AMX 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?
22-Mar-2019 14.81 ±1.5% -2.9% No
21-Mar-2019 15.25 ±1.5% -0.5% Yes
20-Mar-2019

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19-Mar-2019
18-Mar-2019
15-Mar-2019

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14-Mar-2019
13-Mar-2019
12-Mar-2019

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11-Mar-2019
8-Mar-2019
7-Mar-2019

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6-Mar-2019
5-Mar-2019
4-Mar-2019

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1-Mar-2019
28-Feb-2019
27-Feb-2019

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26-Feb-2019
25-Feb-2019

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