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Calendar Week

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1-5 5-9 9-13 13-18 18-22 22-26 26-31 31-35 35-39 40-44 44-48 48-52

Oct – Winter period (Market starts from 10.30pm – 5am)
Apr – Summer period (Market starts from 9.30pm – 4am)
44-48 – Bullist months
18-22 – Bearish months


Compute Expected Move (1x Standard Deviation Move)

Expected Move = ± Current Price x Implied Volatility x √(NoOfDays/365)

Number of days 1 2 3 4 5 14 30 60 90
√(NoOfDays/365) 0.05 0.07 0.09 0.10 0.12 0.2 0.286 0.4 0.5
fraction (quick mental computation) 1/20 1/10 1/5 1/3.5 1/2.5 1/2

The deviation was computed base on variance σ2day2. The standard deviation of a fraction of a year would require the square-root.

[CP_CALCULATED_FIELDS id=”6″]

Compute Propability of Stock Price

http://www.optionstrategist.com/calculators/probability