#Earnings $CSCO reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
Aug. 15, 2018 AC 2.96%
May 16, 2018 AC -3.76%
Feb. 14, 2018 AC 4.72%
Nov. 15, 2017 AC 5.18%
Aug. 16, 2017 AC -4.01%
May 17, 2017 AC -7.21% Biggest DOWN
Feb. 15, 2017 AC 2.37%
Nov. 16, 2016 AC -4.81%
Aug. 17, 2016 AC -0.78%
May 18, 2016 AC 3.18%
Feb. 10, 2016 AC 9.64% Biggest UP
Nov. 12, 2015 AC -5.82%
Avg (+ or -) 4.54%
Bias 0.14%, no significant bias on earnings.
With stock at 45.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 42.29 to 47.71
Based on AVERAGE move over last 12 quarters: 42.96 to 47.04
Based on MAXIMUM move over last 12 Q’s (9.6%): 40.66 to 49.34
Open for requests on other symbols.