DDD 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-Feb-2019 13.84 ±2.8% +0.4% Yes
21-Feb-2019 13.79 ±2.7% -1.6% Yes
20-Feb-2019

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19-Feb-2019
15-Feb-2019
14-Feb-2019

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13-Feb-2019
12-Feb-2019
11-Feb-2019

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8-Feb-2019
7-Feb-2019
6-Feb-2019

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5-Feb-2019
4-Feb-2019
1-Feb-2019

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31-Jan-2019
30-Jan-2019
29-Jan-2019

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28-Jan-2019
25-Jan-2019

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