#Earnings $EXPE reports tonight. Below are details on earnings one-day moves over its entire history.
Oct. 25, 2018 AC +2.49%
July 26, 2018 AC +9.53%
April 26, 2018 AC +8.19%
Feb. 8, 2018 AC -15.46%
Oct. 26, 2017 AC -15.98% Biggest DOWN
July 27, 2017 AC +3.40%
April 27, 2017 AC -1.82%
Feb. 9, 2017 AC -0.48%
Oct. 27, 2016 AC +4.12%
July 28, 2016 AC -2.19%
April 28, 2016 AC +8.20%
Feb. 10, 2016 AC +9.56% Biggest UP
Avg (+ or -) 6.79%
Bias 0.80%, slight positive bias on earnings.
With stock at 127.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 118.87 to 136.13
Based on AVERAGE move over last 12 quarters: 118.85 to 135.15
Based on MAXIMUM move over last 12 Q’s (16.0%): 107.13 to 147.87
Open for requests on other symbols.