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AG 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?
21-Feb-2020 9.96 ±3.0% +2.5% Yes
20-Feb-2020 9.72 ±3.1% +4.3% No
19-Feb-2020

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18-Feb-2020
14-Feb-2020
13-Feb-2020

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12-Feb-2020
11-Feb-2020
10-Feb-2020

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7-Feb-2020
6-Feb-2020
5-Feb-2020

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4-Feb-2020
3-Feb-2020
31-Jan-2020

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30-Jan-2020
29-Jan-2020
28-Jan-2020

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27-Jan-2020
24-Jan-2020