SQQQ 深度分析报告

ProShares UltraPro Short QQQ | 分类: Equity Micro Cap | 最后更新: 2026-04-26 | 数据区间: 2010-02-01 → 2026-04-01 (195 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 3.85% 3.20% 3.13% 5.37% 12.19% 4.26% 46.48 59.30 41.15 66.99
周度 8.27% 8.31% 7.96% 13.16% 26.82% 9.38% 40.15 68.65 30.70 89.78
月度 13.87% 16.74% 15.77% 28.61% 55.84% 19.52% 30.04 91.76 17.18 160.39
季度 17.29% 30.05% 24.65% 49.45% 96.72% 33.81% 19.96 138.10 7.59 363.28
Annual 193.44% 67.63% 7.59 363.28 1.10 2513.74
Option Time Horizon 73.71% 25.77% 25.12 109.72 12.02 229.30
Calculation Notes: Computed at 2026-04-26T02:49 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $52.50  |  Strike (K): $55.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $4.4000 (Bid $4.2500 / Ask $4.5500)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 578.00%  |  Binomial IV (Annual): 193.44% (CRR binomial tree, American, n=20 steps)  |  BS IV: 292.86% (European Black-Scholes)  |  Yahoo IV (Annual): 67.63% → 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
2026-03-25 $0.6380
2025-12-24 $1.5060
2025-09-24 $1.2150
2025-06-25 $1.2850
2025-03-26 $2.4100
2024-12-23 $4.0850
2024-09-25 $3.7250
2024-06-26 $4.0000
2024-03-20 $4.1000
2023-12-20 $7.0750
2023-09-20 $8.1000
2023-06-21 $6.6500
2023-03-22 $5.1000
2022-12-22 $3.7750
2020-03-25 $40.6250
2019-12-24 $67.5000
2019-09-25 $115.6250
2019-06-25 $152.5000
2019-03-20 $72.5000
2018-12-26 $257.5000
2018-09-26 $167.5000
2018-06-20 $102.5000
2018-03-21 $87.5000
2017-12-26 $75.0000
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.17. Further, an Excess 峰度 of 6.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.78%230.56%0.56%
-11.78% to -8.89%370.91%1.47%
-8.89% to -6.00%1373.36%4.84%
-6.00% to -3.11%48611.93%16.76%
-3.11% to -0.22%144735.52%52.28%
-0.22% to 2.67%127831.37%83.65%
2.67% to 5.56%4079.99%93.64%
5.56% to 8.45%1664.07%97.72%
8.45% to 11.33%591.45%99.17%
Greater than 11.33%340.83%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.07%3.63% 76.76%68.27%
±2σ -7.93%7.48% 94.62%95.45%
±3σ -11.78%11.33% 98.60%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 6.00. Further, an Excess 峰度 of 81.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.28%00.00%0.00%
-5.28% to -2.88%00.00%0.00%
-2.88% to -0.47%00.00%0.00%
-0.47% to 1.93%51512.64%12.64%
1.93% to 4.33%205650.45%63.09%
4.33% to 6.73%94823.26%86.36%
6.73% to 9.14%3368.25%94.60%
9.14% to 11.54%1132.77%97.37%
11.54% to 13.94%601.47%98.85%
Greater than 13.94%471.15%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.13%7.54% 88.54%68.27%
±2σ -2.07%10.74% 96.71%95.45%
±3σ -5.28%13.94% 98.85%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 1.43. Further, an Excess 峰度 of 25.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.20%240.59%0.59%
-9.20% to -6.85%481.18%1.77%
-6.85% to -4.50%1644.02%5.79%
-4.50% to -2.14%47311.61%17.40%
-2.14% to 0.21%128631.56%48.96%
0.21% to 2.56%139534.23%83.19%
2.56% to 4.91%50212.32%95.51%
4.91% to 7.26%1172.87%98.38%
7.26% to 9.61%380.93%99.31%
Greater than 9.61%280.69%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.93%3.34% 76.69%68.27%
±2σ -6.06%6.48% 95.21%95.45%
±3σ -9.20%9.61% 98.72%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 0.78. Further, an Excess 峰度 of 3.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -25.90%30.36%0.36%
-25.90% to -19.69%80.95%1.30%
-19.69% to -13.49%283.31%4.62%
-13.49% to -7.29%11413.49%18.11%
-7.29% to -1.09%30636.21%54.32%
-1.09% to 5.12%24428.88%83.20%
5.12% to 11.32%9010.65%93.85%
11.32% to 17.52%293.43%97.28%
17.52% to 23.72%121.42%98.70%
Greater than 23.72%111.30%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.36%7.18% 76.92%68.27%
±2σ -17.63%15.45% 94.32%95.45%
±3σ -25.90%23.72% 98.34%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 3.53. Further, an Excess 峰度 of 25.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -12.90%00.00%0.00%
-12.90% to -6.66%00.00%0.00%
-6.66% to -0.43%00.00%0.00%
-0.43% to 5.80%13515.96%15.96%
5.80% to 12.04%40347.64%63.59%
12.04% to 18.27%18621.99%85.58%
18.27% to 24.51%708.27%93.85%
24.51% to 30.74%252.96%96.81%
30.74% to 36.98%111.30%98.11%
Greater than 36.98%161.89%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.73%20.35% 87.12%68.27%
±2σ -4.58%28.66% 95.98%95.45%
±3σ -12.90%36.98% 98.11%99.73%
开盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.01. Further, an Excess 峰度 of 1.97 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -22.32%80.95%0.95%
-22.32% to -16.35%70.83%1.77%
-16.35% to -10.38%404.73%6.50%
-10.38% to -4.41%9911.70%18.20%
-4.41% to 1.55%26731.56%49.76%
1.55% to 7.52%26631.44%81.21%
7.52% to 13.49%11313.36%94.56%
13.49% to 19.46%293.43%97.99%
19.46% to 25.43%111.30%99.29%
Greater than 25.43%60.71%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.40%9.51% 75.53%68.27%
±2σ -14.36%17.47% 94.21%95.45%
±3σ -22.32%25.43% 98.35%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 0.57. Further, an Excess 峰度 of 0.77 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -46.65%00.00%0.00%
-46.65% to -36.24%10.52%0.52%
-36.24% to -25.84%94.64%5.15%
-25.84% to -15.44%3015.46%20.62%
-15.44% to -5.03%6432.99%53.61%
-5.03% to 5.37%5427.84%81.44%
5.37% to 15.78%199.79%91.24%
15.78% to 26.18%136.70%97.94%
26.18% to 36.58%31.55%99.48%
Greater than 36.58%10.52%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -18.91%8.84% 72.16%68.27%
±2σ -32.78%22.71% 94.33%95.45%
±3σ -46.65%36.58% 99.48%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 1.86. Further, an Excess 峰度 of 4.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -21.32%00.00%0.00%
-21.32% to -8.77%00.00%0.00%
-8.77% to 3.79%00.00%0.00%
3.79% to 16.34%4221.54%21.54%
16.34% to 28.90%8342.56%64.10%
28.90% to 41.45%3417.44%81.54%
41.45% to 54.01%2211.28%92.82%
54.01% to 66.56%73.59%96.41%
66.56% to 79.12%31.54%97.95%
Greater than 79.12%42.05%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 12.16%45.64% 80.00%68.27%
±2σ -4.58%62.38% 95.38%95.45%
±3σ -21.32%79.12% 97.95%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 0.71. Further, an Excess 峰度 of 2.40 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -40.10%00.00%0.00%
-40.10% to -28.27%10.51%0.51%
-28.27% to -16.45%105.13%5.64%
-16.45% to -4.62%2613.33%18.97%
-4.62% to 7.20%6633.85%52.82%
7.20% to 19.03%5427.69%80.51%
19.03% to 30.85%2613.33%93.85%
30.85% to 42.68%84.10%97.95%
42.68% to 54.51%31.54%99.49%
Greater than 54.51%10.51%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.56%22.97% 73.33%68.27%
±2σ -24.33%38.74% 95.38%95.45%
±3σ -40.10%54.51% 99.49%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 0.80. Further, an Excess 峰度 of 0.84 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -66.98%00.00%0.00%
-66.98% to -54.01%00.00%0.00%
-54.01% to -41.04%34.69%4.69%
-41.04% to -28.07%710.94%15.62%
-28.07% to -15.10%2843.75%59.38%
-15.10% to -2.13%1421.88%81.25%
-2.13% to 10.84%812.50%93.75%
10.84% to 23.80%11.56%95.31%
23.80% to 36.77%34.69%100.00%
Greater than 36.77%00.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -32.40%2.19% 71.88%68.27%
±2σ -49.69%19.48% 95.31%95.45%
±3σ -66.98%36.77% 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 1.78. Further, an Excess 峰度 of 4.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -31.35%00.00%0.00%
-31.35% to -8.81%00.00%0.00%
-8.81% to 13.73%00.00%0.00%
13.73% to 36.27%1421.54%21.54%
36.27% to 58.80%2538.46%60.00%
58.80% to 81.34%1624.62%84.62%
81.34% to 103.88%57.69%92.31%
103.88% to 126.42%34.62%96.92%
126.42% to 148.96%11.54%98.46%
Greater than 148.96%11.54%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 28.75%88.86% 80.00%68.27%
±2σ -1.30%118.91% 93.85%95.45%
±3σ -31.35%148.96% 98.46%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 0.69. Further, an Excess 峰度 of 1.41 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -51.12%00.00%0.00%
-51.12% to -32.63%00.00%0.00%
-32.63% to -14.15%46.15%6.15%
-14.15% to 4.34%1116.92%23.08%
4.34% to 22.83%1827.69%50.77%
22.83% to 41.31%2233.85%84.62%
41.31% to 59.80%46.15%90.77%
59.80% to 78.29%57.69%98.46%
78.29% to 96.78%00.00%98.46%
Greater than 96.78%11.54%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.82%47.48% 72.31%68.27%
±2σ -26.47%72.13% 96.92%95.45%
±3σ -51.12%96.78% 98.46%99.73%