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AFL 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?
27-Feb-2020 45.58 ±1.7% -2.1% No
26-Feb-2020 46.55 ±2.1% -2.4% No
25-Feb-2020

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24-Feb-2020
21-Feb-2020
20-Feb-2020

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19-Feb-2020
18-Feb-2020
14-Feb-2020

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13-Feb-2020
12-Feb-2020
11-Feb-2020

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10-Feb-2020
7-Feb-2020
6-Feb-2020

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5-Feb-2020
4-Feb-2020
3-Feb-2020

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31-Jan-2020
30-Jan-2020