JPM earnings analysis

#Earnings $JPM reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Oct. 12, 2018 BO -1.09%
July 13, 2018 BO -0.45%
April 13, 2018 BO -2.70% Biggest DOWN
Jan. 12, 2018 BO +1.65%
Oct. 12, 2017 BO -0.28%
July 14, 2017 BO -0.91%
April 13, 2017 BO -1.17%
Jan. 13, 2017 BO +0.53%
Oct. 14, 2016 BO -0.32%
July 14, 2016 BO +1.51%
April 13, 2016 BO +4.23% Biggest UP
Jan. 14, 2016 BO +1.49%

Avg (+ or -) 1.36%
Bias 0.21%, slight positive bias on earnings.

NOTE: JPM is a very small mover on earnings. The above are the 1-day moves; I checked 5-day moves, but the +4.23% move above was still the highest.

With stock at 100.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 96.58 to 103.42
Based on AVERAGE move over last 12 quarters: 98.64 to 101.36
Based on MAXIMUM move over last 12 Q’s (4.2%): 95.77 to 104.23

Open for requests on other symbols.

#ironbutterfly