EA 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?
24-Jun-2019 99.00 ±1.9% +3.8% No
21-Jun-2019 95.33 ±1.7% +2.3% No
20-Jun-2019

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19-Jun-2019
18-Jun-2019
17-Jun-2019

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14-Jun-2019
13-Jun-2019
12-Jun-2019

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11-Jun-2019
10-Jun-2019
7-Jun-2019

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6-Jun-2019
5-Jun-2019
4-Jun-2019

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3-Jun-2019
31-May-2019
30-May-2019

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29-May-2019
28-May-2019