#Earnings $DATA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 6, 2018 AC +15.35% Biggest UP
Aug. 2, 2018 AC -6.64%
May 2, 2018 AC +6.58%
Feb. 1, 2018 AC +8.97%
Nov. 2, 2017 AC -9.21%
Aug. 2, 2017 AC +9.02%
May 3, 2017 AC +6.12%
Feb. 2, 2017 AC +14.66%
Nov. 1, 2016 AC -12.11%
Aug. 2, 2016 AC -5.67%
May 5, 2016 AC -11.31%
Feb. 4, 2016 AC -49.44% Biggest DOWN
Avg (+ or -) 12.92%
Bias -2.81%, negative bias on earnings.
With stock at 132.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 119.66 to 144.34
Based on AVERAGE move over last 12 quarters: 114.94 to 149.06
Based on MAXIMUM move over last 12 Q’s (49.4%): 66.74 to 197.26
Open for requests on other symbols.