PRF 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?
24-Apr-2019 117.17 ±0.6% -0.2% Yes
23-Apr-2019 117.45 ±0.6% +0.7% No
22-Apr-2019

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18-Apr-2019
17-Apr-2019
16-Apr-2019

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15-Apr-2019
12-Apr-2019
11-Apr-2019

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10-Apr-2019
9-Apr-2019
8-Apr-2019

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5-Apr-2019
4-Apr-2019
3-Apr-2019

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2-Apr-2019
1-Apr-2019
29-Mar-2019

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28-Mar-2019
27-Mar-2019