MTSC 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?
17-Jun-2019 55.32 ±1.3% +0.7% Yes
14-Jun-2019 55.24 ±1.4% +0.1% Yes
13-Jun-2019

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12-Jun-2019
11-Jun-2019
10-Jun-2019

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7-Jun-2019
6-Jun-2019
5-Jun-2019

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4-Jun-2019
3-Jun-2019
31-May-2019

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30-May-2019
29-May-2019
28-May-2019

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24-May-2019
23-May-2019
22-May-2019

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21-May-2019
20-May-2019