ABEO Market Implied Price Change vs. Actual Price Change

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Option traders can use implied volatility from the option markets to develop an estimate for the expected price range of a stock over a period of time. We use the closest expiring options to develop a one-day expected price move (up or down) each day, and then compare those numbers to the actual price moves that occur. Below is a chart for the last 20 days, if available.

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I Market Implied Price Change
Positive Actual Price Change
Negative Actual Price Change
Summary - Last 20 Days
Avg. Implied Move (Absolute) Avg. Actual Move (Absolute) # Days Inside Range # Days Outside Range

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Last 20 Days
Date Last Price Implied Move Actual Move Within Range?
14-Jun-2019 5.17 ±3.4% -2.8% Yes
13-Jun-2019 5.32 ±3.9% -1.1% Yes
12-Jun-2019

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11-Jun-2019
10-Jun-2019
7-Jun-2019

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6-Jun-2019
5-Jun-2019
4-Jun-2019

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3-Jun-2019
31-May-2019
30-May-2019

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29-May-2019
28-May-2019
24-May-2019

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23-May-2019
22-May-2019
21-May-2019

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20-May-2019
17-May-2019