XLV 预期波动历史 State Street Health Care 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67%
|实际值| 低于预期值67%
平均预期波动幅度±2.8%
平均|实际|波动幅度2.2%
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 | 175.65 | ±1.6% | 172.78–178.52 | 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 |
| Oct 13 | Oct 23 | 10 | 169.74 | ±2.8% | 165.05–174.43 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 170.87 | ±2.6% | 166.34–175.40 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 168.00 | ±2.5% | 163.80–172.20 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 169.20 | ±2.6% | 164.79–173.61 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 167.05 | ±3.2% | 161.66–172.44 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 167.50 | ±3.3% | 162.04–172.94 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 166.05 | ±3.3% | 160.62–171.47 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 166.28 | ±3.5% | 160.53–172.03 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 170.33 | ±3.6% | 164.15–176.51 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 170.33 | ±3.6% | 164.15–176.51 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 168.93 | ±3.7% | 162.67–175.19 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 168.78 | ±3.8% | 162.39–175.16 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 168.66 | ±4.0% | 161.88–175.44 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 167.71 | ±4.2% | 160.66–174.76 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 167.42 | ±4.7% | 159.50–175.34 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 167.68 | ±4.9% | 159.40–175.97 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 165.53 | ±4.4% | 158.25–172.80 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 165.85 | ±4.4% | 158.55–173.15 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 166.57 | ±5.2% | 157.94–175.19 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 167.48 | ±4.9% | 159.31–175.66 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 171.45 | ±4.8% | 163.21–179.69 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 171.20 | ±4.5% | 163.48–178.91 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 172.75 | ±4.9% | 164.34–181.16 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 175.65 | ±2.7% | 170.85–180.44 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 176.71 | ±2.6% | 172.14–181.28 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 173.66 | ±3.5% | 167.57–179.75 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 169.74 | ±3.5% | 163.76–175.72 | 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 | ±0.9% | +0.0% | 区间内 | 176.71 → 176.71 |
| Oct 14, 2026 | Oct 16 | ±1.1% | +1.8% | 区间外 | 173.66 → 176.71 |
| Oct 13, 2026 | Oct 16 | ±1.4% | +4.1% | 区间外 | 169.74 → 176.71 |
| Oct 09, 2026 | Oct 16 | ±1.8% | +3.4% | 区间外 | 170.87 → 176.71 |
| Oct 08, 2026 | Oct 16 | ±2.5% | +5.2% | 区间外 | 168.00 → 176.71 |
| Oct 07, 2026 | Oct 16 | ±2.3% | +4.4% | 区间外 | 169.20 → 176.71 |
| Oct 06, 2026 | Oct 16 | ±2.1% | +5.8% | 区间外 | 167.05 → 176.71 |
| Oct 05, 2026 | Oct 16 | ±2.3% | +5.5% | 区间外 | 167.50 → 176.71 |
| Oct 02, 2026 | Oct 16 | ±2.2% | +6.4% | 区间外 | 166.05 → 176.71 |
| Oct 01, 2026 | Oct 16 | ±3.0% | +6.3% | 区间外 | 166.28 → 176.71 |
| Sep 23, 2026 | Oct 16 | ±3.4% | +3.7% | 区间外 | 170.33 → 176.71 |
| Sep 22, 2026 | Oct 16 | ±3.4% | +3.7% | 区间外 | 170.33 → 176.71 |
| Sep 21, 2026 | Oct 16 | ±3.3% | +4.6% | 区间外 | 168.93 → 176.71 |
| Sep 18, 2026 | Oct 16 | ±3.5% | +4.7% | 区间外 | 168.78 → 176.71 |
| Sep 17, 2026 | Oct 16 | ±3.5% | +4.8% | 区间外 | 168.66 → 176.71 |
| Sep 16, 2026 | Oct 16 | ±4.0% | +5.4% | 区间外 | 167.71 → 176.71 |
| Sep 15, 2026 | Oct 16 | ±4.1% | +5.5% | 区间外 | 167.42 → 176.71 |
| Sep 14, 2026 | Oct 16 | ±3.9% | +5.4% | 区间外 | 167.68 → 176.71 |
| Sep 11, 2026 | Oct 16 | ±3.9% | +6.8% | 区间外 | 165.53 → 176.71 |
| Sep 10, 2026 | Oct 16 | ±4.1% | +6.5% | 区间外 | 165.85 → 176.71 |
| Sep 09, 2026 | Oct 16 | ±4.6% | +6.1% | 区间外 | 166.57 → 176.71 |
| Sep 08, 2026 | Oct 16 | ±4.4% | +5.5% | 区间外 | 167.48 → 176.71 |
| Sep 07, 2026 | Oct 16 | ±4.4% | +3.1% | 区间内 | 171.45 → 176.71 |
| Sep 04, 2026 | Oct 16 | ±4.2% | +3.2% | 区间内 | 171.20 → 176.71 |
| Sep 03, 2026 | Oct 16 | ±5.1% | +2.3% | 区间内 | 172.75 → 176.71 |
| Sep 02, 2026 | Oct 16 | ±4.4% | +2.0% | 区间内 | 173.28 → 176.71 |
| Sep 01, 2026 | Oct 16 | ±4.4% | +2.8% | 区间内 | 171.90 → 176.71 |
| Aug 31, 2026 | Oct 16 | ±4.6% | +3.4% | 区间内 | 170.87 → 176.71 |
| Oct 09, 2026 | Oct 09 | ±0.2% | -0.0% | 区间内 | 170.87 → 170.81 |
| Oct 08, 2026 | Oct 09 | ±2.0% | +1.7% | 区间内 | 168.00 → 170.81 |
| Oct 07, 2026 | Oct 09 | ±1.9% | +1.0% | 区间内 | 169.20 → 170.81 |
| Oct 06, 2026 | Oct 09 | ±1.7% | +2.3% | 区间外 | 167.05 → 170.81 |
| Oct 05, 2026 | Oct 09 | ±2.1% | +2.0% | 区间内 | 167.50 → 170.81 |
| Oct 02, 2026 | Oct 09 | ±2.2% | +2.9% | 区间外 | 166.05 → 170.81 |
| Oct 01, 2026 | Oct 09 | ±2.6% | +2.7% | 区间外 | 166.28 → 170.81 |
| Sep 23, 2026 | Oct 09 | ±2.9% | +0.3% | 区间内 | 170.33 → 170.81 |
| Sep 22, 2026 | Oct 09 | ±2.9% | +0.3% | 区间内 | 170.33 → 170.81 |
| Sep 21, 2026 | Oct 09 | ±2.8% | +1.1% | 区间内 | 168.93 → 170.81 |
| Sep 18, 2026 | Oct 09 | ±2.9% | +1.2% | 区间内 | 168.78 → 170.81 |
| Sep 17, 2026 | Oct 09 | ±3.2% | +1.3% | 区间内 | 168.66 → 170.81 |
| Sep 16, 2026 | Oct 09 | ±3.4% | +1.8% | 区间内 | 167.71 → 170.81 |
| Sep 15, 2026 | Oct 09 | ±3.6% | +2.0% | 区间内 | 167.42 → 170.81 |
| Sep 14, 2026 | Oct 09 | ±4.3% | +1.9% | 区间内 | 167.68 → 170.81 |
| Sep 11, 2026 | Oct 09 | ±3.6% | +3.2% | 区间内 | 165.53 → 170.81 |
| Sep 10, 2026 | Oct 09 | ±3.6% | +3.0% | 区间内 | 165.85 → 170.81 |
| Sep 09, 2026 | Oct 09 | ±4.1% | +2.5% | 区间内 | 166.57 → 170.81 |
| Sep 08, 2026 | Oct 09 | ±3.9% | +2.0% | 区间内 | 167.48 → 170.81 |
| Sep 07, 2026 | Oct 09 | ±3.7% | -0.4% | 区间内 | 171.45 → 170.81 |
| Sep 04, 2026 | Oct 09 | ±3.7% | -0.2% | 区间内 | 171.20 → 170.81 |
| Sep 03, 2026 | Oct 09 | ±3.8% | -1.1% | 区间内 | 172.75 → 170.81 |
| Sep 02, 2026 | Oct 09 | ±3.4% | -1.4% | 区间内 | 173.28 → 170.81 |
| Sep 01, 2026 | Oct 09 | ±4.3% | -0.6% | 区间内 | 171.90 → 170.81 |
| Aug 31, 2026 | Oct 09 | ±4.4% | -0.0% | 区间内 | 170.87 → 170.81 |
| Oct 02, 2026 | Oct 02 | ±1.5% | +0.1% | 区间内 | 166.05 → 166.18 |
| Oct 01, 2026 | Oct 02 | ±1.2% | -0.1% | 区间内 | 166.28 → 166.18 |
| Sep 23, 2026 | Oct 02 | ±2.2% | -2.4% | 区间外 | 170.33 → 166.18 |
| Sep 22, 2026 | Oct 02 | ±2.2% | -2.4% | 区间外 | 170.33 → 166.18 |
| Sep 21, 2026 | Oct 02 | ±2.2% | -1.6% | 区间内 | 168.93 → 166.18 |
| Sep 18, 2026 | Oct 02 | ±2.3% | -1.5% | 区间内 | 168.78 → 166.18 |
| Sep 17, 2026 | Oct 02 | ±2.6% | -1.5% | 区间内 | 168.66 → 166.18 |
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.