RSP Market Implied Price Change vs. Actual Price Change

?

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.

▲ Close

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

Premium Feature

Login|Subscribe

Last 20 Days
Date Last Price Implied Move Actual Move Within Range?
13-Sep-2019 109.69 ±0.7% 0.0% Yes
12-Sep-2019 109.67 ±0.7% +0.1% Yes
11-Sep-2019

Premium Feature

Login|Subscribe

10-Sep-2019
9-Sep-2019
6-Sep-2019

Premium Feature

Login|Subscribe

5-Sep-2019
4-Sep-2019
3-Sep-2019

Premium Feature

Login|Subscribe

30-Aug-2019
29-Aug-2019
28-Aug-2019

Premium Feature

Login|Subscribe

27-Aug-2019
26-Aug-2019
23-Aug-2019

Premium Feature

Login|Subscribe

22-Aug-2019
21-Aug-2019
20-Aug-2019

Premium Feature

Login|Subscribe

19-Aug-2019
16-Aug-2019