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RDS.A 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?
6-Dec-2019 57.29 ±0.9% +1.4% No
5-Dec-2019 56.49 ±1.0% -0.6% Yes
4-Dec-2019

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3-Dec-2019
2-Dec-2019
29-Nov-2019

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27-Nov-2019
26-Nov-2019
25-Nov-2019

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22-Nov-2019
21-Nov-2019
20-Nov-2019

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19-Nov-2019
18-Nov-2019
15-Nov-2019

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14-Nov-2019
13-Nov-2019
12-Nov-2019

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11-Nov-2019
8-Nov-2019