TQQQ 深度分析报告

ProShares UltraPro 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 3.84% 3.13% 3.07% 5.36% 5.26% 3.77% 59.35 65.94 56.31 69.50
周度 8.29% 8.71% 8.81% 12.96% 11.59% 8.29% 55.72 70.24 49.62 78.87
月度 15.81% 19.94% 16.36% 27.92% 24.12% 17.26% 49.15 79.62 38.62 101.34
季度 24.74% 37.81% 23.37% 49.51% 41.77% 29.90% 41.20 95.00 27.13 144.26
Annual 83.55% 59.79% 27.13 144.26 11.77 332.65
Option Time Horizon 31.84% 22.78% 45.50 86.01 33.10 118.26
Calculation Notes: Computed at 2026-04-26T02:49 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $62.56  |  Strike (K): $65.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $4.7000 (Bid $4.6500 / Ask $4.7500)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 75.00%  |  Binomial IV (Annual): 83.55% (CRR binomial tree, American, n=20 steps)  |  BS IV: 90.83% (European Black-Scholes)  |  Yahoo IV (Annual): 59.79% → 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 $0.0720
2025-12-24 $0.0860
2025-09-24 $0.0490
2025-06-25 $0.1090
2025-03-26 $0.0990
2024-12-23 $0.1375
2024-09-25 $0.1150
2024-06-26 $0.1415
2024-03-20 $0.1075
2023-12-20 $0.1115
2023-09-20 $0.0695
2023-06-21 $0.0640
2023-03-22 $0.0750
2022-12-22 $0.0490
2019-12-24 $0.0039
2019-03-20 $0.0025
2018-12-26 $0.0051
2015-03-25 $0.0002
2014-12-22 $0.0004
2014-06-25 $0.0003
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.22. Further, an Excess 峰度 of 6.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.31%360.88%0.88%
-11.31% to -8.43%591.45%2.33%
-8.43% to -5.55%1623.98%6.31%
-5.55% to -2.67%4069.97%16.27%
-2.67% to 0.21%127431.27%47.55%
0.21% to 3.10%145635.74%83.28%
3.10% to 5.98%48611.93%95.21%
5.98% to 8.86%1383.39%98.60%
8.86% to 11.74%340.83%99.44%
Greater than 11.74%230.56%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.63%4.06% 76.98%68.27%
±2σ -7.47%7.90% 94.55%95.45%
±3σ -11.31%11.74% 98.55%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 4.42. Further, an Excess 峰度 of 47.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.05%00.00%0.00%
-5.05% to -2.71%00.00%0.00%
-2.71% to -0.36%00.00%0.00%
-0.36% to 1.99%57614.13%14.13%
1.99% to 4.33%201049.33%63.46%
4.33% to 6.68%91122.36%85.82%
6.68% to 9.03%3338.17%93.99%
9.03% to 11.37%1273.12%97.10%
11.37% to 13.72%501.23%98.33%
Greater than 13.72%681.67%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.20%7.46% 87.21%68.27%
±2σ -1.92%10.59% 96.32%95.45%
±3σ -5.05%13.72% 98.33%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 0.54. Further, an Excess 峰度 of 4.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.19%110.27%0.27%
-9.19% to -6.89%360.88%1.15%
-6.89% to -4.58%1263.09%4.25%
-4.58% to -2.28%53813.20%17.45%
-2.28% to 0.02%151637.20%54.65%
0.02% to 2.32%116228.52%83.17%
2.32% to 4.62%3999.79%92.96%
4.62% to 6.92%1724.22%97.18%
6.92% to 9.22%671.64%98.82%
Greater than 9.22%481.18%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.05%3.08% 76.07%68.27%
±2σ -6.12%6.15% 94.72%95.45%
±3σ -9.19%9.22% 98.55%99.73%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.34. Further, an Excess 峰度 of 2.47 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -23.84%70.83%0.83%
-23.84% to -17.63%131.54%2.37%
-17.63% to -11.41%323.79%6.15%
-11.41% to -5.19%10512.43%18.58%
-5.19% to 1.03%24629.11%47.69%
1.03% to 7.25%28533.73%81.42%
7.25% to 13.47%11613.73%95.15%
13.47% to 19.69%283.31%98.46%
19.69% to 25.91%80.95%99.41%
Greater than 25.91%50.59%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.26%9.32% 74.91%68.27%
±2σ -15.55%17.61% 94.20%95.45%
±3σ -23.84%25.91% 98.58%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 3.42. Further, an Excess 峰度 of 20.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -13.98%00.00%0.00%
-13.98% to -7.45%00.00%0.00%
-7.45% to -0.92%00.00%0.00%
-0.92% to 5.62%12614.89%14.89%
5.62% to 12.15%42350.00%64.89%
12.15% to 18.68%18021.28%86.17%
18.68% to 25.21%617.21%93.38%
25.21% to 31.74%344.02%97.40%
31.74% to 38.27%70.83%98.23%
Greater than 38.27%151.77%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.44%20.86% 87.71%68.27%
±2σ -5.27%29.56% 96.10%95.45%
±3σ -13.98%38.27% 98.23%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 2.12. Further, an Excess 峰度 of 12.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -26.55%00.00%0.00%
-26.55% to -19.95%20.24%0.24%
-19.95% to -13.34%242.84%3.07%
-13.34% to -6.73%11513.59%16.67%
-6.73% to -0.12%34640.90%57.57%
-0.12% to 6.48%22426.48%84.04%
6.48% to 13.09%829.69%93.74%
13.09% to 19.70%333.90%97.64%
19.70% to 26.30%101.18%98.82%
Greater than 26.30%101.18%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.94%8.69% 78.49%68.27%
±2σ -17.75%17.50% 96.22%95.45%
±3σ -26.55%26.30% 98.82%99.73%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.02. Further, an Excess 峰度 of 0.20 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -43.26%00.00%0.00%
-43.26% to -31.40%21.03%1.03%
-31.40% to -19.54%136.70%7.73%
-19.54% to -7.68%2613.40%21.13%
-7.68% to 4.18%5427.84%48.97%
4.18% to 16.04%5930.41%79.38%
16.04% to 27.90%2914.95%94.33%
27.90% to 39.76%84.12%98.45%
39.76% to 51.62%31.55%100.00%
Greater than 51.62%00.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -11.63%20.00% 72.16%68.27%
±2σ -27.45%35.81% 95.88%95.45%
±3σ -43.26%51.62% 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 3.18. Further, an Excess 峰度 of 18.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -30.25%00.00%0.00%
-30.25% to -15.30%00.00%0.00%
-15.30% to -0.34%00.00%0.00%
-0.34% to 14.61%2713.85%13.85%
14.61% to 29.57%10051.28%65.13%
29.57% to 44.52%4020.51%85.64%
44.52% to 59.47%115.64%91.28%
59.47% to 74.43%105.13%96.41%
74.43% to 89.38%52.56%98.97%
Greater than 89.38%21.03%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 9.63%49.50% 87.18%68.27%
±2σ -10.31%69.44% 94.36%95.45%
±3σ -30.25%89.38% 98.97%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 1.13. Further, an Excess 峰度 of 2.17 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -50.34%00.00%0.00%
-50.34% to -38.07%00.00%0.00%
-38.07% to -25.80%73.59%3.59%
-25.80% to -13.53%3417.44%21.03%
-13.53% to -1.26%7035.90%56.92%
-1.26% to 11.00%5528.21%85.13%
11.00% to 23.27%136.67%91.79%
23.27% to 35.54%84.10%95.90%
35.54% to 47.81%63.08%98.97%
Greater than 47.81%21.03%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -17.62%15.09% 73.85%68.27%
±2σ -33.98%31.45% 94.36%95.45%
±3σ -50.34%47.81% 98.97%99.73%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.11. Further, an Excess 峰度 of -0.07 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -62.67%00.00%0.00%
-62.67% to -44.11%00.00%0.00%
-44.11% to -25.55%46.25%6.25%
-25.55% to -7.00%1218.75%25.00%
-7.00% to 11.56%1523.44%48.44%
11.56% to 30.11%2234.38%82.81%
30.11% to 48.67%69.38%92.19%
48.67% to 67.22%46.25%98.44%
67.22% to 85.78%11.56%100.00%
Greater than 85.78%00.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -13.18%36.30% 71.88%68.27%
±2σ -37.92%61.04% 93.75%95.45%
±3σ -62.67%85.78% 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 3.19. Further, an Excess 峰度 of 14.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -55.23%00.00%0.00%
-55.23% to -26.87%00.00%0.00%
-26.87% to 1.48%00.00%0.00%
1.48% to 29.84%710.77%10.77%
29.84% to 58.19%3452.31%63.08%
58.19% to 86.55%1624.62%87.69%
86.55% to 114.90%57.69%95.38%
114.90% to 143.26%11.54%96.92%
143.26% to 171.61%11.54%98.46%
Greater than 171.61%11.54%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 20.39%96.00% 90.77%68.27%
±2σ -17.42%133.81% 95.38%95.45%
±3σ -55.23%171.61% 98.46%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 1.21 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -75.59%00.00%0.00%
-75.59% to -58.06%00.00%0.00%
-58.06% to -40.53%11.54%1.54%
-40.53% to -23.00%1218.46%20.00%
-23.00% to -5.46%2436.92%56.92%
-5.46% to 12.07%1726.15%83.08%
12.07% to 29.60%46.15%89.23%
29.60% to 47.13%57.69%96.92%
47.13% to 64.66%11.54%98.46%
Greater than 64.66%11.54%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -28.84%17.91% 73.85%68.27%
±2σ -52.21%41.28% 95.38%95.45%
±3σ -75.59%64.66% 98.46%99.73%