#Earnings $REGN reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 6, 2018 BO +0.75%
Aug. 2, 2018 BO +6.99% Biggest UP
May 3, 2018 BO -1.25%
Feb. 8, 2018 BO -3.58%
Nov. 8, 2017 BO +2.66%
Aug. 3, 2017 BO -2.03%
May 4, 2017 BO +6.70%
Feb. 9, 2017 BO +1.91%
Nov. 4, 2016 BO +1.60%
Aug. 4, 2016 BO -1.80%
May 5, 2016 BO +4.73%
Feb. 9, 2016 BO -6.28% Biggest DOWN
Avg (+ or -) 3.36%
Bias 0.87%, slight positive bias on earnings.
With stock at 425.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 403.84 to 446.16
Based on AVERAGE move over last 12 quarters: 410.73 to 439.27
Based on MAXIMUM move over last 12 Q’s (7.0%): 395.29 to 454.71
Open for requests on other symbols.