#Earnings — $ANF reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 29, 2018 BO +20.91%
Aug. 30, 2018 BO -17.15%
June 1, 2018 BO -8.72%
March 7, 2018 BO +11.90%
Nov. 17, 2017 BO +23.90% Biggest UP
Aug. 24, 2017 BO +17.06%
May 25, 2017 BO +8.99%
March 2, 2017 BO +13.94%
Nov. 18, 2016 BO -13.76%
Aug. 30, 2016 BO -20.30% Biggest DOWN
May 26, 2016 BO -15.66%
March 2, 2016 BO +3.64%

Avg (+ or -) 14.66%
Bias 2.06%, Positive bias on earnings.

With stock at 21.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 18.76 to 24.24
Based on AVERAGE move over last 12 quarters: 18.35 to 24.65
Based on MAXIMUM move over last 12 Q’s (23.9%): 16.36 to 26.64

Open to requests for other symbols.

#longstraddle