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training_data/relevant/text/9f657a7a13f24755f1a8b73e9dafe8b8ad73c91cb23ea9255f2291a3efa1d4ad.txt

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+794 Part VI: Measuring and Trading Volatility 
+FIGURE 38-3. 
+Stock price distribution, IBM, 7-year. 
+7 
+6 
+5 
+0 4 
+:g 
+::, 
+0 3 () 
+2 
+0f-<--,.Jil,,J:.~------+---+---+----+--____;_,=!!:¥+-
+-4.0 -3.0 -2.0 -1.0 0.0 + 1.0 +2.0 +3.0 +4.0 
+Sigmas 
+dangerous naked puts and long stock on margin can be on days like this. No proba­
+bility calculator is going to give much likelihood to a day like this occurring, but it did 
+occur and it benefited those holding long puts greatly, while it seriously hurt others. 
+In addition to distributions for individual dates, distributions for individual stocks 
+were created for the time period in question. The graph for IBM, using data from the 
+same study as above (September 1993 to April 2000) is shown in Figure 38-3. In the 
+next graph, Figure 38-4, a longer price history of IBM is used to draw the distribution: 
+1987 to 2000. Both graphs depict 30-day movements in IBM. 
+FIGURE 38-4. 
+Actual stock price distribution, IBM, 13-year. 
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+10 
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+0 8 ,... 
+E 7 
+5 6 
+() 5 
+4 
+3 
+2 
+1 
+o -4.0 -3.0 -2.0 -1.0 0.0 + 1.0 +2.0 +3.0 +4.0 
+Sigmas