XOP 预期波动历史 State Street SPDR S&P Oil & Gas Exploration & Production 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81%
|实际值| 低于预期值81%
平均预期波动幅度±5.0%
平均|实际|波动幅度3.1%
平均绝对误差2.6pt
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 | 199.22 | ±3.4% | 192.40–206.04 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 199.87 | ±3.8% | 192.22–207.51 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 198.19 | ±4.1% | 189.99–206.39 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 199.58 | ±4.2% | 191.19–207.97 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 191.52 | ±4.5% | 182.84–200.19 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 193.00 | ±5.1% | 183.10–202.90 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 188.24 | ±5.6% | 177.76–198.72 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 188.46 | ±5.6% | 177.96–198.96 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 187.44 | ±5.9% | 176.47–198.41 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 184.93 | ±6.6% | 172.66–197.21 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 184.39 | ±6.5% | 172.37–196.42 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 182.15 | ±7.6% | 168.27–196.02 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 182.15 | ±7.6% | 168.27–196.02 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 184.69 | ±7.7% | 170.51–198.86 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 191.20 | ±8.1% | 175.75–206.65 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 192.53 | ±8.5% | 176.25–208.81 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 191.45 | ±8.9% | 174.45–208.45 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 199.28 | ±8.8% | 181.71–216.86 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 193.75 | ±8.8% | 176.62–210.88 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 195.51 | ±8.7% | 178.59–212.44 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 196.27 | ±9.0% | 178.52–214.02 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 194.99 | ±9.1% | 177.29–212.69 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 194.48 | ±9.0% | 176.98–211.98 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 190.71 | ±9.1% | 173.31–208.11 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 190.52 | ±9.1% | 173.12–207.92 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 192.28 | ±9.0% | 174.91–209.66 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 199.22 | ±4.9% | 189.42–209.02 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 199.87 | ±5.2% | 189.40–210.34 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 198.19 | ±5.5% | 187.22–209.16 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 199.58 | ±5.7% | 188.28–210.88 | 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 | ±0.7% | +0.3% | 区间内 | 199.87 → 200.38 |
| Oct 14, 2026 | Oct 16 | ±2.1% | +1.1% | 区间内 | 198.19 → 200.38 |
| Oct 13, 2026 | Oct 16 | ±1.9% | +0.4% | 区间内 | 199.58 → 200.38 |
| Oct 09, 2026 | Oct 16 | ±3.2% | +4.6% | 区间外 | 191.52 → 200.38 |
| Oct 08, 2026 | Oct 16 | ±3.6% | +3.8% | 区间外 | 193.00 → 200.38 |
| Oct 07, 2026 | Oct 16 | ±4.4% | +6.4% | 区间外 | 188.24 → 200.38 |
| Oct 06, 2026 | Oct 16 | ±4.3% | +6.3% | 区间外 | 188.46 → 200.38 |
| Oct 05, 2026 | Oct 16 | ±4.7% | +6.9% | 区间外 | 187.44 → 200.38 |
| Oct 02, 2026 | Oct 16 | ±5.2% | +8.4% | 区间外 | 184.93 → 200.38 |
| Oct 01, 2026 | Oct 16 | ±5.5% | +8.7% | 区间外 | 184.39 → 200.38 |
| Sep 23, 2026 | Oct 16 | ±6.7% | +10.0% | 区间外 | 182.15 → 200.38 |
| Sep 22, 2026 | Oct 16 | ±6.7% | +10.0% | 区间外 | 182.15 → 200.38 |
| Sep 21, 2026 | Oct 16 | ±7.1% | +8.5% | 区间外 | 184.69 → 200.38 |
| Sep 18, 2026 | Oct 16 | ±7.3% | +4.8% | 区间内 | 191.20 → 200.38 |
| Sep 17, 2026 | Oct 16 | ±7.5% | +4.1% | 区间内 | 192.53 → 200.38 |
| Sep 16, 2026 | Oct 16 | ±8.1% | +4.7% | 区间内 | 191.45 → 200.38 |
| Sep 15, 2026 | Oct 16 | ±8.1% | +0.5% | 区间内 | 199.28 → 200.38 |
| Sep 14, 2026 | Oct 16 | ±7.8% | +3.4% | 区间内 | 193.75 → 200.38 |
| Sep 11, 2026 | Oct 16 | ±8.0% | +2.5% | 区间内 | 195.51 → 200.38 |
| Sep 10, 2026 | Oct 16 | ±8.4% | +2.1% | 区间内 | 196.27 → 200.38 |
| Sep 09, 2026 | Oct 16 | ±8.4% | +2.8% | 区间内 | 194.99 → 200.38 |
| Sep 08, 2026 | Oct 16 | ±8.2% | +3.0% | 区间内 | 194.48 → 200.38 |
| Sep 07, 2026 | Oct 16 | ±8.1% | +5.1% | 区间内 | 190.71 → 200.38 |
| Sep 04, 2026 | Oct 16 | ±8.2% | +5.2% | 区间内 | 190.52 → 200.38 |
| Sep 03, 2026 | Oct 16 | ±8.7% | +4.2% | 区间内 | 192.28 → 200.38 |
| Sep 02, 2026 | Oct 16 | ±8.7% | +3.3% | 区间内 | 193.92 → 200.38 |
| Sep 01, 2026 | Oct 16 | ±8.3% | +4.0% | 区间内 | 192.70 → 200.38 |
| Aug 31, 2026 | Oct 16 | ±8.6% | +6.3% | 区间内 | 188.55 → 200.38 |
| Oct 09, 2026 | Oct 09 | ±0.6% | +0.0% | 区间内 | 191.52 → 191.52 |
| Oct 08, 2026 | Oct 09 | ±1.4% | -0.8% | 区间内 | 193.00 → 191.52 |
| Oct 07, 2026 | Oct 09 | ±1.9% | +1.7% | 区间内 | 188.24 → 191.52 |
| Oct 06, 2026 | Oct 09 | ±2.3% | +1.6% | 区间内 | 188.46 → 191.52 |
| Oct 05, 2026 | Oct 09 | ±3.2% | +2.2% | 区间内 | 187.44 → 191.52 |
| Oct 02, 2026 | Oct 09 | ±3.4% | +3.6% | 区间外 | 184.93 → 191.52 |
| Oct 01, 2026 | Oct 09 | ±4.2% | +3.9% | 区间内 | 184.39 → 191.52 |
| Sep 23, 2026 | Oct 09 | ±5.6% | +5.1% | 区间内 | 182.15 → 191.52 |
| Sep 22, 2026 | Oct 09 | ±5.6% | +5.1% | 区间内 | 182.15 → 191.52 |
| Sep 21, 2026 | Oct 09 | ±5.9% | +3.7% | 区间内 | 184.69 → 191.52 |
| Sep 18, 2026 | Oct 09 | ±6.2% | +0.2% | 区间内 | 191.20 → 191.52 |
| Sep 17, 2026 | Oct 09 | ±6.6% | -0.5% | 区间内 | 192.53 → 191.52 |
| Sep 16, 2026 | Oct 09 | ±7.0% | +0.0% | 区间内 | 191.45 → 191.52 |
| Sep 15, 2026 | Oct 09 | ±7.0% | -3.9% | 区间内 | 199.28 → 191.52 |
| Sep 14, 2026 | Oct 09 | ±7.0% | -1.2% | 区间内 | 193.75 → 191.52 |
| Sep 11, 2026 | Oct 09 | ±7.3% | -2.0% | 区间内 | 195.51 → 191.52 |
| Sep 10, 2026 | Oct 09 | ±7.6% | -2.4% | 区间内 | 196.27 → 191.52 |
| Sep 09, 2026 | Oct 09 | ±7.2% | -1.8% | 区间内 | 194.99 → 191.52 |
| Sep 08, 2026 | Oct 09 | ±7.3% | -1.5% | 区间内 | 194.48 → 191.52 |
| Sep 07, 2026 | Oct 09 | ±7.3% | +0.4% | 区间内 | 190.71 → 191.52 |
| Sep 04, 2026 | Oct 09 | ±7.4% | +0.5% | 区间内 | 190.52 → 191.52 |
| Sep 03, 2026 | Oct 09 | ±7.6% | -0.4% | 区间内 | 192.28 → 191.52 |
| Sep 02, 2026 | Oct 09 | ±7.8% | -1.2% | 区间内 | 193.92 → 191.52 |
| Sep 01, 2026 | Oct 09 | ±7.6% | -0.6% | 区间内 | 192.70 → 191.52 |
| Aug 31, 2026 | Oct 09 | ±8.1% | +1.6% | 区间内 | 188.55 → 191.52 |
| Oct 02, 2026 | Oct 02 | ±0.3% | +0.0% | 区间内 | 184.93 → 184.93 |
| Oct 01, 2026 | Oct 02 | ±1.6% | +0.3% | 区间内 | 184.39 → 184.93 |
| Sep 23, 2026 | Oct 02 | ±4.4% | +1.5% | 区间内 | 182.15 → 184.93 |
| Sep 22, 2026 | Oct 02 | ±4.4% | +1.5% | 区间内 | 182.15 → 184.93 |
| Sep 21, 2026 | Oct 02 | ±4.7% | +0.1% | 区间内 | 184.69 → 184.93 |
| Sep 18, 2026 | Oct 02 | ±4.9% | -3.3% | 区间内 | 191.20 → 184.93 |
| Sep 17, 2026 | Oct 02 | ±5.3% | -3.9% | 区间内 | 192.53 → 184.93 |
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.