#Earnings $EBAY reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Bought $EBAY Feb 1st 33.5 straddle for 2.23.
Oct. 30, 2018 AC +5.87%
July 18, 2018 AC -10.11%
April 25, 2018 AC -5.58%
Jan. 31, 2018 AC +13.82% Biggest UP
Oct. 18, 2017 AC -1.79%
July 20, 2017 AC -1.53%
April 19, 2017 AC -3.92%
Jan. 25, 2017 AC +4.99%
Oct. 19, 2016 AC -10.76%
July 20, 2016 AC +10.89%
April 26, 2016 AC +3.18%
Jan. 27, 2016 AC -12.45% Biggest DOWN
Avg (+ or -) 7.07%
Bias -0.62%, slight negative bias on earnings.
With stock at 33.60 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 31.39 to 35.81
Based on AVERAGE move over last 12 quarters: 31.46 to 36.24
Based on MAXIMUM move over last 12 Q’s (13.8%): 29.17 to 38.53
Open for requests on other symbols.