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AKAM 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?
6-Apr-2020 97.79 ±2.9% +2.5% Yes
3-Apr-2020 95.36 ±3.3% +2.4% Yes
2-Apr-2020

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1-Apr-2020
31-Mar-2020
30-Mar-2020

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27-Mar-2020
26-Mar-2020
25-Mar-2020

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24-Mar-2020
23-Mar-2020
20-Mar-2020

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19-Mar-2020
18-Mar-2020
17-Mar-2020

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16-Mar-2020
13-Mar-2020
12-Mar-2020

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11-Mar-2020
10-Mar-2020