#Earnings — $WMT reports Tuesday morning (after Monday holiday). Below are details on earnings one-day moves over the last 12 quarters.
Nov. 15, 2018 BO -1.96%
Aug. 16, 2018 BO +9.33%
May 17, 2018 BO -1.90%
Feb. 20, 2018 BO -10.17% Biggest DOWN
Nov. 16, 2017 BO +10.89% Biggest UP
Aug. 17, 2017 BO -1.58%
May 18, 2017 BO +3.22%
Feb. 21, 2017 BO +2.99%
Nov. 17, 2016 BO -3.08%
Aug. 18, 2016 BO +1.87%
May 19, 2016 BO +9.58%
Feb. 18, 2016 BO -3.01%
Avg (+ or -) 4.97%
Bias 1.35%, positive bias on earnings.
With stock at 99.30 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 95.03 to 103.57
Based on AVERAGE move over last 12 quarters: 94.37 to 104.23
Based on MAXIMUM move over last 12 Q’s (10.9%): 88.49 to 110.11
Open to requests for other symbols.