XLY 预期波动历史 State Street Consumer Discretionary 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80%
|实际值| 低于预期值79%
平均预期波动幅度±3.2%
平均|实际|波动幅度1.8%
平均绝对误差1.6pt
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 | 114.44 | ±2.3% | 111.79–117.09 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 112.45 | ±3.4% | 108.62–116.28 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 111.50 | ±2.5% | 108.72–114.28 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 112.00 | ±4.0% | 107.53–116.47 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 112.85 | ±2.5% | 110.00–115.70 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 111.71 | ±2.4% | 109.06–114.36 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 111.36 | ±3.4% | 107.56–115.16 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 111.72 | ±3.2% | 108.09–115.34 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 110.67 | ±4.0% | 106.20–115.15 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 110.04 | ±4.1% | 105.56–114.52 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 108.81 | ±4.3% | 104.11–113.51 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 112.58 | ±4.3% | 107.75–117.41 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 112.58 | ±4.3% | 107.75–117.41 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 112.37 | ±4.5% | 107.37–117.37 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 111.19 | ±4.7% | 105.94–116.44 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 111.56 | ±4.8% | 106.18–116.93 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 110.05 | ±5.1% | 104.44–115.64 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 110.61 | ±5.1% | 104.98–116.23 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 112.94 | ±5.1% | 107.14–118.75 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 113.11 | ±5.1% | 107.38–118.83 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 111.86 | ±5.5% | 105.69–118.03 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 112.50 | ±5.3% | 106.57–118.42 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 114.09 | ±5.5% | 107.80–120.39 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 114.91 | ±5.7% | 108.31–121.51 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 115.03 | ±5.7% | 108.53–121.53 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 116.59 | ±5.6% | 110.07–123.12 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 114.44 | ±3.5% | 110.47–118.42 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 112.45 | ±4.0% | 107.95–116.95 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 111.50 | ±3.6% | 107.45–115.55 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 112.00 | ±3.6% | 107.97–116.03 | 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 | ±3.6% | +0.0% | 区间内 | 112.45 → 112.46 |
| Oct 14, 2026 | Oct 16 | ±1.8% | +0.9% | 区间内 | 111.50 → 112.46 |
| Oct 13, 2026 | Oct 16 | ±1.9% | +0.4% | 区间内 | 112.00 → 112.46 |
| Oct 09, 2026 | Oct 16 | ±1.7% | -0.3% | 区间内 | 112.85 → 112.46 |
| Oct 08, 2026 | Oct 16 | ±2.2% | +0.7% | 区间内 | 111.71 → 112.46 |
| Oct 07, 2026 | Oct 16 | ±2.6% | +1.0% | 区间内 | 111.36 → 112.46 |
| Oct 06, 2026 | Oct 16 | ±2.4% | +0.7% | 区间内 | 111.72 → 112.46 |
| Oct 05, 2026 | Oct 16 | ±3.8% | +1.6% | 区间内 | 110.67 → 112.46 |
| Oct 02, 2026 | Oct 16 | ±2.5% | +2.2% | 区间内 | 110.04 → 112.46 |
| Oct 01, 2026 | Oct 16 | ±3.2% | +3.4% | 区间外 | 108.81 → 112.46 |
| Sep 23, 2026 | Oct 16 | ±4.0% | -0.1% | 区间内 | 112.58 → 112.46 |
| Sep 22, 2026 | Oct 16 | ±4.0% | -0.1% | 区间内 | 112.58 → 112.46 |
| Sep 21, 2026 | Oct 16 | ±3.9% | +0.1% | 区间内 | 112.37 → 112.46 |
| Sep 18, 2026 | Oct 16 | ±4.1% | +1.1% | 区间内 | 111.19 → 112.46 |
| Sep 17, 2026 | Oct 16 | ±4.2% | +0.8% | 区间内 | 111.56 → 112.46 |
| Sep 16, 2026 | Oct 16 | ±4.6% | +2.2% | 区间内 | 110.05 → 112.46 |
| Sep 15, 2026 | Oct 16 | ±4.6% | +1.7% | 区间内 | 110.61 → 112.46 |
| Sep 14, 2026 | Oct 16 | ±4.2% | -0.4% | 区间内 | 112.94 → 112.46 |
| Sep 11, 2026 | Oct 16 | ±4.1% | -0.6% | 区间内 | 113.11 → 112.46 |
| Sep 10, 2026 | Oct 16 | ±5.1% | +0.5% | 区间内 | 111.86 → 112.46 |
| Sep 09, 2026 | Oct 16 | ±5.2% | -0.0% | 区间内 | 112.50 → 112.46 |
| Sep 08, 2026 | Oct 16 | ±4.9% | -1.4% | 区间内 | 114.09 → 112.46 |
| Sep 07, 2026 | Oct 16 | ±4.6% | -2.1% | 区间内 | 114.91 → 112.46 |
| Sep 04, 2026 | Oct 16 | ±5.0% | -2.2% | 区间内 | 115.03 → 112.46 |
| Sep 03, 2026 | Oct 16 | ±5.0% | -3.5% | 区间内 | 116.59 → 112.46 |
| Sep 02, 2026 | Oct 16 | ±5.0% | -2.1% | 区间内 | 114.86 → 112.46 |
| Sep 01, 2026 | Oct 16 | ±5.3% | -1.8% | 区间内 | 114.50 → 112.46 |
| Aug 31, 2026 | Oct 16 | ±5.3% | -3.5% | 区间内 | 116.58 → 112.46 |
| Oct 09, 2026 | Oct 09 | ±1.8% | +0.0% | 区间内 | 112.85 → 112.85 |
| Oct 08, 2026 | Oct 09 | ±1.0% | +1.0% | 区间外 | 111.71 → 112.85 |
| Oct 07, 2026 | Oct 09 | ±1.2% | +1.3% | 区间外 | 111.36 → 112.85 |
| Oct 06, 2026 | Oct 09 | ±1.4% | +1.0% | 区间内 | 111.72 → 112.85 |
| Oct 05, 2026 | Oct 09 | ±2.3% | +2.0% | 区间内 | 110.67 → 112.85 |
| Oct 02, 2026 | Oct 09 | ±2.2% | +2.6% | 区间外 | 110.04 → 112.85 |
| Oct 01, 2026 | Oct 09 | ±2.7% | +3.7% | 区间外 | 108.81 → 112.85 |
| Sep 23, 2026 | Oct 09 | ±3.2% | +0.2% | 区间内 | 112.58 → 112.85 |
| Sep 22, 2026 | Oct 09 | ±3.2% | +0.2% | 区间内 | 112.58 → 112.85 |
| Sep 21, 2026 | Oct 09 | ±3.2% | +0.4% | 区间内 | 112.37 → 112.85 |
| Sep 18, 2026 | Oct 09 | ±3.5% | +1.5% | 区间内 | 111.19 → 112.85 |
| Sep 17, 2026 | Oct 09 | ±3.6% | +1.2% | 区间内 | 111.56 → 112.85 |
| Sep 16, 2026 | Oct 09 | ±4.0% | +2.5% | 区间内 | 110.05 → 112.85 |
| Sep 15, 2026 | Oct 09 | ±4.1% | +2.0% | 区间内 | 110.61 → 112.85 |
| Sep 14, 2026 | Oct 09 | ±4.0% | -0.1% | 区间内 | 112.94 → 112.85 |
| Sep 11, 2026 | Oct 09 | ±4.4% | -0.2% | 区间内 | 113.11 → 112.85 |
| Sep 10, 2026 | Oct 09 | ±4.5% | +0.9% | 区间内 | 111.86 → 112.85 |
| Sep 09, 2026 | Oct 09 | ±4.9% | +0.3% | 区间内 | 112.50 → 112.85 |
| Sep 08, 2026 | Oct 09 | ±4.4% | -1.1% | 区间内 | 114.09 → 112.85 |
| Sep 07, 2026 | Oct 09 | ±4.4% | -1.8% | 区间内 | 114.91 → 112.85 |
| Sep 04, 2026 | Oct 09 | ±4.6% | -1.9% | 区间内 | 115.03 → 112.85 |
| Sep 03, 2026 | Oct 09 | ±4.7% | -3.2% | 区间内 | 116.59 → 112.85 |
| Sep 02, 2026 | Oct 09 | ±4.7% | -1.8% | 区间内 | 114.86 → 112.85 |
| Sep 01, 2026 | Oct 09 | ±4.8% | -1.4% | 区间内 | 114.50 → 112.85 |
| Aug 31, 2026 | Oct 09 | ±4.8% | -3.2% | 区间内 | 116.58 → 112.85 |
| Oct 02, 2026 | Oct 02 | ±0.8% | +0.0% | 区间内 | 110.04 → 110.04 |
| Oct 01, 2026 | Oct 02 | ±1.3% | +1.1% | 区间内 | 108.81 → 110.04 |
| Sep 23, 2026 | Oct 02 | ±2.5% | -2.3% | 区间内 | 112.58 → 110.04 |
| Sep 22, 2026 | Oct 02 | ±2.5% | -2.3% | 区间内 | 112.58 → 110.04 |
| Sep 21, 2026 | Oct 02 | ±2.6% | -2.1% | 区间内 | 112.37 → 110.04 |
| Sep 18, 2026 | Oct 02 | ±2.8% | -1.0% | 区间内 | 111.19 → 110.04 |
| Sep 17, 2026 | Oct 02 | ±3.0% | -1.4% | 区间内 | 111.56 → 110.04 |
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.