#Earnings $LRCX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 16, 2018 AC +1.31%
July 26, 2018 AC +7.19% Biggest UP
April 17, 2018 AC -4.03%
Jan. 24, 2018 AC -4.99% Biggest DOWN
Oct. 17, 2017 AC +3.05%
July 26, 2017 AC -2.12%
April 18, 2017 AC +6.85%
Jan. 25, 2017 AC -2.21%
Oct. 19, 2016 AC -2.78%
July 27, 2016 AC +1.21%
April 20, 2016 AC -2.23%
Jan. 27, 2016 AC +2.88%
Avg (+ or -) 3.40%
Bias 0.34%, slight positive bias on earnings.
With stock at 138.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 130.44 to 145.56
Based on AVERAGE move over last 12 quarters: 133.30 to 142.70
Based on MAXIMUM move over last 12 Q’s (7.2%): 128.08 to 147.92
Open for requests on other symbols.