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DAL 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-Jan-2019 47.10 ±1.7% -2.1% No
18-Jan-2019 48.11 ±1.7% -0.2% Yes
17-Jan-2019

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16-Jan-2019
15-Jan-2019
14-Jan-2019

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11-Jan-2019
10-Jan-2019
9-Jan-2019

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8-Jan-2019
7-Jan-2019
4-Jan-2019

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3-Jan-2019
2-Jan-2019
31-Dec-2018

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28-Dec-2018
27-Dec-2018
26-Dec-2018

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24-Dec-2018
21-Dec-2018

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