| Sep 18, 2026 | Sep 25 | ±1.6% | +1.1% | dentro | 168.78 → 170.70 |
| Sep 17, 2026 | Sep 25 | ±1.9% | +1.2% | dentro | 168.66 → 170.70 |
| Sep 16, 2026 | Sep 25 | ±2.7% | +1.8% | dentro | 167.71 → 170.70 |
| Sep 15, 2026 | Sep 25 | ±2.3% | +2.0% | dentro | 167.42 → 170.70 |
| Sep 14, 2026 | Sep 25 | ±3.0% | +1.8% | dentro | 167.68 → 170.70 |
| Sep 11, 2026 | Sep 25 | ±2.5% | +3.1% | fora | 165.53 → 170.70 |
| Sep 10, 2026 | Sep 25 | ±2.6% | +2.9% | fora | 165.85 → 170.70 |
| Sep 09, 2026 | Sep 25 | ±2.8% | +2.5% | dentro | 166.57 → 170.70 |
| Sep 08, 2026 | Sep 25 | ±3.0% | +1.9% | dentro | 167.48 → 170.70 |
| Sep 07, 2026 | Sep 25 | ±3.4% | -0.4% | dentro | 171.45 → 170.70 |
| Sep 04, 2026 | Sep 25 | ±3.6% | -0.3% | dentro | 171.20 → 170.70 |
| Sep 03, 2026 | Sep 25 | ±3.5% | -1.2% | dentro | 172.75 → 170.70 |
Os resultados comparam o intervalo registado com o preço de fecho no dia de expiração. A versão do método é indicada por linha quando difere; atual: em-1.0.