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EC 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 19 Days
Avg. Implied Move (Absolute) Avg. Actual Move (Absolute) # Days Inside Range # Days Outside Range

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Last 19 Days
Date Last Price Implied Move Actual Move Within Range?
24-Jan-2020 19.50 ±1.4% -0.6% Yes
23-Jan-2020 19.62 ±1.4% -1.8% No
22-Jan-2020

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21-Jan-2020
17-Jan-2020
16-Jan-2020

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15-Jan-2020
14-Jan-2020
13-Jan-2020

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10-Jan-2020
9-Jan-2020
8-Jan-2020

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7-Jan-2020
6-Jan-2020
3-Jan-2020

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2-Jan-2020
31-Dec-2019
30-Dec-2019
26-Dec-2019