#Earnings $HD reports tomorrow morning. Below are details on earnings 1-day moves over the last 12 quarters. (I checked 5-day moves and the only value higher than those below was a +7% move for Nov 2015)
Aug. 14, 2018 BO -0.53%
May 15, 2018 BO -1.62%
Feb. 20, 2018 BO -0.13%
Nov. 14, 2017 BO 1.63%
Aug. 15, 2017 BO -2.65%
May 16, 2017 BO 0.59%
Feb. 21, 2017 BO 1.41%
Nov. 15, 2016 BO -2.56%
Aug. 16, 2016 BO -0.60%
May 17, 2016 BO -2.46%
Feb. 23, 2016 BO 1.36%
Nov. 17, 2015 BO 4.41%
Avg (+ or -) 1.66%
Bias -0.10%, no significant bias on earnings.
With stock at 185.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 176.22 to 193.78
Based on AVERAGE move over last 12 quarters: 181.92 to 188.08
Based on MAXIMUM move over last 12 Q’s (4.4%): 176.84 to 193.16
Open for requests on other symbols.