EA MENU

EA Market Implied Price Change vs. Actual Price Change

?

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.

▲ Close

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

Premium Feature

Login|Subscribe

Last 20 Days
Date Last Price Implied Move Actual Move Within Range?
19-Nov-2019 96.69 ±1.5% -0.7% Yes
18-Nov-2019 97.39 ±1.7% -0.2% Yes
15-Nov-2019

Premium Feature

Login|Subscribe

14-Nov-2019
13-Nov-2019
12-Nov-2019

Premium Feature

Login|Subscribe

11-Nov-2019
8-Nov-2019
7-Nov-2019

Premium Feature

Login|Subscribe

6-Nov-2019
5-Nov-2019
4-Nov-2019

Premium Feature

Login|Subscribe

1-Nov-2019
31-Oct-2019
30-Oct-2019

Premium Feature

Login|Subscribe

29-Oct-2019
28-Oct-2019
25-Oct-2019

Premium Feature

Login|Subscribe

24-Oct-2019
23-Oct-2019