#Earnings — $SQ reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 7, 2018 AC +8.48%
Aug. 8, 2018 AC -11.38%
May 7, 2018 AC +7.84%
Feb. 21, 2018 AC -27.23% Biggest DOWN
Nov. 1, 2017 AC -20.10%
Aug. 2, 2017 AC -1.08%
May 10, 2017 AC +5.58%
Feb. 22, 2017 AC -18.13%
Nov. 4, 2015 AC +9.99%
Aug. 5, 2015 AC +10.00% Biggest UP
May 6, 2015 AC -7.90%
Feb. 26, 2015 AC -6.34%
Avg (+ or -) 11.17%
Bias -4.19%, negative bias on earnings.
With stock at 78.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 72.38 to 84.62
Based on AVERAGE move over last 12 quarters: 69.73 to 87.27
Based on MAXIMUM move over last 12 Q’s (27.2%): 57.12 to 99.88
Open to requests for other symbols.