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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?
14-Feb-2020 38.31 ±1.0% +0.1% Yes
13-Feb-2020 38.29 ±0.9% -0.1% Yes
12-Feb-2020

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11-Feb-2020
10-Feb-2020
7-Feb-2020

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6-Feb-2020
5-Feb-2020
4-Feb-2020

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3-Feb-2020
31-Jan-2020
30-Jan-2020

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29-Jan-2020
28-Jan-2020
27-Jan-2020

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24-Jan-2020
23-Jan-2020
22-Jan-2020

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21-Jan-2020
17-Jan-2020