#Earnings — $OLED reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 1, 2018 AC -20.50% Biggest DOWN
Aug. 9, 2018 AC +13.54%
May 3, 2018 AC +12.43%
Feb. 22, 2018 AC -15.81%
Nov. 2, 2017 AC +9.52%
Aug. 3, 2017 AC -1.30%
May 4, 2017 AC +23.87% Biggest UP
Feb. 23, 2017 AC +20.08%
Nov. 3, 2016 AC +2.98%
Aug. 4, 2016 AC -8.01%
May 5, 2016 AC -0.76%
Feb. 25, 2016 AC -11.45%
Avg (+ or -) 11.69%
Bias 2.05%, positive bias on earnings.
With stock at 117.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 105.41 to 129.59
Based on AVERAGE move over last 12 quarters: 103.77 to 131.23
Based on MAXIMUM move over last 12 Q’s (23.9%): 89.45 to 145.55
Open to requests for other symbols.