#Earnings — $CRM reports Monday at the close. Below are details on earnings one-day moves over the last 12 quarters. (5-day moves are not significantly different)
Nov. 27, 2018 AC +10.27%
Aug. 29, 2018 AC -1.71%
May 29, 2018 AC +1.90%
Feb. 28, 2018 AC +2.73%
Nov. 21, 2017 AC -1.81%
Aug. 22, 2017 AC +0.12%
May 18, 2017 AC -0.39%
Feb. 28, 2017 AC +3.02%
Nov. 17, 2016 AC +3.43%
Aug. 31, 2016 AC -4.41% Biggest DOWN
May 18, 2016 AC +4.13%
Feb. 24, 2016 AC +11.03% Biggest UP
Avg (+ or -) 3.75%
Bias 2.36%, strong positive bias on earnings.
With stock at 164.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 153.49 to 174.51
Based on AVERAGE move over last 12 quarters: 157.86 to 170.14
Based on MAXIMUM move over last 12 Q’s (11.0%): 145.91 to 182.09
Open to requests for other symbols.