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Expected move

expected_move
Read-onlyIdempotent

The one and two standard deviation price ranges the options market is pricing for a stock over a horizon, from the stock price, implied volatility and days ahead.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
daysYesCalendar days ahead.
priceYesStock price in dollars.
iv_pctYesImplied volatility, percent per year (30 means 30 percent).

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