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FBC 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?
15-Nov-2019 36.35 ±1.4% -0.8% Yes
14-Nov-2019 36.66 ±1.0% +0.1% Yes
13-Nov-2019

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12-Nov-2019
11-Nov-2019
8-Nov-2019

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7-Nov-2019
6-Nov-2019
5-Nov-2019

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4-Nov-2019
1-Nov-2019
31-Oct-2019

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30-Oct-2019
29-Oct-2019
28-Oct-2019

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25-Oct-2019
24-Oct-2019
23-Oct-2019

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22-Oct-2019
21-Oct-2019