ZS 预期波动历史 Zscaler, Inc.
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93
收盘价处于区间内52%
|实际值| 低于预期值52%
平均预期波动幅度±9.5%
平均|实际|波动幅度12.4%
平均绝对误差8.1pt
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 16 | Oct 16 | 0 | 207.38 | ±1.1% | 205.00–209.76 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 218.83 | ±3.7% | 210.78–226.88 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 228.66 | ±4.4% | 218.69–238.63 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 234.00 | ±5.8% | 220.43–247.57 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 217.75 | ±5.8% | 205.03–230.47 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 213.39 | ±5.9% | 200.86–225.91 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 212.25 | ±6.8% | 197.90–226.60 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 201.80 | ±8.5% | 184.68–218.93 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 196.00 | ±8.4% | 179.55–212.45 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 198.78 | ±8.9% | 181.08–216.48 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 210.30 | ±11.4% | 186.22–234.38 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 209.79 | ±11.4% | 185.87–233.72 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 205.18 | ±11.4% | 181.85–228.50 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 198.27 | ±12.0% | 174.57–221.97 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 197.00 | ±12.3% | 172.70–221.30 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 191.47 | ±12.4% | 167.65–215.29 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 193.75 | ±13.2% | 168.22–219.28 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 190.00 | ±13.3% | 164.65–215.35 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 164.03 | ±12.3% | 143.88–184.18 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 163.50 | ±12.9% | 142.43–184.57 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 165.89 | ±13.2% | 143.91–187.87 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 161.93 | ±13.3% | 140.41–183.46 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 169.03 | ±13.6% | 146.08–191.98 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 168.59 | ±13.6% | 145.64–191.54 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 179.26 | ±19.5% | 144.29–214.24 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 175.02 | ±18.2% | 143.25–206.80 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 178.48 | ±19.2% | 144.20–212.75 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 188.38 | ±18.5% | 153.53–223.24 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 207.38 | ±6.9% | 193.13–221.63 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 218.83 | ±7.2% | 203.08–234.58 | 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 09, 2026 | Oct 09 | ±0.8% | -0.1% | 区间内 | 234.00 → 233.73 |
| Oct 08, 2026 | Oct 09 | ±2.5% | +7.3% | 区间外 | 217.75 → 233.73 |
| Oct 07, 2026 | Oct 09 | ±3.2% | +9.5% | 区间外 | 213.39 → 233.73 |
| Oct 06, 2026 | Oct 09 | ±4.5% | +10.1% | 区间外 | 212.25 → 233.73 |
| Oct 05, 2026 | Oct 09 | ±6.7% | +15.8% | 区间外 | 201.80 → 233.73 |
| Oct 02, 2026 | Oct 09 | ±6.7% | +19.2% | 区间外 | 196.00 → 233.73 |
| Oct 01, 2026 | Oct 09 | ±6.9% | +17.6% | 区间外 | 198.78 → 233.73 |
| Sep 23, 2026 | Oct 09 | ±9.7% | +11.1% | 区间外 | 210.30 → 233.73 |
| Sep 22, 2026 | Oct 09 | ±9.8% | +11.4% | 区间外 | 209.79 → 233.73 |
| Sep 21, 2026 | Oct 09 | ±10.2% | +13.9% | 区间外 | 205.18 → 233.73 |
| Sep 18, 2026 | Oct 09 | ±10.3% | +17.9% | 区间外 | 198.27 → 233.73 |
| Sep 17, 2026 | Oct 09 | ±10.8% | +18.6% | 区间外 | 197.00 → 233.73 |
| Sep 16, 2026 | Oct 09 | ±11.2% | +22.1% | 区间外 | 191.47 → 233.73 |
| Sep 15, 2026 | Oct 09 | ±12.0% | +20.6% | 区间外 | 193.75 → 233.73 |
| Sep 14, 2026 | Oct 09 | ±12.1% | +23.0% | 区间外 | 190.00 → 233.73 |
| Sep 11, 2026 | Oct 09 | ±11.0% | +42.5% | 区间外 | 164.03 → 233.73 |
| Sep 10, 2026 | Oct 09 | ±11.8% | +43.0% | 区间外 | 163.50 → 233.73 |
| Sep 09, 2026 | Oct 09 | ±12.0% | +40.9% | 区间外 | 165.89 → 233.73 |
| Sep 08, 2026 | Oct 09 | ±12.2% | +44.3% | 区间外 | 161.93 → 233.73 |
| Sep 07, 2026 | Oct 09 | ±12.5% | +38.3% | 区间外 | 169.03 → 233.73 |
| Sep 04, 2026 | Oct 09 | ±12.4% | +38.6% | 区间外 | 168.59 → 233.73 |
| Sep 03, 2026 | Oct 09 | ±18.7% | +30.4% | 区间外 | 179.26 → 233.73 |
| Sep 02, 2026 | Oct 09 | ±17.6% | +33.5% | 区间外 | 175.02 → 233.73 |
| Sep 01, 2026 | Oct 09 | ±17.6% | +31.0% | 区间外 | 178.48 → 233.73 |
| Aug 31, 2026 | Oct 09 | ±17.4% | +24.1% | 区间外 | 188.38 → 233.73 |
| Oct 02, 2026 | Oct 02 | ±0.9% | +0.3% | 区间内 | 196.00 → 196.60 |
| Oct 01, 2026 | Oct 02 | ±2.8% | -1.1% | 区间内 | 198.78 → 196.60 |
| Sep 23, 2026 | Oct 02 | ±7.1% | -6.5% | 区间内 | 210.30 → 196.60 |
| Sep 22, 2026 | Oct 02 | ±7.3% | -6.3% | 区间内 | 209.79 → 196.60 |
| Sep 21, 2026 | Oct 02 | ±7.6% | -4.2% | 区间内 | 205.18 → 196.60 |
| Sep 18, 2026 | Oct 02 | ±8.3% | -0.8% | 区间内 | 198.27 → 196.60 |
| Sep 17, 2026 | Oct 02 | ±8.8% | -0.2% | 区间内 | 197.00 → 196.60 |
| Sep 16, 2026 | Oct 02 | ±9.4% | +2.7% | 区间内 | 191.47 → 196.60 |
| Sep 15, 2026 | Oct 02 | ±9.9% | +1.5% | 区间内 | 193.75 → 196.60 |
| Sep 14, 2026 | Oct 02 | ±10.2% | +3.5% | 区间内 | 190.00 → 196.60 |
| Sep 11, 2026 | Oct 02 | ±9.6% | +19.9% | 区间外 | 164.03 → 196.60 |
| Sep 10, 2026 | Oct 02 | ±10.0% | +20.2% | 区间外 | 163.50 → 196.60 |
| Sep 09, 2026 | Oct 02 | ±10.5% | +18.5% | 区间外 | 165.89 → 196.60 |
| Sep 08, 2026 | Oct 02 | ±10.7% | +21.4% | 区间外 | 161.93 → 196.60 |
| Sep 07, 2026 | Oct 02 | ±11.2% | +16.3% | 区间外 | 169.03 → 196.60 |
| Sep 04, 2026 | Oct 02 | ±10.7% | +16.6% | 区间外 | 168.59 → 196.60 |
| Sep 03, 2026 | Oct 02 | ±17.8% | +9.7% | 区间内 | 179.26 → 196.60 |
| Sep 02, 2026 | Oct 02 | ±16.6% | +12.3% | 区间内 | 175.02 → 196.60 |
| Sep 01, 2026 | Oct 02 | ±16.9% | +10.2% | 区间内 | 178.48 → 196.60 |
| Aug 31, 2026 | Oct 02 | ±16.5% | +4.4% | 区间内 | 188.38 → 196.60 |
| Sep 23, 2026 | Sep 25 | ±4.4% | -8.2% | 区间外 | 210.30 → 193.05 |
| Sep 22, 2026 | Sep 25 | ±4.5% | -8.0% | 区间外 | 209.79 → 193.05 |
| Sep 21, 2026 | Sep 25 | ±5.1% | -5.9% | 区间外 | 205.18 → 193.05 |
| Sep 18, 2026 | Sep 25 | ±5.8% | -2.6% | 区间内 | 198.27 → 193.05 |
| Sep 17, 2026 | Sep 25 | ±6.4% | -2.0% | 区间内 | 197.00 → 193.05 |
| Sep 16, 2026 | Sep 25 | ±7.0% | +0.8% | 区间内 | 191.47 → 193.05 |
| Sep 15, 2026 | Sep 25 | ±7.5% | -0.4% | 区间内 | 193.75 → 193.05 |
| Sep 14, 2026 | Sep 25 | ±8.1% | +1.6% | 区间内 | 190.00 → 193.05 |
| Sep 11, 2026 | Sep 25 | ±7.6% | +17.7% | 区间外 | 164.03 → 193.05 |
| Sep 10, 2026 | Sep 25 | ±8.3% | +18.1% | 区间外 | 163.50 → 193.05 |
| Sep 09, 2026 | Sep 25 | ±8.4% | +16.4% | 区间外 | 165.89 → 193.05 |
| Sep 08, 2026 | Sep 25 | ±8.9% | +19.2% | 区间外 | 161.93 → 193.05 |
| Sep 07, 2026 | Sep 25 | ±9.8% | +14.2% | 区间外 | 169.03 → 193.05 |
| Sep 04, 2026 | Sep 25 | ±9.5% | +14.5% | 区间外 | 168.59 → 193.05 |
| Sep 03, 2026 | Sep 25 | ±17.4% | +7.7% | 区间内 | 179.26 → 193.05 |
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.