#Earnings $AMD reports tonight. Below are details on earnings THREE-day moves over the last 12 quarters.
***NOTE: These are 3-day moves, since options traded for earnings will expire on Friday. These moves are bigger than 1-day moves. This stock can move BIG.
Wed 10/24/2018 AC -22.64%
Wed 07/25/2018 AC +18.01%
Wed 04/25/2018 AC +14.42%
Tue 01/30/2018 AC -3.26%
Tue 10/24/2017 AC -16.91%
Tue 07/25/2017 AC -1.13%
Mon 05/01/2017 AC -25.84% Biggest DOWN
Tue 01/31/2017 AC +18.03%
Thu 10/20/2016 AC -6.32%
Thu 07/21/2016 AC +11.87%
Thu 04/21/2016 AC +52.29% Biggest UP
Tue 01/19/2016 AC +3.58%
Avg (+ or -) 16.19%
Bias 3.51%, positive bias on earnings.
With stock at 19.60 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 17.19 to 22.01
Based on AVERAGE move over last 12 quarters: 16.43 to 22.77
Based on MAXIMUM move over last 12 Q’s (52.3%): 9.35 to 29.85
Open for requests on other symbols.
Options Bistro 