BABA 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?
23-Aug-2019 164.54 ±1.7% -4.3% No
22-Aug-2019 171.91 ±1.7% -1.9% No
21-Aug-2019

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20-Aug-2019
19-Aug-2019
16-Aug-2019

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15-Aug-2019
14-Aug-2019
13-Aug-2019

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12-Aug-2019
9-Aug-2019
8-Aug-2019

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7-Aug-2019
6-Aug-2019
5-Aug-2019

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2-Aug-2019
1-Aug-2019
31-Jul-2019

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30-Jul-2019
29-Jul-2019