#Earnings $CAT reports Monday morning. Below are details on earnings FIVE-day moves over the last 12 quarters.

***NOTE: These are 5-day moves, since options traded for earnings will expire next Friday.

Tue 10/23/2018 BO -10.61% Biggest DOWN
Mon 07/30/2018 BO -2.82%
Tue 04/24/2018 BO -6.02%
Thu 01/25/2018 BO -3.42%
Tue 10/24/2017 BO +4.66%
Tue 07/25/2017 BO +5.47%
Tue 04/25/2017 BO +5.62%
Thu 01/26/2017 BO -1.38%
Tue 10/25/2016 BO -2.45%
Tue 07/26/2016 BO +5.17%
Fri 04/22/2016 BO -1.28%
Thu 01/28/2016 BO +7.51% Biggest UP

Avg (+ or -) 4.70%
Bias 0.04%, no directional bias on earnings.

With stock at 135.75 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 127.97 to 143.53
Based on AVERAGE move over last 12 quarters: 129.37 to 142.13
Based on MAXIMUM move over last 12 Q’s (10.6%): 121.35 to 150.15

Open for requests on other symbols.