#Earnings — $Z reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 6, 2018 AC -26.92% Biggest DOWN
Aug. 6, 2018 AC -14.77%
May 7, 2018 AC -1.44%
Feb. 8, 2018 AC -2.67%
Nov. 7, 2017 AC +2.67%
Aug. 8, 2017 AC -9.05%
May 4, 2017 AC +9.29%
Feb. 7, 2017 AC -6.37%
Nov. 1, 2016 AC +6.32%
Aug. 4, 2016 AC -4.73%
May 3, 2016 AC +12.05% Biggest UP
Feb. 11, 2016 AC -0.89%
Avg (+ or -) 8.10%
Bias -3.04%, negative bias on earnings.
With stock at 34.20 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 30.28 to 38.12
Based on AVERAGE move over last 12 quarters: 31.43 to 36.97
Based on MAXIMUM move over last 12 Q’s (26.9%): 24.99 to 43.41
Open to requests for other symbols.