#Earnings $FB reports tonight after the bell. Below are details on earnings 1-day moves over the last 12 quarters.
July 25, 2018 AC -18.96% Biggest DOWN
April 25, 2018 AC 9.06%
Jan. 31, 2018 AC 3.31%
Nov. 1, 2017 AC -2.04%
July 26, 2017 AC 2.91%
May 3, 2017 AC -0.62%
Feb. 1, 2017 AC -1.79%
Nov. 2, 2016 AC -5.63%
July 27, 2016 AC 1.34%
April 27, 2016 AC 7.19%
Jan. 27, 2016 AC 15.52% Biggest UP
Nov. 4, 2015 AC 4.63%
Avg + or – 6.08%
Bias 1.24%, positive bias on earnings.
With stock at 142.00, the data suggests these ranges.
Based on current IV (expected move per TOS): 129.24 to 154.76
Based on AVERAGE move over last 12 quarters: 133.36 to 150.64
Based on MAXIMUM move over last 12 Q’s (19.0%): 115.08 to 168.92
Open for requests on other symbols.