BAC 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?
24-May-2019 28.18 ±2.0% +1.5% Yes
23-May-2019 27.76 ±1.2% -2.6% No
22-May-2019

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21-May-2019
20-May-2019
17-May-2019

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16-May-2019
15-May-2019
14-May-2019

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13-May-2019
10-May-2019
9-May-2019

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8-May-2019
7-May-2019
6-May-2019

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3-May-2019
2-May-2019
1-May-2019

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30-Apr-2019
29-Apr-2019