DON 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?
20-Sep-2019 36.19 ±1.0% -0.3% Yes
19-Sep-2019 36.29 ±0.8% -0.4% Yes
18-Sep-2019

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17-Sep-2019
16-Sep-2019
13-Sep-2019

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12-Sep-2019
11-Sep-2019
10-Sep-2019

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9-Sep-2019
6-Sep-2019
5-Sep-2019

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4-Sep-2019
3-Sep-2019
30-Aug-2019

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29-Aug-2019
28-Aug-2019
27-Aug-2019

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26-Aug-2019
23-Aug-2019