REGN earnings analysis

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

Aug. 2, 2018 BO 6.99% Biggest UP
May 3, 2018 BO -1.25%
Feb. 8, 2018 BO -3.58%
Nov. 8, 2017 BO 2.66%
Aug. 3, 2017 BO -2.03%
May 4, 2017 BO 6.70%
Feb. 9, 2017 BO 1.91%
Nov. 4, 2016 BO 1.60%
Aug. 4, 2016 BO -1.80%
May 5, 2016 BO 4.73%
Feb. 9, 2016 BO -6.28% Biggest DOWN
Nov. 4, 2015 BO -2.42%

Avg + or – 3.50%
Bias +0.60%, no significant bias on earnings.

***Since it’s only Monday, I checked 5-day moves. Only 1 quarter of the above exceeded these ranges, at +9.5%.

With stock at 354.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 329.66 to 378.34
Based on AVERAGE move over last 12 quarters: 366.38 to 341.62
Based on MAXIMUM move over last 12 Q’s (7.0%): 329.26 to 378.74

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