#Earnings $ISRG reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 18, 2018 AC -3.45%
July 19, 2018 AC -0.86%
April 17, 2018 AC +8.17% Biggest UP
Jan. 25, 2018 AC -2.12%
Oct. 19, 2017 AC +3.39%
July 20, 2017 AC -4.55%
April 18, 2017 AC +6.36%
Jan. 24, 2017 AC +5.09%
Oct. 18, 2016 AC -5.56% Biggest DOWN
July 19, 2016 AC +4.63%
April 19, 2016 AC +3.34%
Jan. 21, 2016 AC +1.89%
Avg (+ or -) 4.12%
Bias 1.36%, slight positive bias on earnings.
With stock at 530.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 506.06 to 553.94
Based on AVERAGE move over last 12 quarters: 508.18 to 551.82
Based on MAXIMUM move over last 12 Q’s (8.2%): 486.70 to 573.30
Open for requests on other symbols.