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FELE 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?
3-Apr-2020 43.36 ±3.4% -2.7% Yes
2-Apr-2020 44.57 ±3.8% +5.5% No
1-Apr-2020

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31-Mar-2020
30-Mar-2020
27-Mar-2020

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26-Mar-2020
25-Mar-2020
24-Mar-2020

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23-Mar-2020
20-Mar-2020
19-Mar-2020

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18-Mar-2020
17-Mar-2020
16-Mar-2020

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13-Mar-2020
12-Mar-2020
11-Mar-2020

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10-Mar-2020
9-Mar-2020