#Earnings Who knows when $WYNN will report? Estimates range from tonight until the 28th. IV on TOS shows it could be this week or next. As you can see from the past dates, they tend to announce in different weeks every quarter.
Below are details on earnings one-day moves over the last 12 quarters.
Nov. 7, 2018 AC -13.13% Biggest DOWN
Aug. 1, 2018 AC -6.53%
April 24, 2018 AC -3.74%
Jan. 22, 2018 BO +8.67%
Oct. 26, 2017 AC -1.50%
July 25, 2017 AC -5.02%
April 25, 2017 AC +5.89%
Jan. 26, 2017 AC +7.93%
Nov. 2, 2016 AC -9.31%
July 28, 2016 AC -6.41%
May 5, 2016 AC +1.77%
Feb. 11, 2016 AC +15.83% Biggest UP
Avg (+ or -) 7.14%
Bias -0.46%, no significant positive or negative bias, just tends to move.
With stock at 111.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 105.24 to 116.76
Based on AVERAGE move over last 12 quarters: 103.07 to 118.93
Based on MAXIMUM move over last 12 Q’s (15.8%): 93.43 to 128.57
Open for requests on other symbols.