#Earnings — $NTES reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 14, 2018 AC +5.31%
Aug. 8, 2018 AC -10.96%
May 16, 2018 AC -7.45%
Feb. 7, 2018 AC -6.27%
Nov. 15, 2017 AC +7.85%
Aug. 9, 2017 AC -9.77%
May 10, 2017 AC -0.82%
Feb. 15, 2017 AC +14.08% Biggest UP
Nov. 9, 2016 AC -9.22%
Aug. 17, 2016 AC -2.67%
May 11, 2016 AC +0.43%
Feb. 24, 2016 AC -14.80% Biggest DOWN
Avg (+ or -) 7.47%
Bias -2.86%, negative bias on earnings.
With stock at 234.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 216.53 to 251.47
Based on AVERAGE move over last 12 quarters: 216.52 to 251.48
Based on MAXIMUM move over last 12 Q’s (14.8%): 199.37 to 268.63
Open to requests for other symbols.