DIN 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?
15-Jul-2019 99.31 ±1.8% +0.3% Yes
12-Jul-2019 99.01 ±1.9% +0.8% Yes
11-Jul-2019

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10-Jul-2019
9-Jul-2019
8-Jul-2019

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5-Jul-2019
3-Jul-2019
2-Jul-2019

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1-Jul-2019
28-Jun-2019
27-Jun-2019

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26-Jun-2019
25-Jun-2019
24-Jun-2019

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21-Jun-2019
20-Jun-2019
19-Jun-2019

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18-Jun-2019
17-Jun-2019