#Earnings $WYNN reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 7, 2018 AC -13.13% Biggest DOWN
Aug. 1, 2018 AC -6.53%
April 24, 2018 AC -3.74%
Jan. 22, 2018 BO +8.67%
Oct. 26, 2017 AC -1.50%
July 25, 2017 AC -5.02%
April 25, 2017 AC +5.89%
Jan. 26, 2017 AC +7.93%
Nov. 2, 2016 AC -9.31%
July 28, 2016 AC -6.41%
May 5, 2016 AC +1.77%
Feb. 11, 2016 AC +15.83% Biggest UP
Avg (+ or -) 7.14%
Bias -0.46%, slight negative bias on earnings.
With stock at 117.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 109.04 to 125.96
Based on AVERAGE move over last 12 quarters: 109.11 to 125.89
Based on MAXIMUM move over last 12 Q’s (15.8%): 98.90 to 136.10
Open for requests on other symbols.