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.
|Summary - Last 20 Days|
|Avg. Implied Move (Absolute)||Avg. Actual Move (Absolute)||# Days Inside Range||# Days Outside Range|
|Last 20 Days|
|Date||Last Price||Implied Move||Actual Move||Within Range?|
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