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ADVM 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?
17-Jan-2020 11.72 ±4.8% +0.2% Yes
16-Jan-2020 11.70 ±4.8% +3.3% Yes
15-Jan-2020

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14-Jan-2020
13-Jan-2020
10-Jan-2020

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9-Jan-2020
8-Jan-2020
7-Jan-2020

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6-Jan-2020
3-Jan-2020
2-Jan-2020

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31-Dec-2019
30-Dec-2019
27-Dec-2019

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26-Dec-2019
24-Dec-2019
23-Dec-2019

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20-Dec-2019
19-Dec-2019