AKS Market Implied Price Change vs. Actual Price Change

?

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.

▲ Close

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

Premium Feature

Login|Subscribe

Last 20 Days
Date Last Price Implied Move Actual Move Within Range?
25-Mar-2019 2.63 ±4.5% -0.8% Yes
22-Mar-2019 2.65 ±2.2% -6.0% No
21-Mar-2019

Premium Feature

Login|Subscribe

20-Mar-2019
19-Mar-2019
18-Mar-2019

Premium Feature

Login|Subscribe

15-Mar-2019
14-Mar-2019
13-Mar-2019

Premium Feature

Login|Subscribe

12-Mar-2019
11-Mar-2019
8-Mar-2019

Premium Feature

Login|Subscribe

7-Mar-2019
6-Mar-2019
5-Mar-2019

Premium Feature

Login|Subscribe

4-Mar-2019
1-Mar-2019
28-Feb-2019

Premium Feature

Login|Subscribe

27-Feb-2019
26-Feb-2019

Wait, Before You Leave...