#Earnings $CMI reports in the morning before the bell. Below are details on earnings 1-day moves over the last 12 quarters.

July 31, 2018 BO 4.08%
May 1, 2018 BO -4.11%
Feb. 6, 2018 BO -2.33%
Oct. 31, 2017 BO -1.92%
Aug. 1, 2017 BO -5.64%
May 2, 2017 BO 6.09%
Feb. 9, 2017 BO 3.06%
Nov. 1, 2016 BO -4.32%
Aug. 2, 2016 BO -0.62%
May 3, 2016 BO 1.77%
Feb. 4, 2016 BO 7.62% Biggest UP
Oct. 27, 2015 BO -8.69% Biggest DOWN

Avg + or – 4.19%
Bias -0.42%, slight negative bias on earnings.

With stock at 133.50, the data suggests these ranges.
Based on current IV (expected move per TOS): 125.81 to 141.19
Based on AVERAGE move over last 12 quarters: 127.91 to 139.09
Based on MAXIMUM move over last 12 Q’s (8.7%): 121.90 to 145.10

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