XRT 预期波动历史 State Street SPDR S&P Retail 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79%
|实际值| 低于预期值79%
平均预期波动幅度±4.0%
平均|实际|波动幅度2.5%
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 | 86.75 | ±3.7% | 83.55–89.95 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 87.03 | ±4.5% | 83.14–90.92 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 84.20 | ±3.1% | 81.56–86.84 | em-1.0 |
| Oct 13 | Oct 23 | 10 | 84.33 | ±3.1% | 81.69–86.97 | em-1.0 |
| Oct 09 | Oct 23 | 14 | 84.19 | ±3.9% | 80.92–87.47 | em-1.0 |
| Oct 08 | Oct 23 | 15 | 83.97 | ±5.4% | 79.47–88.47 | em-1.0 |
| Oct 07 | Oct 23 | 16 | 83.11 | ±3.4% | 80.28–85.94 | em-1.0 |
| Oct 06 | Oct 23 | 17 | 82.95 | ±4.6% | 79.16–86.74 | em-1.0 |
| Oct 05 | Oct 23 | 18 | 82.92 | ±5.1% | 78.70–87.14 | em-1.0 |
| Oct 02 | Oct 23 | 21 | 82.69 | ±4.5% | 78.97–86.42 | em-1.0 |
| Oct 01 | Oct 23 | 22 | 82.63 | ±4.7% | 78.76–86.50 | em-1.0 |
| Sep 23 | Oct 23 | 30 | 83.83 | ±5.2% | 79.50–88.16 | em-1.0 |
| Sep 22 | Oct 23 | 31 | 83.83 | ±5.2% | 79.50–88.16 | em-1.0 |
| Sep 21 | Oct 23 | 32 | 82.73 | ±5.2% | 78.41–87.06 | em-1.0 |
| Sep 18 | Oct 23 | 35 | 82.15 | ±5.3% | 77.79–86.51 | em-1.0 |
| Sep 17 | Oct 23 | 36 | 82.86 | ±5.6% | 78.22–87.51 | em-1.0 |
| Sep 16 | Oct 23 | 37 | 82.78 | ±5.5% | 78.20–87.36 | em-1.0 |
| Sep 15 | Oct 23 | 38 | 83.17 | ±6.5% | 77.80–88.56 | em-1.0 |
| Sep 14 | Oct 23 | 39 | 85.78 | ±5.7% | 80.90–90.65 | em-1.0 |
| Sep 11 | Oct 23 | 42 | 84.90 | ±6.2% | 79.66–90.14 | em-1.0 |
| Sep 10 | Oct 23 | 43 | 83.49 | ±6.2% | 78.28–88.70 | em-1.0 |
| Sep 09 | Oct 23 | 44 | 84.45 | ±6.3% | 79.16–89.75 | em-1.0 |
| Sep 08 | Oct 23 | 45 | 85.73 | ±6.1% | 80.50–90.96 | em-1.0 |
| Sep 07 | Oct 23 | 46 | 87.59 | ±6.3% | 82.04–93.14 | em-1.0 |
| Sep 04 | Oct 23 | 49 | 87.67 | ±6.5% | 81.96–93.39 | em-1.0 |
| Sep 03 | Oct 23 | 50 | 86.79 | ±6.9% | 80.80–92.78 | em-1.0 |
| Oct 19 | Oct 30 | 11 | 86.75 | ±3.8% | 83.46–90.04 | em-1.0 |
| Oct 16 | Oct 30 | 14 | 87.03 | ±5.9% | 81.93–92.13 | em-1.0 |
| Oct 14 | Oct 30 | 16 | 84.20 | ±3.9% | 80.94–87.46 | em-1.0 |
| Oct 13 | Oct 30 | 17 | 84.33 | ±4.2% | 80.78–87.89 | 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 | ±3.8% | -0.0% | 区间内 | 87.03 → 87.02 |
| Oct 14, 2026 | Oct 16 | ±2.5% | +3.3% | 区间外 | 84.20 → 87.02 |
| Oct 13, 2026 | Oct 16 | ±3.6% | +3.2% | 区间内 | 84.33 → 87.02 |
| Oct 09, 2026 | Oct 16 | ±3.9% | +3.4% | 区间内 | 84.19 → 87.02 |
| Oct 08, 2026 | Oct 16 | ±5.2% | +3.6% | 区间内 | 83.97 → 87.02 |
| Oct 07, 2026 | Oct 16 | ±3.3% | +4.7% | 区间外 | 83.11 → 87.02 |
| Oct 06, 2026 | Oct 16 | ±3.4% | +4.9% | 区间外 | 82.95 → 87.02 |
| Oct 05, 2026 | Oct 16 | ±4.4% | +4.9% | 区间外 | 82.92 → 87.02 |
| Oct 02, 2026 | Oct 16 | ±3.6% | +5.2% | 区间外 | 82.69 → 87.02 |
| Oct 01, 2026 | Oct 16 | ±4.4% | +5.3% | 区间外 | 82.63 → 87.02 |
| Sep 23, 2026 | Oct 16 | ±4.5% | +3.8% | 区间内 | 83.83 → 87.02 |
| Sep 22, 2026 | Oct 16 | ±4.5% | +3.8% | 区间内 | 83.83 → 87.02 |
| Sep 21, 2026 | Oct 16 | ±4.7% | +5.2% | 区间外 | 82.73 → 87.02 |
| Sep 18, 2026 | Oct 16 | ±4.9% | +5.9% | 区间外 | 82.15 → 87.02 |
| Sep 17, 2026 | Oct 16 | ±5.0% | +5.0% | 区间外 | 82.86 → 87.02 |
| Sep 16, 2026 | Oct 16 | ±5.2% | +5.1% | 区间内 | 82.78 → 87.02 |
| Sep 15, 2026 | Oct 16 | ±5.1% | +4.6% | 区间内 | 83.17 → 87.02 |
| Sep 14, 2026 | Oct 16 | ±4.9% | +1.5% | 区间内 | 85.78 → 87.02 |
| Sep 11, 2026 | Oct 16 | ±5.3% | +2.5% | 区间内 | 84.90 → 87.02 |
| Sep 10, 2026 | Oct 16 | ±6.1% | +4.2% | 区间内 | 83.49 → 87.02 |
| Sep 09, 2026 | Oct 16 | ±5.6% | +3.0% | 区间内 | 84.45 → 87.02 |
| Sep 08, 2026 | Oct 16 | ±6.0% | +1.5% | 区间内 | 85.73 → 87.02 |
| Sep 07, 2026 | Oct 16 | ±6.2% | -0.7% | 区间内 | 87.59 → 87.02 |
| Sep 04, 2026 | Oct 16 | ±5.9% | -0.7% | 区间内 | 87.67 → 87.02 |
| Sep 03, 2026 | Oct 16 | ±6.1% | +0.3% | 区间内 | 86.79 → 87.02 |
| Sep 02, 2026 | Oct 16 | ±6.6% | +0.6% | 区间内 | 86.53 → 87.02 |
| Sep 01, 2026 | Oct 16 | ±6.3% | +1.4% | 区间内 | 85.82 → 87.02 |
| Aug 31, 2026 | Oct 16 | ±6.4% | +0.9% | 区间内 | 86.28 → 87.02 |
| Oct 09, 2026 | Oct 09 | ±5.8% | -0.1% | 区间内 | 84.19 → 84.09 |
| Oct 08, 2026 | Oct 09 | ±2.3% | +0.1% | 区间内 | 83.97 → 84.09 |
| Oct 07, 2026 | Oct 09 | ±3.3% | +1.2% | 区间内 | 83.11 → 84.09 |
| Oct 06, 2026 | Oct 09 | ±2.4% | +1.4% | 区间内 | 82.95 → 84.09 |
| Oct 05, 2026 | Oct 09 | ±3.9% | +1.4% | 区间内 | 82.92 → 84.09 |
| Oct 02, 2026 | Oct 09 | ±3.1% | +1.7% | 区间内 | 82.69 → 84.09 |
| Oct 01, 2026 | Oct 09 | ±3.7% | +1.8% | 区间内 | 82.63 → 84.09 |
| Sep 23, 2026 | Oct 09 | ±3.8% | +0.3% | 区间内 | 83.83 → 84.09 |
| Sep 22, 2026 | Oct 09 | ±3.8% | +0.3% | 区间内 | 83.83 → 84.09 |
| Sep 21, 2026 | Oct 09 | ±4.0% | +1.6% | 区间内 | 82.73 → 84.09 |
| Sep 18, 2026 | Oct 09 | ±4.0% | +2.4% | 区间内 | 82.15 → 84.09 |
| Sep 17, 2026 | Oct 09 | ±4.3% | +1.5% | 区间内 | 82.86 → 84.09 |
| Sep 16, 2026 | Oct 09 | ±4.4% | +1.6% | 区间内 | 82.78 → 84.09 |
| Sep 15, 2026 | Oct 09 | ±4.4% | +1.1% | 区间内 | 83.17 → 84.09 |
| Sep 14, 2026 | Oct 09 | ±4.6% | -2.0% | 区间内 | 85.78 → 84.09 |
| Sep 11, 2026 | Oct 09 | ±4.6% | -1.0% | 区间内 | 84.90 → 84.09 |
| Sep 10, 2026 | Oct 09 | ±5.7% | +0.7% | 区间内 | 83.49 → 84.09 |
| Sep 09, 2026 | Oct 09 | ±5.3% | -0.4% | 区间内 | 84.45 → 84.09 |
| Sep 08, 2026 | Oct 09 | ±5.6% | -1.9% | 区间内 | 85.73 → 84.09 |
| Sep 07, 2026 | Oct 09 | ±5.5% | -4.0% | 区间内 | 87.59 → 84.09 |
| Sep 04, 2026 | Oct 09 | ±5.0% | -4.1% | 区间内 | 87.67 → 84.09 |
| Sep 03, 2026 | Oct 09 | ±5.4% | -3.1% | 区间内 | 86.79 → 84.09 |
| Sep 02, 2026 | Oct 09 | ±5.8% | -2.8% | 区间内 | 86.53 → 84.09 |
| Sep 01, 2026 | Oct 09 | ±5.9% | -2.0% | 区间内 | 85.82 → 84.09 |
| Aug 31, 2026 | Oct 09 | ±6.0% | -2.5% | 区间内 | 86.28 → 84.09 |
| Oct 02, 2026 | Oct 02 | ±5.9% | -0.1% | 区间内 | 82.69 → 82.63 |
| Oct 01, 2026 | Oct 02 | ±2.2% | +0.0% | 区间内 | 82.63 → 82.63 |
| Sep 23, 2026 | Oct 02 | ±2.9% | -1.4% | 区间内 | 83.83 → 82.63 |
| Sep 22, 2026 | Oct 02 | ±2.9% | -1.4% | 区间内 | 83.83 → 82.63 |
| Sep 21, 2026 | Oct 02 | ±3.2% | -0.1% | 区间内 | 82.73 → 82.63 |
| Sep 18, 2026 | Oct 02 | ±3.3% | +0.6% | 区间内 | 82.15 → 82.63 |
| Sep 17, 2026 | Oct 02 | ±3.6% | -0.3% | 区间内 | 82.86 → 82.63 |
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.