EA 深度分析报告

Electronic Arts Inc. | 分类: Equity Mega Cap | 年化股息率: 0.38% ($0.76) | 最后更新: 2026-04-26 | 数据区间: 1989-09-01 → 2026-04-01 (440 个月)
Quick 总览
Timeframe C-C DoR σ
(Historical)
H-L DoR σ
(Historical)
O-C DoR σ
(Historical)
5Y ATRP
(Avg)
Binomial IV
(Period)
Yahoo IV
(Period)
1σ 低er
(68.27%)
1σ Upper 2σ 低er
(95.45%)
2σ Upper
日度 2.91% 2.66% 2.65% 1.93% 0.31% 0.36% 202.04 203.30 201.42 203.93
周度 6.08% 6.12% 5.99% 4.48% 0.68% 0.79% 201.29 204.06 199.92 205.45
月度 11.79% 11.91% 11.81% 9.94% 1.42% 1.64% 199.81 205.57 196.99 208.51
季度 21.88% 22.12% 21.13% 16.90% 2.46% 2.84% 197.75 207.72 192.94 212.89
Annual 4.92% 5.69% 192.94 212.89 183.68 223.63
Option Time Horizon 1.87% 2.17% 198.91 206.51 195.21 210.41
Calculation Notes: Computed at 2026-04-26T02:49 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $202.67  |  Strike (K): $210.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $0.0750 (Bid $0.0500 / Ask $0.1000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.38%  |  Binomial IV (Annual): 4.92% (CRR binomial tree, American, n=20 steps)  |  BS IV: 4.83% (European Black-Scholes)  |  Yahoo IV (Annual): 5.69% → period-scaled as σperiod = σannual·√h  |  价格 bands: Upper = S·e+σ√h, 低er = S·e−σ√h
Historical Dividend Payouts
Ex-Dividend Date Amount
2026-02-25 $0.1900
2025-12-03 $0.1900
2025-08-27 $0.1900
2025-05-28 $0.1900
2025-02-26 $0.1900
2024-11-27 $0.1900
2024-08-28 $0.1900
2024-05-29 $0.1900
2024-02-27 $0.1900
2023-11-28 $0.1900
2023-08-29 $0.1900
2023-05-30 $0.1900
2023-02-28 $0.1900
2022-11-29 $0.1900
2022-08-30 $0.1900
2022-06-07 $0.1900
2022-03-08 $0.1700
2021-12-07 $0.1700
2021-08-31 $0.1700
2021-06-01 $0.1700
2021-03-02 $0.1700
2020-12-01 $0.1700
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.46. Further, an Excess 峰度 of 6.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.62%630.68%0.68%
-8.62% to -6.44%941.02%1.70%
-6.44% to -4.26%3033.29%4.99%
-4.26% to -2.08%102311.11%16.10%
-2.08% to 0.11%335436.42%52.52%
0.11% to 2.29%294732.00%84.52%
2.29% to 4.47%8979.74%94.26%
4.47% to 6.66%3193.46%97.72%
6.66% to 8.84%1231.34%99.06%
Greater than 8.84%870.94%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.80%3.02% 78.40%68.27%
±2σ -5.71%5.93% 94.70%95.45%
±3σ -8.62%8.84% 98.37%99.73%
高-to-低 收益
Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 2.92. Further, an Excess 峰度 of 19.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.29%00.00%0.00%
-4.29% to -2.29%00.00%0.00%
-2.29% to -0.30%00.00%0.00%
-0.30% to 1.69%152616.57%16.57%
1.69% to 3.68%434547.17%63.74%
3.68% to 5.68%189920.62%84.36%
5.68% to 7.67%7598.24%92.60%
7.67% to 9.66%3764.08%96.68%
9.66% to 11.65%1401.52%98.20%
Greater than 11.65%1661.80%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.03%6.34% 84.31%68.27%
±2σ -1.63%9.00% 95.56%95.45%
±3σ -4.29%11.66% 98.20%99.73%
开盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.32. Further, an Excess 峰度 of 8.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.96%690.75%0.75%
-7.96% to -5.97%1041.13%1.88%
-5.97% to -3.99%3433.72%5.60%
-3.99% to -2.00%96310.45%16.06%
-2.00% to -0.01%301632.74%48.80%
-0.01% to 1.98%325035.28%84.08%
1.98% to 3.96%95010.31%94.40%
3.96% to 5.95%3263.54%97.94%
5.95% to 7.93%1191.29%99.23%
Greater than 7.93%710.77%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.66%2.64% 77.95%68.27%
±2σ -5.31%5.29% 94.38%95.45%
±3σ -7.96%7.94% 98.48%99.73%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.27. Further, an Excess 峰度 of 3.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.75%110.58%0.58%
-17.75% to -13.19%231.20%1.78%
-13.19% to -8.62%713.72%5.50%
-8.62% to -4.06%23112.10%17.60%
-4.06% to 0.50%62032.48%50.08%
0.50% to 5.07%63733.37%83.45%
5.07% to 9.63%20710.84%94.29%
9.63% to 14.19%663.46%97.75%
14.19% to 18.76%251.31%99.06%
Greater than 18.76%180.94%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.58%6.59% 76.38%68.27%
±2σ -11.66%12.67% 94.45%95.45%
±3σ -17.75%18.76% 98.48%99.73%
高-to-低 收益
Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.87. Further, an Excess 峰度 of 5.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.32%00.00%0.00%
-9.32% to -4.73%00.00%0.00%
-4.73% to -0.13%00.00%0.00%
-0.13% to 4.46%38620.21%20.21%
4.46% to 9.05%81242.51%62.72%
9.05% to 13.64%37119.42%82.15%
13.64% to 18.24%1909.95%92.09%
18.24% to 22.83%763.98%96.07%
22.83% to 27.42%442.30%98.38%
Greater than 27.42%311.62%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 2.93%15.18% 81.47%68.27%
±2σ -3.20%21.30% 95.24%95.45%
±3σ -9.32%27.42% 98.38%99.73%
开盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.78. Further, an Excess 峰度 of 4.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -18.05%80.42%0.42%
-18.05% to -13.56%221.15%1.57%
-13.56% to -9.07%733.82%5.39%
-9.07% to -4.58%22111.57%16.96%
-4.58% to -0.09%69636.44%53.40%
-0.09% to 4.41%56429.53%82.93%
4.41% to 8.90%20910.94%93.87%
8.90% to 13.39%703.66%97.54%
13.39% to 17.88%241.26%98.80%
Greater than 17.88%231.20%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.07%5.90% 77.54%68.27%
±2σ -12.06%11.89% 94.71%95.45%
±3σ -18.05%17.88% 98.38%99.73%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.38. Further, an Excess 峰度 of 2.71 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -33.27%10.23%0.23%
-33.27% to -24.43%102.28%2.51%
-24.43% to -15.59%112.51%5.01%
-15.59% to -6.75%6013.67%18.68%
-6.75% to 2.09%15134.40%53.08%
2.09% to 10.93%12227.79%80.87%
10.93% to 19.77%5111.62%92.48%
19.77% to 28.61%255.69%98.18%
28.61% to 37.45%61.37%99.54%
Greater than 37.45%20.46%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.70%13.87% 75.17%68.27%
±2σ -21.49%25.66% 94.53%95.45%
±3σ -33.27%37.45% 99.32%99.73%
高-to-低 收益
Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.37. Further, an Excess 峰度 of 2.25 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.71%00.00%0.00%
-15.71% to -6.77%00.00%0.00%
-6.77% to 2.16%51.14%1.14%
2.16% to 11.10%9722.05%23.18%
11.10% to 20.03%16637.73%60.91%
20.03% to 28.97%8920.23%81.14%
28.97% to 37.90%4810.91%92.05%
37.90% to 46.84%204.55%96.59%
46.84% to 55.77%71.59%98.18%
Greater than 55.77%81.82%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 8.12%31.94% 75.23%68.27%
±2σ -3.80%43.86% 95.23%95.45%
±3σ -15.71%55.77% 98.18%99.73%
开盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.98. Further, an Excess 峰度 of 3.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -36.11%10.23%0.23%
-36.11% to -27.25%10.23%0.45%
-27.25% to -18.39%163.64%4.09%
-18.39% to -9.53%6815.45%19.55%
-9.53% to -0.67%14933.86%53.41%
-0.67% to 8.19%12929.32%82.73%
8.19% to 17.05%4911.14%93.86%
17.05% to 25.91%122.73%96.59%
25.91% to 34.77%81.82%98.41%
Greater than 34.77%71.59%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -12.49%11.14% 75.23%68.27%
±2σ -24.30%22.95% 95.00%95.45%
±3σ -36.11%34.77% 98.18%99.73%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.55. Further, an Excess 峰度 of 0.74 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -59.19%00.00%0.00%
-59.19% to -42.77%10.68%0.68%
-42.77% to -26.36%74.79%5.48%
-26.36% to -9.95%2215.07%20.55%
-9.95% to 6.47%5235.62%56.16%
6.47% to 22.88%3423.29%79.45%
22.88% to 39.29%1812.33%91.78%
39.29% to 55.71%53.42%95.21%
55.71% to 72.12%74.79%100.00%
Greater than 72.12%00.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -15.42%28.35% 70.55%68.27%
±2σ -37.30%50.23% 93.84%95.45%
±3σ -59.19%72.12% 100.00%99.73%
高-to-低 收益
Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.49. Further, an Excess 峰度 of 2.75 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -28.88%00.00%0.00%
-28.88% to -12.29%00.00%0.00%
-12.29% to 4.29%21.36%1.36%
4.29% to 20.88%3020.41%21.77%
20.88% to 37.47%5537.41%59.18%
37.47% to 54.05%3825.85%85.03%
54.05% to 70.64%96.12%91.16%
70.64% to 87.23%85.44%96.60%
87.23% to 103.81%21.36%97.96%
Greater than 103.81%32.04%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 15.35%59.58% 76.19%68.27%
±2σ -6.77%81.70% 93.88%95.45%
±3σ -28.88%103.81% 97.96%99.73%
开盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.07. Further, an Excess 峰度 of 2.53 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -65.35%00.00%0.00%
-65.35% to -49.50%00.00%0.00%
-49.50% to -33.65%74.76%4.76%
-33.65% to -17.80%2416.33%21.09%
-17.80% to -1.96%4832.65%53.74%
-1.96% to 13.89%4228.57%82.31%
13.89% to 29.74%1510.20%92.52%
29.74% to 45.59%64.08%96.60%
45.59% to 61.43%32.04%98.64%
Greater than 61.43%21.36%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -23.09%19.17% 73.47%68.27%
±2σ -44.22%40.30% 95.92%95.45%
±3σ -65.35%61.43% 98.64%99.73%